Wednesday, 3 August 2016

integration - How to evaluate this improper integral intinfty0frac1x1xn,mathrmdx?




How to evaluate this improper integral?
01x1xndx.




What I tried is a substitution i.e xn=t, but then things got complicated, and I'm stuck.


Answer



Here are two methods,using real analysis




Method : 1 : using some special functions :
I=01x1xndx=101x1xndxI1(n)+11x1xndxI2(n)
I1(n)=101x1xndx
Now lets make a substitution , xn=tdx=1nt1n1dt , so I1(n) becomes
I1(n)=1n101t1n1t.t1n1dt=1n[10t1n11tdt10t2n11tdt]
I1(n)=1nlimm0[β(m,1n)β(m,2n)]
I1(n)=1n[ψ(2n)ψ(1n)]

now lets take I2(n)
I2(n)=11x1xndx
Now for this one substitute x=1tdx=1t2dt
I2(n)=101t1tntn3dt
Now make another substitution tn=udt=1nu1n1du , so the integral becomes
I2(n)=1n101u1n1u(u1n1)(u13n)du
I2(n)=1n[10u2n1udu10u1n1udu]
I2(n)=1nlimm0[β(m,12n)β(m,11n)]
I2(n)=1n[ψ(11n)ψ(12n)]
Now we just have to add I1(n) and I2(n)

I(n)=1n[ψ(1n)+ψ(11n)+ψ(2n)ψ(12n)]=πn[cot(πn)cot(2πn)]=πncsc(2πn)
 I(n)=πncsc(2πn)



hete ψDigamma function (https://en.wikipedia.org/wiki/Digamma_function) and βBeta function



(https://en.wikipedia.org/wiki/Beta_function#Derivatives).
and the reflection formula i used to simplify is known as Euler’s reflection formula which is …
ψ(1z)ψ(z)=πcot(πz)




Method : 2 : Mellin Transform(http://mathworld.wolfram.com/MellinTransform.html) :
I(n)=01x1xndx
so lets use the same substitution again ..
xn=tdx=1nt1n1dt so the integral becomes
I(n)=1n01t1n1tt1n1dt
I(n)=1n[0t1n11tdtF1(t)0t2n11tdtF2(t)]
So again we have two separate integrals , now using melling transform we can evaluate these two very easily , so first lets define the




standard Mellin transform of a function let's say f(t) , it is given by ..
M[f(t)]=F(s)=0f(t)ts1dt
So, now if we compare F1(t) with the above integral then we can see that ..
s1=1n and f1(t)=11t
Now Mellin transform of f1(t) is well known, it is ...
$$\mathcal{M}[f_{1}(t)]\bigg{|}_{s_{1}=1/n}=\pi \cot(\pi s)\bigg{|}_{s=s_{1}}=\pi \cot\left(\dfrac{\pi}{n}\right),0and for f2(t) at s2=2n it will be
$$\mathcal{M}[f_{2}(t)]\bigg{|}_{s_{2}=2/n}=\pi \cot(\pi s)\bigg{|}_{s=s_{2}}=\pi \cot\left(\dfrac{2\pi}{n}\right),0I(n)=1n[M[f1(t)]|s1=2/nM[f2(t)]|s2=2/n]
I(n)=πn[cot(πn)cot(2πn)]

So, again we arrive at the same result i.e
 I(n)=πncsc(2πn)


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