Wednesday, 7 November 2018

integration - Simple, yet evasive integral from zero to pi/2




Q: Evaluate\newcommand{\dx}{\mathrm dx}\newcommand{\du}{\mathrm du}\newcommand{\dv}{\mathrm dv}\newcommand{\dtheta}{\mathrm d\theta}\newcommand{\dw}{\mathrm dw}I=\int\limits_0^{\pi/2}\dx\,\frac {\left(\log\sin x\log\cos x\right)^2}{\sin x\cos x}





I'm out of ideas on what to do. I tried using the astute limit identity for integration, but that lead to nowhere, because it's simply the same integral i.e adding the two together, doesn't yield a simplification whatsoeverI=\int\limits_0^{\pi/2}\dx\,\frac {\log^2\sin x\log^2\cos x}{\sin x\cos x}=\int\limits_0^{\pi/2}\du\,\frac {\log^2\cos u\log^2\sin u}{\cos u\sin u}I've looked into making a u-substitution, but have no idea where to begin. I plan to use a trigonometric identity, namely\sec x\csc x=\cot x+\tan xbut I'm not sure what to do afterwards because we getI=\int\limits_0^{\pi/2}\dx\,\cot x\log^2\sin x\log^2\cos x+\int\limits_0^{\pi/2}\dx\,\tan x\log^2\sin x\log^2\cos xI would appreciate it if you guys gave me an idea on where to begin!



Also, as a side note, I've used \newcommand on \dx,\du,\dv, and \dw to automatically change to \dx, \du, \dv, and \dw respectively, if you guys don't mind! Just to make it easier for the differential operator!


Answer



Change variable to t = \sin^2 x and notice
\begin{align}\frac{dx}{\sin x\cos x} &= \frac{\sin x\cos x dx}{\sin^2 x\cos^2 x} = \frac12\frac{dt}{t(1-t)}\\ \log\sin x \log\cos x &= \frac14\log\sin^2 x \log \cos^2 x = \frac14 \log t\log(1-t) \end{align}
The integral at hand can be rewritten as
\mathcal{I} \stackrel{def}{=} \int_0^{\pi/2} \frac{(\log\sin x\log\cos x)^2}{\sin x\cos x} dx = \frac{1}{32}\int_0^1 \frac{\log^2 t \log^2(1-t)}{t(1-t)} dt
Since \displaystyle\frac{1}{t(1-t)} = \frac1t + \frac{1}{1-t}, by replacing t by 1-t in part of the integral, we find



\begin{align} \mathcal{I} &= \frac{1}{16}\int_0^1 \frac{\log^2 t\log^2(1-t)}{t} dt = \frac{1}{48}\int_0^1 \log^2(1-t) d\log^3 t\\ &\stackrel{\text{I.by.P}}{=} \frac{1}{48}\left\{ \left[\log^2(1-t)\log^3 t\right]_0^1 + 2 \int_0^1 \log^3 t\frac{\log(1-t)}{1-t}dt\right\}\\ &= -\frac{1}{24}\int_0^1 \frac{\log^3 t}{1-t}\sum_{n=1}^\infty\frac{t^n}{n} dt = -\frac{1}{24}\int_0^1 \log^3 t\sum_{n=1}^\infty H_nt^n dt\\ &\stackrel{t = e^{-y}}{=} \frac{1}{24} \int_0^\infty y^3 \sum_{n=1}^\infty H_n e^{-(n+1)y} dy = \frac14 \sum_{n=1}^\infty \frac{H_n}{(n+1)^4} \end{align}
where H_n are the n^{th} harmonic number. By rearranging its terms, the last sum should be expressible in terms of zeta functions. I'm lazy, I just ask WA to evaluate the sum. As expected, last sum equals to 2\zeta(5) - \frac{\pi^2}{6}\zeta(3){}^\color{blue}{[1]}.




As a consequence, the integral at hand equals to:



\mathcal{I} = \frac{12\zeta(5) - \pi^2\zeta(3)}{24} \approx 0.024137789997360933616411382857235691008...



Notes




  • \color{blue}{[1]} It turns out we can compute this sum using an

    identity by Euler.
    2\sum_{n=1}^\infty \frac{H_n}{n^m} = (m+2)\zeta(m+1) - \sum_{n=1}^{m-2}\zeta(m-n)\zeta(n+1),\quad\text{ for } m = 2, 3, \ldots
    In particular, for m = 4, this identity becomes
    \sum_{n=1}^\infty \frac{\zeta(n)}{n^4} = 3\zeta(5) - \zeta(2)\zeta(3)
    and we can evaluate our sum as
    \begin{align}\mathcal{I} &= \frac14\sum_{n=1}^{\infty}\frac{H_{n}}{(n+1)^4} = \frac14\sum_{n=1}^{\infty}\left(\frac{H_{n+1}}{(n+1)^4}-\frac{1}{(n+1)^5}\right) = \frac14\left(\sum_{n=1}^\infty \frac{H_n}{n^4} - \zeta(5)\right)\\ &= \frac14(2\zeta(5) - \zeta(2)\zeta(3)) = \frac{12\zeta(5) - \pi^2\zeta(3)}{24} \end{align}


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