How to evaluate this improper integral?
∫∞01−x1−xndx.
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=∫∞01−x1−xndx=∫101−x1−xndx⏟I1(n)+∫∞11−x1−xndx⏟I2(n)
I1(n)=∫101−x1−xndx
Now lets make a substitution , xn=t⟹dx=1nt1n−1dt , so I1(n) becomes
I1(n)=1n∫101−t1n1−t.t1n−1dt=1n[∫10t1n−11−tdt−∫10t2n−11−tdt]
I1(n)=1nlimm→0[β(m,1n)−β(m,2n)]
I1(n)=1n[ψ(2n)−ψ(1n)]
now lets take I2(n)
I2(n)=∫∞11−x1−xndx
Now for this one substitute x=1t⟹dx=−1t2dt
I2(n)=∫101−t1−tntn−3dt
Now make another substitution tn=u⟹dt=1nu1n−1du , so the integral becomes
I2(n)=1n∫101−u1n1−u(u1n−1)(u1−3n)du
I2(n)=1n[∫10u−2n1−udu−∫10u−1n1−udu]
I2(n)=1nlimm→0[β(m,1−2n)−β(m,1−1n)]
I2(n)=1n[ψ(1−1n)−ψ(1−2n)]
Now we just have to add I1(n) and I2(n)
I(n)=1n[−ψ(1n)+ψ(1−1n)+ψ(2n)−ψ(1−2n)]=πn[cot(πn)−cot(2πn)]=πncsc(2πn)
I(n)=πncsc(2πn)
hete ψ⇒Digamma function (https://en.wikipedia.org/wiki/Digamma_function) and β⇒Beta 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(1−z)−ψ(z)=πcot(πz)
Method : 2 : Mellin Transform(http://mathworld.wolfram.com/MellinTransform.html) :
I(n)=∫∞01−x1−xndx
so lets use the same substitution again ..
xn=t⟹dx=1nt1n−1dt so the integral becomes
I(n)=1n∫∞01−t1n1−tt1n−1dt
I(n)=1n[∫∞0t1n−11−tdt⏟F1(t)−∫∞0t2n−11−tdt⏟F2(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)ts−1dt
So, now if we compare F1(t) with the above integral then we can see that ..
s1=1n and f1(t)=11−t
Now Mellin transform of f1(t) is well known, it is ...
$$\mathcal{M}[f_{1}(t)]\bigg{|}_{s_{1}=1/n}=\pi \cot(\pi s)\bigg{|}_{s=s_{1}}=\pi \cot\left(\dfrac{\pi}{n}\right),0
$$\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),0
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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