1

Prof J Pereyra
GIMA
09/08/20

Evaluate the following Integral :

1
∞ ln(1 + x)⋅ln(1 + 2
)
x
∫
0
x
dx

1
ln(1 + x )
Hint 1 : ∫ 1 +1xy dy= x
0

Hint 2 : ∫ z 2+zx 2 2
dz = ln(1 +
1
x
2
)
0

1
m 1
Hint 3 : ∫t lnt dt =−
(m + 1)
2
0

∞ n− 1
(− 1)
Hint 4 : η (s)=∑ =(1−2s ) ζ (s)........(The Alternating z − function)
n= 1 ns

Featuring :

− Transformation into a Triple integral

− Integration by parts
− Infinite series expansion
− The Riemann − zeta , Dirichlet eta , Dirichlet beta functions
− The Catalan− constant
 2

Prof J Pereyra
GIMA

Hint 1 :
1

∫ 1 +1xy dy = ln ( 1x+ x ) ⋯⋯( 1 )

0

Proof by substitution . Let ,

u= xy ∴

when ,

y = 0 ⇒ u= 0
y = 1⇒ u = x

Also ,

1
du = xdy ⇒ dy = du
x

So , substituting on the Integral ⋯⋯ ( 1 )

1 x
1 1
∫
0
1 + xy
dy =
x ∫ 1 +1 u du= 1x ln ( 1 + u )∣0x
0

1
1 ln ( 1 + x )
∴∫ dy = ■
0
1+ xy x
 3

Prof J Pereyra
GIMA

Hint 2:
1

∫ z 2+zx
2 2
dz = ln 1 +( 1
x2 )
⋯⋯ ( 1 )
0

Proof by substitution . Let ,

2 2
u= z + x ∴

when ,
2
z = 0 ⇒ u= x
2
z =1 ⇒ u= 1 + x

Also ,

du = 2⋅zdz

So , substituting on the Integral⋯⋯( 1 )

1 1 + x2
2z
∫ 1u du= ln ( u )∣ +
2
1 x
∫ z +x2
2
dz = x2
.
0 x2

1 2
2z 1+ x 1
∴∫
0
2
z +x 2
dz = ln ( 1 + x 2 ) − ln ( x 2 ) =ln
x (
2 ) (
= ln 1 + 2 ■
x )
 4

Prof J Pereyra
GIMA

Hint 3 :
1
m 1
∫t lnt dt =−
( m+1 )
2
⋯⋯( 1 )
0

Proof by Integration by parts , for m ⩾ 0. Let ,

( 1t ) dt
u= ln ( t ) ⇒ du =
1
dv = t ⋅dt ⇒ v =(
m +1 )
m m+1
t

So , Integrating by parts⋯⋯ ( 1 )
1 1 1
1 1 1
∫ udv =uv −∫ vdu =( m + 1 ) t⏟
ln ( t )∣ −(
m + 1 )∫
m +1
t ⋅dt 0.
m

0 0 0
0

1 1 1
1 1 1

0 0
m
∴∫ udv =∫ t ⋅lnt dt =− ( m +1 )∫ t
0
m
dt =−
( ( m+1) )
2
t m + 1∣0 . So ,

∫ t ⋅lnt dt =− ( m +1 1 )
m
2 , ∀ m ⩾0 ■
0

Note: A mnemonic device which is helpful for selecting when using integration by parts is the
LIATE principle of precedence for u:

Logarithmic
Inverse trigonometric
Algebraic
Trigonometric
Exponential

If the integrand has several factors, then we try to choose among them a u which appears as high as
possible on the list.
 5

Prof J Pereyra
GIMA

Hint 4:
∞ n−1
(−1)
η (s)=∑ s
=(1− 21 −s ) ζ (s)........(The Alternating z − function)
n= 1 n

Proof . Let ,
∞ n−1
(−1)
η (s)=∑
n= 1 ns

1 −1

(⏞ (⏞
∞ n− 1 n −1
− 1) −1) ∞ ∞
1
∞
1
∴ η(s)= ∑
n= 1, odd n
s +
n= 2, even n
s∑ + ∑
n= 1, even n
s − ∑
n= 2, even n
s

1 −1

(⏞ (⏞
∞ n−1 n −1
− 1) ∞
1
∞
−1) ∞
1
η (s)=( ∑
n=1 , odd n
s
+
n= 1, even n
s
) +∑(
n= 2, even n
s
− ∑
n= 2, even n
s) ∑
∞ ∞ ∞ ∞
1 1 1 1
η(s)= ∑
n= 1, all n
s − 2× ∑
n= 2, even n
s ⇒ η (s)=
n =1 , all n
∑
s − 2×
n =1 , all (2 n)
s ∑
∞
1 −s 1 1− s
η(s)= ζ (s)− 2 ×∑ s = ζ (s)− 2 ζ (s)⇒ η (s)=(1− 21 − s ) ζ (s)
n= 1 n

∞ n −1
(− 1)
∴ η (s)=∑ s
=(1− 21− s ) ζ (s) ■
n=1 n

Put it all together:

There are many small tricks one can use when working with multiple integrals. For example,
expanding in a series gives:
1
∞
1 dxdy
∑ n2 =∬ 1− xy
n=1 0

Rotating the unit square [0, 1]² by 45º and changing to polar coordinates allows you to
evaluate the integral—and thus the sum! We won’t deal with such difficult things.
Step 1. Rewrite the integrand using hint 1 and hint 2then introduce a triple integral .

1
∞ ln (1+ x)⋅ln (1 + ) ∞ 1 1
x2
∫ x
dx = ∫∫∫ (1 + xy2)(zz + x ) dydzdx ⇒ 2 2
0 0 0 0

1
∞ ln (1 + x)⋅ln(1 + ) 1 1 ∞
x2
LHS = ∫ x
dx = ∫∫∫ (1 + xy2)(zz + x ) dxdydz= RHS 2 2
0 0 0 0

Step 2. Partial fractions on RHS integrand :

2z A Bx + C
2 2 = + 2 2 ⇒ A (z 2 + x2 )+ (Bx + C )(1+ xy )= 2 z
(1 + xy)(z + x ) 1 + xy z +x

∴( A + By )x 2 +(B + Cy ) x + Az 2 + C = 0 x 2 + 0 x + 2 z

Solving the system of equations ,

A + By =0⋯⋯(1)
B + Cy =0⋯⋯(2)
2
Az + C = 2 z ⋯(3)

2 2
eq(1)− y⋅eq(2)⇒ A −Cy =0 ⇒ A =Cy , in eq(3)

2z 2 y2 z − 2 yz
Az 2 + C = z ⇒ Cy 2 z 2 + C = z ⇒ C = 2 2
∴ A = 2 2
⇒ B=
1+ y z 1+ y z 1 + y 2 z2
1 1
2 y2 z 2 z
∞
2 xyz
So , A , B and C in RHS ⇒ ∫∫∫ 11 + y
0 0 0
2 2
( + 2 2 − 2 2 )dxdydz
z 1 + xy x + z x +z

1 1
x
⇒ RHS = ∫∫ 1 + 1y
0 0
2
z
(2 yz ln (1 + xy )+ 2 arctan ( )− yz ln(x 2 + z 2))∣∞ dydz
2
z 0

Using logarithmic properties ,

1 1 2
1 (1+ xy ) x
RHS = ∫∫ ( yz ln( 2 2 ) + 2 arctan ( ))∣∞ dydz
0 0
2 2
1+ y z x +z z 0

1 1 1 1
1 1
RHS= ∫∫
0 0
2 2
1+ y z
( yz(lny 2− ln( 2 ))+ π )dydz =
z 0
∫∫ 1 + 1y
0
2
z2
(2⋅yzlny + 2⋅yzlnz + π )dydz
But ,2⋅yzlny and 2⋅yzlnz are Symmetric . So , after integration this two gives same value .
1 1

⇒ RHS = ∫∫ 1+ 1y 2
z2
(4⋅yzlny + π )dydz⋯⋯( α )
0 0

Step 3. Introducing the geometric series in ( α ):

1
2 2
,
1+ y z

Is a geometric series of the form :

∞
1
=∑ un , where u=−( yz)2 < 0.
1− u n= 0

Clearly , since u < 0 we could expand our geometric series in ( α ):

1 1 ∞ ∞ 1 1
n 2n 2n n 2n
⇒ RHS = ∫∫ ∑ (−1) y z (4⋅yzlny )dydz + π ∑ (−1) ∫∫ y z 2 n dydz
0 0 n= 0 n= 0 0 0

∞ 1 1 ∞ 1
n n 2
2n
RHS = 4 ∑ (−1) ∫∫ y
n =0
2n + 1 2 n+ 1
z lnydydz + π ∑ (−1) (∫ y
n= 0
dy)
0 0 0

Step 4. Introducing The Catalan ' s Constant G and applying hint 3:

∞ 1 1 ∞
RHS = 4 ∑ (−1) (∫ y
n=0
n 2n + 1
lnydy)( ∫ z 2n + 1 dz)+ π ∑ (−1) (2 n1+1)
n= 0
n
2
0 0

But ,
∞
G= ∑ (−1) (2 n1+ 1) . Is called The Catalan ' s Constant . So , in RHS :
n =0
n
2

n
z 2n + 2 1
∞ ∞
1 n (− 1)
⇒ RHS= 4
n= 0
∑
(− 1) (− )(
(2 n + 2) 2n + 2 0
2
∣ ) + π G =− 4
n= 0 (2 n + 2)
3
+πG ∑
Step 5. Introducing hint 4.We have ,
n
1
∞
(−1) 1 1 1 3
RHS=− ∑
2 n= 0 (n + 1)3 + π G =− η (3) + π G =− (1− ) ζ (3)+ π G⇒ RHS = π G − ζ (3)
2 2 4 8

1
∞ ln(1 + x)⋅ln(1 + 2)
x 3
∴∫ dx = π G − ζ (3) ■
0
x 8