Tuesday 29 January 2019

calculus - How to evaluate $int_{-infty}^{infty}frac{x^2e^x}{left(1 + e^xright)^2}dx$




How to evaluate the following integral:



$$\int_{-\infty}^{\infty}\frac{x^2e^x}{\left(1 + e^x\right)^2}dx$$



So far I know that this function is even, so we can take $\int_{0}^{\infty}\frac{x^2e^x}{\left(1 + e^x\right)^2}dx$ or $\int_{-\infty}^{0}\frac{x^2e^x}{\left(1 + e^x\right)^2}dx$ and then multiply by 2.



If we substitute $x = \ln z$ then $\int_{-\infty}^{0}\frac{x^2e^x}{\left(1 + e^x\right)^2}dx = \int_{0}^{1}\frac{\ln^2z}{\left(1 + x\right)^2}dz$



And I don't know what to do next.


Answer




Since the function is even, the integral $I$ is



$$I=2\int_0^\infty\frac{x^2e^{-x}}{(1+e^{-x})^2}\,dx.$$



Now, using that



$$\frac1{(1+x)^2}=\sum_{n\geq1}n(-1)^{n-1}x^{n-1}$$



it follows that




$$I=2\sum_{n\geq1}n(-1)^n\underbrace{\int_0^\infty x^2e^{-nx}\,dx}_{2/n^3}
=4\underbrace{\sum_{n\geq1}\frac{(-1)^{n-1}}{n^2}}_{\pi^2/12}
=\frac{\pi^2}3.$$



Sum and integral can be interchanged by absolute convergence.



Edit:



$$\int_0^\infty x^2e^{-nx}\,dx
\underbrace{=}_{y=nx}\frac1{n^3}\underbrace{\int_0^\infty e^{-y}y^2\,dy}_{\text{gamma function }\Gamma(3)=2}

=\frac{2}{n^3}$$



$$\sum_{n\geq1}\frac{(-1)^{n-1}}{n^2}=
\sum_{n\text{ odd}}\frac1{n^2}-
\sum_{n\text{ even}}\frac1{n^2}
=\sum_{\text{all }n}\frac1{n^2}-2\sum_{n\text{ even}}\frac1{n^2}
=\zeta(2)-2\sum_{n\geq1}\frac1{(2n)^2}
=\zeta(2)-\frac12\zeta(2)=\frac{\pi^2}{12}$$


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