Wednesday, 7 September 2016

calculus - Evaluation of the integral $int_0^1 frac{ln(1 - x)}{1 + x}dx$



How can I evaluate the integral
$$\int_0^1 \frac{\ln(1 - x)}{1 + x}dx$$
I tried manipulating the known integral
$$\int_0^1 \frac{\ln(1 - x)}{x}dx = -\frac{\pi^2}{6}$$
but couldn't do anything with it.


Answer




You can use double integration:



$$\int\limits_0^1 {\frac{{\log \left( {1 - x} \right)}}{{1 + x}}dx} = \int\limits_0^1 {\int\limits_0^{ - x} {\frac{{du \cdot dx}}{{\left( {1 + u} \right)\left( {1 + x} \right)}}} } $$



$$\int\limits_0^1 {\int\limits_0^x {\frac{{dm \cdot dx}}{{\left( {m - 1} \right)\left( {1 + x} \right)}}} } $$



Now make



$$m = ux $$




$$\int\limits_0^1 {\int\limits_0^1 {\frac{{x \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {1 + x} \right)}}} } = \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } - \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)\left( {1 + x} \right)}}} } $$



We have that (partial fraction decomposition)



$$\frac{1}{ \left( ux - 1 \right)\left( x + 1 \right) } = \frac{u}{ \left( u + 1 \right)\left( ux - 1 \right) } - \frac{1}{ \left( x + 1 \right)\left( u + 1 \right) }$$



So we get



$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } - \int\limits_0^1 {\int\limits_0^1 {\frac{{u \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {u + 1} \right)}}} } + \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } $$




Now:



$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } = \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{u}} du = - \frac{{{\pi ^2}}}{6}$$



$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du\cdot dx}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } = {\log ^2}2$$



For our last one,note it is the integral we're looking for



$$\int\limits_0^1 {\int\limits_0^1 {\frac{{u\cdot du\cdot dx}}{{\left( {ux - 1} \right)\left( {u + 1} \right)}}} \mathop = \limits^{ux = m} } \int\limits_0^1 {\int\limits_0^u {\frac{{dm\cdot du}}{{\left( {m - 1} \right)\left( {u + 1} \right)}}} } \mathop = \limits^{m = - x} \int\limits_0^1 {\int\limits_0^{ - u} {\frac{{dx\cdot du}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } = \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du$$




We get



$$\int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du = {\log ^2}2 - \frac{{{\pi ^2}}}{6} - \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du$$



or



$$\int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{{u + 1} }}} du = \frac{{{{\log }^2}2}}{2} - \frac{{{\pi ^2}}}{{12}}$$



as desired.


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