Innovative Integrals and Their Applications - Ruffa

STEAM-H: Science, Technology, Engineering, Agriculture,
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Anthony A. Ruffa
Bourama Toni
Innovative
Integrals
and Their
Applications I
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Anthony A. Ruffa • Bourama Toni
Innovative Integrals and

Their Applications I
Anthony A. Ruffa Bourama Toni
Naval Undersea Warfare Center Department of Mathematics
Newport, RI, USA Howard University
Washington, DC, USA
ISSN 2520-193X ISSN 2520-1948 (electronic)

STEAM-H: Science, Technology, Engineering, Agriculture, Mathematics & Health
ISBN 978-3-031-17870-2 ISBN 978-3-031-17871-9 (eBook)
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Preface
The book is an outgrowth of years of collaboration between the two authors, leading
to their understanding and appreciation of the most relevant mathematical tools for
the engineering and the scientific community at large. From their initial work on
banded linear systems to exact solutions of cubic splines and beam vibrations to
revisiting work on the method of exhaustion and its applications to the interaction
of signal processing and information theory, it became apparent that there is an
expanding need of new integral identities and the efficient use of the computer
algebra systems such as Mathematica. Engineering, mathematical physics, and
mathematics have developed and used extensively the so-called special functions
to include the gamma and beta functions, the Bessel and hypergeometric functions.
(See references: Andrews et al. (1999); Olver et al. (2010); Parmar (2013); Temme
(1996).)
The integral identities derived in this book are based on integration in the sense
of Riemann; see Bartle (1996); McLeod (1980); Gordon (1994). We are fully aware
of the inadequacy of the Riemann integral for advanced mathematics as we know
of many functions that are not Riemann integrable; this deficiency has allowed
Lebesgue to develop his integral at the turn of the twentieth century, which has
become (unofficially) the primary integral of mathematical research. However the
Lebesgue theory requires a great amount of measure theory, which unfortunately
is not mandatory in engineering and physics curriculum; the authors have indeed
realized how little exposure engineers have to the Lebesgue integral. This realization
combined with some inherent difficulties of the Lebesgue theory had let some
mathematicians such as Bartle to claim “the time has come to discard the Lebesgue
integral as the primary integral” in his paper “Return to the Riemann Integral”;
Bartle has also proposed a new version of the so-called generalized Riemann
integral, (“Riemann-like with super-Lebesgue power”). We also refer the reader to
Bartle (1996); Boros and Moll (2004); Gordon (1994); Nahin (2015).
The book is primarily concerned with definite integrals, in particular, those
integrals resisting the known methods of attack, including that by Mathematica,
with a drive similar to Hardy’s the challenge of a definite integral is irresistible, very
much like waving a red flag in front of a bull. Definite integrals are very important
v
vi Preface
both on their own right and as necessary intermediate steps towards more involved
computation. See also Boros and Moll (2004) and Nahin (2015).
The intended readership includes STEM undergraduates and graduates, as well as
STEM researchers and the community of engineers, scientists, and physicists; most
of these potential readers have experienced the importance and/or the applications
of integration from finding areas, volumes, length, and velocities to more advanced
applications as presented in the chapter on engineering applications (e.g., waves and
antenna theory). We have also in mind the many Mathematica enthusiasts who like
to explore and extend the capabilities of this wonderful computer algebra systems;
working with integrals that are testing the limits of Mathematica has been a great
excitement and motivation for the authors who have been using this platform in both
instruction and research settings, from Mathematica as integrator (see Wolfram in
the references) to Mathematica’s handling of Grobner basis. The authors intend
this book to inspire these Mathematica enthusiasts to create new “technology-
assisted mathematical knowledge”; indeed in these times of rapid expansion of
machine learning and artificial intelligence (ML/AI), mathematical creativity is
bound to be non-uniquely “human” (artificial integrals/mathematics, as may have
been anticipated by von Neumann, Ruelle in references von Neumann (1958) and
Ruelle (2013)).
The book focuses indeed on novel approaches for evaluating definite integrals,
with the aid of tools such as Mathematica as a means of obtaining useful results,
and checking whether they are already known. It is an extension and an elaboration
of the book chapter Ruffa and Toni (2021) “A Series of Multidimensional Integral
Identities with Applications to Multivariate Weighted Generalized Gaussian Distri-
butions” that appeared in the book Recent Trends in Naval Engineering Research
(Springer, 2021). A key feature is that these integral identities are expressed in
compact and elegant form (closed-form or partially closed-form) in terms of the
common special functions; real-world applications of definite applications are made
easier with compact mathematical solutions which are more insightful than the
numerical formulations/approximations; we have considered infinite n-dimensional
integrals encountered often in mathematical physics, engineering (e.g., signal
processing), probability, and statistics theory. One example is the multidimensional
Gaussian integral
∞ ∞
e−x
T Ax
I= ··· dx1 · · · dxn ,
−∞ −∞
where A is a n × n matrix such that x T Ax is a real positive definite quadratic form

to ensure convergence. We also refer the reader to Van den Bos (1995); Lu and
Darmofal (2004); Mondaini and de Albuquerque Neto (2017); Novey et al. (2010);
Pascal et al. (2013).
The approaches introduced comprise the generalized method of exhaustion, the
multivariate power substitution and its variants, the use of permutation symmetry,
and others. A key tenet is that such approaches work best when applied to integrals
having certain characteristics as a starting point. Most integrals, if used as a starting
Preface vii
point, lead to no result at all, or lead to a known result. However, there is a special
class of integrals (i.e., innovative integrals), which, if used as a starting point for
such approaches, lead to new and useful results and can also enable the reader to
generate other new results that do not appear in the book.
Chapter 1 is primarily an introduction of the methods that will be used in the
remainder of the book. The generalized method of exhaustion (GME) is introduced
and applied first to integrals involving elementary functions. The GME is a major
contribution to the treatment of definite integrals; indeed a definite integral is given
an exact series representation as
∞ 2
−1
n
b m(b − a)
f (x)dx = (b − a) (−1)m+1 2−n f a+ ,
a 2n
n=1 m=1
and the improper integral
∞ ∞
∞ 2
−1 n
mb
f (x)dx = b (−1)m+1 2−n f pb + n ,
0 2
p=0 n=1 m=1
where b is an arbitrary parameter greater than zero. This is not another approxima-
tion method akin to the trapezoidal rule or Simpson’s rule of integration. Extensive
details and interesting examples are given in this chapter; readers are strongly
encouraged to familiarize themselves with this novel approach of integration, and
not to be confused, by the way, with the ancient Greek “method of exhaustion.” This
book evidences its breath and efficiency. The method, its extension, and applications
are also pedagogically exposed to generate readers’/researchers’ motivation to look
for more new integral identities. We show, for instance, that the fundamental
theorem of calculus can be proven by this approach without the use of the mean
value theorem. Some interesting results are provided as further motivation, e.g., the
logarithm expressed as an infinite product, which is not generally known. We also
refer the reader to Ruffa (2002a, 2004); and Ruffa and Toni (2021).
In Chap. 2, we use the generalized method of exhaustion to derive the mul-
tivariate power substitution approach that we use in the remainder of the book;
this amounts to converting the multiple infinite integration process into a process
of successive iterated integrals. It can be seen here that the combination of the
multivariate power substitution with Laplace transform, and most importantly its
combination with permutation symmetry to generate some of the most beautiful
integral identities, appear in subsequent chapters.
Chapter 3 presents additional variations of the multivariate power substitution
method, involving triple, quadruple infinite integrals, and the Owen T-function; see
also Owen (1959); Brychkov and Savischenko (2016).
Miscellaneous integrals’ identities appear in Chap. 4 to involve the Lerch
transcendent and the Meijer G-function. See also references Apostol (1951a); Lerch
(1887); Bateman (1953); Beals and Szmigielski (2013).
viii Preface
The exponential integral function, the sine and cosine integrals are treated in
Chap. 5.
Chapter 6 introduces integral identities involving the renowned Riemann zeta
and the Hurwitz zeta functions. For more details on these special functions, the
reader is referred to Adamchik (2000); Ashfaque (2018); Gautschi et al. (2003);
Masina (2019); Milgram (2013); Abramowitz and Stegun (1972); Cho et al.
(2006); and Johnston (2010). The results in this chapter greatly contribute to the
understanding and appreciation of the Riemann zeta function in the mathematical
sciences community; the identities are indeed elegant, and some are unexpected.
The book concludes with engineering applications in Chap. 7; these applications
include wave propagation (plane and spherical waves), antenna theory (Sommerfeld
identity), Bessel function in frequency modulation, and non-Gaussian and weighted
Gaussian distributions. See also Ruffa (2002a); Van Der Pol (1935); Stutzman and
Gary (2012); and Collin (1985).
Throughout the book, the special functions such as the gamma function, hyper-
geometric function, the complementary error function, the exponential integral
function, the Riemann zeta function, and the Lerch transcendent are appropriately
introduced to the reader. The interconnectedness between some of these special
functions through the integral identities seem “mysterious”/puzzling at times.
Of note in this book is the extensive use of the computer algebra system
Mathematica; to apply our approach and derive new identities, we consider only
integrals that Mathematica is unable to evaluate symbolically at the time of writing
this book; the authors are fully aware of the constant improvement in Mathematica
capabilities.
The authors acknowledge the support and encouragement of many of the
people made aware of this project, in particular Mike Traweek, John Polcari, Tom
Wettergren, David Tonn, Daniel Williams, and especially Geraldine Ruffa, Joan
Ruffa, and the Toni’s family. We also thank all the anonymous reviewers for their
insightful comments.
Newport, RI, USA Anthony A. Ruffa

Washington, DC, USA Bourama Toni
July 24, 2022
Contents
1 The Generalized Method of Exhaustion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Preliminary Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 The Residue Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Approximating the Area Under a Curve with Triangles . . . . . . . . . . . . . . 4
1.3 A Simple Illustration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Analytic Derivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5 The Fundamental Theorem of Calculus. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.6 Infinite Products for the Logarithm and the Sine . . . . . . . . . . . . . . . . . . . . . . 17
1.7 Application to Other Functions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.8 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.9 Summary and Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2 The Multivariate Power Substitution and Its Variants . . . . . . . . . . . . . . . . . . 25
2.1 The Multivariate Power Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.1.1 Illustrative Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.1.2 Some Preliminary Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2 Permutation Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.3 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.4 Multivariate Power Substitution Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.5 More Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
2.6 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
2.7 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3 Additional Multivariate Substitution Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

3.1 Polar Coordinates and Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.2 The Generalized Method of Exhaustion Revisited . . . . . . . . . . . . . . . . . . . . 90
3.3 The Complementary Error Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3.4 A New Variant. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
3.5 The Laplace Transform Revisited . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
ix
x Contents
3.6 Triple and Quadruple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

3.7 The Owen T-Function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
3.8 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
4 Miscellaneous Integral Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.1 Identities Involving the Lerch Transcendent . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.2 Integrals Involving the Logarithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
4.3 Various Other Integral Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
5 The Exponential Integral Function, the Sine Integral and
Cosine Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
5.1 Integral Identities Involving E1 (x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
5.2 Identities Involving Ea (x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
5.4 Permutation Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
5.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
6 The Riemann Zeta Function and the Hurwitz Zeta Function . . . . . . . . . . 243
6.1 The Riemann Zeta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
6.2 Integrals Involving the Polygamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . 250
6.3 The Hurwitz Zeta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
6.4 Integrals Involving Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 262
6.6 Identities Involving the Polylogarithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.7 Identities Involving the Lerch Transcendent . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
7 Engineering Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
7.1 Plane Waves and Spherical Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
7.1.1 Plane Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
7.1.2 The Angular Spectrum of Plane Waves . . . . . . . . . . . . . . . . . . . . . . . . 302
7.1.3 Spherical Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
7.1.4 The Sommerfeld Identity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
7.1.5 An Alternative Identity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
7.2 The Sommerfeld Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
7.3 Bessel Functions and Frequency Modulation. . . . . . . . . . . . . . . . . . . . . . . . . . 307
7.4 Non-Gaussian and Weighted Gaussian Distributions . . . . . . . . . . . . . . . . . 308
7.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
Chapter 1
The Generalized Method of Exhaustion
Abstract This first chapter introduces the Generalized Method of Exhaustion

(GME) to represent a definite integral as an exact convergent series; it is not an
approximation method such as the trapezoidal rule or Simpson’s rule; as such this
method is indeed different from the ancient method of exhaustion. Integration, an
important procedure in mathematics, leads to the representation of a function by
a number, in general, by summing an infinite number of infinitesimals, in order to
describe entities such as area of bounded region, volume of a solid, displacement and
length of a curve. Some suggested references are Edwards (A treatise on the integral
calculus with applications, examples and problems. Macmillan and Co., London,
1921); Ruffa (Int J Math Math Sci 31(6):345–351, 2002; Wave Motion 35(2):157–
161, 2002); Strook (A concise introduction to the theory of integration, 2nd edn.
Birkhauser, 1994). The chapter also presents an analytic derivation of the exact
series representation of the definite integral. The method is appropriately illustrated
by some interesting applications, such as a new derivation of the fundamental
theorem of calculus.
This first chapter introduces the Generalized Method of Exhaustion (GME) to

represent a definite integral as an exact convergent series; it is not an approximation
method such as the trapezoidal rule or Simpson’s rule; as such this method is indeed
different from the ancient method of exhaustion. Integration, an important procedure
in mathematics, leads to the representation of a function by a number, in general, by
summing an infinite number of infinitesimals, in order to describe entities such as
area of bounded region, volume of a solid, displacement and length of a curve. Some
suggested references are Edwards (1921); Ruffa (2002a, 2004); Strook (1994). The
chapter also presents an analytic derivation of the exact series representation of
the definite integral. The method is appropriately illustrated by some interesting
applications, such as a new derivation of the fundamental theorem of calculus.
To develop the Generalized Method of Exhaustion, we’ll focus on the idea that
the definite integral of a function is basically the area under the curve. There are
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2022 1

A. A. Ruffa and B. Toni, Innovative Integrals and their Applications I,
STEAM-H: Science, Technology, Engineering, Agriculture, Mathematics & Health,
https://doi.org/10.1007/978-3-031-17871-9_1
2 1 Methodus Exhaustionibus
formal ways to evaluate this area, but there are other, less formal ways as well.1
More information on the classical method of exhaustion can be found in Moore
(1993) and the Wikipedia article on the subject.
1.1 Preliminary Concepts
The notion of integral is one of the most difficult in mathematics, with very few
effective methods of integration; there are the standard approaches, i.e., integration
by parts, partial fractions, and substitution. Others include integration using
Laurent series and the residue theorem and integration using Laplace transforms.
See also Strook (1994) or any standard textbook on the calculus sequence. We will
briefly illustrate the last two.
1.1.1 The Residue Theorem
An analytic function at z0 may be represented as

f (z) = an (z − z0 )n (1.1)
n≥0
with

1 1 f (z)
an := f (n) (z0 ) = ,
n! 2π i (z − zo )n+1
integrating over a positively oriented contour containing z0 ; or using Laurent’s

theorem for f (z) analytic on the annulus 0 < |z − z0 | < r with an isolated
singularity at z0 , we may write

f (z) = an (z − z0 )n + bn (z − z0 )−n , (1.2)
n≥0 n≥1
converging absolutely in the annulus. For instance, integrating f (z) along y(t) =
z0 + ρeit , t ∈ [0, 2π ] a small positively oriented circle around z0 , leads to
1 Ancient Greek mathematician such as the mathematician astronomer Eudoxus and Archimedes,
have developed techniques of evaluating areas and volumes; however the principles of modern
integration and its geometric interpretation were formulated by Isaac Newton, G.W. Leibniz and
Bernhard Riemann in the late seventeenth century; this has led to the approximation of the area
of a bounded curvilinear region by a limiting procedure based on the decomposition of the region
into infinite number of known areas (e.g., rectangles) having infinitesimal dimensions.
1.1 Preliminary Concepts 3

f (z)dz = 2π ib1 . (1.3)
b
In practice, computing the definite integral I = a f (x)dx involves the
following steps:
1. Identifying a complex analytic function g(z), i.e., equaling f (z) on the real axis
or closely connected; for instance, f (x) = cos x and g(z) = eiz ;
2. Determining a closed contour C, made of pieces to include part of the real axis
in the integral;
3. Applying the residue theorem to compute g(z)dz, i.e.,

n
f (z)dz = 2π i Res(f, zk ), (1.4)
k=1
with f analytic on and inside the contour C \ {z1 , · · · , zn }, zk=1,··· ,n isolated

singularities;
4. Then deducing the integral.
For example,
∞ 1 π
I= dx = 2π i Res(f, i) = , (1.5)
−∞ (a + x 2 )2 2
or
∞
1 cos x 1 π e−b
I= dx = Re(J ) = , (1.6)
2 ∞ x +b
2 2 2 2b
for
∞
1 eix π e−b
J = dx = 2π i Res(f, bi) = . (1.7)
2 ∞ x 2 + b2 b
1.1.2 The Laplace Transform

∞
A given function f (x) has the Laplace transform Lf (s) := 0 f (x)e−sx dx. For
instance, given
∞ cos xy
f (x) = dy, (1.8)
0 1 + y2
we can derive
∞ ∞ cos xy −sx π 1
Lf (s) = e dxdy = (1.9)
0 0 1 + y2 2 1+s
through a change of order of integration allowed by the dominated convergence

theorem. This leads to
∞
cos xy π
f (x) = dy = e−x . (1.10)
0 1 + y 2 2
1.2 Approximating the Area Under a Curve with Triangles
A very informal approach to approximate the area under a curve might be to simply
draw the curve defined by y = f (x) on a thick poster board between the boundaries
x = a and x = b (and the lower boundary, i.e., y = 0), cut it out along the curve and
along those boundaries, and then weigh it. A rectangular piece of the same poster
board can then be weighed to estimate its weight per unit area. We can then use
those two pieces of information to obtain an estimate of the area under the curve.2
We can also look at conventional methods. Consider the area under the curve
defined by y = f (x) = cos x between x = 0 and x = a (0 ≤ a ≤ π2 ). Using the
methods of calculus, the area is
a
A= cos xdx = sin a. (1.11)
0
This seems straightforward enough, but what if we look at the problem a different
way? For example, what if we approximate the area under a curve with triangles?
Why triangles? Mainly because it represents a different way to approach a familiar
problem. In order to get new results, we need new approaches.
Figure 1.1 shows the curve defined by y = cos x between x = 0 and x = a
approximated by a rectangle with area A0 , and with triangles having areas A1 and
A2 .
Figure 1.2 focuses on the triangles A1 and A2 , and the two remaining unknown
areas, i.e., A3 and A4 . We fit a triangle into each of those two remaining regions,
which leaves two new remaining regions around each of those triangles. We will
then fit new triangles into each of those four remaining regions, which will generate
eight new remaining regions, and so on. If we can somehow continue that process
ad infinitum, we will get an exact expression for the area under the curve.
Imagine cutting triangles out of a poster board having the shape shown in Fig. 1.2.
The triangles would get smaller with each new step and would eventually become
2 Thomas A. Edison (1847–1931) devised an effective informal method for estimating the value
of a three-dimensional integral representing the volume of an incandescent light bulb. He simply

filled the light bulb with water, and then measured the volume of that water.
1.2 Approximating the Area Under a Curve with Triangles 5
Fig. 1.1 An initial

approximation of the function
y = cos x between x = 0 and
x = a with rectangle A0 and
triangles A1 and A2 . Vertices
v1 through v6 are also labeled
Fig. 1.2 The same initial

y = cos x between x = 0 and
x = a, this time focusing on
the triangles A1 and A2 , and
the remaining areas A3 and
A4
smaller than the poster board thickness itself. If we could somehow continue that
process, the triangles would become smaller than a hydrogen atom, and ultimately,
they would become infinitely small.
Although this sounds problematic enough, the real problem with this approach
involves keeping track of all of the remaining unknown areas, the number of which
doubles for each new step. We could continue to fill the remaining regions separately
with more triangles, but fortunately there is a better way.
To make this approach work, we need a pattern that will allow us to sum the
areas of the infinite number of triangles that will be generated. Summing the areas
without the aid of a pattern is obviously impossible: it would take an infinite amount
of time. However, if we can find a suitable pattern that characterizes the areas of the
individual triangles, we could potentially use it to sum their areas indirectly.
The basic idea is to develop an equation that relates the two remaining unknown
areas to each other so that we only have to keep track of one of them, i.e., A3 +A4 =
αA4 , and then find α. If we can accomplish this, then the number of remaining
unknown areas will not double or even increase for each step.
To start, let’s find A3 and A4 . The expressions are as follows:
a 1 a a

A3 = cos xdx −· · cos + cos a

a
2
2 2 2
a
a a a
= sin a − sin − cos a − cos ; (1.12)

2 4 4 2

1 a a
a
2
A4 = · · 1 + cos
cos xdx −
0 2 2 2
a
a a
a
= sin − cos − . (1.13)
2 4 2 4
Using (1.12) and (1.13), we can show that
a

A3 = 2 cos − 1 A4 , (1.14)
2
so that
a
A3 + A4 = 2A4 cos . (1.15)

2
This result is very important, because it means that we no longer have to keep
track of A3 . Since
a a a
a
A2 = − + cos − cos a
4 2 2 4
a a
a a
= cos − cos2
2 2 2 2
a

2 a
= a cos sin , (1.16)
2 4
the area under the curve then becomes
A = A0 + A1 + A2 + A3 + A4
a
= A0 + A1 + A2 + 2 cos A4
2
a a a
a
a
= + cos a + a cos sin2 + 2 cos A4 . (1.17)

2 2 2 4 2
We can now just consider the (single) remaining area A4 and fit another triangle
A5 into it (Fig. 1.3).
Here the center vertex is at x = a4 , and the area A5 is
a a
a
A5 = cos sin2 , (1.18)

2 4 8
Fig. 1.3 The remaining area

A4 fitted with triangle A5 ,
with remaining areas A6 and
A7
and
a
A6 + A7 = 2A7 cos . (1.19)

4
We could have obtained (1.18) from (1.16) by simply replacing a with a2 . The
same is true of (1.19) and (1.15). This makes sense because the center and right
vertices of A5 are located at x = a4 and x = a2 , respectively, which is half of the
value of the x-coordinates of the corresponding vertices of A2 . Using this, the area
becomes
a a a
a
A= + cos a + a cos sin2

2 2 2 4
a
a a
a
a

+ 2 cos cos sin2 + 2A7 cos . (1.20)
2 2 4 8 4
We can repeat this process n times to get
a a a
a

2 2 2 4
a
a a

2 a
+ 2 cos cos sin
2 2 4 8
a
a
a a
a

+ 22 cos cos cos sin2
2 4 4 8 16
a
a
a
a a
a

+ 2 cos
3
cos cos cos sin2
2 4 8 8 16 32
+ ...
a
a a

n a
+ 2n cos n+1 sin2

+ 2A3n+4 cos . (1.21)
2 2n 2n+2 2m
m=1
The remaining area A3n+4 between x = 0 and x = a

2n+1
has the value

a a
a
2n+1 1
A3n+4 = · n+1 1 + cos n+1
cos xdx −
0 2 2 2
a
a a
= sin n+1 − n+2 1 + cos n+1 . (1.22)

2 2 2
From (1.22), we can show that
lim A3n+4 = 0, (1.23)

n→∞
so that as n → ∞,
a a a
a

2 2 2 4
a
a a
a

+ 2 cos cos sin2
2 2 4 8
a
a
a a
a

+ 22 cos cos cos sin2
2 4 4 8 16
a
a
a
a a
a

+ 2 cos
3
cos cos cos sin2
2 4 8 8 16 32
+ ...
a a
a

n a
+ 2n cos sin2
cos
2n 2n+1 2n+2 2m
m=1
+ ... (1.24)
We can the take the ratio Rn of the terms resulting from step n and step n + 1 in
(1.24) to get

a
a a a n+1
2n+1 cos 2n+2
2n+1
sin2 2n+3 m=1 cos 2m
Rn =

a
n
2n 2an cos 2n+1
a a
sin2 2n+2 m=1 cos 2m

a a
cos 2n+2 sin2 2n+3
=
a
sin2 2n+2
1 a

= 1 − tan2 n+3 , (1.25)
4 2
so that
1
lim Rn = , (1.26)
n→∞ 4
which provides confirmation that (1.24) converges, via the ratio test.3 Since
a
A= cos xdx = sin a, (1.27)
0
we can equate (1.24) to (1.27) to get
sin a a
∞ a

n a
= cos2 + sin2 n+1 cos m . (1.28)

a 2 2 2
n=1 m=1
This expression is a little too complicated to have much utility.4 Fortunately, we

can simplify it. When n = 1 in the summation in (1.28), we can write
a
a
1 a
1 a
cos sin2 = cos − cos2 . (1.29)

2 4 2 2 2 2
Similarly, when n = 2,
a
a
a
cos cos sin2

2 4 8

a
1 a
1 a 1 3a 1
= cos − cos + cos − cos2 . (1.30)
4 4 4 2 4 4 4 2
When n = 3,
a
a
a
a
cos cos cos sin2

2 4 8 16

a
1 a
1 a 1 3a 1
= cos − cos + cos − cos2
8 8 8 4 8 8 8 2
a
1 5a 1 3a 1 7a 1
+ cos − cos + cos − cos2 . (1.31)
8 8 8 4 8 8 8 2
3 Published by Jean-Baptiste le Rond d’Alembert (1717–1783).

4 Itis in fact sufficiently complicated that it appeared in Mathematics Magazine in the “Problems”
section (Ruelle (2013)).
For arbitrary n,
a
n a
2
n −1
ma
m+1 −n
sin 2
cos = (−1) 2 cos
2n+1 2m 2n
m=1 m=1
a
− 2−n cos2 . (1.32)

2
Substituting (1.32) into (1.28) leads to
sin a
∞ 2
−1 n
ma
= (−1)m+1 2−n cos , (1.33)

a 2n
n=1 m=1
or
∞ 2
−1 n
sin ba m+1 −n mab
=b (−1) 2 cos . (1.34)
a 2n
n=1 m=1
Since
b
sin ba
= cos(ax)dx, (1.35)
a 0
it follows that
b ∞ 2
−1 n
m+1 −n mab
cos(ax)dx = b (−1) 2 cos . (1.36)
0 2n
n=1 m=1
For 0 ≤ x ≤ b, we can use a Fourier series to construct an arbitrary function

f (x), i.e.,
∞
pπ x
f (x) = αp cos , (1.37)

b
p=1
pπ
so that, by setting a = b , we can write
b ∞
b pπ x
f (x)dx = αp cos dx
0 0 p=1 b
∞ 2
∞ −1 n
mpπ
=b (−1)m+1 2−n αp cos . (1.38)

2n
p=1 n=1 m=1
If we further set
∞
mpπ
mb
f = αp cos , (1.39)
2n 2n
p=1
then we can write (Ruffa, 2000)
b ∞ 2
−1 n
m+1 −n mb
f (x)dx = b (−1) 2 f . (1.40)
0 2n
n=1 m=1
We can further extend (1.40) so that the integral has an arbitrary lower limit of
integration. Consider the integral
b
I= f (x)dx. (1.41)
a
We can employ the substitution u = x − a and dx = du to get

b−a
I= f (a + u)du. (1.42)
0
If we then apply (1.40) to (1.42), we get
∞ 2
−1 n
b m(b − a)
I= f (x)dx = (b − a) (−1)m+1 2−n f a+ . (1.43)
a 2n
n=1 m=1
We call this the generalized method of exhaustion because it “exhausts” the area
under the curve in a similar way that the original method of exhaustion did; it
is generalized in the sense that it is valid for any piece-wise continuous function
f (x). As we have already pointed out, the key innovation involved relating the two
remaining unknown areas in each step to each other, which prevented the doubling
of the remaining unknown areas for each step (this would have led to an “explosion”
of terms that would have been difficult to reduce to a compact formula). Relating
those remaining areas to each other required the use of integral calculus to evaluate
the area under the curve defined by y = cos x. In other words, the methods of
modern calculus were required to generalize the ancient method of exhaustion.
There is no limiting process in (1.40) or (1.43), because this approach leads to an
infinite series rather than a form involving a limit. That difference can lead to new
results.
Remark 1.1 From (1.43), we can infer that
∞ 2
−1 n
b
m+1 −n m(b − a)
f (x)dx = (b − a) (−1) 2 f a+
a 2n
n=1 m=1
∞ 2
−1n
b
m+1 −n m(b − a)
= (b − a) f (x) (−1) 2 δ x−a− dx, (1.44)
a 2n
n=1 m=1
where δ(x) is the Dirac delta function.5

If we set a = − 12 , b = 12 in (1.44), then
1 1
2 2
f (x)dx = f (x)(x)dx
− 12 − 12
1 ∞ 2
−1 n
2 1 m
= f (x) (−1)m+1 2−n δ x + − n dx, (1.45)
− 12 2 2
n=1 m=1
so that
∞ 2
−1 n
1 m
(x) = (−1)m+1 2−n δ x + − n , (1.46)
2 2
n=1 m=0
where (x) is the rectangle function, defined by

⎧
⎪
⎪ |x|> 12 ;
⎨0,
(x) = 12 , |x|= 12 ; (1.47)
⎪
⎪
⎩1, |x|< 1
2.
1.3 A Simple Illustration
To aid in the visualization of (1.43), we will apply it to the rectangle function, i.e.,
(x), given by (1.47). The integral of (x) is given by the formula
1 ∞ 2
−1 n
2 1 m
I= dx = (−1)m+1 2−n − + n = 1. (1.48)
− 12 2 2
n=1 m=1
5 Named after Paul A. M. Dirac (1902–1984), the Dirac delta function δ(x) has the property that
∞
−∞ f (x)δ(x − α)dx = f (α).
1.3 A Simple Illustration 13
Fig. 1.4 An initial

y = (x) between x = − 12
and x = 12 with a single
triangle
Fig. 1.5 A second

and x = 12 with three
triangles, forming a trapezoid
Fig. 1.6 A third

and x = 12 with five triangles,
forming a steeper trapezoid
A first approximation truncates (1.48) at n = 1, and simply fits the rectangular

region with a triangle (Fig. 1.4).
A second approximation truncates (1.48) at n = 2, and adds two more triangles
to form a trapezoid (Fig. 1.5).
A third approximation truncates (1.48) at n = 3, and adds two more triangles to
form another trapezoid (Fig. 1.6), this time with steeper walls.
Each successive step adds two more triangles, forming a new trapezoid with
steeper walls. As n → ∞, the walls become infinitely steep, and the approximation
approaches (x).
An arbitrary function that doesn’t lead to trapezoids as a result of each approxi-
mation would clearly require many additional triangles, but this simple illustration
at least provides a visualization of how the process represented by (1.43) “fills in”
the region under a curve.
1.4 Analytic Derivation
Formula (1.43) could also be obtained through an analytic approach when the
function at hand is continuous on the closed interval on integration, using the fact
that such function will be uniformly continuous. A similar attempt is presented
summarily on planetmath.org. That approach is a refinement of the Darboux-
Riemann method.
Consider a continuous function y = f (x) over the closed interval [a, b]. f (x) is
therefore absolutely continuous, that is,
∀ > 0 ∃δ > 0 | |x − y| < δ ⇒ |f (x) − f (y)| < (1.49)
We could then derive an exact formula for the area under the curve, which is
identical to (1.43) by taking the sum of approximating triangles with the vertex
(xm , f (xm )), xm = a + m b−a
2n , m ≥ 1 on the curve and using successive midpoints
of sub-intervals of mesh size hn = b−a 2n , and allowing the triangles to share two
vertices with the previous ones. As a result we construct the sequence (Tn )n≥1 such
that
1. T1 = 2−1 (b − a)f (a + b−a 2 ), area of the triangle with vertices x0 = a, x1 =
a + b−a , midpoint of [a, b], and x1 = b.

2
2. T2 = m=1 Am , with Am = (−1)m+1 2−2 f (xm ).
3 2 2
3. Each new iteration n yields to 2n − 1 new triangles leading to

n −1
2
tn = Anm with (1.50)
m=1
Anm = (−1)m+1 2−n (b − a)f (xm ) (1.51)

k
4. Setting the partial sum Tk = n=1 tk , we claim that
b ∞

f (x)dx = Tn .
a n=1
1.4 Analytic Derivation 15
|a−b|
Let Im be the sub-interval [xm−1 , xm=1 ] with length |Im | = 2n−1
< |a − b|. For
x ∈ Im , we have
xm−1 − xm < x − xm < x − xm+1 ,
which simplifies to
|a − b|
|x − xm | < hn = < |a − b|.
2n
The Archimedean property states that, in an ordered field such as R, given any two
positive reals x and y, there is an integer n > 0 such that nx > y. This property
therefore allows us to compare the quantities |a − b] and the δ in the uniform
continuity statement as follows: |a − b| < 2k δ for some integer k. Therefore as n
increases to infinity, we have
|a − b| |a − b|
|x − xm | < hn = < < |a − b| < δ , (1.52)
2n 2k
and as a result by uniform continuity, we get
|f (x) − f (xm )| < ,
that is
f (xm ) − < f (x) < f (xm ) + .
Now set
n −1
2
ln = (b − a) (−1)m+1 2−n (f (xm ) − ) (1.53)
m=1
n −1
2
= (b − a) (−1)m+1 2−n f (xm ) − 2−n (b − a) (1.54)
m=1
n −1
2
un = (b − a) (−1)m+1 2−n (f (xm ) + ) (1.55)
m=1
n −1
2
= (b − a) (−1)m+1 2−n f (xm ) + 2−n (b − a). (1.56)
m=1
Taking the partial sums yields

k
k
|a − b|
Lk = l n = Tk − (1.57)
2n
n=1 n=1
= Tk − 2|a − b|(1 − 2−k ) (1.58)

k
k
|a − b|
Uk = un = Tk + (1.59)
2n
n=1 n=1
= Tk + 2|a − b|(1 − 2−k ), (1.60)
where
n −1
Tk = (b − a) 12 (−1)m+1 2−n f (xm ), (1.61)
m=1
with xm = a + m b−a
2n . The sums Lk and Uk represent the classical lower and upper
Darboux-Riemann sums such that
∞
b ∞

Tk − 2|a − b| ≤ f (x)dx ≤ Tk + 2|a − b| (1.62)
k=1 a k=1
∞ −k
as k=1 2(1 − 2 ) = 2. Therefore
b ∞

− 2|a − b| ≤ f (x)dx − ≤ 2|a − b|. (1.63)
a 1
Finally as → 0 we obtain
∞
∞ 2n −1
b
m+1 −n b−a
f (x)dx = Tk = (b − a) (−1) 2 f a+m n .
a 2
k=1 n=1 m=1
(1.64)
This is identical to (1.43).
1.5 The Fundamental Theorem of Calculus
We can also use (1.43) to prove the fundamental theorem of calculus. Consider the
integral
x
F (x) = f (z)dz. (1.65)
a
1.6 Infinite Products for the Logarithm and the Sine 17
The fundamental theorem of calculus states that

x
d
F (x) = f (z)dz = f (x). (1.66)
dx a
We can obtain the same result via (1.43), starting with (1.65), i.e.,
x+x x x+x
F (x + x) − F (x) = f (z)dz − f (z)dz = f (z)dz
a a x
∞ 2
−1n
m+1 −n mx
= x (−1) 2 f x+ n , (1.67)
2
n=1 m=1
so that
∞ 2 −1 n
F (x + x) − F (x)
F (x) = lim = (−1)m+1 2−n f (x) . (1.68)
x→0 x
n=1 m=1
We can further show via Mathematica that

∞ 2
−1 n
(−1)m+1 2−n = 1, (1.69)

n=1 m=1
which allows us to conclude that

x
d
F (x) = f (z)dz = f (x). (1.70)
dx a
The fundamental theorem of calculus is presently taught in college freshman

calculus courses via the mean value theorem. Using (1.43) could support the
teaching of integral calculus with one fewer theorem for students to learn.
1.6 Infinite Products for the Logarithm and the Sine
A surprising example of what we can do with (1.43) involves the development of an

infinite product for the logarithm. Consider the integral
x ∞ 2
−1 n
mx
e dz = e − 1 = x
z x
(−1)m+1 2−n e 2n . (1.71)
0 n=1 m=1
Using Mathematica, we can show that

n −1
2
mx ex − 1
(−1)m+1 2−n e 2n = 1 + x . (1.72)
m=1 e 2n + 1
Substituting (1.72) into (1.71) leads to

∞

−n ex − 1
e −1=x
x
2 1+ x , (1.73)
n=1 e 2n + 1
or
2−n ∞
1 1
= x + . (1.74)
e −1
x
x e 2n + 1 n=1
We can integrate (1.74) as follows:

∞
dx dx 2−n dx
= + . (1.75)
ex − 1
x
x
n=1 e 2n + 1
This leads to
∞ x

ln x = ln 1 − ex − ln 1 + e 2n + C, (1.76)
n=1
which we can rewrite as

∞
An
x = ex − 1 x . (1.77)
n=1 1 + e 2n
If we set z = ex , we get
∞
An
ln z = (z − 1) −n . (1.78)
n=1
1 + z2
We can find An by noting that

∞

ln z An
lim =1= . (1.79)
z→1 z − 1 2
n=1
1.7 Application to Other Functions 19
From (1.79), we can conclude that An = 2, so that

∞
2
ln z = (z − 1) −n . (1.80)
n=1
1 + z2
This is just one example of a family of infinite product expressions that we can
develop for the logarithm. The generalized identity is
∞
p
ln z = (z − 1) p−1 q , p = 2, 3, 4... (1.81)
pn
n=1 q=0 x
See Ruffa (2004) for more details. Following a similar procedure, we can also
generate a family of infinite product expressions for the sine function, i.e.,
(2q−p−1)ix
∞
p
pn
e
sin z = z , p = 2, 3, 4, ..., (1.82)
p
n=1 q=1
√
where i = −1.
1.7 Application to Other Functions
We can apply this approach (i.e., fitting triangles to the region under the curve) to
any continuous function. For example, consider the function y = x1 between x = 1
and x = a (a > 1). The area under the curve is
a dx
A= = ln a. (1.83)
1 x
In Fig. 1.7, we illustrate the initial estimate of the same area with two triangles
and a rectangle.
The first area, A0 , is a rectangle with width a − 1 and height h = a1 . The second
area is the triangle A1 , which actually overestimates the area under the curve. The
concatenation of areas A0 and A1 is a quadrilateral having the area
A0 + A1 = a − a −1 . (1.84)
2
Figure 1.8 is shown without A0 in order to focus on the triangles and the
1 1
remaining regions. The triangle A2 has a vertex at x = a 2 and y = a − 2 , and
its area is subtracted from the total area in this case. That area is
1
1 1

A2 = a − a −1 − a 2 − a − 2 . (1.85)
2
Fig. 1.7 An initial

y = x1 between x = 1 and
x = a with triangles A1 and
A2 and rectangle A0 . Vertices
v1 through v6 are also labeled
Fig. 1.8 The same initial

y = x1 between x = 1 and
x = a, this time focusing on
the triangles A1 and A2 , and
the remaining areas A3 and
A4
The remaining areas, i.e., A3 and A4 , are
1 1 1

A3 = A4 = a 2 − a − 2 − ln a , (1.86)
2
so that
A3 + A4 = 2A4 . (1.87)
1 1
The next vertex is at x = a 4 and y = a − 4 . In fact, each successive vertex is
located at a value of x that is the square root of the previous x value. This recursion
formula then allows us to write
1
1
1 1

A = ln a = a − a −1 − a − a −1 − a 2 − a − 2
2 2

1 1 − 12 1
− 14
−2 a −a
2 − a −a
4
2
1.7 Application to Other Functions 21

1

1 1 − 14 − 18
−2 a −a
24 − a −a
8 − ...
2
− ...

−n−1

1 2−n −n −n−1
− 2n a − a −2 − a2 − a −2 + A3n+4 − ..., (1.88)
2
where
1 2−n−1 −n−1

A3n+4 = a − a −2 − 2−n−1 ln a. (1.89)

2
Using (1.89), we can show that
lim A3n+4 = 0, (1.90)

n→∞
so that, as n → ∞, we get
1
1
1 1

−1 −1 −
A = ln a = a−a − a−a − a2 − a 2
2 2

1

1 1 − 12 − 14
−2 a −a
2 − a −a
4
2

1

1 1 1 1
− 22 a 4 − a− 4 − a 8 − a− 8 − ...
2
− ...

−n−1

1 2−n −2−n −2−n−1
−2 n
a −a − a 2
−a − ...
2
− ... (1.91)
We can the take the ratio Rn of the terms resulting from step n and step n + 1 in
(1.91) to get
−n−1

2n+1 1
a 2 − a −2−n−1 − a 2−n−2 − a −2−n−2
2
Rn = , (1.92)
−n −n −n−1 −n−1
2 12 a 2 − a −2
n − a2 − a −2
so that
1
lim Rn = , (1.93)
n→∞ 4
which indicates that (1.91) converges via the ratio test. We can also rewrite (1.91)
as follows:

1

−n−1
∞
1 2−n −n −n−1
ln a = a − a −1 − 2n a − a −2 − a2 − a −2 .
2 2
n=0
(1.94)
If we set a = eiz , we get
∞
z
z

z = sin z − 2n sin n − 2 sin n+1 . (1.95)
2 2
n=0
Equation (1.95) is in fact, a series expression of the limit

z
z = lim 2n sin . (1.96)

n→∞ 2n
In other words, the function f (z) = z can be seen as a sine wave having an
amplitude and wavelength that both approach infinity at the same rate.
1.8 Improper Integrals
We can extend (1.43) to improper integrals (i.e., having an unbounded domain of

integration) with the following approach:
∞ ∞
(p+1)b
f (x)dx = f (x)dx. (1.97)
0 p=0 pb
If we apply (1.43) to (1.97), we get
∞ ∞ 2
∞
−1
n
m+1 −n mb
f (x)dx = b (−1) 2 f pb + n . (1.98)
0 2
n=1 m=1 p=0
We can also extend the lower limit of the integral in (1.98) to a nonzero lower
limit by simply changing the summation over p, i.e.,
∞ ∞ 2
∞
−1
n
m+1 −n mb
f (x)dx = b (−1) 2 f pb + n . (1.99)
b 2
n=1 m=1 p=1
Equations (1.98) and (1.99) impose no requirements on b other than 0 < b < ∞.
This property is the basis for most of the results presented in the remainder of the
1.9 Summary and Further Reading 23
book. We will mainly focus on multidimensional integrals in which b is expressed

as a function of one or more of the variables of integration.
1.9 Summary and Further Reading
The Generalized Method of Exhaustion (GME) is the representation of a definite

integral as an exact convergent series, i.e.,
∞ 2
−1
n
b m(b − a)
I= f (x)dx = (b − a) (−1)m+1 2−n f (a + ), (1.100)
a 2n
n=1 m=1
from which is derived an exact series representation of improper integrals as
∞ b ∞ 2
−1
n ∞
f (x)dx = lim f (x)dx = b (−1)m+1 2−n f (pb + mb2−n ),
0 b→∞ 0
n=1 m=1 p=0
(1.101)
with b as an arbitrary parameter.

The GME is not an approximation method such as the trapezoidal rule or
Simpson’s rule of integration.
For further reading, the original work on the generalized method of exhaustion
is found in International Journal of Mathematics and Mathematical Sciences 31(6),
345–351 (2002), leading to A procedure for generating infinite series identities.”
International Journal of Mathematics and Mathematical Sciences, 2004(67), 3653–
3662.
PlanetMath has also presented an analytic derivation.
See https://planetmath.org/ProofOfRuffasFormulaForContinuousFunctions
The Encyclopedia Britannica has an interesting entry on the ancient method of
exhaustion with historical background.
See https://www.britannica.com/science/method-of-exhaustion
Chapter 2
The Multivariate Power Substitution and
Its Variants
Abstract The chapter describes our approach, i.e., the multivariate power substitu-
tion and its variations, illustrated by many interesting examples involving commonly
used special functions along with applications of the Laplace transform pairs of
relevant functions, and the use of permutation symmetry. The combination of the
multivariate power substitution and permutation is shown to be a powerful tool to
generate interesting integral identities.
The chapter describes our approach, i.e., the multivariate power substitution
and its variations, illustrated by many interesting examples involving commonly
used special functions along with applications of the Laplace transform pairs of
relevant functions, and the use of permutation symmetry. The combination of the
multivariate power substitution and permutation is shown to be a powerful tool to
generate interesting integral identities.
2.1 The Multivariate Power Substitution
Integration, in particular multivariate integration, is one of the most difficult

mathematical concepts. As a process, it could be used to determine the area of a
curved two-dimensional object, the volume of a curved three-dimensional object,
the velocity of an object with known acceleration at time t, the displacement of
an object with known velocity at time t; the force due to fluid pressure, as any
of these quantities could be represented as area under curves. The Riemann sums
approach, based on a partition of the function domain as opposed to a partition of the
function range by Lebesgue for its integral, gives a systematic way to find a curved
surface whose math function is known: the area of a curve f (x) as an infinite sum
of rectangles of infinitesimal width. All bounded piecewise continuous functions as
such are Riemann integrable on a bounded interval, and the value of the integral is
the common value of the upper and lower Riemann sum.

https://doi.org/10.1007/978-3-031-17871-9_2
26 2 Multivariate Power Substitution
Besides the usual approach of integration by parts and by substitution, there

are not many effective methods of integration. Other classic methods applicable
to evaluating some integrals include the Laurent series in the calculus of residues
and the Laplace transform presented in the first chapter.
The general change of variable formula is derived as follows. See also Lax (2001)
and Liu et al. (2017); Strook (1994).
Consider a C 1 diffeomorphism φ (i.e., a map together with its inverse both one-
to-one, onto and differentiable), composed with an integrable function f , i.e.,
f ◦ φ : U ⊂ Rn → V ⊂ Rn → R
such that φ has a non-zero Jacobian determinant

∂(φ1 , · · · , φn )
0 = |Jφ | = .
∂(x1 , · · · , xn )
That is,

∂φ1 ∂φ1
· · · ∂φ1
∂x1 ∂x2 ∂xn
. .. . . .. =
. . . 0. (2.1)
. .
∂φn ∂φn
∂x ∂φn
∂x2 · · · ∂xn
1
Then

f (y)dy = (f ◦ φ)(x)|Jφ |dx, (2.2)
V U
with x = (xi )i=1,...,n y = φ(x) = (yi )i=1,...,n .

This actually amounts to the change of variables formula for multiple integrals,
i.e., making appropriate substitutions with the resulting integral much simpler to
evaluate than the original one; e.g., transforming double (resp. triple) integrals
in rectangular coordinates to polar coordinates (resp. to cylindrical or spherical
ones) to ease the computation: the Jacobian describes the relationship between the
infinitesimal area in the initial coordinate system and the infinitesimal area in the
new coordinate system. This is a fundamental result in multivariable calculus.
For instance:
1. In a one-dimensional change of variable given by x = g(u), converting an
integral on the x-axis to an integral on the u-axis using the inverse change
u = g(x), we get
b g(b)
I= f (x)dx = f (g(u))g (u)du,
a g(a)
and the Jacobian is given by g (u).

2.1 The Multivariate Power Substitution 27
2. In a two-dimensional change of variables x = x(u, v) y = y(u, v), the

corresponding formula is

m
n
I= f (x, y)dxdy = lim f (xij , yij )A
Rxy m,n→∞
i=1 j =1

∂(x, y)
=
f (x(u, v), y(u, v)) dudv
Ruv ∂(u, v)
where A is an infinitesimal region in the xy-plane associated with the double

Riemann sum, and | ∂(x,y)
∂(u,v) | is the Jacobian
∂x ∂y ∂x ∂y
− ,
∂u ∂v ∂v ∂u
of the transformation T (u, v) = (x(u, v), y(u, v)), assuming each of the compo-
nent functions has continuous partial derivatives, i.e., of class C 1 (continuously
differentiable).
For example, the Jacobian of the polar transformation T (r, θ ) = (r cos θ, r sin θ ) is
simply r. The three-dimensional and the n-dimensional formulas are obtained
the same way. For example, the cylindrical transformation T (r, θ, z) =
(r cos θ, r sin θ, z) has the Jacobian J (r, θ, z) = r.
We generalize the classic power substitution used in integration1 to the multi-
variate power substitution approach which we use to generate most of the results
presented in this book. In practice, we consider the multivariate infinite integral
∞ ∞
I= ··· F (x1 , x2 , · · · , xn )dx1 dx2 · · · dxn ,
0 0
in particular, those unsuccessfully evaluated through Mathematica. We then used

our so-called multivariate power substitution as
xi = xnαi ui , i = 1, · · · , n − 1
xn = un
The Jacobian of the transformation is given by

n−1
xnαi ,
i=1
1 Functions with nth roots are in general more difficult to integrate; classically the power
substitution converts these nth roots into integer powers easier to integrate due to the power rule of
integration.
leading to
∞ ∞
n−1
I= ··· F (xnα1 x1 , xnα2 x2 , · · · , xn ) xnαi dx1 dx2 · · · dxn .
0 0 i=1
2.1.1 Illustrative Examples
We will illustrate this through a series of examples. The multivariate power

substitution (in the form that we will use here) arises naturally for nested integrals
when each has limits of integration from 0 to ∞. The key idea involves making use
of the generalized method of exhaustion from the last chapter.
Consider the following integral:
∞ ∞
e−(1+x+y
a )2
I= dxdy; a > 0. (2.3)
0 0
Using Mathematica prompts the result

∞ ∞ ∞ √
π
e−(1+x+y
a )2
I= dxdy = erfc 1 + y a dy, (2.4)
0 0 0 2
where erfc(z) is the complementary error function.2 More information on the error
function is available in Andrews et al. (1999), Ng et al. (1969), and Olver et al.
(2010).
Since (2.4) basically represents a dead end (in the sense that Mathematica can’t
solve the remaining integral), it provides an opportunity for us to demonstrate the
utility of the multivariate power substitution approach.
Recall the generalized method of exhaustion formula from the last chapter, i.e.,
given a function f (x) that is at least piecewise continuous
∞ ∞ 2
∞
−1 n
m+1 −n mb
f (x)dx = b (−1) 2 f pb + n . (2.5)
0 2
n=1 m=1 p=0
As we have already noted, b is essentially a free parameter, i.e., there are no

requirements on b other than 0 < b < ∞. However, we need to choose b
appropriately depending on the integrand f (x) at hand. It follows then that we can
2 The error function is important in many fields, e.g., probability theory, heat conduction, and fluid
z
mechanics. It is defined by erf(x) := √2π 0 e−t dt. The complementary error function is given by
2
erfc(z) := 1 − erf(z). J.W.L. Glaisher (1848–1928) coined the term “error function,” reflecting its
utility for computing the probability of “errors” from a normal distribution.
apply (2.5) to the inner integral in (2.3) (i.e., the integral over x) and we can also
choose b = y a . This leads to
∞ −1
∞ 2n ∞ 2
1+ p+ 2mn y a +y a
I= ya (−1)m+1 2−n e− dy. (2.6)
0 n=1 m=1 p=0
It looks like we just made things worse: we removed one nested integral but then
we added three nested summations. However, there is a remaining step that will
simplify things considerably. It involves using the generalized method of exhaustion
again, but this time in reverse. Doing this will allows us to convert the triple
summation expression in (2.6) back to integral form. However, it will take a different
form than (2.3) because this time we will specify that b = 1, to convert (2.6) to
∞ ∞
e−(1+uy
a +y a )2
I= y a dudy. (2.7)
0 0
By going through this process of applying the generalized method of exhaustion

twice, we have arrived at the same result that we would have if we made the
substitution x = y a u and dx = y a du to convert (2.3) to (2.7). Armed with
this multivariate power substitution approach and Mathematica, we can begin to
generate results.
2.1.2 Some Preliminary Results
We consider multivariate integrands of the form f (x, y) = e−(1+x+y ) y b and

a 2
we derive some interesting results involving the complementary error function,

the gamma function, and the hypergeometric function. These special functions are
involved in many of our new integral identities; we briefly recall the gamma function
and the hypergeometric function. We refer the reader to Andrews (1974); Parmar
(2013); Pham-Gia and Thanh (2016); Temme (1996).
The most common expression of the gamma function (x), defined and initially
studied by the Swiss mathematician Leonhard Euler (1707–1783)3 is given by
∞
(x) = t x−1 e−t dt, (2.8)
0
3 The development of the gamma function has received great contributions from many eminent
mathematicians, to include Adrien-Marie Legendre (1752–1833), Carl Friedrich Gauss (1777–

1855), Christopher Gudermann (1798–1852), Joseph Liouville (1809–1882), Karl Weierstrass
(1815–1897),
Charles Hermite (1822–1901). The notation (x) is due to Legendre in 1809, Gauss
preferring (x), which is actually (x + 1).
or
∞
t 2x−1 e−t dt.
2
(x) = 2 (2.9)
0
The following properties of the gamma function are well-known and are used
throughout the book.
1. (1) = 1. (n + 1) = n!. (x + 1) = x(x)
1 x−1
2. (x)(y)
(x+y) = B(x, y) with B(x, y) = 0 t (1 − t)y−1 dt (beta function)

3. (z) = limn→∞ t x−1 (1−t/n)n dt = limn→∞ z(z+1)···(z+n) n!nz
= 1z ∞ (1+1/k)z
k=1 1+z/k
4. (z)(1 − z) = sinππ z (complement/reflection formula)
5. (1 + a1 ) = a1 ( a1 )
√
6. (z)(z + 12 ) = 21−2z π (2z) (Legendre duplication formula)
7. (z)(z + k1 )(z + k2 ) · · · (z + k−1 k ) = (2π )
(k−1)/2 k 1/2−kz (kz) (Gauss
multiplication formula)
(n−1)/2
(2π )√
8. ( n1 )( n2 ) · · · ( n−1
n )= (Euler multiplication formula)
√ n
−n
9. (n + 1) = n! ≈ 2π nn e (Stirling-de Moivre asymptotic formula for n
n
tending to infinity)
n (x) ∞
10. d dx n = 0 e−t t x−1 (ln t)n dt (polygamma function)
11. (α + n) = (α)n (α) using the Pochhammer symbols
(α)0 =1,
(2.10)
(α)n =α(α + 1) · · · (α + n − 1), (α = 0)
with (1)n = n!.

(c)(c−a−b)
12. (c−a)(c−b) = 2 F1 (a, b; c; 1), where the Gauss hypergeometric function
∞ (a)k (b)k zk
2 F1 (a, b; c; z) = k=0 (c)k k!
The relation to the famous Riemann zeta function could be derived as follows.
With the change of variable t = ks (where k is a positive integer) one may write
∞
(x) = k x s x−1 e−ks ds, (2.11)
0
yielding
∞
∞
1 1 1
ζ (x) = = s x−1
− 1 ds, (2.12)
kx (x) 0 1 − e−s
k=1
hence the beautiful formula

∞ t x−1
ζ (x)(x) = dt; x > 1, (2.13)
0 et − 1
which will be encountered as well in Chap. 6.

We now proceed with the derivation of the integral identities.
We first prove
Theorem 2.1 Assuming the real numbers a > 0 and b > −1, then
∞ ∞
1 1+b 1+a+b 1
e−(1+x+y
a )2
y b dxdy = 1+b
U , ,1 ,
0 0 21+ a · ae a 2a 2
(2.14)
where
∞
1
U(a, b, c) = e−zt t a−1 (1 + t)b−a−1 dt (2.15)
(a) 0
is the confluent hypergeometric function of the second kind.4

Proof We apply the multivariate power substitution x = y a u dx = y a du to get
∞ ∞
−(1+y a u+y a )2 a+b
I= e y dy du
0 0
∞ ∞ (2.16)
1 −(1+uv+v)2 1+b
= e v a dv du.
a 0 0
Then Mathematica promptly returns the claimed result, i.e., (2.14). (Note that we
further employed the substitution v = y a and dv = ay a−1 dy in (2.16).)

Applying Mathematica directly to the integral in (2.14) before the preparation
through the multivariate power substitution yields
∞ ∞ ∞ √
−(1+x+y a )2 b π
I= e y dxdy = erfc 1 + y a y b dy. (2.17)
0 0 0 2
Equating the previous expressions then proves the corollary

Corollary 2.1
∞
1 1+b 1+a+b 1
erfc 1 + y a y b dy = 1+b √ U , , 1 ; a > 0, b > −1.
0 2 a ae π a 2a 2
(2.18)
4 The confluent hypergeometric function of the second kind U(a, b, c) was introduced by
Francesco Tricomi (1897–1978) as a solution to Kummer’s differential equation, i.e., zw + (b −
z)w − aw = 0.
This is indeed a very interesting result involving a definite integral of the

complementary error function given in a compact form, and a new result to the
best of our knowledge. Furthermore, setting b = 0 in (2.18) proves the theorem
Theorem 2.2 Given the real number a > 0, then
∞
1 1 1 3
erfc 1 + y a dy = 1 √ 1 + U 1+ , ,1 . (2.19)
0 2a e π a 2a 2
Proof Indeed beginning with

∞ ∞ ∞ √
π
e−(1+x+y
a )2
I= dxdy = erfc 1 + y a dy; a > 0, (2.20)
0 0 0 2
and again using the multivariate power substitution approach, i.e., x = y a u and
dx = y a du (and again reversing the order of integration), we get
∞ ∞
−(1+uy a +y a )2 a 1 11 3
I= e y dydu = 1
1+ U 1+ , ,1 .
0 0 21+ a e a 2a 2
(2.21)
Equating (2.20) and (2.21) leads to the claimed result.

Example 2.1 For b = 0 and a = 2 with the corresponding bivariate power

substitution x = y 2 u; dx = y 2 du we derive
∞ ∞ ∞ ∞
e−(1+x+y e−(1+uy
2 )2 2 +y 2 )2
I= dxdy = y 2 dydu
0 0 0 0

π 1 1 1 1
= √ 2I 1 + I5 − I− 1 − I3 . (2.22)
4 e 4 2 4 2 4 2 4 2
leading to
∞
erfc 1 + y 2 dy
0

1 π 1 1 1 1
= 2I 1 + I5 − I− 1 − I3 , (2.23)
2 e 4 2 4 2 4 2 4 2
where In (z) is the modified Bessel function of the first kind.5
5 Named for Friedrich Wilhelm Bessel (1784–1846), Bessel functions were in fact were introduced
by Daniel Bernoulli in 1731 and were used by Leonhard Euler to analyze the vibrations of
a circular membrane. Andrew Gary and George Matthews developed applications of Bessel
functions for electricity, hydrodynamics, and diffraction in 1895, followed by a major treatise on
Remark 2.1 Note the following integral and series representations

π/2 π
• J0 (x) := π2 0 cos(x cos θ )dθ = π1 0 cos(x sin θ )dθ ;
π
• Jn (x) := π1 0 cos(nθ − x sin θ )dθ ;
(−1)k ( x2 )
ν+2k
• Jν (x) := ∞ k!(ν+k)! ; Yν (x) := Jν (x) cossinνπνπ−J−ν (x) ;
k=0
π
• In (x) := π1 0 cos(nθ )ex cos θ dθ ;
∞
• Kn (x) := 0 cosh(nt)e−x cosh t dt, x > 0; (modified Bessel of the second
kind)
( x2 )ν+2k
• Iν (x) := ∞ k=0 k!(ν+k+1) ; Kν (x) := π (I−ν2 (x)−I
sin νπ
ν (x))
.
The ordinary Bessel functions are oscillating, with applications to problems involv-
ing cylindrical or spherical symmetry, e.g., electrical fields, vibrations, heat conduc-
tion, and diffraction. The modified Bessel functions are exponentially growing and
decaying functions with applications to vibrating membranes and heat conduction.
We can generate many more such results simply by making small changes
to (2.3). For example,
Example 2.2 For b = 0 and a = 3, we apply the bivariate power substitution
x = y 3 u; dx = y 3 du, to get
∞ ∞
∞ √
π
−(1+x+y 3 )2
I= e erfc 1 + y 3 dy
dxdy =
0 0 0 2
∞ ∞ 2
3 · 23 7 2 1
e−(1+y u+y ) y 3 dydu =
3 3 2
= U , ,1 , (2.24)
0 0 16e 3 3 2
or
∞
2
3 · 23 7 2 1
erfc 1 + y 3
dy = √ U , ,1 , (2.25)
0 8e π 3 3 2
Example 2.3 For b = 0 and a = 4, the bivariate power substitution x =

y 4 u; dx = y 4 du yields
∞ ∞ ∞ ∞
−(1+x+y 4 )2
e−(1+y
4 u+y 4 )2
I= e dxdy = y 4 dydu
0 0 0 0
3
4 · 24 13 5 1
= U , ,1 , (2.26)
45e 4 8 2
Bessel functions in 1922 by Watson. The Bessel functions of the first and second kind, respectively
denoted Jν and Yν , are in fact the two linearly independent solutions of the Bessel differential
equation, i.e., x 2 y + xy + (x 2 − ν 2 )y = 0. Setting x = i x̂ leads to the so-called modified Bessel
functions of the first and second kind, respectively denoted by Iν and Kν .
from which we derive

∞
3
8 · 24 13 5 1
erfc 1 + y dy =
4
√ U , ,1 . (2.27)
0 45e π 4 8 2
∗∗∗
We can explore a wide variety of integrals as starting points for this approach.
The remainder of this chapter will focus on its use through a series of examples in
the form of theorems and their corollaries.
We start with integrals of the compositions erfc(r(u)) and ln(r(u)) where
√ √ √
r(u) = u4 + 2 2u2 + 1 = (u2 + 2 + 1)(u2 + 2 − 1).
We first prove
Theorem 2.3
√ ∞ √ √
∞
erfc r(u) erfc 1 + 2 2u2 + u4 4
2 3 9
√ du = √ du = √
0 r(u) 0 1 + 2 2u2 + u4 π 8 8

1 1 1 3 9 1 1 1 3 5 11 1
−√ · 1 F2 ; , ; − √ − · 1 F2 ; , ; .
π 4 8 4 8 4 3 2π 4 8 4 8 4
(2.28)
Proof Consider the integral and its Mathematica output

∞ ∞ ∞

1 a2
8 −1 y4 √ a2y 4
e−x
4 −ax 2 y 2 −y 4
I= dxdy = e y aK− 1 dy.
1 0 4 1 4 8
√ (2.29)
If we set a = 2 2, then (2.29) becomes

1 1 1 3 9 1
I= − 6 F
1 2 ; , ;
24 4 8 4 8 4

√ 1 3 5 11 1 √
4 3 9
− 2 − 1 F2 ; , ; + 6 2 . (2.30)
4 8 4 8 4 8 8
Using the substitution x = yu and dx = ydu leads to

√ ∞ √
∞ ∞ π erfc 1 + 2 2u2 + u4
−(1+au2 +u4 )y 4
I= e ydydu = √ du.
0 1 4 0 1 + 2 2u2 + u4
(2.31)
Equating (2.29) and (2.31) leads to (2.28).

Theorem 2.4
√
∞ ∞ ln 1 + 2 2u2 + u4
ln(r(u)) √ √
√ du = √ du = −2 ln 2 1 + 2K −2 − 2 2
0 r(u) 0 1 + 2 2u2 + u4

1 3 1 √
+ √4 √ π 2 + 6 ln 2 , (2.32)
8 8 π 8 8
where
π
2 dθ
K(k ) =2
√ (2.33)
0 1 − k 2 sin θ
is the complete elliptic integral of the first kind.6

Proof Consider the integral
∞ ∞ ∞ a2
4
1 8 −1 y
√ a2y 4
e−x −ax y −y ln ydxdy =
4 2 2 4
I= e y aK− 1 ln ydy.
0 0 4 1 4 8
√ (2.34)
√ √

2γ + π + 2 ln(8) 38 98
I =− √ . (2.35)
16 4 2
∞ ∞
e−(1+au
2 +u4 )y 4
I= y ln ydydu
0 0

√ ∞ ln 1 + 2√2u2 + u4
1 √ √
π
=− 1 + 2 π K −2 1 + 2 {γ +ln(4)}− √ du.
16 16 0 1 + 2 2u2 + u4
(2.36)

6 Giulio Fagnano (1682–1766) did important early work involving transformations of elliptic
integrals.
Theorem 2.5
√
2

∞ ln 1 + 2 2u2 + u4 √ √
√ du = 4(ln 2) 1 + 2K −2 − 2 2
2
0 1 + 2 2u2 + u4
√
4
2 3 9 √ 1 3
+ √ 4 π 2 − 3 ln 2 ln 2 + ψ1 + ψ1 ,
4 π 8 8 8 8
(2.37)
where ψ1 is the polygamma function.7

∞ ∞
e−x
4 −ax 2 y 2 −y 4
I= (ln y)2 dxdy
0 0
∞

1 a2
8 −1 y4 √ a2y 4
= e y aK− 1 (ln y)2 dy. (2.38)
4 1 4 8
√
√

2 2π 2 + 8π {γ + 3 log 2} 18 38
I= √
2048 4 2

18 38 4{γ + 3 log 2}2 + ψ1 18 + ψ1 38
+ √ . (2.39)
1024 4 8

∞ ∞
e−(1+au
2 +u4 )y 4
I= y(ln y)2 dydu
0 0

1 √ √
2
= 1 + 2 π K −2 1 + 2 π + 2{γ + 2 log 2}2
128

√ ∞ ln 1 + 2√2u2 + u4
{2γ + 4 ln 2} π
+ √ du
64 0 1 + 2 2u2 + u4

√ ∞ ln 1 + 2√2u2 + u4 2
π
+ √ du. (2.40)
64 0 1 + 2 2u2 + u4
Equating (2.39) and (2.40), and using (2.32) leads to (2.37).

d n+1
7 The polygamma function is given by ψn (x) = dx n+1
ln (x).
2.2 Permutation Symmetry 37
2.2 Permutation Symmetry
The following theorems introduce the concept of permutation symmetry, or symme-

try under an interchange of indices, which we will use extensively as a means for
generating results. The integrals involved comprise the following three types:
Type 1
∞ ∞ ∞ ∞
I1 = f (x, y)dxdy = I2 = f (x, y)dxdy under the condition f (x, y) = f (y, x);
0 1 1 0
Type 2
∞ ∞ ∞ ∞
I1 = f (x, y)dxdy = I2 = f (y, x)dydx;
a a a a
Type 3
∞ ∞ ∞ ∞
I1 = f (x, y) ln xdxdy = I2 = f (x, y) ln ydxdy,
a a a a
where a = 0 or a = 1 in the examples presented in this book, but it is not

restricted to those values. In this chapter, we consider only Type 2 and Type 3
integrals as a starting point with a = 0; in subsequent chapters, we will extend
consideration to all three types of integrals and we will also consider examples
in which a = 1.
Theorem 2.6 Given the real number A > 1, then

∞ − 2A 2A
− 23 53
3 3 3 3 2 2A 5
(1 + u) + u 2 2 u A−2
du =
− 2 F1 , ; ; −1 ; A > 1;
0 2A 3 3 3
3
(2.41)
where 2 F1 (a, b; c; x) is the Gaussian hypergeometric function8 , which is a solution

to the hypergeometric differential equation, i.e., z(1 − z)y + {c − (a + b + 1)z}y −
aby = 0.
Proof Consider the integrals
∞ ∞
3 3
I1 = erfc (x + y) 2 + y 2 y a dxdy, (2.42)
0 0
and
8 Named after Carl Friedrich Gauss (1777–1855).

∞ ∞
3 3
I2 = erfc (x + y) 2 + x 2 x a dxdy, (2.43)
0 0
for a > −1.

By symmetry, we can show that I1 = I2 . Employing the substitution x = yu and
dx = ydu leads to
∞ ∞
3 3 3
I1 = erfc (1 + u) 2 y 2 + y 2 y a+1 dydu
0 0

53 2(a+1)
3
2 2(a+2) 5
2 F1 3 , 3 ; 3 ; −1
= √
− √
. (2.44)
3 3 1+2a
3 21+2a 5+a3 3 2 5+a
3
and
∞ ∞
3 3 3 3
I2 = erfc (1 + u) 2 y 2 + u 2 y 2 ua y a+1 dydu
0 0

+ a3 ∞
7
6 3
2
3 − 3 (2+a)
= √ ua (1 + u) 2 + u 2 du. (2.45)
(2 + a) π 0
Equating (2.44) and (2.45) and setting A = a + 2 leads to (2.41).

Theorem 2.7 Assuming the real number A > 1, then

∞ − 2A 2A
− 2
53
3 3 3 3 3 2 2A 5
2(1 + u) + u
2 2 uA−2 du = √
− 2 F1 , ; ; −2 ; A > 1.
0 3
4 2A 3 3 3
3
(2.46)
∞ ∞
3 3
I1 = erfc 2(x + y) 2 + y 2 y a dxdy, (2.47)
0 0
and
∞ ∞
3 3
I2 = erfc 2(x + y) 2 + x 2 x a dxdy, (2.48)
0 0
for a > −1.

dx = ydu leads to
∞ ∞
3 3 3
I1 = erfc 2(1 + u) 2 y 2 + y 2 y a+1 dydu
0 0

53 2(a+1)
3
2 2(a+2) 5
2 F1 3 , 3 ; 3 ; −2
= √
− √
. (2.49)
3 3 1+2a
3 23+2a 5+a3 3 2 5+a
3
and
∞ ∞
3 3 3 3
I2 = erfc 2(1 + u) 2 y 2 + u 2 y 2 ua y a+1 dydu
0 0

+ a3 ∞
7
6 3
2
3 − 3 (2+a)
= √ ua 2(1 + u) 2 + u 2 du. (2.50)
(2 + a) π 0

Theorem 2.8
√ −3A
∞ √ 21−3A (2 − 3A + 9A2 )
uA−2 u+ 1+u du = ; A > 1.
3 3
0 −2 + 11A − 18A2 + 9A3

(2.51)
∞ ∞ √ √
I1 = erfc 3
x + y + 3 y y a dxdy, (2.52)
0 0
and
∞ ∞ √ √
I2 = erfc 3
x + y + 3 x x a dxdy, (2.53)
0 0
for a > −1.

dx = ydu leads to

∞ ∞ 3(32 + 33a + 9a 2 ) 3(a+1)

√ √ 2
I1 = erfc 3 uy + y + 3 y y a+1 dydu = √ ,
0 0 27+3a (2 + a)(4 + 3a) π
(2.54)
and
∞ ∞ √ √
I2 = erfc 3
uy + y + 3 uy ua y a+1 dydu
0 0
7
+ 3a √ −3(2+a)
2 2 ∞ √
= √ ua u+ 1+u
3 3
du. (2.55)
(2 + a) π 0

Theorem 2.9
√ −4A
∞ √ 24−4A A(2 − 3A + 4A2 )
uA−2 u+ 1+u du = ; A > 1.
4 4
0 3 − 25A + 70A2 − 80A3 + 32A4

(2.56)
∞ ∞ √ √
I1 = erfc 4
x + y + 4 y y a dxdy, (2.57)
0 0
and
∞ ∞ √ √
I2 = erfc 4
x + y + 4 x x a dxdy, (2.58)
0 0
for a > −1.

dx = ydu leads to

∞ ∞ (12 + a(13 + 4a)) 9

+ 2a
√ √ 2
I1 = erfc 4
uy + y + 4 y y a+1 dydu = √ ,
0 0 161+a (1 + a)(3 + 2a)(5 + 4a)(7 + 4a) π
(2.59)
and
∞ ∞ √ √
I2 = erfc 4
uy + y + 4 uy ua y a+1 dydu
0 0

+ 2a ∞ √
9
2 √ −4(2+a)
= √ ua 4 u + 1 + u
4
du. (2.60)
(2 + a) π 0

Theorem 2.10
√
∞ ln 1 + 1 + u4 1 3
1 2 1 1 , , 1, 1
√ du = √ + · G4,4 1 1 4 1 4 3
2,4
,
0 1 + 1 + u4 9 π 4 16π 4, 2, −4, 0
(2.61)
where

m
n
(b −s) (1−a +s)
b 1
Gp,q za1 , . . . , ap
m,n
= =1 =1
zs ds
1, . . . , bq 2π i
q−1
p−1
L (1−b+1 +s ) (a+1 −s )
=m =n
(2.62)
is the Meijer G-function9 .
∞ ∞ √
e− x +y −x ln ydxdy,
4 4 2
I1 = (2.63)
0 0
and
∞ ∞ √
e− x +y −y ln xdxdy.
4 4 2
I2 = (2.64)
0 0

dx = ydu leads to
∞ ∞ √ γ√
e−y 1+u4 −u2 y 2
2
I1 = y ln ydydu = −1 {−2K(−1) + iK(2)}
4
0 0 6
1 3
1 , , 1, 1
− G2,4 1 4 4 (2.65)
64π 4,4 1, 1, −3, 0 ,
4 2 4
and
∞ ∞ √ γ√
e−y 1+u4 −y 2
2
I2 = −1 {−2K(−1) + iK(2)}
y ln(uy)dydu =
4
0 0 6
√
∞ ln 1 + 1 + u4
1 1 1
+ √ 2 − √ du. (2.66)
36 π 4 4 0 1 + 1 + u4

Theorem 2.11
∞
du 1 5 1 5 5
√
= √ 2 · 2 F1 , ; ; −1 . (2.67)
0 √ 3
2 π 4 4 4 2
1 + u4 + 1 + 2u4
9 Named after Cornelis Simon Meijer (1904–1974), the Meijer G-function generalizes most
elementary functions and special functions.


∞ ∞ √ √
e− x +y − x +2y dxdy,
2 4 2 4
I1 = (2.68)
0 0
and
∞ ∞ √ √
e− x +y − 2x +y dxdy.
4 2 4 2
I2 = (2.69)
0 0
By symmetry, we can show that I1 = I2 . Applying the substitution x = y 2 u and

dx = y 2 du to I1 leads to
∞ ∞ √ √
5 1 5 5
1 2
e−y 1+u2 −y 2
2 2+u2 2
I1 = · 2 F1
y dydu = , ; ; −1 .

0 0 4 2
4 4 2
(2.70)
√ √
Applying the substitution x = yu and dx = ydu to I2 leads to
∞ ∞ √ √ √ ∞
4√ π du
e−y 1+u −y 1+2u ydydu =
4
I2 =
3 .
0 0 2 0 2
1 + u4 + 1 + 2u4
(2.71)

Theorem 2.12
∞
du 1 2 5 1 5 5
√ √
3 = √π 4
· 2 F1 , ; ; −3 .
4 4 2
(2.72)
0 2
1 + u4 + 1 + 4u4

∞ ∞ √ √
e− x +y − x +4y dxdy,
2 4 2 4
I1 = (2.73)
0 0
and
∞ ∞ √ √
e− x +y − 4x +y dxdy.
4 2 4 2
I2 = (2.74)
0 0

∞ ∞ √ √
−y 2 5
1+u2 −y 2 1 5 5
4+u2 2 1
I1 = e · 2 F1 , ; ; −3 .
y dydu = 2
0 0 4 4 4 2 2
(2.75)
√ √
∞ ∞ √ √ √ ∞
4√ π du
e−y 1+u −y 1+4u ydydu =
4
I2 =
3 .
0 0 2 0 2
1 + u + 1 + 4u
4 4
(2.76)

Theorem 2.13
∞
du 1 √
√
= 34 2 − 46. (2.77)
0 √ 5
2 9
1 + u4 + 1 + 2u4

∞ ∞ √ √
e− x +y − x +2y xdxdy,
2 4 2 4
I1 = (2.78)
0 0
and
∞ ∞ √ √
e− x +y − 2x +y ydxdy.
4 2 4 2
I2 = (2.79)
0 0

∞ ∞ √ √ √ √
−y 2 1+u2 −y 2 2+u2 (16 + 11 2) π
I1 = e uy dydu =
4
√ 7 , (2.80)
0 0 12(1 + 2) 2
√ √
∞ ∞ √ √ √ ∞
I2 = e−y 1+u4 −y 1+2u4 y √ydydu = 3 π du
0 0 4 0

5 .
2
1 + u4 + 1 + 2u4
(2.81)

Theorem 2.14
∞ du 20
√ √
5 = 81√3 . (2.82)
0 2
1 + u4 + 1 + 4u4

∞ ∞ √ √
e− x +y − x +4y xdxdy,
2 4 2 4
I1 = (2.83)
0 0
and
∞ ∞ √ √
e− x +y − 4x +y ydxdy.
4 2 4 2
I2 = (2.84)
0 0

∞ ∞ √ √
5 π
e−y 1+u2 −y 2
2 4+u2
I1 = uy 4 dydu = , (2.85)
0 0 27 3
√ √
∞ ∞ √ √ √
4 √ 3 π ∞ du
e−y 1+u −y 1+4u y ydydu =
4
I2 =
5 .
0 0 4 0 2
1 + u + 1 + 4u
4 4
(2.86)

Theorem 2.15
∞ du 5
√ √
5 = 18√
4
2i
. (2.87)
0 2
1+u + 1−u
4 4

∞ ∞ √ √
e− x +y − x −y xdxdy,
2 4 2 4
I1 = (2.88)
0 0
and
∞ ∞ √ √
e− y +x − y −x ydxdy.
2 4 2 4
I2 = (2.89)
0 0
By symmetry, we can show that I1 = I2 . Employing the substitution x = y 2 u

and dx = y 2 du for I1 leads to
∞ ∞ √ √ √
−y 2 u2 +1−y 2 u2 −1 5 π
I1 = e uy dydu = √
4
. (2.90)
0 0 24 4 2i
√ √
Employing the substitution x = yu and dx = ydu for I2 leads to
∞ ∞ √ √ √
4√ 3 π ∞ du
e−y 1+u −y 1−u yydydu =
4
I2 =
5 .
0 0 4 0 2
1 + u4 + 1 − u4
(2.91)

Theorem 2.16
∞ du 5
√ √
5 = 18√
4
4i
. (2.92)
0 2
1 + 2u + 1 − 2u
4 4

∞ ∞ √ √
e− x +2y − x −2y xdxdy,
2 4 2 4
I1 = (2.93)
0 0
and
∞ ∞ √ √
e− y +2x − y −2x ydxdy.
2 4 2 4
I2 = (2.94)
0 0

∞ ∞ √ √ √
5 π
e−y u2 +2−y 2 u2 −2
2
I1 = uy 4 dydu = √ . (2.95)
0 0 24 4 4i
√ √
∞ ∞ √ √ √
1−2u4 √ 3 π ∞ du
I2 = e−y 1+2u4 −y
yydydu = √
5 .
0 0 4 0 √ 2
1 + 2u4 + 1 − 2u4
(2.96)

Theorem 2.17
∞
dv 1 1 3 ln 2
√ √
3 = √ − − . (2.97)
0
v + 1 + v 2 + 1 + 2v 2 2 8 4

∞ ∞ √ √
e− x +y − x +2y −y xydxdy,
2 4 2 4 2
I1 = (2.98)
0 0
and
∞ ∞ √ √
e− y +x − y +2x −x xydxdy.
2 4 2 4 2
I2 = (2.99)
0 0

∞ ∞ √ √ 1 1 3 ln 2
e−y u2 +1−y 2 u2 +2−y 2
2
I1 = uy 5 dydu = √ − − . (2.100)
0 0 2 8 4
√ √
∞ ∞ √ √ ∞
2udu
I2 = e−y 1+u4 −y 1+2u4 −u2 y uy 2 dydu =

3 .
0 0 0 u2 + 1 + u4 + 1 + 2u4
(2.101)
Further employing the substitution v = u2 and dv = 2udu leads to
∞ dv
I2 = √ √
3 . (2.102)
0
v+ 1 + v2 + 1 + 2v 2

Theorem 2.18
∞
dv 7 5 ln 2
√ √ √ 4 = 4 − 2 . (2.103)
0 v + 1 + v + 1 + 2v
2.3 The Laplace Transform 47

∞ ∞ √ √
e− x +y − x +2y −y xy 3 dxdy,
2 4 2 4 2
I1 = (2.104)
0 0
and
∞ ∞ √ √
e− y +x − y +2x −x x 3 ydxdy.
2 4 2 4 2
I2 = (2.105)
0 0

∞ ∞ √ √ 21 15 ln 2
e−y u2 +1−y 2 u2 +2−y 2
2
I1 = uy 7 dydu = − . (2.106)
0 0 8 4
√ √
∞ ∞ √ √ ∞ 6u3 du
I2 = e−y 1+u4 −y 1+2u4 −u2 y 3 3
u y dydu = √ √
4 .
0 0 0
u2 + 1 + u4 + 1 + 2u4
(2.107)
Further employing the substitution v = u4 and dv = 4u3 du leads to
∞
3 dv
I2 = √ √ √ 4 . (2.108)
2 0 v + 1 + v + 1 + 2v

2.3 The Laplace Transform
The Laplace transform10 is defined as follows:

∞
F (x) = f (y)e−xy dy; x > 0. (2.109)
0
∞
10 Here we depart from the common notation, i.e., F (s) = 0 f (t)e−st dt; t > 0, which is
typically used for the processing of time-dependent signals.
We can make use of Laplace transform pairs (i.e., F (x) and f (y)) to express
many functions in integral form. This allows us to rewrite single integrals in the
form of double integrals, i.e.,
∞ ∞ ∞
I= F (x)g(x)dx = f (y)g(x)e−xy dxdy. (2.110)
0 0 0
1
We’ll start with the pair F (x) = (4 + x 2 )− 2 and f (y) = J0 (2y), i.e.,
∞
1
√ = J0 (2y)e−xy dy. (2.111)
4 + x2 0
We can then use (2.111) to construct

∞ ∞ ∞
e−x
2
e−x J0 (2y)e−xy dxdy.

2
√ dx = (2.112)
0 4 + x2 0 0
This leads to
Theorem 2.19

2 −1
∞ e− u+u
du = e2 K0 (2). (2.113)
0 u + u2
Proof We will make use of both parts of (2.112), i.e.,

∞ e−x
2
1
√ dx = e2 K0 (2), (2.114)
0 4 + x2 2
and (by making the substitution x = yu and dx = ydu),
∞ ∞ ∞ ∞
e−x J0 (2y)e−xy dxdy = e−u J0 (2y)e−uy ydydu
2 2y2 2
0 0 0 0

2 −1
1 ∞ e− u+u
= du. (2.115)
2 0 u + u2

Remark 2.2 We can occasionally get an additional new result just by changing the
way we implement the multivariate power substitution. We’ll demonstrate this with
the next theorem.
Theorem 2.20
∞ −1
e−u (1+u)
2
du = e2 K0 (2). (2.116)
0 (1 + u)
Proof We will again make use of both parts of (2.112), i.e.,

∞ e−x
2
1
√ dx = e2 K0 (2). (2.117)
0 4+x 2 2
This time we will make the substitution y = xu and dy = xdu, which leads to
∞ ∞ ∞ ∞
−x 2 −xy
e−x J0 (2ux)e−ux xdxdu
2 2
e J0 (2y)e dxdy =
0 0 0 0
∞ −1
e−u (1+u)
2
1
= du. (2.118)
2 0 (1 + u)

Next, we’ll use the Laplace transform pair F (x) = ω
x 2 +ω2
and f (y) = sin(ωy),
i.e.,
∞
ω
= sin(ωy)e−xy dy. (2.119)
x + ω2
2
0
When ω = 2, this leads to

Theorem 2.21
−1 √
∞ e−A
2 u+u2
π 4A2
3
du = · e erfc(2A); A > 0. (2.120)
0 (u + u2 ) 2 A
Proof We’ll begin with the Laplace transform pair F (x) = 1

x 2 +a 2
and f (y) =
sin(ay)
a (a > 0) to obtain the integral identity
∞ ∞ ∞
e−x
2
sin(ay) −xy−x 2
dx = ·e dxdy. (2.121)
0 x 2 + a2 0 0 a

∞ e−x
2
π 2
dx = · ea erfc(a). (2.122)
0 x +a
2 2 2a
Next, with the substitution x = yu and dx = ydu, we can further show that
∞ ∞ ∞ ∞
sin(ay) −xy−x 2 sin(ay) −uy 2 −u2 y 2
·e dxdy = ·e ydydu
0 0 a 0 0 a
√ ∞ − a2 u+u2 −1
π e 4
= 3
du. (2.123)
4 0 (u + u2 ) 2
Equating (2.122) and (2.123) and setting A = a

2 leads to the claimed result.

Our next results use the Laplace transform pair (F (x), f (y)) = (k)x −k , y k−1 ,
k > 0.
Theorem 2.22
π
2 sin(αv) π (2α − 1) 1
α (cos v)2α−2 dv = απ ; < α < 2. (2.124)
sin v 2
2 sin 2 (α) 2
0
Proof We’ll begin with the Laplace transform pair F (x) = (k)x −k and f (y) =
y k−1 (0 < k < 3). The first term in that pair leads to
∞
sin(x 2 ) 1 (1 + k)π 1 k
I= (k)dx = cos − (k). (2.125)
0 xk 2 4 2 2
Next, we’ll use the second term in that pair to construct the integral
∞ ∞
I= sin(x 2 )e−xy y k−1 dxdy. (2.126)
0 0
We employ the substitution x = yu and dx = ydu to get
∞ ∞
sin(u2 y 2 )e−uy y k dydu
2
I=
0 0
∞
1 −1−k 1 k 1+k 1
= u 2 2 (1 + u2 )− 4 − 4 sin (1 + k) tan−1 u du.
0 2 2 2
(2.127)
We further employ the substitution u = tan v and du = sec2 vdv to get

π
2 1 1+k 3 k 1 1 k
I= (sec v) 2−2 sin (1 + k)v (tan v)− 2 − 2 dv. (2.128)
0 2 2 2
Equating (2.125) and (2.128) and setting α = 1+k


Theorem 2.23
π απ
1
2 cos(αθ ) (1 − α)(2α − 1)
(cos θ ) 2α−2
dθ = sin ; < α < 1.
0 sinα θ (α) 2 2
(2.129)
Proof We’ll begin again with the Laplace transform pair F (x) = (k)x −k and
f (y) = y k−1 (0 < k < 1). Using the first term in that pair, we get
∞
cos(x 2 ) 1 (1 + k)π 1 k
I= (k)dx = sin − (k). (2.130)
0 xk 2 4 2 2
∞ ∞
I= cos(x 2 )e−xy y k−1 dxdy. (2.131)
0 0
∞ ∞
cos(u2 y 2 )e−uy y k dydu
2
I=
0 0
∞
1 −1−k 1 k 1+k 1
= u 2 2 (1 + u2 )− 4 − 4 cos −1
(1 + k) tan u du.
0 2 2 2
(2.132)
We further employ the substitution u = tan θ and du = sec2 θ dθ to get

π
2 1 1+k 3 k 1 1 k
I= (sec θ ) 2−2 cos (1 + k)θ (tan θ )− 2 − 2 dθ. (2.133)
0 2 2 2


Theorem 2.24

∞ Kα 2 1+u
u 1
du = K1−α (2)(2α − 1); α > . (2.134)
0 u (1 + u)
3α α 2
Proof We’ll begin once again with the Laplace transform pair F (x) = (k)x −k
and f (y) = y k−1 (k > 0). The first term in that pair allows us to construct the
integral
∞ −2
e−x −x
2
I= (k)dx = K 1−k (2)(k). (2.135)

0 xk 2
∞ ∞ 2 −x −2
I= e−x e−xy y k−1 dxdy. (2.136)
0 0
∞ ∞ 2 −(uy)−2
e−(uy) e−uy y k dydu
2
I=
0 0

∞ 1+u
− 12 − k2 2 − 14 − k4
= u (u + u ) K 1+k 2 du. (2.137)
0 2 u


Theorem 2.25
∞ 2 −1
e−(u+u ) 1 1 1
du = α − U , 2 − α, 4 ;α > . (2.138)
0 (u + u2 )α 2 2 2
Proof We’ll begin with the Laplace transform pair F (x) = (x 2 + 4)−k and f (y) =
√ 1
π y k− 2
(k) 4 Jk− 1 (2y) (k > 0). From the first term in that pair, we get
2
∞ √
e−x
2
π 1
I= dx = · U k, k + , 4 . (2.139)
0 (x 2 + 4)k 2 2
√ ∞ ∞ y
k− 1
π
Jk− 1 (2y)e−xy e−x dxdy.
2 2
I= (2.140)
(k) 0 0 4 2
√ ∞ ∞ y
k− 1
π
Jk− 1 (2y)e−uy e−u
2 2 2y2
I= ydydu
(k) 0 0 4 2
√ ∞ 2 )−1
π e−(u+u
= 2−2k 1
du. (2.141)
(k) 0 (u + u2 )k+ 2
Equating (2.139) and (2.141) and setting α = k + 1


Corollary 2.2
∞ 2 −1
e−(u+u ) 1 1 1 1
udu = (α − 1) − α − U , 2 − α, 4 ; α > 1.
0 (u + u2 )α 2 2 2 2
(2.142)
Proof We begin by noting that
∞ 2 −1 ∞ 2 −1 ∞ 2 −1
e−(u+u ) 1 e−(u+u ) 1 e−(u+u )
udu = (1 + 2u)du − du.
0 (u + u2 )α 2 0 (u + u2 )α 2 0 (u + u2 )α
(2.143)
From (2.138), we have
∞ 2 −1
e−(u+u ) 1 1 1
du = α − U , 2 − α, 4 ; α > . (2.144)
0 (u + u2 )α 2 2 2
Next, we can show via Mathematica that

∞ 2 −1 ∞ −1
e−(u+u ) e−v
I= (1 + 2u)du = dv = (α − 1). (2.145)
0 (u + u2 )α 0 vα
To obtain (2.145), we used the substitution v = u + u2 and dv = (1 + 2u)du. We

can then use (2.143), (2.144), and (2.145) to obtain (2.142).

Theorem 2.26
∞ −1
e−u (1+u)
2
1 1 1
u2α−2
du = α − U , 2 − α, 4 ;α > . (2.146)
0 (1 + u) α 2 2 2
Proof We will again use the Laplace transform pair F (x) = (x 2 +4)−k and f (y) =
√ 1
π y k− 2
(k) 4 Jk− 1 (2y) (k > 0). We’ll use the first term in that pair to construct the
2
integral
∞ √
e−x
2
π 1
I= dx = · U k, k + , 4 . (2.147)
0 (x 2 + 4)k 2 2
We will use the second term in that pair to construct the integral
√ ∞ ∞ y
k− 1
π
Jk− 1 (2y)e−xy e−x dxdy.
2 2
I= (2.148)
(k) 0 0 4 2
We now employ the substitution y = xu and dy = xdu to get
√ ∞ ∞ ux
k− 1
π
Jk− 1 (2ux)e−ux e−x xdxdu
2 2 2
I=
(k) 0 0 4 2
√ ∞ −1
e−u (1+u)
2
π
= 2−2k u2α−2 du. (2.149)
(k) 0 k+ 12
(1 + u)
Equating (2.147) and (2.149) and setting α = k + 1


Theorem 2.27

1 3 5 1 2 2
3 F2 , 1, 1; , ; − =π +√
2 4 4 16 17 17

−1 + 4i −2 + i −1 − 4i
− ln +
17 2 4

−1 − 4i −2 − i −1 + 4i
− ln + , (2.150)
17 2 4
where
∞
(a1 )k (a2 )k (a3 )k zk
3 F2 (a1 , a2 , a3 ; b1 , b2 ; z) = (2.151)
(b1 )k (b2 )k k!
k=0
is the generalized hypergeometric function11 where
(a + n)
(a)n := (2.152)
(a)
is the Pochhammer symbol12 .

Proof We begin with the Laplace transform pair

π x2 x x x2
F (x) = cos 1 − 2C √ + 1 − 2S √ sin
8 4 2π 2π 4
(2.153)
11 The generalized hypergeometric function is an extension of the Gaussian hypergeometric
function.
12 Introduced by Leo August Pochhammer (1841–1920).
and
f (y) = sin(y 2 ), (2.154)
where
u
1 2
C(u) = cos x dx (2.155)
0 2
and
u
1 2
S(u) = sin π x dx (2.156)
0 2
are the Fresnel integrals.13 The first term, i.e., (2.153), leads to
∞
π 1 1 1 1 3 5 1
F (x)e−x dx =
2
I= + √ − · 3 F2 , 1, 1; , ; − .
0 2 34 2 17 4 2 4 4 16
(2.157)
The second term, i.e., (2.154), leads to
∞ ∞
sin y 2 e−xy−x dydx.

2
I= (2.158)
0 0
The substitution x = yu and dx = ydu leads to
∞ ∞
sin y 2 e−uy −u y ydydu

2 2 2
I=
0 0
√
1 1 + 4i
=− − tanh−1 1 − 4i
2 17

1 −1 + 4i −2 + i 1 + 4i
+ ln + − . (2.159)
2 17 2 4

13 Named after Augustin-Jean Fresnel (1788–1827), the Fresnel integrals are used to study wave
propagation.
Theorem 2.28

3 5 7 1 2 2
F
3 2 1, 1, ; , ; − = −6π √ −
2 4 4 16 17 17

1 − 4i i−2 −1 − 4i
−6 ln +
17 2 4

1 + 4i −2 − i −1 + 4i
−6 ln + . (2.160)
17 2 4

π x2 x x x2
F (x) = cos 1 − 2S √ + −1 + 2C √ sin
8 4 2π 2π 4
(2.161)
and
f (y) = cos(y 2 ). (2.162)
The first term leads to

∞
−x 2 π 1 1 1 3 5 7 1
I= F (x)e dx = √ − − · 3 F2 1, 1, ; , ; − .
0 2 2 17 34 24 2 4 4 16
(2.163)
The second term leads to
∞ ∞
cos y 2 e−xy−x dydx.

2
I= (2.164)
0 0
∞ ∞
cos y 2 e−uy −u y ydydu

2 2 2
I=
0 0
√
1 1 + 4i
= tanh−1 1 − 4i
2 17

1 1 − 4i −2 + i −1 − 4i
− ln + . (2.165)
4 17 2 4

Theorem 2.29
∞
(1,0,0) 3 1
1 F1 ; ; −v dv = 0,
2
(2.166)
0 2 2
where
(1,0,0) ∂
1 F1 (a, b, z) = {1 F1 (a; b; z)} . (2.167)
∂a
x 2 −1
Proof We will use the Laplace transform pair F (x) = (x 2 +1)2
and f (y) = y cos y.
Using the first term, we construct the integral
∞ x2 − 1 π
I= ln xdx = . (2.168)
0 (x 2 + 1)2 2
Using the second term, we construct the integral

∞ ∞
I= y cos ye−xy ln xdxdy. (2.169)
0 0
Using the substitution y = xu and dy = xdu, we get
∞ ∞ ∞

π 1 π 3 1 u
cos(ux)e−ux ux 2 ln xdxdu =
2 (1,0,0)
I= + · 1 F1 ; ;− du.
0 0 2 0 8 u 2 2 4
(2.170)
√
u
Equating (2.168) and (2.170), and applying the substitution v = 2 and dv =
du
√ leads to the claimed result.
4 u

We can also extend (2.166) to an arbitrary number of dimensions n to get the
following result.
Corollary 2.3
∞ ∞
(1,0,0) 3 1
··· 1 F1 ; ; −v1 − v2 − . . . − vn dv1 dv2 · · · dvn = 0.
2n 2n 2n
0 0 2 2
(2.171)
∞ ∞
3 1 (1,0,0)
I= ··· ; ; −v12n − v22n − . . . − vn2n dv1 dv2 · · · dvn .
1 F1
0 0 2 2
(2.172)
If we make a series of substitutions for 1 ≤ j ≤ n − 1, i.e.,
vj = vn wj , (2.173)
and
dvj = vn dwj , (2.174)
we get
∞ ∞
(1,0,0) 3 1
I= ··· 1 F1 ; ; −Avn2n vnn−1 dw1 dw2 · · · dwn−1 dvn ,
0 0 2 2
(2.175)
where

n−1
A=1+ wj2n . (2.176)
j =1
√ n √
If we further make the substitution z = Avn and dz = n Avnn−1 dvn , we get
∞ ∞
1 (1,0,0) 3 1
I= √ ··· 1 F1 ; ; −z2 dw1 dw2 · · · dwn−1 dz. (2.177)
n A 0 0 2 2
From (2.166), we have that

∞
(1,0,0) 3 1
1 F1 ; ; −z dz = 0,
2
(2.178)
0 2 2
which leads to (2.171).

Theorem 2.30
∞
(1,0,0) 3 1 1 √
1 F1 ; ;− 2 dv = 2 π (1 − 2 ln 2). (2.179)
0 2 2 v
Proof We will use the Laplace transform pair F (x) = 1

x(x 2 +1)
and f (y) = (1 −
cos y). The first term in the pair leads to
∞ ln x
I= dx = 0. (2.180)
0 x2 + 1

∞ ∞
I= (1 − cos y) ln xe−xy xdxdy. (2.181)
0 0
∞ ∞
(1 − cos y) ln(uy)e−uy uy 2 dydu
2
I=
0 0
∞

π 1 π 3 1 1
= (1 − 2 ln 2) − · 1 F1(1,0,0) ; ;− du. (2.182)
4 0 8 u 2 2 4u
√
Equating (2.180) and (2.182), and using the substitution v = 2 u and dv = du
√
u
leads to the claimed result.

Theorem 2.31
∞
(1,0,0) 5 3 2
1 F1 ; ; −v 3 dv = 0. (2.183)
0 2 2
6x 2 −2
Proof We will use the Laplace transform pair F (x) = (1+x 2 )3
and f (y) = y 2 sin y.
The first term in the pair leads to
∞ 6x 2 − 2 π
I= ln xdx = (2.184)
0 (1 + x )
2 3 2

∞ ∞
I= y 2 sin ye−xy ln xdydx. (2.185)
0 0
∞ ∞
sin y ln(uy)e−uy y 3 dydu
2
I=
0 0
∞

π 3 π (1,0,0) 5 3 1
= − · 1 F1 ; ;− du. (2.186)
2 16 0 u5 2 2 4u
Equating (2.184) and (2.186), and using the substitution v = √1 and dv =

8 u3
− 3du
16 u5

Theorem 2.32
∞ √
(1,0,0) 5 3 π
1 F1 ; ; −v dv =
2
(6 ln 2 − 5) . (2.187)
0 2 2 9
Proof Here we’ll use the Laplace transform pair F (x) = − −1+γx 2+ln x and f (y) =
y ln y, where γ is the Euler-Mascheroni constant.14 The first term leads to
∞ sin x π
I =− (−1 + γ + ln x) dx = . (2.188)
0 x 2

∞ ∞
I= y ln ye−xy x sin xdydx. (2.189)
0 0
∞ ∞
ln ye−uy sin(uy)uy 3 dydu
2
I=
0 0
∞

π 3 π 5 3 u
= (11 − 6 ln 2) − · 1 F1(1,0,0) ; ;− du. (2.190)
12 16 0 u 2 2 4
√
u
Equating (2.188) and (2.190), and using the substitution v = 2 and dv = du
√
4 u

Theorem 2.33
∞
(1,0,0) 7 3 4 1 1
1 F1 ; ; −v 3 dv = √ (18 ln 2 − 8 − 3π ) .
0 4 2 12 2π 4
(2.191)
Proof Here we’ll use the Laplace transform pair F (x) = − γ +ln
x
x
and f (y) = ln y.
∞
sin x 1 π
I =− (γ + ln x) √ dx = (4 ln 2 − π ) . (2.192)
0 x 2 2

∞ ∞ √
I= ln ye−xy x sin xdydx. (2.193)
0 0

n
14 Leonhard Euler introduced γ in 1735, defining it as γ := limn→∞ 1
k=1 k − ln n .
∞ ∞

−uy 2 √ 1 π
I= ln ye uy sin(uy)ydydu = (8 − 3π + 6 ln 2)
0 0 12 2
∞
1 7 (1,0,0) 7 3 u
+ 1
· 1 F1 ; ;− du. (2.194)
0 4u 4 4 4 2 4
3
Equating (2.192) and (2.194), and using the substitution v = u4
√ and dv =
8
3du
1√ leads to the claimed result.
4u 4 8

Theorem 2.34
∞
(1,0,0) 5 3 1 2√
1 F1 ; ;− 2 dv = π (7 − 12 ln 2) . (2.195)
0 2 2 v 9
Proof Here we’ll use the Laplace transform pair F (x) = 1

x 2 (x 2 +1)
and f (y) =
(y − sin y). The first term leads to
∞ ln x
I= dx = 0. (2.196)
0 x2 + 1

∞ ∞
I= (y − sin y)x 2 e−xy ln xdxdy. (2.197)
0 0
∞ ∞
(y − sin y)u2 y 3 e−uy ln(uy)dydu
2
I=
0 0
∞

π 3 π (1,0,0) 5 3 1
= (7 − 12 ln 2) − · 1 F1 ; ;− du. (2.198)
24 16 0 u 2 2 4u
√
Equating (2.196) and (2.198), and using the substitution v = 2 u and v = du
√
u

Theorem 2.35
∞
(1,0,0) 3 2 −v 2 √
F
1 1 0; ; v e dv = π (1 − ln 2) . (2.199)
0 2
Proof Here we’ll use the Laplace transform pair F (x) = 1

x 2 +1
and f (y) = sin y.
∞
ln x
I= dx = 0. (2.200)
0 x +1
2

∞ ∞
I= sin ye−xy ln xdxdy. (2.201)
0 0
∞ ∞
sin ye−uy ln(uy)ydydu
2
I=
0 0
∞

π 1 π 3 1 1
e− 4u du.
(1,0,0)
= (1 − ln 2) − 3
· 1 F 1 0; ; (2.202)
2 8 0 u 2 4u
Equating (2.200) and (2.202), and using the substitution v = 1

√
2 u
and dv =
− √
du
4 u3

Theorem 2.36
∞
(1,0,0) 1 1 −1 √
1 F1 0; ; 2 e v2 dv = 2 π ln 2. (2.203)
0 2 v
2
Proof We will use the Laplace transform pair F (x) = ln x x+1 2 and f (y) = y2 (1−
cos y). Using the first term in the pair, we construct the integral
∞
x2 + 1
I= ln ln xdx = −π. (2.204)
0 x2

∞ ∞ 2
I= (1 − cos y)e−xy ln xdxdy. (2.205)
0 0 y

∞ ∞
2
(1 − cos y)e−uy ln(uy)ydydu
2
I=
0 0 y

1 ∞ π 1 1 1
e− 4u du.
(1,0,0)
= −π(1 + ln 2) + · 1 F1 0; ; (2.206)
2 0 u 2 4u
where √
Equating (2.204) and (2.206), and employing the substitution v = 2 u and
dv = √du
u

Theorem 2.37
∞
1 3
(1,0,0)
1 F12 − ; ; −v α dv
0 α 2

α + (α − 2)ψ0 1 − 2 + (2 − α)ψ0 2 − 1
1 α α
= 1
; α > 2. (2.207)
α 4 α (α − 2)(α − 1)
Proof We will use the Laplace transform pair F (x) = ax −1−a (ψ0 (1 + a) − ln x)
and f (y) = y a ln y for 0 < a < 1. The first term leads to
∞ aπ
I= ax −1−a (ψ0 (1+a)−ln x) sin xdx = π 2 csc2 (aπ ) sin3 . (2.208)

0 2

∞ ∞
I= y a ln ye−xy sin xdydx. (2.209)
0 0
∞ ∞
y a ln ye−uy sin(uy)ydydu
2
I=
0 0
aπ
aπ
π 3+a
= π cot − 2ψ0 (−a) + ψ0 (1 + a) + ψ0 sec
4 2 2 2
∞
1 1+a 3+a 3+a 3 u
+ u− 2 · 1 F1(1,0,0) ; ;− . (2.210)
4 0 2 2 2 4
1 a
Equating

1(2.208) and (2.210), employing the substitution v = u 2 − 2 and dv =
−2−2a
2 − 2 u du, and setting α = 1−a

1 a 2
Theorem 2.38
∞ 1
−(v+v 2 )−1 1 ,1
1−e 2,2
dv = √ G2,3 4 1 12 . (2.211)
2, 2, −2
1
0 2 π
√
Proof We will use the Laplace transform pair F (x) = (x+ x 2 + 1)−1 and f (y) =
J1 (y)
y . Using the first term leads to
1
∞ e−4x
2
1
I= √ dx = √ G2,2 4 2, 1 (2.212)
8 π 2,3 1, 1, −1 .
0 x + x2 + 1 2 2 2

∞ ∞ J1 (y) −4x 2 −xy
I= e dxdy. (2.213)
0 0 y

∞ ∞ ∞
2 )−1
J1 (y)e−uy
2 −4u2 y 2
I= dydu = 1 − e−(4u+16u du. (2.214)
0 0 0
Equating (2.212) and (2.214) and employing the substitution v = 4u and dv =

4du leads to the claimed result.

Theorem 2.39

2 )−1
∞ e−(u+u
I1 {u + u2 }−1 9 1 2 e8 √
√ du = − − erfc(2 2). (2.215)
0 u + u2 16 4 π 16
√
Proof We use the Laplace transform pair F (x) = 12 + 18 x 2 − x x 2 + 8 and

√
J2 (2 2y)
f (y) = y . The first term leads to
∞ 1 1 2

x − x x 2 + 8 e−x dx
2
I= +
0 2 8
1 √ √ √ √
= 9 π − 4 2 − e8 π erfc(2 2) . (2.216)
32

∞ ∞
√
J2 (2 2y) −xy−x 2
I= e dydx. (2.217)
0 0 y
∞ ∞ √
J2 (2 2y)e−uy −u y dydu
2 2 2
I=
0 0
2 )−1√
∞ e−(u+u π I1 {u + u2 }−1
= √ du. (2.218)
0 2 u + u2

∗∗∗ √
x 2 +ω2 −x
We will conclude this section with the Laplace transform pair F (x) = √ 2 2 ω x +ω
and f (y) = J1 (ωy). That pair will allow us to construct
√ ∞
x 2 + ω2 − x
√ = J1 (ωy)e−xy dy. (2.219)
ω x 2 + ω2 0
which leads to (for ω = 2)

Theorem 2.40

2 −1 √
∞ e− u+u 1 π 1
du = − · U , 0, 4 . (2.220)
0 u(1 + u)2 2 4 2
Proof We’ll start with the identity

∞
√ ∞ ∞
( x 2 + ω2 − x) −x 2
e−x J1 (ωy)e−xy xdxdy.
2
√ e xdx = (2.221)
0 ω x +ω
2 2 0 0
Choosing ω = 2 leads to
∞
√ √
( x 2 + 4 − x) −x 2 1 π 1
√ e xdx = − ·U , 0, 4 , (2.222)
0 2 x2 + 4 4 8 2
and, with the substitution x = yu and dx = ydu,
∞ ∞
e−x J1 (2y)e−xy xdxdy
2
0 0

∞ ∞ ∞ e− u+u
2 −1
−u2 y 2 −uy 2
= e J1 (2y)e uy dydu =
2
du. (2.223)
0 0 0 2u(1 + u)2

We could continue to generate new results by using this procedure and varying n
to generate a family of expressions as starting points, i.e.,
√
n
ω2 + x 2 − x ∞
√ = Jn (ωy)e−xy dy, (2.224)
ωn ω2 + x 2 0
but instead we will leave that as an exercise for the reader.
2.4 Multivariate Power Substitution Variants
The multivariate power substitution can also be extended. Consider the following
integral:
∞ ∞
e−x
4 −(1+y)4
I= dxdy. (2.225)
0 0
We can solve this integral by using the substitution x = (1 + y)u and dx =

(1 + y)du, a so-called multivariate power substitution variant. Here we simply
added 1 to the power term. It may look like a small change, but in the world of
definite integrals, small changes in the approach can often lead to big differences in
the results. In this case, it leads to
Theorem 2.41
∞
√
erfc 1 + u4 1 5
√ du = √ E 3 (1), (2.226)
0 1+u 4 π 4 4
where
∞ e−zt
En (z) = dt (2.227)
1 tn
is the exponential integral function.15

Proof Using Mathematica, we can show that
∞ ∞
1 5
e−x
4 −(1+y)4
dxdy = E 3 (1). (2.228)
0 0 4 4 4
15 The exponential integral function was introduced by Adrien-Marie Legendre (1752–1833).

2.4 Multivariate Power Substitution Variants 67
Next, using the substitution x = (1 + y)u and dx = (1 + y)du, we get
∞ ∞ ∞ ∞
−x 4 −(1+y)4
e−(u
4 +1)(1+y)4
e dxdy = (1 + y)dydu
0 0 0 0
∞
√
1√ erfc 1 + u4
= π √ du. (2.229)
4 0 1 + u4

Remark 2.3 We can also derive (2.226) by using Leibniz’s rule,16 i.e.,
b(z) b(z)
d ∂f db da
f (x, z)dx = dx + f (b(z), z) − f (a(z), z) . (2.230)
dz a(z) a(z) ∂z dz dz
We begin by constructing an integral that contains a parameter A, i.e.,

√
∞ erfc A 1 + u4
IA = √ du. (2.231)
0 1 + u4
When A = 1, IA in (2.231) becomes the integral in (2.226). If we differenti-

ate (2.231) with respect to A, we get
⎧ √
⎫
⎨ ∞ erfc A 1 + u4 ⎬
dIA d
= √ du
dA dA ⎩ 0 1 + u4 ⎭
∞
2 −A2 1+u4 2 −A2 5
= −√ e du = − √ e . (2.232)
π 0 Aπ 4
If we then integrate (2.232) over A, we get

−A2
5 e A 5
IA = −2 √ dA = E 3 (A2 ) + C. (2.233)
4 Aπ π 4 4
If we set C = 0 and A = 1, (2.233) becomes identical to (2.226).

This approach worked because obtaining (2.226) required the integration con-
stant in (2.233) to have the value C = 0. We will see later that the approach can
fail when it is required that C = 0 to obtain the correct expression for an integral.
Richard P. Feynman probably did more than anyone to popularize the approach of
16 Named after Gottfried Wilhelm Leibniz (1646–1716).

differentiating under the integral sign as a way of evaluating definite integrals.17

When it works (as in this case), the results can be spectacular; however, there are
also cases when it doesn’t work.
Theorem 2.42
∞
1 1 1
e−v U − , 0, v dv = √ · K1 . (2.234)
1 2 πe 2
∞ ∞
e−(x
2 +1+y)
(x 2 + 1 + y)dxdy
0 0
∞
1√ −1−y 1
= π e U − , 0, 1 + y dy (2.235)
2 0 2
√ √
Next, using the substitution x = u 1 + y and dx = du 1 + y, we get
∞ ∞
e−(x
2 +1+y)
(x 2 + 1 + y)dxdy
0 0
∞ ∞
−(1+y)(1+u2 ) 1 1
= e (1 + u2 )(1 + y)dydu = √ K1 . (2.236)
0 0 2 e 2
Equating (2.235) and (2.236) and further employing the substitution v = 1 + y

and dv = dy leads to the claimed result.

Corollary 2.4
π √
2 1 π
e− tan θ U − , 0, sec2 θ dθ =
2
I= . (2.237)
0 2 2

∞ ∞ π
e−x
2 −y 2 −1
dxdy = . (2.238)
0 0 4e

Next, we make the substitution x = u 1 + y 2 and dx = du 1 + y 2 to get
17 See R. P. Feynman et al., Surely You’re Joking, Mr. Feynman!, W. W. Norton, 1985.
2.4 Multivariate Power Substitution Variants 69
∞ ∞ ∞ ∞
−x 2 −y 2 −1 −(1+y 2 )(1+u2 )
e dxdy = e 1 + y 2 dydu
0 0 0 0

√ ∞ e−1−u2 U − 1 , 0, 1 + u2
π 2
= du. (2.239)
2 0 1 + u2
Equating (2.238) and (2.239) leads to

∞ e−u U − 12 , 0, 1 + u2
2 √
π
I= du = . (2.240)
0 1 + u2 2
We can then use the substitution u = tan θ and du = sec2 θ dθ to get (2.237).

Corollary 2.5
∞ √
−v π 1
e K0 (v) dv = ·U , 0, 1 . (2.241)
1
2
2e 2

∞ ∞ ∞
e−x −(1+y)
2
1 − 12 − x2 1+x
dxdy = e K0 dx. (2.242)
0 0 x + (1 + y)
2 2 0 2
√ √
Next, we make the substitution x = u 1 + y and dx = du 1 + y to get
∞ ∞ ∞ ∞
e−x −(1+y) e−(1+y)(1+u )
2 2
dxdy = √ dydu
0 0 x 2 + (1 + y) 0 0 1 + u2
√
π 1
= ·U , 0, 1 . (2.243)
2e 2
Equating (2.242) and (2.243) and further employing the substitution v = 1+x
2
and dv = dx


Remark 2.4 If, instead of the above substitution, we use y = 1 + x 2 u and dy =

1 + x 2 du, we get
∞ ∞ ∞ ∞
e−x −(1+y)
2
1 + x2
e−(1+u)(1+x
2)
dxdy = dxdu
0 0 x 2 + (1 + y) 0 0 1+u

√ ∞ e−u U − 1 , 0, 1 + u
π 2
= 3
du, (2.244)
2e 0 (1 + u) 2
so that

∞ e−u U − 12 , 0, 1 + u
1
3
du = U , 0, 1 . (2.245)
0 (1 + u) 2 2
Theorem 2.43

z 1z
∞
z
a+z−2 a+z−2
,
G3,0 z z
2,3 u 0, a−2 , a−2 du = ; a > 1; z > 0. (2.246)
0 z z (a − 1)2

∞ ∞ 1
ln(1 + y) −x z z
I= e dxdy = , (2.247)
0 0 (1 + y)a z(a − 1)2
for a > 1 and z > 0.

We use the substitution x = (1 + y)u and dx = (1 + y)du to get
∞ ∞ ln(1 + y) −uz (1+y)z

I= e dydu
0 0 (1 + y)a−1

1 ∞ 3,0 z a+z−2 , a+z−2
= 2 G2,3 u z z du. (2.248)
z 0 0, a−2 a−2
z , z

2.5 More Variants 71
2.5 More Variants
How about even bigger variants? Consider the integral

∞ ∞ e−x
I= dxdy. (2.249)
0 0 1 + x − ey
Here we can use a multivariate substitution of the form x = ey u and dx = ey du,

which leads to the theorem
Theorem 2.44
2 u
∞ u
E1 ( u−1 )e u−1 1, 1
du = e(π i − γ )E1 (1) − eG3,0 1 (2.250)
u−1 2,3 0, 0, 0 .
0
Proof We can use Mathematica to get

∞ ∞
e−x 1, 1
I= 3,0
dydx = e(π i − γ )E1 (1) − eG2,3 1 .
0 0 1 + x − ey 0, 0, 0
(2.251)
Next, using the substitution x = ey u and dx = ey du, we get
∞ ∞ ∞
2 u
e−ue
y u
E1 ( u−1 )e u−1
I= ey dydu = du. (2.252)
0 0 1 + uey − ey 0 u−1

Remark 2.5 If we take the real and imaginary parts of (2.250), we get
$ 2 u %
∞ u
E1 ( u−1 )e u−1 1, 1
Re du = −eγ E1 (1) − eG3,0 1 (2.253)
u−1 2,3 0, 0, 0 ,
0
and
$ 2 u % $ 2 u %
∞ u
E1 ( u−1 )e u−1 1 u
E1 ( u−1 )e u−1
Im du = Im du = eπ E1 (1).
0 u−1 0 u−1
(2.254)
Theorem 2.45
∞ √
erfc u + u2 1 1 3 3 1 1 1
√ du = √ · 2 F2 , 1; , ; − Ei . (2.255)
0 u + u2 π 2 2 2 4 2 4
where Ei(x) = −E1 (−x) for x > 0.

Proof We begin with
∞ ∞ √
−(x 2 +xey ) 1 1 3 3 1 π 1
e dxdy = · 2 F2 , 1; , ; − Ei . (2.256)
0 0 2 2 2 2 4 4 4
∞ ∞ ∞ ∞
−(x 2 +xey )
e−e
2y (u+u2 )
e dxdy = ey dydu
0 0 0 0
√ ∞ √
π erfc u + u2
= √ du. (2.257)
2 0 u + u2
Equating (2.256) and (2.257) lead to the claimed result.

Remark 2.6 We can obtain (2.255) via Leibniz’s rule with the integral
√
∞ erfc A u + u2
IA = √ du. (2.258)
0 u + u2
If we differentiate (2.258) with respect to A, we get
⎧ √
⎫
⎨ ∞ erfc A u + u2 ⎬
dIA d
= √ du
dA dA ⎩ 0 u + u2 ⎭
∞ A2
2 −A2 u+u2 e4 A
= −√ e du = − erfc . (2.259)
π 0 A 2
If we then integrate (2.259) over A, we get
A2
e4 A
IA = − erfc dA
A 2
2
A 1 3 3 A2 1 A
= √ · 2 F2 , 1; , ; − Ei + C. (2.260)
π 2 2 2 4 2 4
If we set C = 0 and A = 1, (2.260) becomes identical to (2.255).
Theorem 2.46
∞
1 1 1 1
erfc 1 + x dx = √ K1
2 − U − , 0, 1 . (2.261)
0 πe 2 e 2
Proof We begin with

∞ ∞ √ √ ∞
y π 1 π
e−(x +e ) x 2 + ey ey dxdy =
2
U − , 0, 1 + erfc 1 + x 2 dx.
0 0 2e 2 2 0
y y
(2.262)
Next, using the substitution x = e 2 u and dx = e 2 du, we get
∞ ∞
−(1+u2 )ey 1 1
I= e 1 + u e dydu = √ K1
2 2y
. (2.263)
0 0 2 e 2

Corollary 2.6

1 2 1 2 1
G2,0 1 = √ K1 − U − , 0, 1 . (2.264)
1,2 − 12 , 12 πe 2 e 2
Proof We begin by using the substitution u = tan θ and du = sec2 θ dθ for the
integral in (2.261) to get

1
π
∞ 2 erfc(sec θ ) 1 2,0
erfc 1 + x 2 dx = dθ = G 1 (2.265)
cos2 θ 2 1,2 −1, 1 .
0 0 2 2

Theorem 2.47

∞ 2 F1 1 , 1 ; 5 ; −(1 + u4 )−1 2
4 2 4 4 5 1 1 5
√ du = √ · 2 F1 , ; ; −1 .
0 1 + u4 π 4 4 4 4
(2.266)
Proof We’ll begin with the integral
∞ ∞ 2
dxdy16 5 1 1 5
√ =√ · 2 F1 , ; ; −1 . (2.267)
0 0 1+x +e
4 y π 4 4 4 4
y y
Next, using the substitution x = e 4 u and dx = e 4 du, we get

∞ ∞ 4 −1
4 , 2 ; 4 ; −(1 + u )
y 1 1 5
e 4 dydu ∞ 2 F1
I= =4 √ du.
0 0 1 + (1 + u4 )ey 0 1 + u4
(2.268)

Theorem 2.48
∞ √
cot−1 u + u2 1 √
√
√ du = π cosh−1 (2)+i Li2 −2i + i 3 −Li2 2i − i 3 ,

0 u + u2 2
(2.269)
where
∞ k
z
Lin (z) = (2.270)
kn
k=1
is the polylogarithm.18
Proof We’ll begin with
∞ ∞
dxdy 1 −1
√
√
= π cosh (2)+i Li2 −2i + i 3 −Li2 2i − i 3 .

0 0 1 + x 2 + xey 2
(2.271)
∞ ∞ ∞
√
ey dydu cot−1 u + u2
I= = √ du. (2.272)
0 0 1 + e2y (u + u2 ) 0 u + u2

Theorem 2.49
√ √
√ √
∞ cot−1
4
−1 − u4 − coth−1 −1 − u4
4 π coth−1 4 2 − cot−1 4 2
√ du = √ .
−1 − u4
4
0 2 2
(2.273)
18 Gottfried Wilhelm Leibniz (1646-1716) first defined Li2 (z), also known as the dilogarithm.

√ √
∞ ∞ π 2 tan−1 4 2 + 2 coth−1 4 2 − π
dxdy
I= = √ . (2.274)
0 0 1 + x 4 + ey 2 2
y y
Using the substitution x = e 4 u and dx = e 4 du leads to
∞ ∞
y √ √
∞ cot−1 −1 − u4 − coth−1 −1 − u4
4 4
e 4 dydu
I= =2 √ du.
0 0 1 + (1 + u4 )ey 0
4
−1 − u4
(2.275)

Theorem 2.50

∞ 2 F1 1, 1 − a1 ; 2 − a1 ; −(1 + ua )−1
du
0 1 + ua
π

π 1 1 1
= csc · 2 F1 1 − , 1 − ; 2 − ; −1 ; a > 1. (2.276)
a a a a a

π
∞ ∞ dxdy π csc · 2 F1 (1 − a1 , 1 − a1 ; 2 − a1 ; −1)
I= = a
,
0 0 1+x +e
a y a−1
(2.277)
for a > 1. y y
Using the substitution x = e a u and dx = e a du leads to

∞ ∞
y ∞ a · 2 F1 1, 1 − a1 ; 2 − a1 ; −(1 + ua )−1
e dydu
a
I= = du.
0 0 1 + (1 + ua )ey 0 (a − 1)(1 + ua )
(2.278)

Remark 2.7 If we equate (2.274) and (2.277) with a = 4, we get

3 3 7 3 √ √
coth−1 2 − cot−1 2 .
4 4
2 F1 , ; ; −1 = (2.279)
4 4 4 2
2.6 Triple Integrals
We have so far worked exclusively with double integrals as a starting point for our
approach. Here we will consider some examples involving the use of triple integrals
as a starting point.
Theorem 2.51
∞
1 √ 1 1
E−α (1 + u)uα− 2 du = π α + erfc(1); α > − . (2.280)
0 2 2
Proof We’ll begin with the following triple integral, which can be solved directly
via Mathematica, i.e.,
∞ ∞ ∞ √ 2
−x 2 −y 2 −(1+z)2 π 1+a
e (xy) dxdydz =
a
erfc(1) ,
0 0 0 8 2
(2.281)
for a > −1.
Next, we will attack the same integral with the substitution x = (1 + z)u1 ,
y = (1 + z)u2 , and dx = (1 + z)du1 , dy = (1 + z)du2 , to get
∞ ∞ ∞
e−x
2 −y 2 −(1+z)2
(xy)a dxdydz
0 0 0
∞ ∞ ∞
e−(1+z)
2 (u2 +u2 +1)
= 1 2 (1 + z)2a+2 ua1 ua2 dzdu1 du2
0 0 0
∞ ∞
1
= (u1 u2 )a E− 1 −a (1 + u21 + u22 )du1 du2 . (2.282)
2 0 0 2
If we employ polar coordinates, i.e., u1 = r cos θ and u2 = r sin θ , then we get
∞ π
1 2
I= (r 2 cos θ sin θ )a E− 1 −a (1 + r 2 )rdθ dr
2 0 0 2

√ 1+a ∞
π 2
= 2+a · E 1
− 2 −a 1 + r 2
r 2a+1 dr. (2.283)
2 1 + a2 0
Next, if we use the substitution u = r 2 and du = 2rdr, we get

√ 1+a ∞
π 2
I = 3+a · E− 1 −a (1 + u) ua du. (2.284)
2 1 + a2 0 2
2.6 Triple Integrals 77
If we equate (2.281) and (2.284), and set α = a + 12 , then we get (2.280).

Theorem 2.52
∞
e−z · 1 F1
2 (1,0,0)
(1; 1; −az2 )dz
0

0, 1 , 1 4(a + 1)
1 3,3 2 2 π 1 −1 a
= G3,3 a − log + tanh ; a > 0.
2π 0, 0, 1 a+1 2 a a+1
2
(2.285)
Proof We begin by evaluating the following triple integral with Mathematica for
a > 0 to obtain
∞ ∞ ∞
e−ax
2 −z2 −xy−yz
I= dxdydz
0 0 0
∞
1 1 π 1 4(a + 1) a
e−z · 1 F1 + tanh−1
2 (1,0,0)
= (1; 1; −az2 )dz+ log .
2 0 2 a+1 2 a a+1
(2.286)
Next, we make the substitution x = zu1 and dx = zdu1 , and y = zu2 and
dy = zdu2 to get
∞ ∞ ∞ ∞ ∞ ∞
e−ax
2 −z2 −xy−yz
e−(1+au1 +u1 u2 +u2 )z z2 dzdu2 du1
2 2
I= dxdydz =
0 0 0 0 0 0
⎛ ⎞

1 3,3 ⎝ 0, 12 , 12 ⎠
= G a . (2.287)
4π 3,3 0, 0, 1 2
If we equate (2.286) and (2.287), we get (2.285).

Theorem 2.53
∞
ln(a + 1)
e−u · 1 F1
(1,0,0)
(1; 1; −au)du = − ; a > −1. (2.288)
0 a+1
Proof We begin by evaluating the following triple integral for a > −1 to obtain
∞ ∞ ∞
e−ax −z −xy−yz zdxdydz
2 2
I=
0 0 0
√
1 ∞ −z2 (1,0,0) 2 π a − ln a + ln(1 + a)
= e · 1 F1 (1; 1; −az )zdz + . (2.289)
2 0 4 + 4a
dy = zdu2 to get
∞ ∞ ∞
e−ax
2 −z2 −xy−yz
I= zdxdydz
0 0 0
∞ ∞ ∞ √
π a − ln a
e−(1+au1 +u1 u2 +u2 )z z3 dzdu1 du2 =
2 2
= . (2.290)
0 0 0 4 + 4a
If we equate (2.289) and (2.290) and use the substitution u = z2 and du = 2zdz,
we get (2.288).

Theorem 2.54

1 1 √ √ 1 5 4
= 3 −3 π · 2 F1 , ; ; −3
3

3 6 3 6 3
√ √
1 5 7 1 √
6
6 π −6 − 2i 3
+ √
6
· 2 F 1 , ; ; 3 + i 3 . (2.291)
3 6 6 6 6
Proof We begin by evaluating the following triple integral to obtain

∞ ∞ ∞ √
π 5 1 5 4
e−z −yz −x z−y z zdxdydz =
3 2 2 2
I= √ · 2 F1 , ; ; −3 .
0 0 0 232 6 3 6 3
(2.292)
dy = zdu2 to get
∞ ∞ ∞ (−1) 29/36 12 3π 4
3
e−(1+u2 +u1 +u2 )z z3 dzdu1 du2 = − √
2 2 3
I= √ 5/6
0 0 0 3
2 1 + −1 3
√ √

(−1)2/3 π · 2 F1 16 , 56 ; 76 ; 16 3 + i 3 56
+ √ 5/6 . (2.293)
1 + 3 −1
Equating (2.292) and (2.293) and simplifying leads to (2.291).

Theorem 2.55

1 7 √
6 √ 1 2 7
= −3 π · 2 F1 , ; ; −3
3 6 6 3 6
√ √
−3 π 6
1 2 4 1 √
− √ · F , ; ; 3+i 3 . (2.294)
3 3 √ 2 2 1 3 3 3 6
2 −1 − 3 −1

∞ ∞ ∞
1 2 1 2 7
e−z
3 −yz2 −x 2 z−y 2 z
I= xzdxdydz = √
3
· 2 F1 , ; ; −3 .
0 0 0 4 3 6 3 6
(2.295)
dy = zdu2 to get
∞ ∞ ∞
e−(1+u2 +u1 +u2 )z u1 z4 dzdu1 du2
2 2 3
I=
0 0 0
2/3
2 √
3 √ 13 3 1 1 2 4 1 √ 5
= − (−1)5/6 6 π + − √ · 2 F1 , ; ; 3+i 3 .
7 6 4 1 + −1
3
3 3 3 6 3
(2.296)

Theorem 2.56
√ √ √
2 π 3 3 9π 3 3 2 5 11 πi 6 3 1 2 5 1 √
3 = √ + √ · 2 F 1 − , ; ; −3 + √ · 2 F 1 , ; ; 3 + i 3
3 33i 10 3 2i 3 6 6 39i 3 3 3 6
√
3
16π 3 3 11
− √ · F
2 1 1, ; ; −3 . (2.297)
53i 2 6
∞ ∞ ∞
e−z
3 −yz2 −x 2 z−y 2 z
I= xyz2 dxdydz
0 0 0

1 2 5 11 1 5 11 4
=− 9 · 22/3 · 2 F1 − , ; ; −3 − 4 4 22/3 · 2 F1 , ; ; −3 + 5 .
80 3 6 6 3 6 6 3
(2.298)
dy = zdu2 to get
∞ ∞ ∞
e−(1+u2 +u1 +u2 )z u1 u2 z6 dzdu1 du2
2 2 3
I=
0 0 0
⎧
√

⎫
⎪
⎪ 2/3 · F 1 , 2 ; 5 ; 3√−1 ⎪
(−1) − 16 53 ⎪
7 ⎨ ⎬
(−1) 2 1 3 3 3 2/9
1 1+ 3 −1
= √ +2+ √ .
8 ⎪
3 ⎪ 3
2 1 + 3 −1 4 3 1 + √i π ⎪
⎪
⎩ 3 ⎭
(2.299)

Theorem 2.57
π √
2 sec3 θ csc θ dθ 2 1
√ √
α = ;α > . (2.300)
0 2 tan θ + 2 tan θ + sec2 θ 2α − 1 2

∞ ∞ ∞
I= e− x 2 +xy+yz+xz
(xy)a dxdydz, (2.301)
0 0 0
for a > − 12 .
Using the substitution x = u1 z, y = u2 z, and dx = du1 z, dy = du2 z, it can be
shown via Mathematica that
∞ ∞ ∞ 2
I= e− u1 +u1 +u2 +u1 u2 z2
(u1 u2 )a z2a+2 dzdu1 du2
0 0 0
√
π
= (1 + a). (2.302)
1 + 2a
Using Mathematica directly, (2.301) can be shown to be equal to

∞ ∞
(1 + a) −yz a 1+a 1 1
I= e y U , , (y + z) dydz.
2
(2.303)
21+a 0 0 2 2 4
If we then apply polar coordinates to (2.303), i.e., y = r cos θ , z = r sin θ , and

dydz = rdrdθ, we get (after setting α = a + 1)
π √ √
2 π (1 + a) sec3 θ csc θdθ
I= √ √
α . (2.304)
0 2 2 tan θ + 2 tan θ + sec2 θ
Equating (2.302) to (2.304) leads to the claimed result.

Corollary 2.7
π √
2 csc3 θ sec θ dθ 2 1
√ √
α = ;α > . (2.305)
0 2 cot θ + 2 cot θ + csc2 θ 2α − 1 2
Proof If we apply polar coordinates to (2.303), but this time in a different way, i.e.,
z = r cos θ , y = r sin θ , and dydz = rdrdθ, we get (after setting α = a + 1)
π √ √
2 π (1 + a) csc3 θ sec θdθ
I= √ √
α . (2.306)
0 2 2 cot θ + 2 cot θ + csc2 θ

Theorem 2.58

∞
− 1 dz 1 1
e z2 E1 (z2 ) = G3,0 1 (2.307)
z 2 1,3 0, 0, 0 .
0

∞ ∞ ∞ 2 −z−2 ∞
e−xy−yz−xz−z dz − 1
I= dxdydz =
. e z2 E1 (z2 )
0 0 0 z 0 z
(2.308)
The substitution x = zu1 , y = zu2 , and dx = zdu1 and dy = zdu2 leads to
∞ ∞ ∞
1 3,0 1
−(1+u1 +u2 +u1 u2 )z2 −z−2
I= e
zdzdu1 du2 = G1,3 1 .
0 0 0 2 0, 0, 0
(2.309)

Theorem 2.59
∞
4 π
ev E1 1 + v 4 dv = √ E 3 (1). (2.310)
0 2 2 4

∞ ∞ ∞

y
e−xy−yz−xz− z
2
e1+z E1 1 + z2 ∞
I= √ dxdydz =
√ dz.
0 0 0 0z z
(2.311)
The substitution x = zu1 and y = zu2 , and dx = zdu1 and dy = zdu2 leads to
∞ ∞ ∞ √ eπ
e−(u1 +u2 +u1 u2 )z
2 −u
I= 2 z zdzdu1 du2 = √ E 3 (1). (2.312)
0 0 0 2 4
√
Equating (2.311) and (2.312) and employing the substitution v = z and dv =
dz
√ leads to (2.310).
2 z

Theorem 2.60
π √
2 sec3 θ csc θ dθ
√ √ a+1
0
2 tan θ + 2 tan θ + sec2 θ
√ $ %
2 1 22−a π (2a)
= 2 F1 , 1; 1 − a; 2 − 2 * + ; 0 < a < 1. (2.313)
a 2 (a) (−1)2a − 1

∞ ∞ ∞

− x 2 +xy+ 12 yz+xz
I= e (xy)a dxdydz, (2.314)
0 0 0
for 0 < a < 1.

Using the substitution x = u1 z, y = u2 z, and dx = du1 z, dy = du2 z, we can
show that
∞ ∞ ∞

− u21 +u1 + 12 u2 +u1 u2 z2

I= e (u1 u2 )a z2a+2 dzdu1 du2
0 0 0

−iπ a 1 √ 1
= π csc(aπ ) 2 ie a
+ a + π · 2 F1 , 1; 1 − a; 2 . (2.315)
2 2
Separately, using Mathematica, (2.314) can be shown to be equal to

∞ ∞
(1 + a) − yz 1+a 1 1
I= e 2 a
y U , , (y + z) dydz.
2
(2.316)
21+a 0 0 2 2 4
If we then apply polar coordinates to (2.316), i.e., y = r cos θ , z = r sin θ , and

dydz = rdrdθ, we get
π √ √
I= √ √ √ a+1 . (2.317)
0
2 2 tan θ + 2 tan θ + sec2 θ
Equating (2.315) to (2.317) leads to (2.313).

Corollary 2.8
π √
2 csc3 θ sec θ dθ
√ √ a+1
0
2 cot θ + 2 cot θ + csc2 θ
√ $ %
2 1 22−a π (2a)
= 2 F1 , 1; 1 − a; 2 − 2 * + ; 0 < a < 1. (2.318)
a 2 (a) (−1)2a − 1
z = r cos θ , y = r sin θ , and dydz = rdrdθ, we get
π √ √
I= √ √ √ a+1 . (2.319)
0
2 2 cot θ + 2 cot θ + csc2 θ

Theorem 2.61
π √
√ √ a+1
0
2 2 tan θ + 2 tan θ + sec2 θ

1 1 1
= −(−1)a B−1 −a, +√ + a (−a); 0 < a < 1, (2.320)
2 π 2
where
z
Bz (α, β) = uα−1 (1 − u)β−1 du (2.321)
0
is the incomplete beta function.19

∞ ∞ ∞
I= e− 2x 2 +xy+yz+xz
0 0 0
for 0 < a < 1.
19 The incomplete beta function is a generalization of the beta function, which is given by
1 α−1
B(α, β) = (α)(β)
(α+β) = 0 u (1 − u)β−1 du. Among other things, the beta function played
an important role in the initial development of string theory.

show that
∞ ∞ ∞ 2
I= e− 2u1 +u1 +u2 +u1 u2 z2
0 0 0
√
1 1 π 1
= π csc(aπ ) − +a + · 2 F1 , −a; 1 − a; 1 .
2 2 (1 − a) 2
(2.323)

∞ ∞
(1 + a) 2+a 3 1
−yz a
I= 3a
e y (y + z)U , , (y + z) dydz.
2
23+ 2 0 0 2 2 8
(2.324)
If we apply polar coordinates to (2.324), i.e., y = r cos θ , z = r sin θ , and
π √ √
I= √ √ a+1 . (2.325)
0
2 2 2 tan θ + 2 tan θ + sec2 θ

Corollary 2.9
π √
√ √ a+1
0
2 2 cot θ + 2 cot θ + csc2 θ

1 1 1
= −(−1) B−1 −a,
a
+√ + a (−a); 0 < a < 1. (2.326)
2 π 2
π √ √
I= √ √ a+1 . (2.327)
0
2 2 2 cot θ + 2 cot θ + csc2 θ

Theorem 2.62
π √
√
0 {2 + tan θ + 2 tan θ }a+1
√
π 1 1 1
= {1 + i cot(aπ )} +a + a · 2 F1 , 1; 1 − a; 2 ;
a(a) 2 2 ·a 2
0 < a < 1. (2.328)

∞ ∞ ∞
I= e− x 2 +2xy+yz+xz
0 0 0
for 0 < a < 1.

show that
∞ ∞ ∞ 2
I= e− u1 +u1 +u2 +2u1 u2 z2
0 0 0

1 1 3 1
= {1 + i cot(aπ )} π + a − 2−a ieiπ a π 2 · 2 F1 , 1; 1 − a; 2 .
2 2 2
(2.330)

∞ ∞
(1 + a) 1+a 1 1
I= e−yz y a U , , (2y + z)2 dydz. (2.331)
21+a 0 0 2 2 4
If we apply polar coordinates to (2.331), i.e., y = r cos θ , z = r sin θ , and

√ π √
π 2 (1 + a) sec3 θ csc θ dθ
I= √ . (2.332)
2 0 {2 + tan θ + 2 tan θ }a+1

Remark 2.8 Taking the imaginary part of (2.328) leads to

√
1 2a π 1
Im 2 F1 , 1; 1 − a; 2 =− cot(aπ ) + a ; 0 < a < 1.
2 (a) 2
(2.333)
Corollary 2.10
π √
√
0 {2 + cot θ + 2 cot θ }a+1
√
π 1 1 1
= {1 + i cot(aπ )} +a + a · 2 F1 , 1; 1 − a; 2 ;
a(a) 2 2 ·a 2
0 < a < 1. (2.334)
√ π √
π 2 (1 + a) csc3 θ sec θ dθ
I= √ . (2.335)
2 0 {2 + cot θ + 2 cot θ }a+1

2.7 Further Reading
Many special functions were introduced in this chapter; some are quite commonly
encountered in mathematical physics and engineering, while others are less com-
monly used, such as the Meijer G-functions; we recommend to the reader the
interesting paper by R. Beals and J. Szmigielski, Meijer G-functions: a gentle
introduction. Notices of the AMS 60 (7)(2013), 866–872.
For more information on the gamma function, see Davis, Philip J. “Leonhard
Euler’s integral: A historical profile of the gamma function: In memoriam: Milton
Abramowitz.” The American Mathematical Monthly 66, no. 10 (1959): 849–869.
There is a vast literature on elliptic integrals, a very important and challenging
class of integrals in mathematics, a subclass of the more general class of Abelian
integrals. Elliptic integrals first appeared at the end of the 17th century and the
beginning of the 18th century; we refer the reader to Raymong Ayoub’s work “The
Lemniscate and Fagnano’s Contributions to Elliptic Integrals.” Archive for History
of Exact Sciences 29, no. 2 (1984): 131–149.
The interested reader can find more on the special functions in https://dlmf.nist.
gov/16.17
as well as on the substitution method or change of variables in Lax, P. D. Change
of variables in multiple integrals II. Amer. Math. Monthly, 108, (2001), 115–119
Liu, Shibo and Zhang, Yashan. On the Change of Variables Formula for Multiple
Integrals. J. Math. Study, 50(2017), 268–276
and on the general theory of integration in
Stroock, D. A concise introduction to the Theory of Integration, 2nd Edition,
Birkhauser (1994).
Chapter 3
Additional Multivariate Substitution
Variants
Abstract In this chapter we present additional variants of the multivariate power

substitution with more applications, triple and quadruple integrals, and the Owen
T-function (Brychkov and Savischenko, Integr Transf Spec Funct 27(2):163–180,
2016; Owen, Tables of the bivariate normal distribution function and related func-
tions II. Applications of the tables. National Bureau of Standards, Washington, DC
NBS AMS 50 XVII-XLII, 1959) and the Meijer G-function (Beals and Szmigielski,
Not AMS 60(7): 866–872, 2013).
In this chapter we present additional variants of the multivariate power substitu-

tion with more applications, triple and quadruple integrals, and the Owen T-function
(Brychkov and Savischenko, 2016; Owen, 1959) and the Meijer G-function (Beals
and Szmigielski, 2013).
3.1 Polar Coordinates and Spherical Coordinates
The use of polar coordinates as a form of multivariate substitution is well known.

Consider the integral
∞ ∞
e−x
2 −y 2
I= dxdy. (3.1)
0 0
If we use the substitution x = r cos θ , y = r sin θ , and dxdy = rdrdθ, we get

π ∞
2 π
e−r rdrdθ =
2
I= . (3.2)
0 0 4
Since the two nested integrals in (3.1) are not coupled, we can rewrite (3.1) in
the form of a square and use (3.2) to get

https://doi.org/10.1007/978-3-031-17871-9_3
88 3 Additional Multivariate Substitution Variants
Fig. 3.1 An illustration of

the regions associated with
(3.5) and (3.6)
∞ 2
π
e−x dx
2
I= = , (3.3)
0 4
so that
∞ √
−x 2 π
e dx = . (3.4)
0 2
Consider Fig. 3.1. The rectangular and polar regions represent Irectangular and
Ipolar , respectively, where
R R
e−x
2 −y 2
Irectangular = dxdy (3.5)
0 0
and
π R
2
e−r rdrdθ.
2
Ipolar = (3.6)
0 0
When R is finite, we can show that Irectangular = Ipolar . However, as R → ∞, we

can show that Irectangular → Ipolar , even though the two regions are different.
The multivariate power substitution approach in the last chapter also required
multiple integrals with limits of integration from 0 to ∞ for each, for different
reasons.
The use of spherical coordinates is another well-known form of multivariate
substitution. Consider the integral
∞ ∞ ∞
e−x
2 −y 2 −z2
I= dxdydz. (3.7)
0 0 0
3.1 Polar Coordinates and Spherical Coordinates 89
If we use the substitution x = r cos θ sin φ, y = r sin θ sin φ, z = r cos φ, and

dxdydz = r 2 sin φdrdθ dφ, we get
π π ∞ 3
2 2 π2
e−r r 2 sin φdrdθ dφ =
2
I= . (3.8)
0 0 0 8
The three nested integrals in (3.7) are also not coupled, so we can rewrite (3.7)
in the form of a cube, and using (3.8), we get
∞ 3 3
π2
e−x dx
2
I= = , (3.9)
0 8
so that
∞ √
−x 2 π
e dx = , (3.10)
0 2
which is the same result obtained in (3.4) for the two-dimensional case.
We can also apply polar coordinates to (3.7) even though it isn’t a double integral.
We’ll apply polar coordinates twice. To start, if we use the substitution x = r1 cos θ1 ,
y = r1 sin θ1 , and dxdy = r1 dr1 dθ1 , we’ll get
∞ π ∞
2
e−r1 −z r1 dr1 dθ1 dz.
2 2
I= (3.11)
0 0 0
If we further use the substitution z = r2 cos θ2 , r1 = r2 sin θ2 , and dr1 dz =

r2 dr2 dθ2 , we’ll get
π π ∞ 3
2 2 π2
e−r2 r22 sin θ2 dr2 dθ1 dθ2 =
2
I= . (3.12)
0 0 0 8
The integrals in (3.8) and (3.12) have exactly the same form, since we can equate
r2 , θ1 , and θ2 to the spherical coordinates r, θ , and φ, respectively, i.e.,

r2 = r12 + z2 = x 2 + y 2 + z2 = r; (3.13)
θ1 = tan−1 = θ; (3.14)
x

−1 r1 −1 x2 + y2
θ2 = tan = tan = φ. (3.15)
z z
We can also apply the multivariate power substitution from the last chapter to the
double integral (3.1) by using the substitution x = yu and dx = ydu to get
∞ ∞ ∞ ∞
−x 2 −y 2
e−(1+u
2 )y 2
I= e dxdy = ydydu
0 0 0 0
∞
1 du π
= = . (3.16)
2 0 1+u 2 4
We thus have two independent methods to solve (3.1). However, if we just change
the limits of integration over x in (3.1), i.e.,
∞ ∞
e−x
2 −y 2
I= dxdy, (3.17)
0 1
neither polar coordinates nor the approach in the last chapter will work on (3.17).
In this chapter, we introduce a new variant of the multivariate substitution
approach, in which the inner nested integral is no longer restricted to having limits
of integration from 0 to ∞.
3.2 The Generalized Method of Exhaustion Revisited
We’ll begin with an illustration involving

∞ ∞
e−x
4 −(y+1)4
I= dxdy. (3.18)
0 y+1
If we apply the generalized method of exhaustion formula to (3.18) with b =

y + 1, we get
∞ ∞ 2
∞
−1 n
4
− p(y+1)+ m(y+1) −(y+1)4
I= (y + 1) (−1)m+1 2−n e 2n dy.
0 n=1 m=1 p=1
(3.19)
Next, using the generalized method of exhaustion formula in reverse with b = 1
converts (3.19) back to integral form, i.e.,
∞ ∞
e−(u
4 +1)(y+1)4
I= (y + 1) dudy. (3.20)
0 1
This is equivalent to the substitution x = (y + 1)u and dx = (y + 1)du.

The variant introduced in (3.19) involves the summation over p beginning at
p = 1 instead of at p = 0. That is the basis of many of the results in this chapter.
3.2 The Generalized Method of Exhaustion Revisited 91
Theorem 3.1
∞
√
erfc 1 + x 4 1
√ dx = √ E23 (1). (3.21)
1 1 + x4 8 π 4
Proof We begin by evaluating the integral below with Mathematica to get

∞ ∞ 1 2
e−x
4 −(y+1)4
I= dxdy = E 3 (1). (3.22)
0 y+1 32 4
Next, we will use the approach that we just described, which involves the
substitution x = (y + 1)u and dx = (y + 1)du. This leads to (3.20), which in
turn leads to
∞ ∞ √ ∞ √
−u4 (y+1)4 −(y+1)4 π erfc 1 + u4
I= (y + 1)e dydu = √ du.
1 0 4 1 1 + u4
(3.23)

Remark 3.1 As a further check, we can evaluate the integral in (3.21) for this
particular case by making use of Leibniz’s rule, starting with the integral
√
∞ erfc B 1 + x 4
IB = √ dx. (3.24)
1 1 + x4
If we differentiate IB with respect to B, we get
⎛ √
⎞
∞ erfc B 1 + x 4 ∞
dI d ⎝ 2
dx ⎠ = − √ e−B (1+x ) dx
2 4
= √
dB dB 1 1+x 4 π 1
e−B
2
= − √ E 3 B2 . (3.25)
2 π 4
We can then find IB by integrating over (3.25), i.e.,

e−B
2
B
IB = − √ E 3 B 2 dB = √ E23 B 2 + C. (3.26)
2 π 4 8 π 4
If we set C = 0 and B = 1, then we can recover the claimed result.

Next, we consider the integral

∞ ∞
I= x a e−x−xy dxdy. (3.27)
0 y
This leads to the theorem

Theorem 3.2
∞

a 1 1
y 1+a E−a y + y 2 dy = (a) 1 − 2−a U , , ; a > 0. (3.28)
0 2 2 4
Proof We’ll begin by using Mathematica to evaluate the following integral, which
leads to
∞ ∞ ∞
I= e−x−xy x a dxdy = y 1+a E−a y + y 2 dy, (3.29)

0 y 0
for a > 0.
Next, we’ll use the substitution x = yu and dx = ydu, to get
∞ ∞
a 1 1
e−uy−uy ua y a+1 dydu = (a) 1 − 2−a U
2
I= , , . (3.30)
1 0 2 2 4

3.3 The Complementary Error Function
Many of the results in this chapter (and the other chapters) involve the complemen-
tary error function. Here are some initial results.
Theorem 3.3

Ae−A
2
1
erfc(A) = 1 − √ · 2 F2 1, 1; , 2; A2
π 2

Ae−A
2
3
− √ · 2 F2 1, 1; , 2; A ; −∞ < A < ∞.
2
(3.31)
π 2

∞ ∞

−x−y 1 π 1 1
I= e dxdy = e 4a erfc √ . (3.32)
0 ay 2 2 a 2 a
3.3 The Complementary Error Function 93
We then use the substitution x = y 2 u and dx = y 2 du to get
∞ ∞
e−uy
2 −y
I= y 2 dydu
a 0

1 π 1 1 1 1 1 3 1
= e 4a − 2 F2 1, 1; , 2; − 2 F2 1, 1; , 2; . (3.33)
2 a 4a 2 4a 4a 2 4a
Equating (3.32) and (3.33) and setting A = 1

√
2 a

Remark 3.2 If we differentiate (3.31) with respect to A and then simplify the result,
we get the exact same expression (i.e., (3.31)) back again.
Theorem 3.4
2
e−A 1
erfc(A) = 1 + √ 2 + 2 F2 1, 1; − , 2; A2
2A π 2

1
− 3 · 2 F2 1, 1; , 2; A2 ; A > 0. (3.34)
2
Proof Begin with the integral

∞ ∞ 1
−x−y 1 e 4a π 1
I= e ydxdy = − erfc √ , (3.35)
0 ay 2 2a 4a a 2 a
for a > 0.
Next, using the substitution x = y 2 u and dx = y 2 du, we get
∞ ∞
e−uy
2 −y
I= y 3 dydu
a 0

1 π 1 1 1
=− e 4a + 2 F2 1, 1; − , 2; −
4a a 2 4a

1 1
3 · 2 F2 1, 1; , 2; . (3.36)
2 4a
Equating (3.35) and (3.36), setting A = 1

√
2 a
(and simplifying), leads to (3.34).

Remark 3.3 Differentiating (3.34) with respect to A (and then simplifying the
result) again leads to the exact same expression, i.e., (3.34).
Theorem 3.5

Ae−A
2
4 2 4 4 5 2
erfc(A) = 1 − √ 2 + A + A · 2 F2 1, 1; 2, ; A
π 3 3 2

4 4 7 2
− A · 2 F2 1, 1; 2, ; A ; A > 0. (3.37)
5 2

∞ ∞

−x
1 ea π √
I= e 1 + ydxdy = + erfc a , (3.38)
0 ay a 2a a
for a > 0.
Next, we use the substitution x = yu and dx = ydu to get
∞ ∞
I= e−uy y 1 + ydydu
a 0

1 a√ √ 2√ 5
=− √ − 15e π + 20a a + 20a a · 2 F2 1, 1; 2, ; a
30a a 2

√ 7
− 12a 2 a · 2 F2 1, 1; 2, ; a . (3.39)
2
√
Equating (3.38) and (3.39), and setting A = a leads to the claimed result.

Remark 3.4 Again, if we differentiate (3.37) with respect to A, the result is the
exact same expression, i.e., (3.37).
Theorem 3.6
∞ √
erfc 1 + y a 1 1
√ dy = √ 1 + E 1 + 1 (1); a > 0. (3.40)
0 1 + ya π a 2 a
Proof Beginning with the integral

∞ ∞ ∞ √
e−x
2
2 erfc 1 + y a
I=√ √ √ dxdy = √ dy, (3.41)
π 0 1+y a 1 + ya 0 1 + ya
√ √
we use the substitution x = 1 + y a u and dx = 1 + y a du to obtain
3.3 The Complementary Error Function 95
∞ ∞
2 −u2 (1+y a ) 1 1
I=√ e dydu = √ 1 + E 1 + 1 (1), (3.42)
π 1 0 π a 2 a
for a > 0.
Equating (3.41) and (3.42) lead to (3.40).

Remark 3.5 If we consider the integral

∞
√
erfc B 1 + y a
IB = √ dy, (3.43)
0 1 + ya
we can show that

∞
dIB 2 −B 2 (1+y a ) 2 − 2 −B 2 1
= −√ e dy = − √ B a e 1+ , (3.44)
dB π 0 π a
and

2 − a2 −B 2 1
IB = − √ B e 1+ dB
π a

1 1 2
= √ 1+ B 1− a E 1 + 1 B 2 + C, (3.45)
π a 2 a
Setting B = 1 and C = 0 leads to the claimed result.

Here is another case in which Leibniz’s rule works well, but again it works
because the correct value of C for this case is C = 0.
Theorem 3.7
∞
1 3 1 1
erfc 1 + y 4 dy = √ · 1 F1 − ; ; −1
0 π 4 4 4

1 2 1 1 7
− · 1 F1 ; ; −1 . (3.46)
3π 4 2 4
Proof We begin with the integral

∞ ∞ ∞
2
e−x dxdy =
2
I=√ √ erfc 1 + y 4 dy. (3.47)
π 0 1+y 4 0

Next, we make the substitution x = 1 + y 4 u and dx = 1 + y 4 du to get
∞ ∞
2 −u2 1+y 4
I=√ e 1 + y 4 dydu
π 1 0

1 3 1 1
=√ · 1 F1 − ; ; −1
π 4 4 4

1 3 5 1 7
+ − · 1 F1 ; ; −1 . (3.48)
π 4 4 2 4
Equating (3.47) and (3.48) lead to the required result.

Theorem 3.8
∞
1 + y a erfc 1 + y a dy
0

1 1
= √ a E 1 + 1 (1) + E 3 + 1 (1) ; a > 0. (3.49)
a2 π a 2 a 2 a

∞ ∞ √ ∞
π
e−x
2
I= √ 1 + y a dxdy = 1 + y a erfc 1 + y a dy,
0 1+y a 2 0
(3.50)
where a > 0. √ √
Next, we use the substitution x = 1 + y a u and dx = 1 + y a du to get
∞ ∞
e−u
2 (1+y a )
I= 1 + y a dydu
1 0

1 1
= a E 1 + 1 (1) + E 3 + 1 (1) . (3.51)
2a 2 a 2 a 2 a

3.4 A New Variant
The following examples introduce a new variant that involves an outer integral
having limits of integration from 1 to ∞. Up to this point, we have only considered
outer integrals with limits of integration from 0 to ∞.
3.4 A New Variant 97
Theorem 3.9
√ √
∞ 2 3
32 π 2 23
3 1 1 1 1 4
E1 1+u 2 du =
− · 2 F2 , ; , ; −1
0 3
16 3 6 3 2 3

8π · 2 F2 23 , 56 ; 32 , 11
6 ; −1
+
. (3.52)
1
5 6
√ √
∞ ∞ − x 2 +y 2
3 3 2
3
32 π 2 23
I= e dxdy =
1 0 3 16

8π · 2 F2 2 , 5 ; 3 , 11 ; −1
4 1 1 1 4 3 6 2 6
− · 2 F2 , ; , ; −1 +
. (3.53)
3 6 3 2 3 15 16
Next, we make the substitution x = yu and dx = ydu to get

∞ ∞ − (uy) 2 +y 2
3 3 2 ∞
1 3 2
I= e ydydu = E1 1 + u2 du. (3.54)
0 1 3 0 3

Theorem 3.10
∞ 2
( 16 ) 2 ( 13 ) 1 1 1 1 7
E2 1+u 3
du = √ √ − · 2 F2 , ; , ; −1
0 3 334 π 6 6 3 2 6

1 2 2 5 3 5
+ · 2 F2 , ; , ; −1 . (3.55)
2 3 3 6 2 3
∞ ∞ 2
( 16 ) 2 ( 13 ) 7 1 1 1 7
I= e− x 3 +y 3
dxdy = √ √ − · F
2 2 , ; , ; −1
1 0 18 3 4 π 6 6 3 2 6

1 2 2 5 3 5
+ · 2 F2 , ; , ; −1 . (3.56)
12 3 3 6 2 3

∞ ∞ 2 ∞ 2
1
I= e− (uy)3 +y 3
ydydu = E2 1 + u3 du. (3.57)
0 1 6 0 3

Theorem 3.11
2π · 2 F2 4 , 4 ; 2 , 4 ; −4
π 1 3 1 7
e−(1+sec θ)
2 2
2 π
dθ = √ −
0 {cos θ + sec θ }2 8 2 3 3
4
√
4 2π · 2 F2 34 , 54 ; 32 , 94 ; −4
+
. (3.58)
5 14
∞ ∞ 2π · 2 F2 4 , 4 ; 2 , 4 ; −4
1 3 1 7
π
e−(x +2y ) y 2 dxdy = √ −
2 2 2
I=
32 2 3
1 0 12 4
√
4 2π · 2 F2 34 , 54 ; 32 , 94 ; −4
+
. (3.59)
20 14

∞ ∞ ∞ e−(2+u )
2 2
1
e−((uy)
2 +2y 2 )2
I= y 3 dydu = du. (3.60)
0 1 4 0 (2 + u2 )2
The substitution u = tan θ and du = sec2 θ dθ leads to

π
e−(1+sec θ)
2 2
1 2
I= dθ. (3.61)
4 0 {cos θ + sec θ }2

Theorem 3.12
* +2
π
E1 1 + sec2 θ
2 1 3 1 1
4
dθ = · 1 F1 − ; ; −4
0 cos2 θ 2 4 4 2

1 1 1 3
− · 1 F1 ; ; −4 . (3.62)
2 4 4 2
∞ ∞
−(x 2 +2y)2 1 3 1 1
I= e dxdy = · 1 F1 − ; ; −4
1 0 4 4 4 2

1 1 1 3
− · 1 F1 ; ; −4 . (3.63)
4 4 4 2
1 1
Next, we make the substitution x = y 2 u and dx = y 2 du to get
∞ ∞ 1
∞ 2
1 1
e−((uy
2 )2 +2y)2
I= y 2 dydu = E1 2 + u2 du. (3.64)
0 1 2 0 4

* +
π E 1 1 + sec2 θ 2
1 2 4
I= dθ. (3.65)
2 0 cos2 θ

Theorem 3.13
π
2 erfc(1 + sec2 θ ) π 1 1 1 1 1 5
dθ = √ − √ · 2 F2 , ; , ; −4
0 1 + cos2 θ 2 2 π 4 4 4 2 4

4 3 3 3 3 7
+ √ · 2 F2 , ; , ; −4 . (3.66)
3 π 4 4 4 2 4
∞ ∞ √
−(x 2 +2y 2 )2 π π 1 1 1 1 1 5
I= e dxdy = √ − · 2 F2 , ; , ; −4
1 0 8 2 4 4 4 4 2 4

1 3 3 3 3 7
+ · 2 F2 , ; , ; −4 . (3.67)
3 4 4 4 2 4

∞ ∞ √ ∞
−((uy)2 +2y 2 )2 π erfc(2 + u2 )
I= e ydydu = du. (3.68)
0 1 4 0 2 + u2

√ π
π 2 erfc(1 + sec2 θ )
I= dθ. (3.69)
4 0 1 + cos2 θ

Theorem 3.14
π
2 π 1 1 1 1 1 5
erfc(sec θ )dθ = − √
2
· 2 F2 , ; , ; −1
0 2 π 4 4 4 2 4

2 3 3 3 3 7
+ √ · 2 F2 , ; , ; −1 . (3.70)
3 π 4 4 4 2 4
∞ ∞ √
−(x 2 +y 2 )2 π π 1 1 1 1 1 5
I= e dxdy = − · 2 F2 , ; , ; −1
1 0 8 4 4 4 4 2 4

1 3 3 3 3 7
+ · 2 F2 , ; , ; −1 . (3.71)
6 4 4 4 2 4

∞ ∞ √ ∞
π erfc(1 + u2 )
e−((uy)
2 +y 2 )2
I= ydydu = du. (3.72)
0 1 4 0 1 + u2

√ π
π 2
I= erfc(sec2 θ )dθ. (3.73)
4 0

Theorem 3.15
21−a a · 2 F1 (1, 1; 2 − a; 2) − 2 F1 (a, a; 1 + a; −1)(a − 1)

= aπ(1 − a){cot(aπ ) − i}; 1 < a < 2. (3.74)

∞ ∞ dxdy 32−a
I= = , (3.75)
1 y (1 + x + y) a 2(a − 2)(a − 1)
where 1 < a < 2.

∞ ∞ ydydu 32−a + 2π cot(aπ ) − 2π i

I= =
1 1 (1 + uy + y)a 2a 2 − 6a + 4
2 F1 (1, 1; 2 − a; 2) 2 F1 (a, a; 1 + a; −1)
+ − . (3.76)
2a−1 (a − 2)(a − 1)2 a(a − 1)(a − 2)

Theorem 3.16
π
2 ln(cos θ ) i A 1
dθ = ln 2 · B 2 − ,
π
4
secA θ 4 2 2
3 F2 ( 2 , − 2 , − 2 ; 1 − 2 , 1 − 2 ; 2)
1 A A A A
+ √
2A A2 i
√
π π sin Aπ
+
2
× 4π csc (Aπ )
2
4 12 − A2 1 + A2

Aπ 1−A A
+ 2 csc(Aπ ) − i csc2 ψ0 − ψ0 − ; A > 0.
2 2 2
(3.77)
∞ ∞ 2 π (1 + (3 − 2a)π csc(2aπ )) a − 12
ln(x 2+ y)
I= √ 2 + y)a
dxdy =
1 y (x (2a − 3)2 (a)

4 · 2 F1 12 , a; 32 ; −1 3 F2 ( 2 , 1 − a, 1 − a; 2 − a, 2 − a; 2)
1
− +
(2a − 3)2 2a−1 i(a − 1)2 (3 − 2a)
2i ln 2 · B2 (1 − a, 12 )
+
6 − 4a
√
π πi 3
+
{csc(aπ ) + i sec(aπ )} ψ0 − a − ψ0 (1 − a) ,
2 5 − a (a) 2
2
(3.78)
where a > 1.
√ √
∞ ∞ ∞
ln(u2 y + y) √ 2 ln(1 + u2 )
I= ydydu = du
0 1 (u y + y)
2 a 2a − 3 1 (1 + u2 )a
√
π a − 32 4 · 2 F1 ( 12 , a; 32 ; −1)
+ − . (3.79)
(2a − 3)(a) (2a − 3)2

∞ π
ln(1 + u2 ) 2 ln(cos θ )
du = −2 dθ. (3.80)
1 (1 + u2 )a π
4
sec2a−2 θ
Substituting (3.80) into (3.79) and equating the result to (3.78), and setting A =
2a − 2 leads to (3.77).

3.5 The Laplace Transform Revisited
Theorem 3.17
⎧ √
⎫
√
∞ x2
x
1 ⎨ erfc a 2 4 e erfc 12 ⎬ 1
4 −ax
2
e erfc xdx = √ − ;a > .
1 2 1 − 4a ⎩ a e a ⎭ 4
(3.81)
Proof We’ll begin with the Laplace transform pair
√ x
π x2
F (x) = e 4 erfc (3.82)
2 2
and
f (y) = e−y .
2
(3.83)
Using (3.82), we can construct (for a > 14 )

∞ √ ∞ 2 x
π
F (x)e−ax xdx = e 4 −ax erfc
2 x 2
I= xdx. (3.84)
1 2 1 2
We’ll use (3.83) to construct (also for a > 14 )

3.5 The Laplace Transform Revisited 103
∞ ∞ ∞ ∞
−ax 2 −xy
e−ax
2 −y 2
I= e f (y)e xdydx = e−xy xdydx. (3.85)
1 0 1 0
We’ll use the substitution y = xu and dy = xdu to get
∞ ∞
e−ax
2 −u2 x 2 −ux 2
I= x 2 dxdu
0 1
⎧ √
⎫
√
π ⎨ erfc √a 2 4 e erfc 12 ⎬
= √ − . (3.86)
2(1 − 4a) ⎩ a ea ⎭

Theorem 3.18
∞

a 1 1
u E− a2 u + u du = 2 (a) U
a 2 1−a
, , ; a > 0. (3.87)
0 2 2 4

1 1+a 1 + a 1 x2 x a
a 3 x2
F (x) = 1 F1 ; ; − 1+ 1 F1 1 + ; ;
2 2 2 2 4 2 2 2 2 4
(3.88)
and
f (y) = y a e−y .
2
(3.89)
Using (3.88), we can construct (for a > 0)

∞
a 1 1
I= F (x)dx = 2−a (a) U , , . (3.90)
1 2 2 4
We’ll use (3.89) to construct (also for a > 0)

∞ ∞ ∞ ∞
f (y)e−xy dydx = y a e−xy−y dydx
2
I= (3.91)
1 0 1 0

∞ ∞ ∞
1
(ux)a e−ux
2 −u2 x 2
I= xdxdu = ua E− a2 u + u2 du. (3.92)
0 1 2 0

Remark 3.6 We can combine (3.28) and (3.87) to obtain the identity
∞
1

(a) = y E−a y + y 2 + E− a2 y + y 2 y a dy; a > 0. (3.93)
0 2
Theorem 3.19

∞ − a2 , − a2
a
u G3,0 u + 1 du
0
2,3 0, − 2 − 1, − a2 − 1
a

1, 1
= (1 + a)G3,0 1 ; a > −1. (3.94)
2,3 0, 0, − a2
(1 + a)
F (x) = (3.95)
x 1+a
and
f (y) = y a . (3.96)
Using (3.95), we can construct (for a > −1)
∞ ∞(1 + a) −x 2
F (x)e−x ln xdx =
2
I= e ln xdx
1 1 x 1+a

1 1, 1
= (1 + a)G2,3 1
3,0
. (3.97)
4 0, 0, − a2
We can use (3.96) to construct (also for a > −1)

∞ ∞ ∞ ∞
−x 2 −xy
e−x
2 −xy
I= e f (y)e ln xdydx = y a ln xdydx.
1 0 1 0
(3.98)
∞ ∞
e−x
2 −ux 2
I= (ux)a x ln xdxdu
0 1

1 ∞ − a2 , − a2
= ua
G3,0 u + 1 du
4 0
2,3 0, − 2 − 1, − a2 − 1
a
(3.99)

Theorem 3.20

1 3,0 1 1, 1
F B, B; 1 + B, 1 + B; − = 4B 2
B G
4 0, 0, B
2 2 2,3
4

1 1
+ (B) ψ0 B − − 2ψ0 (2B − 1) ; B > . (3.100)
2 2
Proof We’ll begin with the Laplace transform pair (3.82) and (3.83). Using (3.82),
we can construct (for a > −1)
∞ √ ∞ x
− x4π 2
I= F (x)e x ln xdx = a
erfc x a ln xdx
1 2 1 2

√ 3,0 1 1, 1
π erfc 2 − 2 E− 2 4 + 2 (1 + a)G2,3 4
1 1 a
1 a .
0, 0, a+2
= 2
. (3.101)
2(1 + a)2
We’ll use (3.83) to construct (also for a > −1)

∞ ∞ 2
∞ ∞ x2
− x4 −xy a
e− 4 −y −xy
2
I= e f (y)e x ln xdydx = x a ln xdydx.
1 0 1 0
(3.102)
∞ ∞ x2
e− 4 −u x −ux
2 2 2
I= x a+1 ln xdxdu
0 1

√

2 F2 1 + a2 , 1 + a2 ; 2 + a2 , 2 + a2 ; − 14 2 π erfc 12 − E− a2 14
= +
2(1 + a)(2 + a)2 4(1 + a)2

2a−1 1 + a2 ψ0 a+1 2 − 2ψ0 (a + 1)

− . (3.103)
1+a
Equating (3.101) and (3.103), setting B = 1 + a2 , and simplifying the result leads
to (3.100).

Theorem 3.21
∞ 2 1
ev erfc(2 + v)dv = √ E1 (4). (3.104)
0 2 π
Proof We’ll use the Laplace transform pairs F (x) = 1

1+x and f (y) = e−y . The
first term in that pair leads to
∞ ∞
2x + 1
−(x+x 2 )2 −(x+x 2 )2 2x + 1 1
I= F (x)e dx = e dx = E1 (4).
1 x 1 x + x 2 2
(3.105)
Obtaining the result in (3.105) required the substitution v = x + x 2 and dv =
(2x + 1)dx.
The second term in the Laplace transform pair leads to
∞ ∞
−xy−(x+x 2 )2 2x + 1
I= f (y)e dydx
1 0 x
∞ ∞
−xy−y−(x+x 2 )2 2x + 1
= e dydx. (3.106)
1 0 x
The substitution y = xu and dy = xdu leads to
∞ ∞ √ ∞ 2
−ux 2 −ux−(x+x 2 )2 π u 4+u
I= e (2x + 1)dxdu = e 4 erfc du
0 1 2 0 2
∞
√ 2
= π ev erfc(2 + v)dv. (3.107)
0
Obtaining the result in (3.107) required the substitution 2v = u and 2dv = du.

Theorem 3.22

1, 1 2 F2 (a, a; 1 + a, 1 + a; −2)
3,0
G2,3 2 = + (a) {ψ0 (a) − ln 2} ; a > 0.
0, 0, a a 2 · 2−a
(3.108)
∞
2x + 1 −x−x 2
I= F (x)(x + x ) ln(x + x )2 a
e2
dx
1 x
∞
2x + 1 −x−x 2
= (x + x 2 )a ln(x + x 2 ) e dx = (a, 2) ln 2
1 x + x2

1, 1
+ G3,0 2 (3.109)
2,3 0, 0, a ,
for a > 0.
(2x + 1)dx.
∞ ∞
−xy 2x + 1 −x−x 2
I= f (y)e (x + x ) ln(x + x ) 2 a
e 2
dydx
1 0 x
∞ ∞
2x + 1 −x−x 2
= e−xy−y (x + x 2 )a ln(x + x 2 ) e dydx. (3.110)
1 0 x
∞ ∞
e−ux
2 −ux
(x + x 2 )a ln(x + x 2 )(2x + 1)e−x−x dxdu
2
I=
0 1

1 2a
= (1 + a, 2) − 2 ln 2
a e
2a
+ · 2 F2 (a, a; 1 + a, 1 + a; −2) + (a) (ψ0 (a) − ln 2) . (3.111)
a2

Theorem 3.23
∞ dv
e−4v erfc(2) − ev erfc(2 + v)
2
0 v

4 1 1 3 3 γ
= √ · 2 F2 , ; , ; −4 − − 2 ln 2. (3.112)
π 2 2 2 2 2

∞ ∞
2x + 1 2x + 1
I= F (x) erfc(x + x 2 ) dx = erfc(x + x 2 ) dx
1 x 1 x + x2

4 1 1 3 3 γ
= √ · 2 F2 , ; , ; −4 − − 2 ln 2. (3.113)
π 2 2 2 2 2

(2x + 1)dx.
∞ ∞
−xy 2x + 1
I= f (y)e erfc(x + x ) 2
dydx
1 0 x
∞ ∞
2x + 1
= e−xy−y erfc(x + x 2 ) dydx. (3.114)
1 0 x
∞ ∞
e−ux
2 −ux
I= erfc(x + x 2 )(2x + 1)dxdu
0 1
∞ dv
e−4v erfc(2) − ev erfc(2 + v)
2
= . (3.115)
0 v
Obtaining the result in (3.115) required the substitution 2v = u and 2dv = du.

Theorem 3.24
$ √ %
∞
−2u
√ erfc 2 + 2u du
e erfc 2− √
0 1+u u

2 1 1 3 3
=4 · 2 F2 , ; , ; −2 − γ − 3 ln 2. (3.116)
π 2 2 2 2

∞ ∞
2x + 1 2x + 1
I= F (x) erfc x + x 2 dx = erfc x + x 2 dx
1 x 1 x + x2

2 1 1 3 3
=4 · 2 F2 , ; , ; −2 − γ − 3 ln 2. (3.117)
π 2 2 2 2

(2x + 1)dx.
∞ ∞
2x + 1
I= f (y)e−xy erfc x + x 2 dydx
1 0 x
∞ ∞
−xy−y 2x + 1
= e erfc x + x 2 dydx. (3.118)
1 0 x
∞ ∞
e−ux
2 −ux
I= erfc x + x 2 · (2x + 1)dxdu
0 1
$ √ %
∞
−2u
√ erfc 2 + 2u du
= e erfc 2− √ . (3.119)
0 1+u u

Theorem 3.25
∞ 2
e4v−v π 1 iπ
dv = erfi(2) + E1 (−4) + , (3.120)
2 v 2 2 2
where erfi(z) = −i erf(iz).

∞
2x + 1
4(x+x 2 )−(x+x 2 )2
I= F (x)e dx
1 x
∞ ∞ 4v−v 2
2 2 2 2x + 1 e
= e4(x+x )−(x+x ) dx = dv. (3.121)
1 x+x 2
2 v

(2x + 1)dx.
∞ ∞
2x + 1
4(x+x 2 )−(x+x 2 )2 −xy
I= f (y)e dydx
1 0 x
∞ ∞
2x + 1
e4(x+x )−(x+x ) −xy−y
2 2 2
= dydx. (3.122)
1 0 x
∞ ∞ 2 )−(x+x 2 )2 −ux−ux 2
I= e4(x+x (2x + 1) dxdu
0 1
∞ ∞ 2 −uv π 1 iπ
= e4v−v dvdu = erfi(2) + E1 (−4) + . (3.123)
0 2 2 2 2

Theorem 3.26
∞ 1+a v a −v 2a
e2
dv
2 v
1 a (1,0,0)
= π erfi 2a − γ − 2a ln 2 + e4 · 1 F1 1; 1; −4a ; a > 0.
2a
(3.124)

∞
2x + 1
21+a (x+x 2 )a −(x+x 2 )2a
I= F (x)e dx
1 x
∞ ∞ 21+a v a −v 2a
2x + 1 e
e2 (x+x ) −(x+x )
1+a 2 a 2 2a
= dx = dv, (3.125)
1 x+x 2
2 v
for a > 0.
(2x + 1)dx.
∞ ∞
2x + 1
1+a (x+x 2 )a −(x+x 2 )2a −xy
I= f (y)e2 dydx
1 0 x
∞ ∞
2x + 1
e2 (x+x ) −(x+x ) −xy−y
1+a 2 a 2 2a
= dydx. (3.126)
1 0 x
∞ ∞ 1+a (x+x 2 )a −(x+x 2 )2a −ux−ux 2

I= e2 (2x + 1) dxdu
0 1
∞ ∞ 1+a v a −v 2a −uv
= e2 dvdu. (3.127)
0 2
Obtaining the result in (3.127) also required the substitution v = x +x 2 and dv =

(2x + 1)dx. We make one more substitution, i.e., u = v a−1 û and du = v a−1 d û to
get
∞ ∞ 1+a v a −v 2a −ûv a
I= e2 v a−1 dvd û
0 2
1 a (1,0,0)
= π erfi 2a − γ − 2a ln 2 + e4 · 1 F1 1; 1; −4a . (3.128)
2a

Theorem 3.27

1 1+a 1 a
B 1 (a, 1 − a) = ψ0 − ψ0 ; a > 0. (3.129)

2 2 2 2 2

∞ ∞ a
F (x) 2x + 1 1 2x + 1
I= a dx = dx
1 x + x2 − 1 x 1 x + x2 − 1 x + x2
= B 1 (a, 1 − a), (3.130)
2
for a > 0.
(2x + 1)dx.
∞ ∞
f (y)e−xy 2x + 1
I= a dydx
1 0 x + x2 − 1 x
∞ ∞
e−xy−y 2x + 1
= a dydx. (3.131)
1 0 x + x2 − 1 x
∞ ∞ ∞ ∞
e−ux −ux e−uv
2
I= a (2x + 1) dxdu = dvdu

0 1 x + x2 − 1 0 2 (v − 1)a

1 1+a 1 a
= ψ0 − ψ0 . (3.132)
2 2 2 2

Corollary 3.1
B 1 (a, 1 − a) = (−1, 1, a); a > 0. (3.133)

2
Proof Consider the identity1

1 a
(−1)k
∞
1 a+1
ψ0 − ψ0 = . (3.134)
2 2 2 2 k+a
k=0
We can show via Mathematica that

∞
(−1)k
= (−1, 1, a); a > 0. (3.135)
k+a
k=0
Substituting (3.134) and then (3.135) into (3.129) leads to (3.133).

Corollary 3.2
∞

1 1 π 1
B 1 (1 + y, −y) cos ydy = ψ0 + ln − ψ0 . (3.136)
0 2 π 2 2 2π
Proof We begin with the Laplace transform pair F (x) = 1+xx

2 and f (y) = cos y
and construct
∞

x 1 1 π 1
I= dx = ψ0 + ln − ψ 0 ,
0 (1 + x )(1 + e )
2 x π 2 2 2π
(3.137)
and
∞ ∞ −xy
e cos y 1 ∞ y
1+y
I= dxdy = ψ0 1 + − ψ0 cos ydy.
0 0 1 + ex 2 0 2 2
(3.138)
Substituting (3.129) into (3.138) with a = 1 + y, and equating the result to
(3.137) leads to (3.136).

Corollary 3.3
∞
1 1 1 1
B 1 (1 + y, −y)y sin ydy = + ψ1 − 4ψ1 . (3.139)
0 2 2 4π 2π π
y sin y
Proof We begin with the Laplace transform pair F (x) = (1+x
x
2 )2 and f (y) = 2
and construct
∞
x 1 1 1 1
I= dx = + ψ1 − 4ψ 1 . (3.140)
0 (1 + x 2 )2 (1 + ex ) 4 8π 2π π
1 See https://dlmf.nist.gov/5.7.
and
∞ ∞ −xy
e y sin y 1 ∞ y
1+y
I= dxdy = ψ0 1 + − ψ0 y sin ydy.
0 0 2(1 + ex ) 4 0 2 2
(3.141)
Substituting (3.129) into (3.141) with a = 1 + y, and equating the result to
(3.140) leads to (3.139).

Theorem 3.28
B 1 (a, 1 − a) = (−1)−a B− 1 (a, 0); a > 0. (3.142)

4 3

∞ ∞ a
F (x) 2x + 1 1 2x + 1
I=
a dx = dx
1 x + x 2 − 12 x 1 x + x 2 − 12 x + x2
= 2a B 1 (a, 1 − a), (3.143)

4
for a > 0.
(2x + 1)dx.
∞ ∞
f (y)e−xy 2x + 1
I=
a dydx
1 0 x + x 2 − 12 x
∞ ∞
e−xy−y 2x + 1
=
a dydx. (3.144)
1 0 x + x 2 − 12 x
∞ ∞ ∞ ∞
e−ux −ux e−uv
2
I=
a (2x + 1) dxdu = dvdu
0 1 x + x 2 − 12 0 2 (v − 12 )a

1 −a
= − B− 1 (a, 0). (3.145)
2 3

∗∗∗
Most of our results obtained via permutation symmetry also involve the multi-
variate substitution approach. The following two results are exceptions.
Theorem 3.29
A
i A 2A π
A B−1 1 − , A =
− 1; A > 1. (3.146)
2 2 B 1−A 1−A
2 , 2

∞ ∞ x a
I1 = +y dxdy, (3.147)
1 1 y
and
∞ ∞ y
a
I2 = +x dxdy, (3.148)
1 1 x
where a > 0.
By symmetry, we can show that I1 = I2 . We can also show via Mathematica that

2a √π −3−a
2 a+1 i a−1 1−a 2
I1 = + · B−1 ,1 + a + , (3.149)
3 + 4a + a 2 3 + a 2 − a2
and
√
2a+2 2a+1 π −3−a

2
I2 = + . (3.150)
3 + 4a + a 2 − a2
Equating (3.149) and (3.150) and simplifying leads to

1+a
i 1−a a
√ 1−a a
(1 + a) B−1 ,1 + a − = π − − .
2 2 2 2 2
(3.151)
Making use of the identity

1−a √ (−a)
= 2a+1 π a , (3.152)
2 −2
and setting A = a + 1 leads to (3.146).

Theorem 3.30

3−A 1−A 1−A
2i A−1
(1 + A) B−1 , A = (1 − A) B , − 2A+2 ; A > 1.
2 2 2
(3.153)
∞ ∞ a
1 x
I1 = · +y dxdy, (3.154)
1 1 y y
and
∞ ∞ 1 y
a
I2 = · + x dxdy, (3.155)
1 1 x x
where a > 0.
√
2a−2 (2 + 3a) π −1 − a2 i a B−1 1 − a2 , 1 + a
I1 =
− , (3.156)
(1 + a) 1−a 2(1 + a)
2
and
√
2a+1 2a−1 π −1 − a2
I2 = +
. (3.157)
2 + 3a + a 2 1−a
2
Equating (3.156) and (3.157) and simplifying leads to
a
a √π −1 − a 8
21−a a
i B−1 1 − ,1 + a =
2 − . (3.158)
2 1−a 2+a
2
Making use of the identity

1−a √ (−a)
= 2a+1 π a , (3.159)
2 −2
and setting A = a + 1 leads to (3.153).

3.6 Triple and Quadruple Integrals
We have mainly focused on double integrals as a starting point. Here are some
results obtained by starting with triple and quadruple integrals.
Theorem 3.31
∞ √
√ 3 4
2 1 3 3 1 3
e−z
2
z erfc2 zdz = (1 + i) − F1 ; , 1; ; − , −1
0 4 π 2 4 2 2 4

1 1 3 1
+√
4 √ · F
2 1 , 1; ; 2 , (3.160)
2 π 2 4 4
where
F1 (α; β, β ; γ ; x, y)
1
(γ )
= uα−1 (1 − u)γ −α−1 (1 − ux)−β (1 − uy)−β du (3.161)
(α)(γ − α) 0
is the Appell hypergeometric function.

∞ ∞ ∞ ∞
−x 2 −y 2 −z2 √ π √
e−z erfc2 (z) zdz.
2
I= e zdxdydz =
0 z y 8 0
(3.162)
We then make the substitutions x = yu1 and y = zu2 (and dx = ydu1 and
dy = zdu2 ), which leads to
∞ ∞ ∞ 5
e−(u1 u2 z)
2 −(u z)2 −z2
I= 2 u2 z 2 dzdu2 du1
1 1 0
√4
π 3 2 1 3 3 1 3
= (1 + i) − F1 ; , 1; ; − , −1
8 4 8 2 4 2 2 4
√
π 1 3 1
+ √ 4
· 2 F1 , 1; ; 2 . (3.163)
8 2 2 4 4

Theorem 3.32
π √
2 erfc 1 + sec2 θ π
√ dθ = erfc3 (1). (3.164)
π
4 1 + sec θ
2 12
3.6 Triple and Quadruple Integrals 117

∞ ∞ ∞ √
π π
e−x
2 −y 2 −z2
I= dxdydz = erfc3 (1). (3.165)
1 z y 48
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2 −z2
I= 2 u2 z2 dzdu2 du1
1 1 1

√ ∞ erfc 2 + u2 √ π √
π 1 π 2 erfc 1 + sec2 θ
= du1 = √ dθ. (3.166)
4 1 (1 + u2 ) 2 + u2 4 π4 1 + sec2 θ
1 1
To get the second integral in (3.166), we used the substitution u1 = tan θ and
du1 = sec2 θ dθ . We then obtained (3.164) by equating (3.165) and (3.166).

Theorem 3.33
π √ √
2 erfc(sec θ ) erfc(1) π erfc2 (1) erfc 2
dθ = − − √ . (3.167)
π
4
sec θ e 2 2

∞ ∞ ∞ √
√ √
−x 2 −y 2 π erfc(1) π erfc2 (1)
π erfc 2
I= e dxdydz = √ .− −
1 z y 4 24e 8
(3.168)
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2
1 1 1

√ ∞ erfc 1 + u2 √ π
π 1 π 2 erfc(sec θ )
= 3
du1 = dθ. (3.169)
4 1 4 π4 sec θ
1 + u21 2

Theorem 3.34
π √
2 tan−1 1 + sec2 θ π2
√ dθ = . (3.170)
π
4 1 + sec2 θ 32

∞ ∞ ∞ √
−x 2 −y 2 −z2 π π
I= e erfc(z)dxdydz = . (3.171)
1 z y 64
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2 −z2
I= 2 u2 z2 erfc(z)dzdu2 du1
1 1 1

π √
1 ∞ tan−1 2 + u21 1 2 tan−1 1 + sec2 θ
= √ du1 = √ √ dθ.
2 π 1 (1 + u21 ) 2 + u21 2 π π4 1 + sec2 θ
(3.172)

Theorem 3.35
π √
2 cot−1 1 + sec2 θ π2
√ dθ = . (3.173)
π
4 1 + sec2 θ 96

∞ ∞ ∞ ∞ π2
e−x1 −x2 −x3 −x4 dx1 dx2 dx3 dx4 =
2 2 2 2
I= . (3.174)
0 x4 x3 x2 384
We then make the substitutions x1 = x2 u1 , x2 = x3 u2 , and x3 = x4 u3 (and

dx1 = x2 du1 , dx2 = x3 du2 , and dx3 = x4 du3 ), which leads to
∞ ∞ ∞ ∞ * +
I= e− (u1 u2 u3 )2 +(u2 u3 )2 +(u3 )2 +1 x42
u2 u23 x43 dx4 du1 du2 du3
1 1 1 0

π √
1 ∞ cot−1 2 + u21 1 2 cot−1 1 + sec2 θ
= du1 = √ dθ. (3.175)
4 1 (1 + u21 ) 2 + u21 4 π4 1 + sec2 θ

Theorem 3.36
√ √
∞ 6 2 cot−1 2 2
√
e−z erfc3 zdz = 1 − . (3.176)
0 π
Proof We begin with
∞ ∞ ∞ ∞
e−x1 −x2 −x3 −x4 x4 dx1 dx2 dx3 dx4
2 2 2 2
I=
0 x4 x3 x2
3 ∞
π2
e−x4 erfc3 (x4 )x4 dx4 .
2
= (3.177)
48 0

∞ ∞ ∞ ∞
u2 u23 x44 e−(u1 u2 u3 x4 )
2 −(u u x )2 −(u x )2 −x 2
2 3 4 3 4 4 dx4 du1 du2 du3
1 1 1 0
√ $ √ %
π √ 4 2
= π − 3 2 tan−1 . (3.178)
96 7
Equating (3.177) and (3.178) leads to the claimed result (again, after some
simplification).

Theorem 3.37
∞
√
1 3−3
v erfc vdv = + 3
. (3.179)
0 4 2π

∞ ∞ ∞ ∞ 3 ∞
π2
e−x1 −x2 −x3 x4 dx1 dx2 dx3 dx4 =
2 2 2
I= x4 erfc3 (x4 )dx4 .
0 x4 x3 x2 48 0
(3.180)
∞ ∞ ∞ ∞ * +
I= e− (u1 u2 u3 )2 +(u2 u3 )2 +(u3 )2 x42
1 1 1 0
√ √
π (2 3 − 6 + π )
= . (3.181)
192
We then obtained (3.179) by equating (3.180) and (3.181).

Theorem 3.38
∞ 3 3 13
v 3 erfc3 vdv = − + √ . (3.182)
0 16 2π 8π 3

∞ ∞ ∞ ∞ 3 ∞
π2
e−x1 −x2 −x3 x43 dx1 dx2 dx3 dx4 =
2 2 2
I= x43 erfc3 (x4 )dx4 .
0 x4 x3 x2 48 0
(3.183)
∞ ∞ ∞ ∞ * +
I= e− (u1 u2 u3 )2 +(u2 u3 )2 +(u3 )2 x42
1 1 1 0
√ √
π (26 3 − 72 + 9π )
= . (3.184)
2304
We then obtained (3.182) by equating (3.183) and (3.184).

Theorem 3.39
b 2
22 b b 1 b+3
(b) = F
2 1 , 1; ; −1
2π(b + 1) 2 2 2

1−b 3
+ (b + 1)2 F1 1, ; ; −1 ; b > 0. (3.185)
2 2
∞ ∞ ∞ 1
e−x
2 −y 2
I= zb dxdydz =
0 z y 8(1 + b)(2 + b)

√ b 3+b 2+b 3+b 4+b
× (2 + b) π 1 + + 2 F
2 1 , ; ; −1
2 2 2 2 2

1 3+b 3
− (2 + b) 2 F1 , ; ; −1 , (3.186)
2 2 2
for b > 0.
Next, we make the substitution x = yu1 and y = zu2 , and dx = ydu1 and
dy = zdu2 to get
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2
I= 2 u2 zb+2 dzdu1 du2
1 1 0
$√ %
1 1+b π (1 + b2 ) 1 3+b 3
= − 2 F1 , ; ; −1 . (3.187)
4 2 2( 3+b
2 )
2 2 2
Equating (3.186) and (3.187) leads to the claimed result (after some simplifica-
tion).

Theorem 3.40
√
1 3 2 1

= · 2 F1 w − , w; w + ; −1
B w, 13 2π 3 3
√
3 3 2 2 5 1
+ w− · 2 F1 , w; ; −1 ; w > − . (3.188)
4π 3 3 3 3
∞ ∞ ∞ 3 3
e−x
2 −y 2
I= zs dxdydz
0 z y

1 2 2(2 + s)
= 2(2 + s)
9(1 + s)(2 + s) 3 3

2s 2(2 + s) 2(3 + s) 7 + 2s
+ 3 2 + 2 F1 , ; ; −1
3 3 3 3

2 2(3 + s) 5
− (2 + s) · 2 F1 , ; ; −1 . (3.189)
3 3 3
∞ ∞ ∞ 3 3
e−(u1 u2 z)
2 −(u2 z) 2
I= u2 zs+2 dzdu1 du2
1 1 0

2 5 2(2 + s)
=
3(1 + s) 3 3

2s 2 2s 5
− 2+ · 2 F1 , 2 + ; ; −1 (3.190)
3 3 3 3
Equating (3.189) and (3.190), setting w = 2 + 2s

3, and simplifying leads to the
claimed result.

Theorem 3.41
∞
e−z(1+z) π 1 γ 1 3 1
dz = erfi − − · 2 F2 1, 1; , 2; . (3.191)
0 1+z 2 2 2 4 2 4

∞ ∞ ∞ ∞ e−z(1+z)
I= e−x−y−yz dxdydz = dz. (3.192)
0 z 0 0 1+z
Next, we use the substitutions x = (y + yz)u1 and y = zu2 (and dx = (y +

yz)du1 and dy = zdu2 ) to get
∞ ∞ ∞
e−u1 u2 z−u1 u2 z
2 −u z−u z2
I= 2 2 (u2 z + u2 z2 )zdzdu1 du2
1 0 0

π 1 γ 1 3 1
= erfi − − · 2 F2 1, 1; , 2; . (3.193)
2 2 2 4 2 4
Equating (3.192) and (3.193) leads to the required result.

Remark 3.7 Consider the integral

∞ e−zB(1+z)
IB = dz. (3.194)
0 1+z
If we differentiate IB with respect to B, we get

√
dIB ∞ 1 π B B 1
−zB(1+z)
= e zdz = e 4 erfc − . (3.195)
dB 0 4 B 2 2B
Integrating the result leads to
$ √ %
1 π B B 1
IB = e erfc
4 − dB
4 B 2 2B

i√ 1 B B 3 B
= π ,− − · 2 F2 1, 1; , 2; − 2 ln B + C. (3.196)
2 2 4 4 2 4
When we set B = 1 and compare (3.196) to (3.191), we can see that the value of
C required to obtain the correct result is C = − γ2 − iπ
2 . However, without a way to
determine the real part of C, the use of Leibniz’s rule would fail.
Theorem 3.42

2 1 1 3 3 4 3 3 5 5
erfc(1) = 1 − √ · 2 F2 , ; , ; −1 + √ · 2 F2 , ; , ; −1 .
π 2 2 2 2 9 π 2 2 2 2
(3.197)
∞ ∞ ∞
e−x ln zdxdydz
2
I=
1 z y

1 3 3 5 5
1
= − · 2 F2
, ; , ; −1
8e 18
2 2 2 2

1 √ 1, 1
+ π (γ − 2 − erfc(1) + 2 ln 2) + 2G3,0 1 . (3.198)
16 2,3 0, 0, 1
2
Next, using the substitutions x = yu1 and y = zu2 (and dx = ydu1 and dy =
zdu2 ), we get
∞ ∞ ∞
e−(u1 u2 z) u2 z2 ln zdzdu1 du2
2
I=
1 1 1
√
1 1 1 1 3 3 π
= + · 2 F2 , ; , ; −1 − {γ + 3 erfc(1) + 2 ln 2}. (3.199)
8e 4 2 2 2 2 16

Theorem 3.43

2 1 1 3 3 4 3 3 5 5
erfc(1) = 1 + √ · 2 F2 , ; , ; −1 + √ · 2 F2 , ; , ; −1
π 2 2 2 2 9 π 2 2 2 2

4 1 1 1 3 3 3 8 3 3 3 5 5 5
− √ · 3 F3 , , ; , , ; −1 + √ · 3 F3 , , ; , , ; −1 .
π 2 2 2 2 2 2 27 π 2 2 2 2 2 2
(3.200)
∞ ∞ ∞ √
π 1
e−x {ln z}2 dxdydz =
2
I= erfc(1) − E− 1 (1)
1 z y 8 8 2

1 3,0 1, 1 1 4,0 1, 1, 1 1 4,0 1, 1, 1
+ G2,3 1
+ G3,4 1 − G3,4 1 .
8 0, 0, 32 8 0, 0, 0, 12 8 0, 0, 0, 32
(3.201)
Next, using the substitutions x = yu1 and y = zu2 (and dx = ydu1 and dy =
zdu2 ), we get
∞ ∞ ∞
e−(u1 u2 z) u2 {ln z}2 z2 dzdu1 du2
2
I=
1 1 1

1 1 1 1 3 3 1 1 1 1 3 3 3
= − − · 2 F2 , ; ; ; −1 − · 3 F3 , , ; , ; ; −1
8e 4 2 2 2 2 2 2 2 2 2 2 2
√ 2
+ e π π + 12 erfc(1) + 8 {ln 2}2 + 2γ (2 + γ + 4 ln 2) + 8 ln 2 . (3.202)

Theorem 3.44
∞
(1 + za ) erfc(1 + za )dz
0

1 a+1 1 1 2a + 1 1
= √a √
2U , ,1 − U , , 1 ; a > 0.
2e 2 π a 2a 2 2a 2
(3.203)
∞ ∞ ∞ 2
I= e− 1+x+yz(a−1) a
z dxdydz
0 z 0
∞
1 a )2 √
= e−(1+z − π 1 + za erfc 1 + za dz, (3.204)
2 0
for a > 0.
Next, using the substitutions x = yza−1 u1 and y = zu2 (and dx = yza−1 du1
and dy = zdu2 ), we get
∞ ∞ ∞
e−(1+u1 u2 z
a +u za )2
I= 2 u2 z2a+1 dzdu1 du2
1 0 0

3a+1 2a+1 1
a2 a U 2a , 2 , 1
= √ . (3.205)
4(a + 1)(2a + 1)e a 2
Since

∞ a+1
U 2a1 1
, 2, 1
a )2 a
e−(1+z dz = √ , (3.206)
0 ea2
we can use (3.204), (3.205), and (3.206) to get the claimed result.

Theorem 3.45
∞
* −v √ √ + 1 3
e − π v erfc v I0 (v)dv = √ 2 . (3.207)
0 2π 4
∞ ∞ ∞
e−x I0 z2 zdxdydz
2
I=
0 z y
∞
1 √
e−z − z π erfc z zI0 z2 dz.
2
= (3.208)
2 0
The substitution v = z2 and dv = 2zdz leads to

1 ∞ * −v √ √ +
I= e − π v erfc v I0 (v)dv. (3.209)
4 0
We then apply the substitutions x = yu1 and y = zu2 (and dx = ydu1 and
dy = zdu2 ) to (3.208), which leads to
∞ ∞ ∞

1 3
e−(u1 u2 z) u2 z3 I0 z2 dzdu1 du2 =
2
I = √ 2 .
1 1 0 4 2π 4
(3.210)

Theorem 3.46

3 1 1 √ 2 2 5
2 F1 − , ; ; −1 = 2 + √ . (3.211)
4 2 4 π 4
∞ ∞ ∞
e−x J1 z2 zdxdydz
2
I=
0 z y
√
1 3 2 3 3 1 1 2 5
= − + · 2 F1 − , ; ; −1 − √ 2 . (3.212)
4 4 4 4 2 4 π 4
∞ ∞ ∞

−(u1 u2 z)2 1 1 2 5
I= e u2 z J1 z dzdu1 du2 = − √
2 3
.
1 1 0 4 2 π 4
(3.213)

Theorem 3.47

5 3 9 5 5 2 5
3 F2 , , 2; 1, ; −1 = √ − √ . (3.214)
4 2 4 4 2 4 π 4
∞ ∞ ∞
e−x J0 z2 z3 dxdydz
2
I=
0 z y

1 1 5 3 9
= √ − · 3 F2 , , 2; 1, ; −1 . (3.215)
8 2 5 4 2 4
∞ ∞ ∞
e−(u1 u2 z) u2 z5 J0 z2 dzdu1 du2

2
I=
1 1 0

5 1 5 3 3 1 1
= √ + √ 2 − · 2 F1 − , ; ; −1 . (3.216)
8 2 π 4 8 4 2 4
Equating (3.215) and (3.216), and substituting (3.211) into the result leads to
(3.214).

3.7 The Owen T-Function
For more details on the Owen T-function we refer the reader to Brychkov and
Savischenko (2016) and Owen (1959).
Theorem 3.48
√
∞ √

√ 1
1 + 1 − 2 erf(1)
T 2, z + T z 2, erfc zdz = √ , (3.217)
0 z 4 π
where T(x, α) is the Owen T-function, given by

3.7 The Owen T-Function 127
x 2 (1+t 2 )
1 α e− 2
T(x, α) = dt. (3.218)
2π 0 1 + t2
∞ ∞ ∞ e−x
I= erfc zdxdydz
0 z 1+y 2 1 + y2
√ ∞ √
π
= erfc(1) − 2π T 2, z erfc zdz, (3.219)
2 0
we make the substitution x = (1 + y 2 )u and dx = (1 + y 2 )du to get
∞ ∞ ∞
I= e−u 1+y 2
erfc zdydudz
0 1 z

∞ √ 1 1 √
= 2π T z 2, erfc zdz + √ − 1 π erf(1). (3.220)
0 z 2

Theorem 3.49
∞ E1 (1 + A2 u2 )
du
1 u2

√ 1
= Aπ erfc(A) erf(1) + E1 1 + A2 − 4π A T A 2, ; A ≥ 0. (3.221)
A

∞ ∞ e−1−y
2
I= dydz, (3.222)
A Bz 1 + y2
for A ≥ 0.
If we make the substitution y = Bzu and dy = Bzdu, we get
∞ ∞ ∞
e−1−(Bzu)
2
E1 (1 + A2 B 2 u2 )
I= Bzdzdu = du. (3.223)
1 A 1 + (Bzu)2 1 2Bu2
Since
∞ ∞ √
e−1−y e−1−y
2 2
1 1
dy = dy − T 2, Bz
2π Bz 1 + y2 2π 0 1+y 2
1 √
= erfc(1) − T 2, Bz , (3.224)
4
we can substitute (3.224) into (3.223) to obtain
∞ √
∞
1 E1 (1 + A2 B 2 u2 )
4T 2, Bz − erfc (1) dz = − du.
A Bπ 1 u2
(3.225)
When B = 1,
∞ ∞ √

E1 (1 + A2 u2 )
du = −π 4T 2, z − erfc (1) dz
1 u2 A

√ 1
= Aπ erfc(A) erf(1) + E1 1 + A2 − 4π A T A 2, , (3.226)
A
which is the same as (3.221).

Theorem 3.50

∞ 1 cosh−1 2 2 + γ + ln 12
T 2z, √ ln zdz = √ − √ . (3.227)
0 2 8 2π 8 6π
Proof We begin with
∞ ∞ ∞
e−x
2 −2y 2
I= ln zdxdydz
0 z y
∞ √
π 1 π
= −√ T 2z, √ ln zdz − {2 + γ + ln 2} . (3.228)
2 0 2 16
Next, we use the substitutions x = yu1 and y = zu2 (and dx = ydu1 and
dy = zdu2 ) to get
∞ ∞ ∞
e−u1 u2 z
2 2 2 −2u2 z2
I= 2 u2 z2 ln zdzdu2 du1
1 1 0
√ √

π √ √ √

= 2 3−6+ 3 − 3 γ + 3 ln 12 − 6 ln 1 + 3 . (3.229)
48

Theorem 3.51
∞ √
1 cot−1 2 1
T 2z, √ erfc zdz = √ − √ . (3.230)
0 2 2π π 12 6π
Proof We begin with
∞ ∞ ∞
e−x
2 −2y 2
I= erfc zdxdydz
0 z y
√ √
√
∞ 1+ 2− 3 π
π 1
= −√ T 2z, √ erfc zdz + . (3.231)
2 0 2 8
dy = zdu2 ) to get
∞ ∞ ∞
e−u1 u2 z
2 2 2 −2u2 z2
I= 2 u2 z2 erfc zdzdu2 du1
1 1 0
√
√
1+ √ √
2 π π cot−1 2
= − √ − √ . (3.232)
8 3 3 2 2π

Theorem 3.52
∞ √ √
1 cot−1 2 cot−1 2 + p
ze−pz T
2
2z, √ dz = − √ √ ; p > 0. (3.233)
0 2 4pπ 2 2pπ 2 + p
∞ ∞ ∞
e−x
2 −2y 2 −pz2
I= zdxdydz
0 z y
∞ √

π −pz2 1
= √ ze erfc z 2 − 4T 2z, √ dz, (3.234)
4 2 0 2
for p > 0.
dy = zdu2 ) to get
∞ ∞ ∞
e−u1 u2 z
2 2 2 −2u2 z2 −pz2
1 1 0
√ √
π π cot−1 2 cot−1 2 + p
= √ − √ − √ + √ . (3.235)
8p 2 8p 2 + p 4p 2 4p 2 + p
Since
∞ √
π π
e−pz z erfc
2
√ 2z dz = √ √ , (3.236)
4 2 0 8 2(2 + p + 4 + 2p)
we can use (3.234), (3.235), and (3.236) to obtain (3.233), after simplification.

Remark 3.8 From Brychkov and Savischenko (2016), we have

2 ; 1, 1; 2 ; − 2 , − 2+p
1 3 1 1
∞ 1 F1
ze−pz T 2z, √ dz =
2
√ . (3.237)
0 2 4π 2(2 + p)

1 3 1 1
F1 ; 1, 1; ; − , −
2 2 2 2+p
2 + p√ √ 2
= 2 cot−1 2 − 2 + p cot−1 2 + p. (3.238)
p p
Remark 3.9 Using the same approach, we can evaluate integrals of the form
∞
1
zm e−pz T
2
I= 2z, √ dz. (3.239)
0 2
For example, when m = 2,
∞
2 −pz2 1
z e T 2z, √ dz
0 2
1 6 1
= √ cot−1 2+ − √ √ , (3.240)
8p πp p 4p 2π (2 + p) 3 + p
which leads to

1 3 3 1 1
F1 ; 1, ; ; − , −
2 2 2 2 2+p
3
√ 2 2 6 2 2+p
= 2 1+ cot−1 2+ − . (3.241)
p p p 3+p
Theorem 3.53
∞
e−z(1+z) π 3 1 1 3 i
dz = erfc erfi + E1 (2) + 2π i T √ , .
1 1+z 2 2 2 2 2 3
(3.242)
∞ ∞ ∞ ∞
−x−y−yz e−z(1+z)
I= e dxdydz = dz. (3.243)
1 z 0 1 1+z
Next, we use the substitutions x = (y + yz)u1 and y = zu2 (and dx = (y +

yz)du1 and dy = zdu2 ) to get
∞ ∞ ∞
e−u1 (u2 z+u2 z

2 )−u z−u z2
I= 2 2 u2 z2 + u2 z3 dzdu1 du2
1 0 1

π 3 1 1 3 i
= erfc erfi + E1 (2) + 2π i T √ , . (3.244)
2 2 2 2 2 3

Theorem 3.54

π
2 e− sec θ
2
π πe 1 √
dθ = erfc2
(1) + √ 4 T 2, √ − erfc 2 . (3.245)
π
4
1 + sec2 θ 4 2 2 2
∞ ∞ ∞
e−x
2 −y 2 −z2
I= zdxdydz
1 z y

π π 1 √
= erfc (1) + √ 4 T 2, √
2
− erfc 2 . (3.246)
16e 8 2 2
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2 −z2
1 1 1

e−2−u1
π
1 ∞ 2
1 2 e−1−sec θ
2
= du1 = dθ. (3.247)

4 1 (2 + u21 )(1 + u21 ) 4 π
4
1 + sec2 θ

Theorem 3.55
π √ √
2 erfc 1 + sec2 θ π erfc3 (1) erfc(1) erfc 3
dθ = − + √
π
4 (1 + sec2 θ ) 2
3
12 2e2 2 3

π √ 1
+ erfc 2 − 4 T 2, √ . (3.248)
2 2
∞ ∞ ∞
e−x
2 −y 2 −z2
I= z2 dxdydz
1 z y
√ $ √ %
π √ √ 6 erfc(1) 6 π erfc2 (1)
= −2 3 erf 3 − + − π − π erfc (1)
3
96 e2 e
(3.249)
∞ ∞ ∞
e−(u1 u2 z)
2 −(u z)2 −z2
1 1 1

√ ∞ erfc 2 + u2
1 ∞ e−2−u1
2
π 1
= du1 + du1
8 1 (1 + u2 )(2 + u2 ) 32 4 1 (2 + u21 )(1 + u21 )
1 1
√ π √ π
1 2 e−1−sec θ
2
π 2 erfc 1 + sec2 θ
= dθ + dθ. (3.250)
8 π4 3
(1 + sec2 θ ) 2 4 π4 1 + sec2 θ
To get the latter two integrals in (3.250), we used the substitution u1 = tan θ and
du1 = sec2 θ dθ . We then obtained (3.248) by equating (3.249) and (3.250), and
making use of (3.245).

Theorem 3.56
∞ √
π 1 2
4T 2, z − erfc(1) ln zdz = + γ + 2γ E1 (1)
0 24 4π
1
+ {2 E1 (1) − 3 F3 (1, 1, 1; 2, 2, 2; −1)} . (3.251)
2π
∞ ∞ ∞ e−x
I= ln zdxdydz
0 z 1+y 2 1 + y2
∞ √

1
= 2π erfc(1) − T 2, z ln zdz, (3.252)
0 4
∞ ∞ ∞
I= e−u 1+y 2
ln zdydudz
0 1 z
1
= −6γ 2 − π 2 − 24 E1 (1) − 12γ E1 (1) + 12 · 3 F3 (1, 1, 1; 2, 2, 2; −1) .
48
(3.253)

Theorem 3.57
∞ √

4T 2, z − erfc(1) {ln z}2 dz
0

ζ (3) γ2 γ3 π 1 π2
= − − − − 8 + 4γ + γ 2 + E1 (1)
6π 2π 6π 12 4π 6
1 1
+ {2 + γ } · 3 F3 (1, 1, 1; 2, 2, 2; −1) − · 4 F4 (1, 1, 1, 1; 2, 2, 2, 2; −1),
2π 2π
(3.254)
where ζ (z) is the Riemann zeta function, which is given by

∞
1
ζ (z) = ; z > 1. (3.255)
kz
k=1
∞ ∞ ∞ e−x
I= {ln z}2 dxdydz
0 z 1+y 2 1 + y2
∞ √

1
= 2π erfc(1) − T 2, z {ln z}2 dz, (3.256)
0 4

∞ ∞ ∞
I= e−u 1+y 2
{ln z}2 dydudz
0 1 z

ζ (3) γ 2 γ3 π2 1 π2
=− + + + + 8 + 4γ + γ +
2
E1 (1)
12 4 12 24 8 6
1 1
− {2 + γ } · 3 F3 (1, 1, 1; 2, 2, 2; −1) + · 4 F4 (1, 1, 1, 1; 2, 2, 2, 2; −1).
4 4
(3.257)

Theorem 3.58
∞ √
E1 (1) − 2
4T 2, z − erfc(1) {ln z}3 dz = ζ (3)
0 4π
3γ 2 γ3 3γ 4 π γ 2π 19π 3
+ + + + + +
2π 2π 32π 4 32 1920
2 3 2 2
2 3γ 3γ γ π γπ
+ 3+ + + + + E1 (1)
π 2 8 16 16 32
1
− 48 + 6γ (4 + γ ) + π 2 · 3 F3 (1, 1, 1; 2, 2, 2; −1)
16π
3
+ {2 + γ } · 4 F4 (1, 1, 1, 1; 2, 2, 2, 2; −1)
4π
3
− · 5 F5 (1, 1, 1, 1, 1; 2, 2, 2, 2, 2; −1). (3.258)
4π
∞ ∞ ∞ e−x
I= {ln z}3 dxdydz
0 z 1+y 2 1 + y2
∞ √

1
= 2π erfc(1) − T 2, z {ln z}3 dz, (3.259)
0 4
∞ ∞ ∞ 2 − E1 (1)
I= e−u 1+y 2
{ln z}3 dydudz = ζ (3)
0 1 z 8
3γ 2 γ3 3γ 4 π2 γ 2π 2 19π 4
− − − − − −
4 4 64 8 64 3840

3γ 3γ 2 γ3 π2 γ π2
− 3+ + + + + E1 (1)
2 8 16 16 32
1
+ 48 + 6γ (4 + γ ) + π 2 · 3 F3 (1, 1, 1; 2, 2, 2; −1)
32
3
− {2 + γ } · 4 F4 (1, 1, 1, 1; 2, 2, 2, 2; −1)
8
3
+ · 5 F5 (1, 1, 1, 1, 1; 2, 2, 2, 2, 2; −1). (3.260)
8

Theorem 3.59

∞ 1 3 π 3 1
−3v 2
e erfc(1 + v)dv = E 1 −2 ·T ,√ . (3.261)
0 4 2 4 3 2 3

∞ ∞
e−x
2 −y 2 −xy
I1 = dxdy, (3.262)
1 0
and
∞ ∞
e−x
2 −y 2 −xy
I2 = dxdy. (3.263)
0 1
By symmetry, we can show that I1 = I2 . We can further show via Mathematica

that
√
π 3 2π 3 1
I1 = E1 − √ ·T ,√ , (3.264)
4 2 4 3 2 3
and
√ ∞
π 3y 2 y
I2 = e− 4 erfc 1 + dy. (3.265)

2 0 2
Equating (3.264) and (3.265), and further employing the substitution y = 2v and
dy = 2dv leads to (3.261).

Theorem 3.60
√
∞ 1 π 3 π 3 1
−3v 2
e erf(v −1)dv = − erf +2 ·T ,√ . (3.266)
0 2 3 2 3 2 3

∞ ∞
e−x
2 −y 2 +xy
I1 = dxdy, (3.267)
1 0
and
∞ ∞
e−x
2 −y 2 +xy
I2 = dxdy. (3.268)
0 1
By symmetry, we can show that I1 = I2 . We can further show via Mathematica

that
√
π 3 2π 3 1
I1 = √ erfc + √ ·T ,√ , (3.269)
2 3 2 3 2 3
and
√ ∞ y
π π 3y 2
I2 = √ + e− 4 erf − 1 dy. (3.270)
2 3 2 0 2
Equating (3.269) and (3.270), and further employing the substitution y = 2v and
dy = 2dv leads to (3.266).

Remark 3.10 The preceding two theorems represent further examples in which
we were able to obtain results via permutation symmetry without the use of the
multivariate substitution approach. In both cases, if we had applied the substitution
x = yu and dx = ydu to I1 and I2 , we would have obtained the same results, i.e.,
(3.261) and (3.266).
3.8 Further Reading
The Owen T-function is well-presented by Brychkov, Y. A. and Savischenko, N. V.,

in their work “Some Properties of the Owen T-function.” Integral Transforms and
Special Functions 27, no. 2 (2016): 163–180.
For more information on the Appell hypergeometric function, see Pham-Gia,
Thu, and Dinh Ngoc Thanh. “Hypergeometric functions: From one scalar variable
to several matrix arguments, in statistics and beyond.” Open Journal of Statistics 6,
no. 05 (2016): 951.
Chapter 4
Miscellaneous Integral Identities
Abstract In this chapter, we continue to present results that arise from approaches
introduced in the last two chapters. The integral identities appearing here involve,
in particular, the Lerch transcendent, the logarithm and polylogarithm, the Meijer
G-function, and some interesting and unexpected combinations of previously
introduced special functions. More details on these special functions could be found
in Apostol (Pacific J Math 1(10):161–167, 1951; Proc Am Math Soc 5:690–693,
1951); Lerch (Acta Math. 11(1):19–24, 1887); Brychkov and Savischenko (Integr
Transf Spec Funct 27(2):163–180, 2016); Ferreira et al. (J Numb Theory 172:21–
31, 2017); Andrews et al. (Encyclopedia of mathematics and its applications.
Cambridge University Press, New York, 1999).
In this chapter, we continue to present results that arise from approaches introduced
in the last two chapters. The integral identities appearing here involve, in particular,
the Lerch transcendent, the logarithm and polylogarithm, the Meijer G-function,
and some interesting and unexpected combinations of previously introduced special
functions. More details on these special functions could be found in Apostol
(1951a,b); Lerch (1887); Brychkov and Savischenko (2016); Ferreira et al. (2017);
Andrews et al. (1999).
4.1 Identities Involving the Lerch Transcendent
Theorem 4.1
π
1 1 √ √
−u2 , 2, du = 4π − 4π 2 + 8 2 ln tan
0 4 8

1 1 1 5
+ ψ1 − ψ1 , (4.1)
2 8 2 8
https://doi.org/10.1007/978-3-031-17871-9_4
138 4 Miscellaneous Integral Identities
where
∞
zk
(z, s, a) = ; |z| < 1 (4.2)
(a + k)s
k=0
or
∞
1 t s−1 e−at
(z, s, a) = dt (4.3)
(s) 0 1 − ze−1
is the Lerch transcendent.1

Proof We begin by evaluating the following double integral with Mathematica,
which leads to
∞ ∞
√ π
ln y π π 2 1
I= dxdy = − + √ ln tan
1 y2 1+x 2 4 4 2 8

1 1 1 5
+ ψ1 − ψ1 . (4.4)
32 8 32 8
Next, we use the substitution x = y 2 u and dx = y 2 du to get

∞ ∞ ∞ − u12 , 2, 14
y 2 ln y
I= dydu = du. (4.5)
1 1 (1 + u2 y 4 ) 1 16u2
To put this into a more compact form, we’ll use a second substitution, i.e., v = 1
u
and dv = − u12 du. This leads to

∞ − u12 , 2, 14 1 −v 2 , 2, 14
I= du = dv. (4.6)
1 16u2 0 16

Theorem 4.2
1
1
u , 2, 2
du = 16 G +2π(π − 2) − 8 ln 2, (4.7)
0 4
1 Named after Mathias Lerch (1860-1922), the Lerch transcendent (z, s, a) encompasses both the
∞ ∞ zk
Hurwitz zeta function, i.e., ζ (s, a) = 1
k=0 (k+a)s and the polylogarithm, i.e., Lin (z) = k=1 k n .
4.1 Identities Involving the Lerch Transcendent 139
where
∞ ln t
G= dt (4.8)
1 1 + t2
is Catalan’s constant.2
which leads to
∞ ∞
ln y π 1
I= dxdy = − G − (π − 2) + ln 2. (4.9)
1 y 2 1 − x 2 8 2
Next, we use the substitution x = y 2 u and dx = y 2 du to get

∞ ∞ ∞ 1
, 2, 14
y 2 ln y u2
I= dydu = − du. (4.10)
1 1 (1 − u2 y 4 ) 1 16u2
u

∞ 1
, 2, 14 1 v 2 , 2, 14
u2
I =− du = − dv. (4.11)
1 16u2 0 16

Theorem 4.3

1 1 √ √
−2u , 2,
2
du = 32 + 8 2 tan−1 2
0 4

1 5 5
− 32 · 2 F1 , 1; ; −2 − 4 −2, 2, . (4.12)
4 4 4
Proof We begin by evaluating the following integral again with Mathematica,

which leads to
2 Named after Eugène Charles Catalan (1814–1894), G is found in many fields, e.g., combinatorics,
statistical mechanics, and astrophysics.

∞ ∞ tan −1 2
ln y
I= dxdy = 2 + √
1 y2 2 + x2 2

1 5 1 5
− 2 · 2 F1 , 1; ; −2 − −2, 2, . (4.13)
4 4 4 4
Next, we use the substitution x = y 2 u and dx = y 2 du, to get

∞ ∞ ∞ − u22 , 2, 14
y 2 ln y
I= dydu = du. (4.14)
1 1 (2 + u2 y 4 ) 1 16u2
u

∞ − u22 , 2, 14 1 −2v 2 , 2, 14
I= du = dv. (4.15)
1 16u2 0 16

Theorem 4.4
1
3 2 4 1 1
−B 2 v 2 , 2, v dv = 2 − · −B 2
, 3, ; B > 0. (4.16)
0 2 B 2B 2 2
Proof Consider the following integral

∞ ∞
y 1 1
I= dxdy = − 2 b , 3,
2
, (4.17)
0 eay b2 − x 2 8a 2
for a > 0 and for b > 0.

Next, we use the substitution x = eay u and dx = eay du to get

∞ ∞ ∞ b2 b2
, 2, 32
yeay u2 1
I= dydu = − du − , (4.18)
1 0 b2 − u2 e2ay 1 4a 2 u4 a2
Setting b = iB and employing the substitution v = 1

u and dv = − u12 du leads to
1
B2 3 2 1
I= −B 2 v 2 , 2, v dv − 2 . (4.19)
4a 2 0 2 a
Setting b = iB in (4.17) as well, and then equating (4.17) and (4.19) leads to the
claimed result.

Remark 4.1 Note the use of the parameter a in (4.17), (4.18), and (4.19), even
though it does not appear in (4.16). In principle, we should be able to dispense
with a and still get the same result; however, if we did that, Mathematica would
return the result for (4.18) in a less compact (and less useful) form. This seems to be
particularly true for certain integrals involving the Lerch transcendent. It is a quirk
of Mathematica.
We can also obtain (4.18) directly from the definition of , i.e.,
∞ t s−1 e−αt
1
(z, s, α) = dt. (4.20)
(s) 0 1 − ze−t

∞ yeay
I= dy. (4.21)
0 b2 − u2 e2ay
Employing the substitution y = t

2a and dy = dt
2a leads to
t
te− 2
t
1 ∞ te 2 1 ∞
I= 2 dt = − 2 2 dt
4a 0 b2 − u2 et 4a u 0 1− b2 −t
e
u2
2
1 b 1
= − 2 2 , 2, . (4.22)
4a u u2 2
Using the recurrence identity, i.e.,
(z, s, α) = z(z, s, α + 1) + α −s (4.23)
leads to
2
1 b2 b 3
I =− , 2, + 4 , (4.24)
4a 2 u2 u2 u2 2
which leads to (4.18).

It is much easier to obtain results involving integrals of the Lerch transcendent
in this and other sections via Mathematica, which is why we often resort to “tricks,”
such as introducing the parameter a.
Theorem 4.5
1
3 3 11
−u2 , 2, du = ψ1 − ψ1
0 8 16 16
2
3π 3π
− 8π tan cot −1
16 16

π
3π
π π
+ 64 sin ln tan + cos ln cot . (4.25)
8 16 8 16

which leads to
∞ ∞
ln y 1 3 1 11
I= √ dxdy = ψ1 − ψ1
1 y2 y 1+x 2 16 16 16 16
2
π 3π 3π
− tan cot −1
2 16 16

π
3π
π π
+ 4 sin ln tan + cos ln cot . (4.26)
8 16 8 16
Next, we use the substitution x = y 2 u and dx = y 2 du, to get

∞ ∞ ∞ − u12 , 2, 38
y 2 ln y
I= √ dydu = du. (4.27)
1 1 y 1 + u2 y 4 1 16u2
u

∞ − u12 , 2, 38 1 −v 2 , 2, 38
I= du = dv. (4.28)
1 16u2 0 16

Theorem 4.6

1 2 √ 4π 2 1 1
−v, 2, dv = −3 3π − + 18 ln 2 + ψ1
0 3 3 2 6

1 1 1 2 1 5
+ ψ1 − ψ1 − ψ1 . (4.29)
4 3 2 3 4 6
Proof We begin by using Mathematica to solve the following integral to get

∞ ∞ √
ln y 1 *
I= dxdy = − 4π 9 3 + 4π
1 y x + x4 324

1 1 2 5 +
+ 3 72 ln 2 + 2ψ1 + ψ1 − 2ψ1 − ψ1 . (4.30)
6 3 3 6
Next, using the substitution x = yu and dx = ydu, we get

∞ ∞ ∞ − u13 , 2, 23
y ln y
I= dydu = du. (4.31)
1 1 uy + u4 y 4 1 9u4
To get this in a more compact form, we’ll use a second substitution, i.e., v = 1
u

∞ − u13 , 2, 23 1 −v, 2, 23
I= du = dv. (4.32)
1 9u4 0 27

Theorem 4.7

1 ψ3 1
− ψ3 3
1 4 4
−v , 3, dv =
2
. (4.33)
0 2 192

∞ ∞ ψ3 1
− ψ3 3
y2 4 4
I= dxdy = . (4.34)
0 eay 1+x 2 768a 3
If we employ the substitution x = eay u and dx = eay du, we get

∞ ∞ ∞
y 2 eay 1 1 1 du
I= dydu = 3 − 2 , 3, . (4.35)
1 0 1 + u2 e2ay 4a 1 u 2 u2
Equating (4.34) and (4.35), and further employing the substitution v = 1

u and
dv = − du
u2
leads to (4.33).

Theorem 4.8
1
1 5π 5
−v 2 , 4, dv = . (4.36)
0 2 96

∞ ∞ y3 5π 5
I= dxdy = . (4.37)
0 eay 1 + x2 256a 4

∞ ∞ ∞
y 3 eay 3 1 1 du
I= dydu = 4 − 2 , 4, . (4.38)
1 0 1+u e 2 2ay 8a 1 u 2 u2

u and
dv = − du
u2
leads to (4.36).

Theorem 4.9

1 ψ5 1
− ψ5 3
1 4 4
−v 2 , 5, dv = . (4.39)
0 2 15, 360

∞ ∞ ψ5 1
− ψ5 3
y4 4 4
I= dxdy = . (4.40)
0 eay 1 + x2 20, 480a 5

∞ ∞ ∞
y 4 eay 3 1 1 du
I= dydu = 5 − 2 , 5, . (4.41)
1 0 1 + u2 e2ay 4a 1 u 2 u2

u and
dv = − du
u2
leads to (4.39).

Theorem 4.10
1
1 61π 7
−v 2 , 6, dv = . (4.42)
0 2 2880

∞ ∞ y5 61π 7
I= dxdy = . (4.43)
0 eay 1+x 2 1536a 6

∞ ∞ ∞
y 5 eay 15 1 1 du
I= dydu = 6 − 2 , 6, . (4.44)
1 0 1+u e 2 2ay 8a 1 u 2 u2

u and
dv = − du
u2
leads to (4.42).

Theorem 4.11

1 1 1
16, 3, = π {π − 2i ln 2} ln 2 + Li3 − Li3 − . (4.45)
2 4 4

∞ ∞
ydxdy 1 1 1
I= = − 2 π {π − 2i ln 2} ln 2 + Li3 − Li3 − .
eay 16 − x
2 8a 4 4
0
(4.46)
∞ ∞
yeay 1 1
I= dydu = − 2 16, 3, . (4.47)
1 0 16 − u2 e2ay 8a 2

Remark 4.2 If we take the imaginary part of (4.45), we get

1
Im 16, 3, = −2π(ln 2)2 . (4.48)
2
Theorem 4.12
1
1 1 1
−4v 2 , 3, dv = −4, 4, . (4.49)
0 2 2 2

∞ ∞
y 2 dxdy 1 1
I= = −4, 4, . (4.50)
0 eay 4 + x2 8a 3 2

∞ ∞ ∞
y 2 eay 1 4 1 du
I= dydu = 3 − 2 , 3, . (4.51)
1 0 4 + u2 e2ay 4a 1 u 2 u2

u and
dv = − du
u2
leads to (4.49).

Theorem 4.13

4 1 2 2
, 3, = 6 Li3 − 6 Li3 − . (4.52)
9 2 3 3

∞ ∞
ydxdy 1 2 2
I= = Li 3 − − Li 3 . (4.53)
0 eay 4 − 9x 2 12a 2 3 3

∞ ∞
yeay 1 4 1
I= dydu = − , 3, . (4.54)
1 0 4 − 9u2 e2ay 72a 2 9 2

4.2 Integrals Involving the Logarithm

Theorem 4.14
∞
1 ln (1 + ew ) Li2 (−ew ) π2 1 1
− − dw = + Li2 − 2 . (4.55)
2 2 w w2 12 2 e
∞ ∞ xey
I= dxdy
0 1+ey (1 + ex ) (1 + ey )2
∞$ π2
%
6 + w ln (1 + e ) + Li2 (−e )
w w
1
= − + dw
2 2 w2
∞
π2 1 w ln (1 + ew ) + Li2 (−ew )
= + − + dw. (4.56)
12 2 2 w2
To obtain this result we employed a change of variables, i.e., w = 1 + ey and

dw = ey dy. We then obtained a second result as a result of the substitution x =
(1 + ey ) u and dx = (1 + ey ) du applied to (4.56), leading to
∞ ∞
uey 1 1
I= dydu = − Li 2 − . (4.57)
1 + eu(1+e )
y
1 0 2 e2
4.2 Integrals Involving the Logarithm 147

Theorem 4.15
∞
1 ln (1 + ev ) Li2 (−ev ) π2 1
− + + dv = − − Li2 − . (4.58)
1 2 v v2 6 e
∞ ∞ xey
I= x

dxdy
0 1+ey 1 + e 2 (1 + ey )2
⎧
w
⎫
∞⎨ 2π 2
+ 2w ln 1 + e
w
2 + 4 Li 2 −e 2 ⎬
1 3
= − + dw
2 ⎩ 2 w2 ⎭
⎧
w
⎫
∞⎨
w
2w ln 1 + e 2 + 4 Li2 −e 2 ⎬
π2 1
= + − + dw. (4.59)
3 2 ⎩ 2 w2 ⎭
Here we again employed the substitution w = 1 + ey and dw = ey dy. Another

change of variables, i.e., w = 2v and dw = 2dv led to
π2
∞ 1 v ln (1 + ev ) + Li2 (−ev )

I= +2 − + dv. (4.60)
3 1 2 v2
We then used the substitution x = (1 + ey ) u and dx = (1 + ey ) du applied

to (4.59), which led to
∞ ∞
uey 1
I= u(1+ey )
dydu = −2 Li2 − . (4.61)
1 0 1+e 2 e

Remark 4.3 Making use of (4.55) and (4.58), we can obtain the following:
2 1 ln (1 + ew ) Li2 (−ew )

− − dw
1 2 w w2

π2 1 1 1
= − Li2 − 2 + Li2 − . (4.62)
12 2 e e
or
2 ln (1 + ew ) Li2 (−ew )

+ dw
1 w w2

1 π2 1 1 1
= − + Li2 − 2 − Li2 − . (4.63)
2 12 2 e e
Theorem 4.16
∞ 2 ln (1 + ew ) 2 Li3 (−ew )

− − dw
2 3 w w3

π2 1 1 1 1
= + Li2 − 2 − Li3 − 2 . (4.64)
6 2 e 4 e
∞ ∞ x 2 ey
I= dxdy
0 1+ey (1 + ex ) (1 + ey )3
∞ 1 1 2 2

= − + ln 1 + ew + 2 Li2 −ew − 3 Li3 −ew dw. (4.65)
2 3 w w w
Here we again employed the substitution w = 1 + ey and dw = ey dy. We then

obtained a second equivalent result as a result of the substitution x = (1 + ey ) u and
dx = (1 + ey ) du, i.e.,
∞ ∞
u2 ey 1 1 1 1
I= dydu = − Li 2 − − Li 3 − . (4.66)
1 + eu(1+e )
y
1 0 2 e2 4 e2
Equating (4.65) and (4.66) and then adding (4.55) to the result twice leads
to (4.64).

Theorem 4.17
∞ 2 ln (1 + ev ) 2 Li3 (−ev )

− − dv
1 3 v v3

π2 1 1
= + Li2 − − Li3 − . (4.67)
3 e e

4.2 Integrals Involving the Logarithm 149
∞ ∞ x 2 ey
I= x

dxdy
0 1+ey 1 + e 2 (1 + ey )3
∞ 1 2 w

8 w
16 w

= − + ln 1 + e 2 + 2 Li2 −e 2 − 3 Li3 −e 2 dw.
2 3 w w w
(4.68)
Here we again employed the substitution w = 1 + ey and dw = ey dy. Another

change of variables, i.e., w = 2v and dw = 2dv led to
∞ 1 ln (1 + ev ) 2 Li2 (−ev ) 2 Li3 (−ev )

I =2 − + + − dv. (4.69)
1 3 v v2 v3
We then obtained a second equivalent result as a result of the substitution x =

(1 + ey ) u and dx = (1 + ey ) du, i.e.,
∞ ∞
u2 ey 1 1
I= u(1+ey )
dydu = −2 Li2 − − 2 Li3 − . (4.70)
1 0 1+e 2
e e
Equating (4.69) and (4.70) and then adding (4.58) to the result twice leads
to (4.67).

Remark 4.4 We can make use of (4.64) and (4.67) to obtain
2 2 ln (1 + ev ) 2 Li3 (−ev )

− − dv
1 3 v v3

π2 1 1 1 1 1 1
= + Li2 − − Li2 − 2 − Li3 − + Li3 − 2 , (4.71)
6 e 2 e e 4 e
or
2 ln (1 + ev )
2 Li3 (−ev )

+ dv
1 v v3

2 π2 1 1 1 1 1 1
= − − Li2 − + Li2 − 2 + Li3 − − Li3 − 2 .
3 6 e 2 e e 4 e
(4.72)
We can further make use of (4.63) and (4.72) to obtain
2 Li v) 2 Li3 (−ev )

2 (−e
− dv
1 v2 v3

1 π2 1 1 1
=− + + Li3 − 2 − Li3 − . (4.73)
6 12 4 e e
Theorem 4.18
∞ 1 ln (1 + ew ) Li2 (−ew )

π2
− − dw = 1 + . (4.74)
0 2 w+2 (w + 2)2 24
∞ ∞ xey
I= dxdy
1+ey e2 + ex (1 + ey )
2
0
∞
1 (w + 2) ln (1 + ew ) + Li2 (−ew )
= − 2+ dw. (4.75)
0 2e e2 (w + 2)2
Here we employed the substitution w = ey −1 and dw = ey dy. We then obtained

a second result as a result of the substitution x = (1 + ey ) u and dx = (1 + ey ) du
applied to (4.75), leading to
∞ ∞ uey 1 π2
I= dydu = − − . (4.76)
e2 + eu(1+e )
y 2
1 0 e 24e2

4.3 Various Other Integral Identities
Theorem 4.19

π
Bsec2 θ 34 , 12 √ √
2 π iπ 4 2 7
√ dθ =
· 2 F1 1, 1; ; −1
π
4
sin θ tan θ 3 2 54 4

1 1 3 3
− 4i · 3 F2 , , 1; , ; −1 . (4.77)
2 2 4 2
4.3 Various Other Integral Identities 151
∞ ∞ √
ydxdy 2π 7
I= =− √ · 2 F1 1, 1; ; −1
0 y (1 + x 2 + y 2 ) 1 + y 2 342 4

8 2 5 1 1 3 3
+√ · 3 F2 , , 1; , ; −1 . (4.78)
π 4 2 2 4 2
Using the substitution x = yu and dx = ydu, we get
∞ ∞ √
y ydydu 2iπ 7
I= =− √ · F
2 1 1, 1; ; −1
1 0 (1 + (1 + u2 )y 2 ) 1 + y 2 342 4

∞ B 2 3, 1
2i 5 1+u 4 2
+ √ 2 3
du. (4.79)
π 4 1 u(1 + u2 ) 4
Equating (4.78) and (4.79), and further employing the substitution y = tan θ and
dy = sec2 θ dθ leads to (4.77).

Theorem 4.20

3 1
π
2 Bcos2 θ 4, 2 √ 1 1 3 3
cos θ dθ = 2 · 3 F2 − , , 1; , ; −1 − 2. (4.80)
π
4
sin3 θ 2 2 4 2
∞ ∞ √
ydxdy 4π 7
I= =− √ · 2 F1 1, 2; ; −1
0 y (1 + x 2 + y 2 ) (1 + y 2 )3 342 4

1 2 1 1 1 3 3
√ · 3 F2 − , , 1; , ; −1 . (4.81)
4 π 4 2 2 4 2
Next, using the substitution x = yu and dx = ydu, we get
∞ ∞ √
y ydydu 4 5
I= = √ 2
1 0 (1 + (1 + u2 )y 2 ) (1 + y 2 )3 π 4

4π 7
− √ 4
· 2 F1 1, 2; ; −1
3 2 4
∞
2 2 5 −3 4 3 1
+√ u 1 + u B(1+u2 )−1
2 , du. (4.82)
π 4 1 4 2
Equating (4.81) and (4.82) and further employing the substitution y = tan θ and
dy = sec2 θ dθ leads to (4.80).

Theorem 4.21
∞ π
−1
iπ πi
tanh y a
+ dy = √ · sec ; a > 1. (4.83)
0 2 2ai 2a

∞ ∞ 1
∞ iπ

I= dxdy = − tanh−1 y a + dy, (4.84)
0 ya 1 − x2 0 2
for a > 1.
Next, using the substitution x = y a u and dx = y a du, we get
∞ ∞ π
ya π
I= dydu = √ · sec . (4.85)
1 0 1−u y
2 2a a
2i i 2a

Theorem 4.22

3 √ *
2
= 2π − 4 K(−1) + (1 + i) K(2) − 1 + 2 E(−1)
4
√

√

+

− (1 − i) F i sinh−1 −1 − 1 + (1 − i) E i sinh−1 −1 − 1 ,
4 4
(4.86)
where
φ dθ
F (φ|k) = (4.87)
0 1 − k 2 sin2 θ
is the elliptic integral of the first kind,

1
K(k) = F π k (4.88)
2
is the complete elliptic integral of the first kind,

φ
E (φ|k) = 1 − k 2 sin2 θ dθ (4.89)
0
is the elliptic integral of the second kind, and

1
E(k) = E π k (4.90)
2
is the complete elliptic integral of the second kind.

∞ ∞ √ √
dxdy √
I= 3 = −2 2 K(−1) + −1 K(2) − 1 + 2 E(−1)
4

1 1 + x2 2
y2
√

√

+ (−1)3/4 F i sinh−1 −1 − 1 − (−1)3/4 E i sinh−1 −1 − 1 .
4 4
(4.91)
Next, using the substitution x = y 2 u and dx = y 2 du, we get

∞ ∞ 2 3
y2 1 4
I= 3 dydu = √2 − 1 + 2√π . (4.92)
1 1 1 + u2 y 4 2

Theorem 4.23
π
∞ cot−1 y A π csc 2A 1 1
dy = ; <A< . (4.93)
0 y 3A 2(3A − 1) 4 3

a
∞ ∞ ∞ cot−1 y 2
y −a
I= dxdy = dy, (4.94)
0 ya ya + x2 0 y
3a
2
1
for 4 < A < 13 .

∞ ∞ dydu π csc πa
I= = . (4.95)
1 0 y a + u2 y 2a 3a − 2
Equating (4.94) and (4.95), and setting a = 2A leads to (4.93).

Theorem 4.24

(1+A)π
∞ cot−1 y 3A π sec 6A 1 1
dy = ; <A< . (4.96)
0 y 5A 2(5A − 1) 8 5

3a
∞ ∞ ∞ cot−1 y 4
y −a
I= a dxdy = 5a
dy, (4.97)
0 ya y 2 + x2 0 y 4
1
for 8 < A < 15 .

∞ ∞ 2π sec (4+a)π
dydu 6a
I= = . (4.98)
5a − 4
a
1 0 y 2 + u2 y 2a
Equating (4.97) and (4.98), and setting a = 4A leads to (4.96).

Theorem 4.25

2
3 −1
F
4 3 1, 1, 1, ; 2, 2, 2; −1 = 4 sinh−1 (1) − ln 2 + 4 Li2 e−2 sinh (1) .
2
(4.99)
∞ ∞ ydxdy
∞ ey

I= 3
= 1− √ ydy
0 ey (1 + x 2 ) 2 0 1 + e2y

1 3
= · 4 F3 1, 1, 1, ; 2, 2, 2; −1 . (4.100)
8 2
If we employ the substitution x = ey u and dx = ey du, we get
∞ ∞ ey ydy
I= 3
du
1 0 (1 + u2 e2y ) 2
1
2 1 −1

= sinh−1 (1) − ln 2 + Li2 e−2 sinh (1) . (4.101)

2 2

Theorem 4.26
$ ∞
%
ya 1 1 1 1 1
1− dy = √ 1 − + ;a > . (4.102)
0 1 + y 2a π 2a 2 2a 2

$ %
∞ ∞ dxdy
∞ ya
I= 3
= 1− dy, (4.103)
0 ya (1 + x 2 ) 2 0 1 + y 2a
for a > 12 .
If we use the substitution x = y a u and dx = y a du, we get
∞ ∞
y a dy 1 1 1 1
I= 3
du = √ 1 − + . (4.104)
1 0 (1 + u2 y 2a ) 2 π 2a 2 2a

Theorem 4.27
√
1 12 π π
G3,1 = {sin(1) + cos(1)}
1,3
4 0, 12 , 32 2
√ √
+ π sin(1){Ci(1) − Si(1)} − π cos(1){Ci(1) + Si(1)}. (4.105)

∞ ∞
ydxdy π 1 1 12
I= = − √ G3,1 . (4.106)
0 yey e2y + x 2 2 π 1,3 4 0, 12 , 32
If we use the substitution x = yey u and dx = yey du, we get
∞ ∞ ey y 2 π
I= dydu = {1 − sin(1) − cos(1)}
1 0 e2y +u y e
2 2 2y 2
+ sin(1){Si(1) − Ci(1)} + cos(1){Si(1) + Ci(1)}. (4.107)

Theorem 4.28
$ ∞
%
3y a + 2y 3a 2 1 1 1 1
2− 3
dy = √ 2 − + ;a > .
0 (1 + y 2a ) 2 π 2a 2 2a 4
(4.108)
$ %
∞ ∞ dxdy 1
∞ 3y a + 2y 3a
I= 5
= 2− 3
dy, (4.109)
0 ya (1 + x 2 ) 2 3 0 (1 + y 2a ) 2
for a > 14 .
∞ ∞
y a dy 2 1 1 1
I= 5
du = √ 2 − + . (4.110)
1 0 (1 + u2 y 2a ) 2 3 π 2a 2 2a

Theorem 4.29
$ %
∞ ya
1− ln ydy
0 1 + y 2a

1 − 2a
1
12 + 2a1
1 1 1
= √ ψ0 + − ψ0 1 − − 2a ;
2a π 2 2a 2a
1
a> . (4.111)
2
$ %
∞ ∞ ln ydxdy
∞ ya
I= 3
= 1− ln ydy, (4.112)
0 ya (1 + x 2 ) 2 0 1 + y 2a
for a > 12 .
∞ ∞ y a ln ydy
I= 3
du
1 0 (1 + u2 y 2a ) 2
1− 1
12 + 1
2a 2a 1 1 1
= √ ψ0 + − ψ0 1 − − 2a . (4.113)
2a π 2 2a 2a

Theorem 4.30
√
√
π2 1
4 Li2 −1 + 2 −Li2 3 − 2 2 = − cosh−1 (3) cosh−1 (99). (4.114)
4 12
∞ ∞ √
√
dxdy π2
I= = + Li2 1 − 2 − Li2 −1 + 2 .
0 y 1 + x2 + y2 1 + y2 4
(4.115)
If we use the substitution x = yu and dx = ydu, we get
∞ ∞ ydydu
I=
1 0 1 + (1 + u2 )y 2 1 + y 2
√
1 √
1 √
= 2 Li2 −1 + 2 − Li2 3 − 2 2 − sinh−1 (1) ln 3 − 2 2 .

2 2
(4.116)

Theorem 4.31
√
√
π2 1
Li2 1 − 2 − Li2 −1 + 2 = − + cosh−1 (17) sinh−1 (1). (4.117)
8 8
∞ ∞ dxdy
I=
0 y 1 + x + y 2 (1 + y 2 )3
2
1 π2 1 1 √
1 √
=− + + √ cosh−1 (3) + Li2 1 − 2 − Li2 −1 + 2 .

2 8 2 2 2 2
(4.118)
If we use the substitution x = yu and dx = ydu, we get

∞ ∞ ydydu 1 1
I= = − + √ sinh−1 (1)
1 0 1 + (1 + u )y
2 2 (1 + y )
2 3 2 2
1 1 √
1 √
+ cosh−1 (17) sinh−1 (1) − Li2 1 − 2 + Li2 −1 + 2 . (4.119)

8 2 2

Theorem 4.32

∞ 2 − a1 − 12 + a1 1
y −a
dy = √ ; < a < 1.
0 1 + y a + y a + y 2a (1 − a) π 2
(4.120)
∞ ∞ ∞
dxdy y −a
I= 3
= dy, (4.121)
0 ya (y a + x 2 ) 2 0 1 + y a + y a + y 2a
1
for 2 < a < 1.

∞ ∞ 2 − a1 − 12 + a1
ya
I= dydu = √ . (4.122)
1 0
3
(y a + u2 y 2a ) 2 (1 − a) π

Theorem 4.33
∞ y −a ln y
dy
0 1 + y a + y a + y 2a

2 − a1 − 12 + a1 1 1
1

a

= √ ψ0 − + − ψ0 2 − − ;
(1 − a)a π 2 a a 1−a
1
< a < 1. (4.123)
2

∞ ∞ ∞
ln ydxdy y −a ln y
I= 3
= dy, (4.124)
0 ya (y a + x 2 ) 2 0 1 + y a + y a + y 2a
1
for 2 < a < 1.
∞ ∞ y a ln y
I= 3
dydu
1 (y a + u2 y 2a ) 2
0

2 − a1 − 12 + a1 1 1
1

a

= √ ψ0 − + − ψ0 2 − − .
(1 − a)a π 2 a a 1−a
(4.125)

Theorem 4.34
π π
1
2 cot−1 (tanA θ ) π
dθ = csc ; < A < 1. (4.126)
0
2 A
cos θ tan θ 2(1 − A) 2A 2

a
∞ ∞ ∞ cot−1 y 2
dxdy
I= = dy, (4.127)
ya + x2
a
0 ya 0 y2
1
for 2 < a < 1.
∞ ∞ π
ya π
I= dydu = csc . (4.128)
1 0 ya +u y2 2a 2−a a
If we further use the substitution y = tan θ and dy = sec2 θ dθ , and set a = 2A,
and then equate (4.127) and (4.128), we get (4.126).

Theorem 4.35
π
cot−1 (tanA θ )
2
ln(tan θ )dθ
0 cos2 θ tanA θ
π π
π
1
= csc (A − 1)π cot − 2A ; < A < 1. (4.129)
4A(A − 1) 2 2A 2A 2

∞ ∞ ∞ cot−1 y 2
ln ydxdy
I= = ln ydy, (4.130)
ya + x2
a
0 ya 0 y2
1
for 2 < a < 1.
∞ ∞ y a ln y
I= dydu
1 0 y a + u2 y 2a
π π
π

= csc (A − 1)π cot − 2A . (4.131)
4A(A − 1)2 2A 2A

Theorem 4.36
π π
2cot−1 (tanA θ ) π csc 2A
{ln(tan θ )} dθ =
2
0 cos2 θ tanA θ 8A2 (A − 1)3
π
π

× (A − 1)2 π 2 − 8A2 + 2(A − 1)π csc2 π(1 − A) + A sin ;
2A A
1
< A < 1. (4.132)
2
a
∞ ∞ ∞ cot−1 y 2
{ln y} dxdy
2
I= = {ln y}2 dy, (4.133)
ya + x2
a
0 ya 0 y2
1
for 2 < a < 1.
π
∞ ∞
y a {ln y}2 π csc 2A
I= dydu =
1 0 y a + u2 y 2a 8A2 (A − 1)3
π
π

× (A − 1)2 π 2 − 8A2 + 2(A − 1)π csc2 π(1 − A) + A sin .
2A A
(4.134)

Theorem 4.37
π √
2tan−1 1 + cota θ
√ dθ
0 cos2 θ tana θ + tan2a θ
⎧
⎫
⎨ √

− + 1 3 1 3 1 ⎬
1 1
π π π 2 a 1
= csc ·
− √ · 2 F1 , − ; ; ;
a a ⎩ 2 1 2 2 2 a 2 2 ⎭
a
1 < a < 2. (4.135)

∞ ∞ dxdy
∞ tan−1 1 + y −a
I= = dy, (4.136)
0 ya y a + y 2a + x 2 0 y a + y 2a
for 1 < a < 2.

∞ ∞ ya
I= dydu
1 0 ya + y 2a
+ u2 y 2a
⎧
⎫
⎨ √

− + 1 3 1 3 1 ⎬
1 1
π π π 2 a 1
= csc ·
− √ · 2 F1 , − ; ; .
a a ⎩ 2 1 2 2 2 a 2 2 ⎭
a
(4.137)
If we further use the substitution y = tan θ and dy = sec2 θ dθ , and then

equate (4.136) and (4.137), we get (4.135).

Corollary 4.1
π √
2 cot−1 1 + cota θ
√ dθ

1 π
π
1 3 1 3 1
=√ csc · 2 F1 , − ; ; ; a > 1. (4.138)
2 a a 2 2 a 2 2
Proof We can rewrite (4.135) in the form
π √
2 tan−1 1 + tan−a θ
√ dθ
π π √
π 2 dθ 2 cot−1 1 + tan−a θ
= √ − √ dθ.
2 0 cos2 θ tana θ + tan2a θ 0 cos2 θ tana θ + tan2a θ
(4.139)

π √

π 2 dθ π 1 1 1
√ = − 2 − + − . (4.140)
2 0 cos2 θ tana θ + tan2a θ 2a 2 a a
Substituting (4.140) and (4.135) into (4.139) leads to (4.138).

Theorem 4.38

π √ 3 2π
− a1
2 tan−1 cota θ − 1 π 2 csc a
√ dθ =
; 1 < a < 2. (4.141)
0 cos2 θ tana θ − tan2a θ a 2 32 − a1

∞ ∞ dxdy
∞ tan−1 y −a − 1
I= = dy, (4.142)
0 ya y a − y 2a + x 2 0 y a − y 2a
for 1 < a < 2.


∞ ∞
3
π 2 csc 2π
− a1
ya a
I= dydu =
. (4.143)
1 0 y a − y 2a + u2 y 2a a 2 32 − a1

equate (4.142) and (4.143), we get (4.141).

Theorem 4.39
∞ dy

0 2y 2a + y a + y a 2y 2a + y a
$ %
1 1 1 2 1 1 1 1 3 1
= 2− −1 − − 2 F1 ,2 − ; ; ;
a a a π a 2 2 a 2 2
1
< a < 1. (4.144)
2
∞ ∞ ∞
dxdy dy
I= 3
= ,
0 ya (y a + y 2a + x2) 2 0 2y 2a + ya + y a 2y 2a + y a
(4.145)
1
for 2 < a < 1.
∞ ∞ ya
I= 3
dydu
(y a + y 2a + u2 y 2a ) 2
1 0
$ %
1 1 1 2 1 1 1 1 3 1
= 2− −1 − − 2 F1 ,2 − ; ; .
a a a π a 2 2 a 2 2
(4.146)

Theorem 4.40
π √
2 tan−1 1 − cota θ ln(tan θ )
√ · dθ
π
4 tan2a θ − tana θ sin(2θ )

1 π2 (ln 2)2
= 2 2 G +π − − (2 + π ) ln 2 + ; a > 0. (4.147)
2a 12 2

∞ ∞ ∞
√
ydxdy tan−1 1 − e−ay
I= = √ ydy, (4.148)
0 eay e − eay + x 2
2ay
0 e2ay − eay
for a > 0.
Using the substitution x = eay u and dx = eay du leads to
∞ ∞ yeay
I= dydu
1 0 e2ay − eay + u2 e2ay

1 π2 (ln 2)2
= 2 2 G +π − − (2 + π ) ln 2 + . (4.149)
2a 12 2
If we further use the substitution y = ln(tan θ ) and dy = 2dθ

sin(2θ) , and then
equate (4.148) and (4.149), we get (4.147).

Theorem 4.41
π √
2 tan−1 cota θ − 1 ln(tan θ ) (2 − ln 2) ln 2
√ · dθ = ; a > 0. (4.150)
π
4 tan θ − tan θ sin(2θ )
a 2a a2

∞ ∞ ∞
√
ydxdy tan−1 e−ay − 1
I= = √ ydy, (4.151)
0 eay eay − e2ay + x 2 0 eay − e2ay
for a > 0.
∞ ∞ yeay (2 − ln 2) ln 2
I= dydu = . (4.152)
1 0 eay −e +u e
2ay 2 2ay a2

sin(2θ) , and then
equate (4.151) and (4.152), we get (4.150).

Theorem 4.42
π √ π

2 tan−1 tana θ + 1 π 1 1 1
√ dθ = csc B1 − , ; a > 2. (4.153)
0 cos θ tan θ + 1
2 a 2a a 2 2 a 2

∞ ∞ ∞ √
y a dxdy tan−1 y a + 1
I= = √ a dy, (4.154)
0 ya y + y 2a + x 2
3a
0 y +1
for a > 2.
∞ ∞ π

y 2a π 1 1 1
I= dydu = csc B1 − , .
1 0 y 3a + y 2a + u2 y 2a 2a a 2 2 a 2
(4.155)
equate (4.154) and (4.155), we get (4.153).

Theorem 4.43
∞ π
dy π
√ = − csc
0 y a (2 + y a ) + y a 2 + y a a a

1 2 5 1 1 1 1 3 1 1
− − − 1 · 2 F1 , − 1; ; ; < a < 1.
a π 2 a a 2 a 2 2 2
(4.156)

∞ ∞ ∞
y a dxdy dy
I= = √ , (4.157)
0 ya (y 3a + y 2a + x 2 )
3
2 0 y a (2 + y a ) + y a 2 + ya
1
for 2 < a < 1.
∞ ∞ π
y 2a π
I= 3
dydu = −
csc
1 0 (y 3a + y 2a + u2 y 2a ) 2 a a

1 2 5 1 1 1 1 3 1
− − − 1 2 F1 , − 1; ; . (4.158)
a π 2 a a 2 a 2 2

Theorem 4.44

i i 1 i 1 i
Li2 − Li2 − + Li2 + − Li2 −
2 2 4 4 4 4

3 4i 4 3i
− Li2 + − Li2 +
5 5 5 5
i 19π 2
= i G +2 tan−1 (2) tan−1 (3) − {π + 4 tan−1 (2)} ln 2 − . (4.159)
4 48
∞ ∞ 1 1 19iπ 2 1
I= dxdy = − G + + π ln 2
1+ey 1 + x
2 2 96 4
0

−1 −1 5 4i i 3 4i 4 3i
− tan (2) tanh + − Li2 + + Li2 + .
3 3 2 5 5 5 5
(4.160)
Next, using the substitution x = (1 + ey ) u and dx = (1 + ey ) du, we get
∞ ∞ 1 + ey 3π ln 2
I= dydu = −G
1 0 1 + u (1 + e )
2 y 2 8

i i i 1 i 1 i
+ Li2 − − Li2 + Li2 − − Li2 + . (4.161)
2 2 2 4 4 4 4

Theorem 4.45

∞ 2 F1 1, 1; 1 + A; − eu
1
du
1 u (1 + eu)A−1

A 1
= (1 + e)1−A − e1−A 2 F1 A, A; 1 + A; − ; A > 1. (4.162)
A−1 e
Proof We begin by using Mathematica to solve the following integral to obtain
∞ ∞ e−y e−A
I= dxdy =
A−1
ey (1 + x)A
1
(A − 1) 1 + 1e

−A (A) 1
−e · 2 F1 A, A; 1 + A; − , (4.163)
(1 + A) e
for A > 1.
Next, using the substitutions x = ey u and dx = ey du, we get

∞ ∞ ∞ 2 F1 1, 1; 1 + A; − eu
1
(A)
1
I= dydu = du.
1 1 (1 + uey )A 1 eu (1 + eu)A−1 (1 + A)
(4.164)

Theorem 4.46

∞ 2 F1 1, 1; 1 + A; eu
1
A(1 − e)1−A
du =
1 u (1 − eu)A−1 A−1
+ (−1)−A eAB 1 (A, 1 − A); A > 1. (4.165)
e
Proof We begin by using Mathematica to solve the following integral to get

∞ ∞ e−y (1 − e)1−A
I= dxdy = − + (−1)1−A B 1 (A, 1 − A) ,
1 ey (1 − x)A (A − 1)e e
(4.166)
for A > 1.
Next, using the substitutions x = ey u and dx = ey du, we get

∞ ∞ ∞ 2 F1 1, 1; 1 + A; eu
1
(A)
1
I= dydu = − du.
1 1 (1 − uey )A 1 eu (1 − eu)A−1 (1 + A)
(4.167)

Theorem 4.47
⎧√
⎫
∞⎨ π A − 12 ⎬
1 3
− 2 F1 , A; ; −u2 du
1 ⎩ 2u(A) 2 2 ⎭

1 1 1 1 1 1
= · 3 F 2 A − , A − , A; A + , A + ; −1 ;A > .
(2A − 1)2 2 2 2 2 2
(4.168)
∞ ∞ 1
I= A dxdy
0 ey 1 + x2
⎧
⎫
∞ ⎨ √π A − 1 ⎬
2 1 3
= − 2 F1 , A; ; −e2y ey dy, (4.169)
0 ⎩ 2(A) 2 2 ⎭
for A > 12 .
∞ ∞ ey
I= dydu
1 0 (1 + u2 e2y )A

1 1 1 1 1
= · F
3 2 A − , A − , A; A + , A + ; −1 . (4.170)
(2A − 1)2 2 2 2 2
Equating (4.169) and (4.170), and using the substitution u = ey and du = ey dy

leads to (4.168).

Corollary 4.2

1 1 3 3
3 F2 , , A; , ; −1
2 2 2 2

1 1 1 1 1
− · F
3 2 A − , A − , A; A + , A + ; −1
(2A − 1)2 2 2 2 2
√

π A − 12 ψ0 A − 12 + γ + 2 ln 2 1
= ;A > . (4.171)
4(A) 2
Proof From Mathematica, we get
⎧√
⎫
∞⎨ π A − 12 ⎬
1 3
− 2 F1 , A; ; −u2 du
1 ⎩ 2u(A) 2 2 ⎭

√π A − 1 ψ0 A − 1 + γ + 2 ln 2
1 1 3 3 2 2
= 3 F2 , , A; , ; −1 − .
2 2 2 2 4(A)
(4.172)

Theorem 4.48
⎧√
⎫
∞⎨ π A − 12 ⎬
1 3
− 2 F1 , A; ; −u2 ln udu
1 ⎩ 2u(A) 2 2 ⎭

4 F3 A − 12 , A − 12 , A − 12 , A; A + 12 , A + 12 , A + 12 ; −1 1
= ;A > .
(2A − 1)3 2
(4.173)
∞ ∞ y
I= A dxdy
0 ey 1 + x2
⎧
⎫
∞ ⎨ √π A − 1 ⎬
2 1 3
= − 2 F1 , A; ; −e2y ey ydy, (4.174)
0 ⎩ 2(A) 2 2 ⎭
for A > 12 .
∞ ∞ yey
I= dydu
1 0 (1 + u2 e2y )A

F
4 3 A − 1
2 , A − 1
2 , A − 1
2 , A; A + 1
2 , A + 1
2 , A + 1
2 ; −1
= . (4.175)
(2A − 1)3
Equating (4.174) and (4.175), and using the substitution u = ey and du = ey dy

leads to (4.173).

Theorem 4.49
∞
1+y −1
y 1 1 1
coth ye dy = Li2 − Li2 2 . (4.176)
1 y e 4 e

∞ ∞ ∞
1+y 1+y
dxdy = − coth−1 yey dy. (4.177)
1 yey y(1 − x 2 ) 1 y
Next, we make use of the substitution x = yey u and dx = yey du to get

∞ ∞
(1 + y)ey 1 1 1
dydu = Li2 − Li2 . (4.178)
1 1 1 − u2 y 2 e2y 4 e2 e

Theorem 4.50
∞
1+y i i i
cot−1 yey dy = Li2 − − Li2 . (4.179)
1 y 2 e e

∞ ∞ ∞
1+y 1+y
dxdy = cot−1 yey dy. (4.180)
1 yey y(1 + x 2 ) 1 y
Next, we make use of the substitution x = yey u and dx = yey du to get

∞ ∞
(1 + y)ey i i i
dydu = Li 2 − − Li 2 . (4.181)
1 1 1+u y e
2 2 2y 2 e e

Theorem 4.51
∞ π
1
coth−1 (1 + za )dz = 2−1+ a π csc ; a > 1. (4.182)
0 a

∞ ∞ ∞
dxdz
I= = coth−1 (1 + za )dz, (4.183)
0 1+za (1 − x 2 ) 0
for a > 1.
Next, we use the substitution x = (1 + za )u and dx = (1 + za )du to get
∞ ∞ π
1 + za −1+ a1
I= dzdu = 2 π csc . (4.184)
1 0 1 − u2 (1 + za )2 a

Theorem 4.52
√ √ √
∞ 2π 3 2 π 5π − 3(12 + 2γ + 3 ln 3)
1 1 3
e−y U
3
, ,y ln ydy =

.
0 3 2 9 16 13
(4.185)

∞ ∞ − x 2 +y 2
3 3 2
I= e ln ydxdy
0 0
√
3 ∞
2 5 1 1 3
e−y U
3
= · , , y ln ydy. (4.186)
2 3 0 3 2
If we employ the substitution x = yu and dx = ydu in (4.186), we get

∞ ∞ − 1+u 2 y 3
3 2
I= e y ln ydydu
0 0
√
√ √ √
2π π 83 5π − 12 3 − 2γ 3 − 3 3 ln 3
= √

. (4.187)
15 3 2 16 13

Theorem 4.53
∞ √ π

cot−1 1 + y a π 1 1 3
√ dy = csc · 2 F1 , 1 − ; ; −1 ; a > 1.
0 1 + ya a a 2 a 2
(4.188)
∞ ∞ ∞ √
dxdy cot−1 1 + y a
I= √ √ = √ dy, (4.189)
1+y a (1 + x ) 1 + y 1 + ya
2 a
0 0
for a > 1. √ √
Next, we use the substitution x = u 1 + y a and dx = du 1 + y a to get
∞ ∞ π

dydu π 1 1 3
I= = csc · 2 F1 , 1 − ; ; −1 .
1 0 1 + u2 (1 + y a ) a a 2 a 2
(4.190)

Corollary 4.3
∞ √ √
tan−1 1 + y a π 1 1 1
√ dy = −
0 1 + ya 2a 2 a a
π

π 1 1 3
− csc · 2 F1 , 1 − ; ; −1 ; a > 2. (4.191)
a a 2 a 2
Proof We begin by rewriting (4.188) in the form

∞ √ ∞ √
cot−1 1 + y a π ∞ dy tan−1 1 + y a
√ dy = √ − √ dy. (4.192)
0 1 + ya 2 0 1 + ya 0 1 + ya

∞ √
π dy π 1 1 1
√ = − . (4.193)
2 0 1 + ya 2a 2 a a

Theorem 4.54
π
−1 √
3 1
∞ coth 1 + ya π 2 csc a a
√ dy =
; a > 1. (4.194)
0 1 + ya 2a 1
+ 1
2 a

∞ ∞ √
dxdy ∞ coth−1 1 + y a
I= √ √ = √ dy, (4.195)
0 1+y a (1 − x 2 ) 1 + y a 0 1 + ya
for a > 1. √ √
Next, we use the substitution x = u 1 + y a and dx = du 1 + y a to get
π
∞ ∞
3
π 2 csc 1
dydu a a
I= =
. (4.196)
1 0 1 − u2 (1 + y a ) 2a 1
+ 1
2 a

Corollary 4.4

√ 3 1
csc πa − i sec πa
∞ tanh−1 1 + y a π2 a
√ dy =
; a > 2. (4.197)
0 1 + ya 2a 12 + a1
Proof We can rewrite (4.194) in the form

√ ∞ √
coth−1 1 + y a
∞ iπ ∞ dy tanh−1 1 + y a
√ dy = √ + √ dy
0 1 + ya 2 0 1 + ya 0 1 + ya
(4.198)
∞ √
iπ dy i π 1 1 1
√ = − . (4.199)
2 0 1+y a 2a 2 a a

Theorem 4.55
∞ √
−1 γ i π iπ
tanh (y) erfc(y)dy = 1 − ln 2 − − + erfc(1)
0 2 2e 2

2 F2 1, 1; 2, 2 ; −1
5
+ . (4.200)
3
∞ ∞ erfc(y)
∞ iπ
−1
I= dxdy = − + tanh (y) erfc(y)dy
0 y 1 − x2 0 2
√ ∞
i π
=− − tanh−1 (y) erfc(y)dy. (4.201)
2 0
Next, we use the substitution x = yu and dx = ydu, to get
∞ ∞ √
y erfc(y) γ i π iπ
I= dydu = −1 + ln 2 + + − erfc(1)
1 0 1−u y 2 2 2 2e 2

√ F 1, 1; 2, 5
; −1
i π 2 2 2
− − . (4.202)
2 3

Theorem 4.56
1
B−κ 2 (1 − α, 0) − B−κ 2 (−α, 0) = α ; κ = 0; α = 0, 1, 2, . . . (4.203)
α −κ 2
∞ ∞ dxdy
I=
1 by a y a (1 + x 2 )

−2ab − π + 2 tan−1 b + 2ab · 2 F1 1, − 2a

1
;1 − 2a ; − b2
1 1
= . (4.204)
2(1 − a)
We then employ the substitution x = y a u and dx = y a du to get
∞ ∞ dydu
I=
b 1 1 + u2 y 2a

(1 − 2a)b cot−1 b + a · 2 F1 1, 1 − 2a ; 2 − 2a ; − b2
1 1 1
= . (4.205)
(1 − a)(2a − 1)b
Equating (4.204) and (4.205) and simplifying leads to (4.203) after we set κ = 1
b
and α = 2a
1
.

Theorem 4.57
∞
−y 4 3 5 1 3
e U −a, − a, 1+y dy=
4
U , + a, 1 ; −∞ < a < ∞.
0 4 4 2 2
(4.206)
∞ ∞
e−1−x
4 −y 4
I= (1 + x 4 + y 4 )a dxdy
0 0
∞
5 3
e−1−y
4
U −a, − a, 1 + y 4 dy. (4.207)
0 4 4
We then employ the substitution x = yu and dx = ydu to get
∞ ∞
e−1−(1+u
4 )y 4
I= (1 + (1 + u4 )y 4 )a ydydu
0 0
2
1 5 1 3
= U , + a, 1 . (4.208)
e 4 2 2

Theorem 4.58
∞
w2 w−1 √ 1
e− 2 erfc √ dw = 2π erfc − . (4.209)
−∞ 2 2

∞ ∞ π 1
e−(ln x)
2 −(a+y)2
I= dxdy = e 4 erfc(1 + a). (4.210)
1 0 2
We then employ the substitution x = ey u and dx = ey du to get
∞ ∞
e−(ln u+y)
2 −(a+y)2
I= ey dydu
0 1
∞
1 π 1 − a+a
2 1 2 a− 1 3 + 2a + 2 ln u
= e8 e 2 − 2 (ln u) 2 u erfc √ du. (4.211)
2 2 0 2 2
If we set a = − 32 , we get
∞
1 π −1 − 12 (ln u)2 ln u du
I= e 4 e erfc √ . (4.212)
2 2 0 2 u2
If we further employ the substitution v = ln u and dv = du

u , then we get
∞
1 π −1 1 2 v
I= e 4 e−v− 2 v erfc √ dv. (4.213)
2 2 −∞ 2
Finally, the substitution v = w − 1 and dv = dw leads to

∞
1 π 1 1 w−1
e− 2 w erfc
2
I= e4 √ dw. (4.214)
2 2 −∞ 2
Equating (4.210) and (4.214) and setting a = − 32 in (4.210) leads to the claimed
result.

Theorem 4.59
∞
√ v
cot−1 cosh v π
√ cosh dv = √ sinh−1 (1). (4.215)
0 cosh v 2 2
∞ ∞
√
2dxdy
I=
y 2 +y −2
0 2 (1 + x ) y 2 + y −2
2

√ −1 y 2 +y −2
∞ 2 cot 2
= dy. (4.216)
0 y 2 + y −2

−2 y 2 +y −2
Next, we’ll use the substitution x = u y +y
2
2 and dx = du 2 , which
leads to
∞ ∞
2dydu π
I= = √ sinh−1 (1). (4.217)
1 0 2 + u2 (y 2 + y −2 ) 2
Applying the substitution y 2 = ev and 2ydy = ev dv to (4.216) leads to

∞
√ ∞ √ v
cot−1 cosh v v cot−1 cosh v

√ e 2 dv = √ cosh dv. (4.218)
−∞ 2 cosh v 0 cosh v 2

Theorem 4.60
√ v
∞ coth−1 cosh v π2
√ cosh dv = √ . (4.219)
0 cosh v 2 2 2
∞ ∞
√
2dxdy
I=
y 2 +y −2
0 2 (1 − x 2 ) y 2 + y −2

√ −1 y 2 +y −2
∞ 2 coth 2
= dy. (4.220)
0 y 2 + y −2

−2 y 2 +y −2
Next, we’ll use the substitution x = u y +y
2
2 and dx = du 2 , which
leads to
∞ ∞ 2dydu π2
I= = √ . (4.221)
1 0 2 − u2 (y 2 + y −2 ) 2 2
Applying the substitution y 2 = ev and 2ydy = ev dv to (4.220) leads to

√ ∞ √ v
∞ coth−1 cosh v v coth−1 cosh v

√ e 2 dv = √ cosh dv. (4.222)
−∞ 2 cosh v 0 cosh v 2

Theorem 4.61

1, 1
π
2 π 1 1
erfc(sec v)dv = − √ K0 − G2,1
2,3 1 1, 3, 0 . (4.223)
0 2 πe 2 2 2
∞ ∞
−x 2 −y 2
I= e x 2 + y 2 dxdy
1 0
√
1 √ π 2,1 1, 1
= π π− G2,3 1 1 3 . (4.224)
8 4 2, 2, 0
Employing the substitution x = yu and dx = ydu leads to
∞ ∞
e−(1+u
2 )y 2
I= y 2 1 + u2 dydu
0 1
√ ∞ √
1 1 π erfc 1 + u2
= √ K0 + du. (4.225)
4 e 2 4 0 1 + u2
Equating (4.224) and (4.225), and further employing the substitution u = tan v
and du = sec2 vdv leads to (4.223).

Theorem 4.62

1, 1 1, 1 2 1
G2,1 1 − 2 · G2,1
1 = √ K . (4.226)
2,3 1, 1, 0 2,3 1, 3, 0 π e
0
2
2 2 2 2

∞ ∞ −x 2 −y 2 √ √
e π π π 1, 1
I= dxdy = − 2,1
· G2,3 1 1 1 . (4.227)
1 0 x2 + y2 4 4 2, 2, 0
If we employ the substitution x = yu and dx = ydu, we get
∞ ∞ √ ∞ √
e−(1+u )y
2 2
π erfc 1 + u2
I= √ dydu = du
0 1 1 + u2 2 0 1 + u2
√ π
π 2
= erfc (sec θ ) dθ. (4.228)
2 0
Equating (4.227) and (4.228) and making use of (4.223) leads to (4.226).

Theorem 4.63
π
2
e− tan
2θ
cosh(tan θ )dθ
0

π 1−i i 1
= e 1 + e2i erfc 1 + + i erfi +i . (4.229)
4 2 2

∞ ∞ ∞
e−x e−1−(ln y)
2
I= dxdy = dy. (4.230)

0 1+(ln y)2 1 + (ln y)2 0 1 + (ln y)2
dy
The substitution v = ln y and dv = y leads to
∞ e−1−v
2
I =2 cosh vdv. (4.231)

0 1 + v2
Applying the substitution v = tan θ and dv = sec2 θ dθ to (4.231) leads to

π
2
e−1−tan
2θ
I =2 cosh(tan θ )dθ. (4.232)
0
Applying the substitution x = (1+(ln y)2 )u and dx = (1+(ln y)2 )du to (4.230)
leads to
∞ ∞
e−u(1+(ln y) ) dydu
2
I=
1 0

π −i i 1
= e 1 + e erfc 1 +
2i
+ i erfi +i . (4.233)
2 2 2

Remark 4.5 We can also attempt to obtain (4.229) via Leibniz’s rule by constructing
an integral similar to (4.231). Specifically, we introduce a parameter A, i.e.,
∞ e−A(1+v )
2
IA = 2 cosh vdv. (4.234)

0 1 + v2
Taking the derivative with respect to A yields

∞

dIA −A(1+v 2 ) π 1 −A
= −2 e cosh vdv = − e 4A , (4.235)
dA 0 A
so that
∞

π 1 −A
IA = − e 4A dA
0 A

π 1 − 2iA 1 + 2iA
= − e−i 1 − e2i + ie2i erfi √ − i erfi √ + C.
2 2 A 2 A
(4.236)
When we set A = 1, we can see that we would need C = e−i π to recover the
result (4.229). Unless we can find a way to obtain this value of C, this approach
would fail.
Theorem 4.64
π
2 1√ √
e− tan
2θ
cos2 θ cosh(tan θ )dθ =
4
e π
0 2

1 i 1 1
− (1 + i)e π erfc 1 +
1+i
− (1 + i)e π erfi i +
1−i
−i .
8 2 8 2
(4.237)
√
∞ ∞ e− x−1−(ln y)
2 ∞ e−1−(ln y)
2
I= dxdy = 2 dy. (4.238)

0 0 (1 + (ln y)2 )2 0 (1 + (ln y)2 )2
The substitution y = etan θ and dy = etan θ sec2 θ dθ leads to

π
2
e−1−tan
2θ
I =4 cos2 θ cosh(tan θ )dθ. (4.239)
0
The substitution x = u(1 + (ln y)2 )2 and dx = du(1 + (ln y)2 )2 leads to
∞ ∞ √
√
π
I= e−( u+1)(1+(ln y))2
dydu = 2 √4 3
0 0 e

1 i 1 1
− (1 + i)ei π erfc 1 + − (1 + i)e−i π erfi i + −i . (4.240)
2 2 2 2

Theorem 4.65
π
2 1√ √
e− tan
2θ
cos4 θ cosh(tan θ )dθ = 4
e π
0 8

1 i 1 1
+ (2 + i)e1+i π erfc 1 + + (1 + 2i)e1−i π erfi i + −i .
32 2 32 2
(4.241)

√
∞ ∞ e− x−1−(ln y)
3 2 ∞ e−1−(ln y)
2
I= dxdy = 6 dy. (4.242)

0 0 (1 + (ln y)2 )3 0 (1 + (ln y)2 )3
The substitution y = etan θ and dy = etan θ sec2 θ dθ leads to

π
2
e−1−tan
2θ
I = 12 cos4 θ cosh(tan θ )dθ. (4.243)
0
The substitution x = u(1 + (ln y)2 )3 and dx = du(1 + (ln y)2 )3 leads to
∞ ∞ √
√
3 π
e−( u+1)(1+(ln y)2 )
3
I= ·√
4 3
dydu =
0 0 2 e

3 i 3 −i 1
+ (2 + i)e π erfc 1 +
i
+ (1 + 2i)e π erfi i + −i . (4.244)
8 2 8 2

Theorem 4.66

√
K0 18 2 F2 1, 1; 2 , 2 ; − 4
3 3 1
∞ erfc v + v 2 v+v 2
√ e dv = √ + √ . (4.245)
0 v + v2 28e π
1
F (x) = π {H0 (x) − Y0 (x)} (4.246)
2
and
1
f (y) = , (4.247)
1 + y2
where Hν (z) is the Struve function,3 given by

ν
2 1 1
ν− 1
2z 2
Hν (z) =

1 − t2 sin(tz)dt. (4.248)
ν + 12 12 0

√

∞ π K0 18 2 F2 1, 1; 2 , 2 ; − 4
3 3 1
−x 2
I= F (x)e dx = √ + . (4.249)
0 48e 2
We use the second term in the Laplace transform pair, i.e., (4.247), to get
∞ ∞ e−xy−x
2
I= dydx. (4.250)
0 0 1 + y2
Applying the substitution y = ux and dy = xdu to (4.250) leads to

∞ ∞ √ ∞ e u1 + u12 erfc 1 + 1
e−(1+u)x
2
π u u2
I= √ xdxdu = √ du.
0 0 1+u x
2 2 2 0 u 1+u
(4.251)
Equating (4.249) and (4.251), and employing the substitution v = 1
u and dv =
− u2 leads to (4.245).
du

Theorem 4.67

√

∞ U 1 , 0, v + v 2 E1 − 14 π i + erfi 12
2
dv = √ √ + √ . (4.252)
0 1+v 4
e π 4
e
Proof We use the Laplace transform pair given by (4.246) and (4.247). Using F (x)
given by (4.246), we can construct the integral

∞ E1 − 14 π i + erfi 12
−x 2
I= F (x)e xdx = √ + √ . (4.253)
0 44e 44e
Using f (y) given by (4.247), we can construct
3 Named after Hermann von Struve (1854-1920), the Struve function is a solution to the Bessel
differential equation and is useful for a wide variety of engineering problems.

∞ ∞ e−xy−x
2
I= xdydx. (4.254)
0 0 1 + y2
Applying the substitution y = xu and dy = xdu to (4.254) leads to

∞ ∞ √ ∞ U 1 , 0, 1 + 1
e−(1+u)x
2
π 2 u u2
I= √ x 2 dxdu = du. (4.255)
0 0 1+u x
2 2 4 0 u(1 + u)

u and dv =
− u2 leads to (4.252).
du

Theorem 4.68

∞
−1− a − b · 2 F1 2 , 2 ; 2; 4
1+a 1+b 1+a 1+b 1 1
2 2
2 2
1 + u + u2 ua du =
0 2 1 + a+b
2

3 1 + a2 1 + b2 · 2 F1 1 + a2 , 1 + b2 ; − 12 ; 14
+
2(1 + a)(1 + b) 1 + a+b 2

1 + a2 1 + b2 · 2 F1 1 + a2 , 1 + b2 ; 12 ; 14
+ ; a > −1; b > −1. (4.256)
(1 + a)(1 + b) a+b 2
Proof Consider the Laplace transform pair

1+a 1 x 2 2
1+a
2 · 1 F1 2 ; 2; 4 x 1+a
2 · 1 F1 1 + a2 ; 32 ; x4
F (x) = −
2 2
(4.257)
and
f (y) = y a e−y ,
2
(4.258)
where a > −1.

Using (4.257), we construct the integral
· 2 F1 2 , 2 ; 2; 4
1+a 1+b 1+a 1+b 1 1
∞ 2 2
−x 2
I= F (x)e x b dx =
0 4

3 1 + a2 1 + b2 · 2 F1 1 + a2 , 1 + b2 ; − 12 ; 14
+
4(1 + a)(1 + b)

1 + a2 1 + b2 a+b
2 · 2 F 1 1 + a
2 , 1 + ; ;
b 1 1
2 2 4
+ , (4.259)
2(1 + a)(1 + b)
for b > −1.

Using (4.258), we construct the equivalent integral
∞ ∞
e−xy−x
2 −y 2
I= y a x b dydx. (4.260)
0 0
Applying the substitution y = xu and dy = xdu to (4.254) leads to
∞ ∞
I= e− 1+u+u2 x 2 a a+b
u x xdxdu
0 0
∞
−1− a − b
1 a+b 2 2 a
= 1+ 1 + u + u2 u du. (4.261)
2 2 0

Theorem 4.69
π

∞ cos 1
− 1
1 + a2 U 12 , 12 − a1 , 1
a 2 a
erfc 1 + y a dy = √ ; a > 2.
0 eπ a 4
(4.262)
∞ ∞ ∞
e−(1+x+y )
a
√
I= √ dxdy = π erfc 1 + y a dy, (4.263)
0 0 1+x+y a
0
for a > 2.
Applying the substitution x = y a u and dx = y a du to (4.263) leads to
∞ ∞ e−(1+(1+u)y ) a
a
I= √ y dydu
0 0 1 + (1 + u)y a

cos πa 12 − a1 1 + a2 U 12 , 12 − a1 , 1
= √ √ . (4.264)
e πa4

Theorem 4.70

3 3 1
2 F2 1, 1; , 2; 1 + 2 F2 1, 1; , 2; −1 = π erf(1) erfi(1). (4.265)
2 2 2

∞ ∞ √
sin y π π
I= √ dxdy = √ {erf(1) − erfc(1) erfi(1)} . (4.266)
0 y y(1 + x 2 ) 2 2
∞ ∞ √
y sin y 1 π*
I= dydu = π erf(1) − π erfi(1)
1 0 (1 + u2 y 2 ) 2 2

3 3 +
+ 2 · 2 F2 1, 1; , 2; 1 + 2 · 2 F2 1, 1; , 2; −1 (4.267)
2 2

Theorem 4.71

0, 0, 1
G2,2 −1
− 1 , − 1 , −1 = −4 − 8 G −iπ .
2
3,3 (4.268)
2 2

∞ ∞ dxdy 1 iπ 2
I= * +* +3 = 2 − G − 8 . (4.269)
0 y 1 − x2 + y2 1 + y2 2

∞ ∞
ydydu 1 2,2 0, 0, 1
I=
* +* + 3 = 1 + 8 G3,3 −1 − 1 , − 1 , −1 .
1 0 1 + (1 − u2 )y 2 1 + y 2 2 2 2
(4.270)

Theorem 4.72

π
2 3 1 7 √
2F1 ; , 1; ; −1, − cos2 θ − 3 cot−1 (sin θ ) cot θ dθ = 0.
π
4
4 2 4
(4.271)
∞ ∞
y ∞
√
e 2 dxdy tan−1 1 + e−2y y
I= * + = e 2 dy
0 ey 1 + x 2 + e2y (1 + e2y ) 0 1 + e2y
π
√
2
= cot−1 (sin θ ) cot θ dθ. (4.272)
π
4
To obtain this result, we employed the substitution tan θ = ey and sec2 dθ =

= ey u and dx = ey du to the left hand
ey dy. If we further employ the substitution x
integral in (4.272), we get
∞ ∞
3y
e 2 dydu
I= * +
1 0 1 + (1 + u2 )e2y (1 + e2y )

2 ∞ F1 4 ; 2 , 1; 4 ; −1, − 1+u2
3 1 7 1
= du
3 1 1 + u2
π
2 2 3 1 7
= F1 ; , 1; ; −1, − cos2 φ dφ. (4.273)
3 π4 4 2 4
To obtain this result, we employed the substitution tan φ = u and sec2 dφ = du.
Equating the right hand integrals in (4.272) and (4.273) then leads to (4.271).

Theorem 4.73
π
2 1 1 3 3
tan−1 (cos θ ) ln(tan θ ) + 2 cos θ · 3 F2 , , 2; , ; − cos2 θ cos θ dθ
π
4
2 2 2 2

π i i i
= √ ln 2 − G + √ Li2 − √ − Li2 √ . (4.274)
2 2 2 2 2 2

∞ ∞ ln x
I1 = dxdy (4.275)
1 1 (1 + x 2 + y 2 )2
and
∞ ∞ ln y
I2 = dxdy. (4.276)
1 1 (1 + x 2 + y 2 )2
By symmetry, we can show that I1 = I2 , or

∞ ∞
1 x
I = I1 − I2 = ln dxdy = 0. (4.277)
1 1 (1 + x 2 + y 2 )2 y
∞ ∞ y ln u
I= dudy
1 1
y
(1 + (1 + u2 )y 2 )2

1 π i i i
= G − √ ln 2 − √ Li2 − √ − Li2 √
2 4 2 4 2 2 2

∞ 3 F2 1 , 1 , 2; 3 , 3 ; − 1
2 2 2 2 1+y 2
+ dy
1 (1 + y )2 2
∞
(2 + 3y 2 + y 4 ) ln y cot−1 1 + y 2
+ dy = 0. (4.278)
1 2 (1 + y 2 )5 (2 + y 2 )
Employing the substitution y = tan θ and dy = sec2 θ dθ in (4.278) leads

to (4.274).

Theorem 4.74

∞ 1+a 5+a
ua du 2 4
√
1+a = √
; a > −1. (4.279)
0
1 + 1 + u4 21+a · 7+3a
4

∞ ∞ √
e−x
2− x 4 +y 4
I1 = (xy)a dxdy, (4.280)
0 0
and
∞ ∞ √
e−y
2− x 4 +y 4
I2 = (xy)a dxdy, (4.281)
0 0
for a > −1.

dx = ydu leads to
∞ ∞ √ 1+a
5+a
2 4
e−u
2 y 2 −y 2 1+u4
I1 = (uy 2 )a ydydu = √
(1 + a),
0 0 23+a · 7+3a
4
(4.282)
and
∞ ∞ √ ∞
−y 2 −y 2 1+u4 1 ua (1 + a)du
I2 = e (uy ) ydydu =
2 a
√
1+a .
2
0 0 0
1 + 1 + u4
(4.283)

Theorem 4.75
π
√ √
2 8π 2 3 3 3 7 7
Li2 − csc θ
2
tan θ dθ = − · 3 F2 , , ; , ; −1 . (4.284)
0 9 4 4 4 4 4

∞ ∞ dxdy
I1 =
4 , (4.285)
0 0
1+ x
y + ey
and
∞ ∞ dxdy
I2 = y 4 . (4.286)
0 0 1 + x + ex

dx = ydu leads to
∞ ∞
√
ydydu 4π 2 3 3 3 7 7
I1 = = · 3 F2 , , ; , ; −1 , (4.287)
0 0 1 + u4 + ey 9 4 4 4 4 4
and

∞ ∞ ∞ u2 Li2 −1 − 1
ydydu u4
I2 = =− du. (4.288)
0 0 1+ 1
+ euy 0 1 + u4
u4
The substitution v = u2 and dv = 2udu leads to

∞ √v Li2 −1 − 1
1 v2
I2 = − dv. (4.289)
2 0 1 + v2
The substitution v = tan θ and dv = sec2 θ dθ leads to

π
√
1 2
I2 = − tan θ Li2 − csc2 θ dθ. (4.290)
2 0

Theorem 4.76
π
√
2 π2
Li2 csc2 θ tan θ dθ = √ (6 ln 2 − π ). (4.291)
0 2 i

∞ ∞ dxdy
I1 =
4 , (4.292)
0 0
1− x
y − ey
and
∞ ∞ dxdy
I2 = y 4 . (4.293)
0 0 1 − x − ex

dx = ydu leads to
∞ ∞ ydydu π2
I1 = = (π − 6 ln 2) , (4.294)
0 0 1−u −e
4 y 4
and

∞ ∞ ∞ u2 Li2 1 − 1
ydydu u4
I2 = =− du. (4.295)
0 0 1− 1
− euy 0 1 − u4
u4
The substitution v = u2 and dv = 2udu leads to

∞ √v Li2 1 − 1
1 v2
I2 = − dv. (4.296)
2 0 1 − v2
The substitution v = −i tan θ and dv = −i sec2 θ dθ leads to

π
√
1 2
I2 = − i tan θ Li2 csc2 θ dθ. (4.297)
2 0

Theorem 4.77
∞
(1,0)
KA−1 (v)v A dv = 2A−2 (A) {ψ0 (A) + γ } ; A > 0. (4.298)
0

∞ ∞ y
a
− xy −xy x
I1 = e ln dxdy, (4.299)
0 0 x y
and
∞ ∞ a
y x y
I2 = e− x −xy ln dxdy, (4.300)
0 0 y x
for a < 0.
dx = ydu leads to
∞ ∞ e−u−uy
2
1
I1 = a
y ln ududy = (−a) {1 + aψ0 (1 − a)} , (4.301)
0 0 u 2a
and
∞ ∞ 1 1
e− u −uy ua y ln ududy =
2
I2 = (−a) {ψ0 (−a) − γ }
0 0 4
∞
K−1−a (2y)y −a dy.
(1,0)
+2 (4.302)
0
Equating (4.301) and (4.302), further employing the substitution v = 2y and

dv = 2dy, and setting A = −a leads to (4.298).

Theorem 4.78
1
U(1,0,0) (1, 0, 1) = eγ 2 + π 2 e − 2e · 3 F3 (1, 1, 1; 2, 2, 2; −1) − 1. (4.303)
6
∞ ∞
− xy −x−y x
I1 = e ln dxdy, (4.304)
0 0 y
and
∞ ∞ y
y
I2 = e− x −x−y ln dxdy. (4.305)
0 0 x

dx = ydu leads to
∞ ∞ 1 1
I1 = e−u−uy−y y ln ududy = −γ + eγ 2 + eπ 2 + e E1 (1)(γ − 1)
0 0 2 12
− e · 3 F3 (1, 1, 1; 2, 2, 2; −1). (4.306)
and
∞ ∞ 1
I2 = − e− u −uy−y y ln ududy
0 0

1 e 1
= e E2 (1) −γ − E1 (1) + U(1,0,0) (1, 0, 1). (4.307)
2 2 2

Theorem 4.79
∞
ua du (3 + a)
√
3+a = (1 + a)(5 + a) ; a > −1. (4.308)
0 2
1 + 1 + u4

∞ ∞ √
e− x +y −x y a dxdy,
2 4
I1 = (4.309)
0 0
and
∞ ∞ √
e− y +x −y x a dxdy,
2 4
I2 = (4.310)
0 0
for a > −1.

∞ ∞ √
−y 2 1+u2 −uy 2 a+2 (3 + a) 3+a
I1 = e y dydu = .
0 0 (1 + a)(5 + a) 2
(4.311)
√ √
∞ ∞ √ ∞
−y 1+u4 −y a a+1 3+a ua du
I2 = e u y 2 dydu =
3+a .
0 0 2 0 √ 2
1 + 1 + u4
(4.312)

Theorem 4.80
∞ ln udu 18 3π 3 ln 2
√
3 = 25 − 20 − 5 . (4.313)
0 2
1 + 1 + u4

∞ ∞ √
x
e− x +y −x ln
2 4
I1 = dxdy, (4.314)
0 0 y2
and
∞ ∞ √ y
e− y +x −y ln 2 dxdy.
2 4
I2 = (4.315)
0 0 x

∞ ∞
√
√ 18 3π 3 ln 2
e−y 1+u2 −uy 2 2
2
I1 = π − + +y ln udydu =
.
0 0 25 20 5
(4.316)
√ √
∞ ∞ √ ∞
1+u4 −y √ √ ln udu
I2 = −2 e−y y ln u dydu = − π
3 .
0 0 0 √ 2
1+ 1+u 4
(4.317)

Theorem 4.81
∞ {ln u}2 du π2 3π

= − {6 − 5 ln 2}
0 √ 3
2 16 50
1+ 1+u 4
3
+ 62 − 60 ln 2 + 25{ln 2}2 . (4.318)
125
∞ ∞ √ 2
y x
e− x +y −x ln
2 4
I1 = ln dxdy, (4.319)
0 0 x y2
and
∞ ∞ √ y
− y 2 +x 4 −y x2
I2 = e ln ln dxdy. (4.320)
0 0 y x2

∞ ∞ √
e−y 1+u2 −uy 2 2
2
I1 = − y {ln u}2 dydu
0 0
√
6 π
3
π 2
=− {25π + 24(5 ln 2 − 6)} − 62 + 25{ln 2}2 − 60 ln 2 . (4.321)
200 125
√ √
∞ ∞ √ ∞
−y 1+u4 −y √ √ {ln u}2 du
I2 = −4 e y{ln u} dydu = −2 π
2

3 .
0 0 0 √ 2
1 + 1 + u4
(4.322)

Theorem 4.82
∞ {ln u}3 du 2808 279π 9π 2 21π 3

= − + −
0 √ 3
2 625 250 40 320
1 + 1 + u4

27π 3π 2 558 54 9π 3 9
+ − − ln 2 + − {ln 2}2 − {ln 2}3 − ζ (3).
25 16 125 25 20 5 10
(4.323)

∞ ∞ √ 2 2
− x 2 +y 4 −x y x
I1 = e ln ln dxdy, (4.324)
0 0 x y2
and
∞ ∞ √ 2 2
− y 2 +x 4 −y x y
I2 = e ln ln 2 dxdy. (4.325)
0 0 y x

∞ ∞ √
e−y 1+u2 −uy 2 2
2
I1 = y {ln u}3 dydu
0 0

√ 2808 279π 9π 2 21π 3 √ 27π 3π 2 558
= −4 π − + − −4 π − − ln 2
625 250 40 320 25 16 125
√ √
√ 54 9π 12 π 18 π
−4 π − {ln 2}2 − {ln 2}3 − ζ (3). (4.326)
25 20 5 5
√ √
∞ ∞ √ ∞
−y 1+u4 −y √ √ {ln u}3 du
I2 = −8 e y{ln u} dydu = −4 π
3

3 .
0 0 0 √ 2
1 + 1 + u4
(4.327)

This chapter focused on many special functions. The Lerch transcendent or Hurwitz-
Lerch zeta function is a multi-valued function which has the series representation
zn
(z, s, a) = ;
(a + n)s
n≥0
for a = 0, −1, −2, · · · , |z| < 1,

∀s ∈ C; |z| ≤ 1; ∀s | Re(s) > 1.
Otherwise by analytic continuation for other values of the arguments, leading to its
integral representation in relation of the gamma function
∞
1 x s−1 e−ax
(z, s, a) = ; Re(a) > 0, z ∈ C − [1, ∞) Re(s) > 0.
(s) 0 1 − ze−x
The Lerch zeta function for which it was derived is fundamentally associated with
the Heisenberg group. The properties have been widely studied. Suggested further
reading: M. Lerch. Note sur la fonction R(w, x, s) = k≥0 e 2kπ ix /(w + k)s .
Acta Math., 11(1);19–24, 1887 T.M. Apostol. On the Lerch zeta function. Pacific J.
Math., 1(1) 161–167, 1951. E.M. Ferreira, A.K. Kohara, J. Sesma. New Properties
of the Lerch’s Transcendent. Journal of Number Theory, 172(2017), 21–31
Another special function of interest in this chapter is the Meijer G-function. Most
special functions, including Bessel and the hypergeometric functions, belong to the
wider class of the Meijer G-function. Even the common elementary functions (e.g.,
ex , sin x, cos x, etc.) can be written as special cases of the Meijer G-function. A
strongly suggested reading is: R. Beals and J. Szmigielski. Meijer G-Functions:
A Gentle Introduction. Notices of the AMS, 60(7) (2013), 866–872. See also: H.
Bateman, A, Erdelyi. Higher Transcendental Functions. McGraw-Hill, 1953.
Chapter 5
The Exponential Integral Function, the
Sine Integral and Cosine Integrals
Abstract The integral

x identities in this chapter comprise the exponential integral
function Ei(x) = −∞ t −1 e−t dt, the sine integral Si(x), the cosine integral Ci(x)
and their relation to the special functions of the previous chapters; here also we
use permutation symmetry as well as Laplace transform pairs, either alone or in
combination with the multivariate power substitution, to obtain some interesting
results, in particular, in the last theorems.
The integral x identities in this chapter comprise the exponential integral function
Ei(x) = −∞ t −1 e−t dt, the sine integral Si(x), the cosine integral Ci(x) and
their relation to the special functions of the previous chapters; here also we use
permutation symmetry as well as Laplace transform pairs, either alone or in
combination with the multivariate power substitution, to obtain some interesting
results, in particular, in the last theorems.
Applications of the exponential integral function and its related special func-
tions are found in the section on further reading; for example, in the study of
electromagnetic energy radiated by a linear oscillator driven by an alternating
current with a particular distribution
∞ along the conductor (see first reference below).
Additionally, E1 (z) = z t −1 e−t dt appears in the computation of quantum-
mechanical electronic structure.
For additional information we refer the reader to references Bateman and Erdelyl
(1953), Gautschi et al. (2003), Gradshteyn and Ryzhik (2000), Harris (2000),
Johnston (2010), and Kurokawa et al. (2008).
5.1 Integral Identities Involving E1 (x)
Recall
x
Ei(x) := t −1 e−t dt ∀x ∈ R∗
−∞
and for complex argument z ∈ C
https://doi.org/10.1007/978-3-031-17871-9_5
196 5 The Exponential Integral Function, the Sine Integral and Cosine Integrals
∞
E1 (x) := t −1 e−t dt | |Arg(z)| < π
z
We then first prove the theorem

Theorem 1
∞ E1 (bu) E1 (b)2
du = ; b > 0. (5.1)
2 u−1 2

∞ ∞ ∞
e−x
I= dxdy = E1 (b(1 + ey ))dy, (5.2)
0 b(1+ey ) x 0
for b > 0.
Employing the substitution x = b(1 + ey )u and dx = b(1 + ey )du, we get
∞ ∞ e−ub(1+e )
y
E1 (b)2
I= dydu = . (5.3)
1 0 u 2

∞ E1 (b)2
E1 (b(1 + ey ))dy = . (5.4)
0 2
Employing the substitution u = 1 + ey and du = ey dy leads to the claimed

result.

Corollary 1
∞ Ci(bu) 1 1 π 2
du = − Ci(b)2 + − Si(b) ; b > 0, (5.5)
2 u−1 2 2 2
where
∞ cos t
Ci(y) = − dt (5.6)
y t
is the cosine integral,1 and
1 The cosine integral Ci(z) and the sine integral Si(z)

are closely related to the exponential
integral function E1 (z), i.e., E1 (±iz) = −Ci(z) ± i Si(z) − 12 π , or alternatively, Ci(z) =
− 12 {E1 (iz) + E1 (−iz)} and Si(z) − π
2 = 1
2i {E1 (iz) − E1 (−iz)}.
5.1 Integral Identities Involving E1 (x) 197
y sin t
Si(y) = dt (5.7)
0 t
is the sine integral.

Corollary 2
*π +
∞ − Si(bu) π
2
du = −Ci(b) Si(b) − ; b > 0. (5.8)
2 u−1 2
Proof If instead of using the integral in (5.2) as a starting point, we start with
∞ ∞ e−ix
Iˆ = dxdy, (5.9)
0 b(1+ey ) x
we get
∞ E1 (ibu) E1 (ib)2
du = . (5.10)
2 u−1 2
Taking the real and imaginary parts of (5.10) leads to (5.5) and (5.8), respectively.

Theorem 2
∞ E1 (bv)
dv = 2E1 (2b) − e−b E1 (b); b > 0. (5.11)
2 (v − 1)2

∞ ∞ ∞
e−x−y
I= dxdy = E1 (b(1 + ey ))e−y dy, (5.12)
0 b(1+ey ) x 0
for b > 0.
Applying the substitution v = 1 + ey and dv = ey dy to (5.12) leads to
∞ E1 (bv)
I= dv. (5.13)
2 (v − 1)2
Applying the substitution x = b(1 + ey )u and dx = b(1 + ey )du to (5.12) leads

to
∞ ∞ e−y−ub(1+e )
y
I= dydu = 2E1 (2b) − e−b E1 (b). (5.14)

1 0 u

Corollary 3

∞ Ci(bv) π
dv = 2Ci(2b) − cos bCi(b) + sin b Si(b) − ; b > 0. (5.15)
2 (v − 1)2 2
Corollary 4

∞ Si(bv) π π
dv = 2Si(2b) − − sin bCi(b) − cos b Si(b) − ;
2 (v − 1)2 2 2
b > 0. (5.16)
Proof If instead of using the integral in (5.12) as a starting point, we start with
∞ ∞ e−ix−y
Iˆ = dxdy, (5.17)
0 b(1+ey ) x
we get
∞ E1 (ibv)
dv = 2E1 (2ib) − e−iB E1 (ib). (5.18)
2 (v − 1)2
Taking the real and imaginary parts of (5.18) leads to (5.15) and (5.16),
respectively.

Theorem 3
π
√
2 E1 (b sec2 θ ) π
2
dθ = E1 (2b) − erfc2 b; b > 0. (5.19)
π
4
sin θ 2

∞ ∞ ∞
e−x−y
I= dxdy = E1 (b(1 + e2y ))e−y dy, (5.20)
0 b(1+e2y ) x 0
for b > 0.
Applying the substitution v = ey and dv = ey dy to (5.26) leads to
∞ E1 (b(1 + v 2 ))
I= dv. (5.21)
1 v2
Applying the substitution x = b(1 + e2y )u and dx = b(1 + e2y )du to (5.19)
leads to

∞ ∞ e−y−ub 1+e
2y
π √
I= dydu = E1 (2b) − erfc2 b. (5.22)
1 0 u 2

∞ √
E1 (b(1 + v 2 )) π
2
dv = E1 (2b) − erfc2 b. (5.23)
1 v 2
Employing the substitution v = tan θ and dv = sec2 θ dθ leads to (5.19).

Corollary 5
π
$ %$ %
2 Ci(B sec2 θ ) π 2B 2B
dθ = Ci(2B)+ 2C −1 2S −1 .
π
4
sin2 θ 2 π π
(5.24)
Corollary 6
π
2 Si(B sec2 θ )
dθ = Si(2B)
sin2 θ
π
4
$ % $ %
2B 2B 2B 2B
−π C −S C +S −1 . (5.25)
π π π π
Proof If instead of beginning with the integral in (5.26) as a starting point, we begin
with
∞ ∞ e−ix−y
Iˆ = dxdy, (5.26)
0 B(1+e2y ) x
we get
∞ √
E1 (iB(1 + v 2 )) π
2
dv = E1 (2iB) − erfc2 iB. (5.27)
1 v 2
Taking the real and imaginary parts of (5.27) and employing the substitution
v = tan θ and dv = sec2 θ dθ leads to (5.24) and (5.25), respectively.

Theorem 4
∞
E1 (bv) 1 1 + b −b
dv = − e−2b + e E1 (b); b > 0. (5.28)
2 (v − 1) 3 2 2

∞ ∞ ∞
e−x−2y
I= dxdy = E1 (b(1 + ey ))e−2y dy, (5.29)
0 b(1+ey ) x 0
for b > 0.
∞ E1 (bv)
I= dv. (5.30)
2 (v − 1)3

to
∞ ∞
e−ub(1+e
y )−2y
1 1 + b −b
I= dydu = − e−2b + e E1 (b). (5.31)
1 0 u 2 2

Corollary 7
∞ Ci(Bv) 1 1 π
dv = cos(2B) − Si(B) − {sin B − B cos B}
2 (v − 1) 3 2 2 2
1
+ Ci(B) {cos B + B sin B} ; B > 0. (5.32)
2
Corollary 8
∞ Si(Bv) π 1 1 π
dv = + sin(2B) + Si(B) − {cos B + B sin B}
2 (v − 1)3 4 2 2 2
1
+ Ci(B) {sin B − B cos B} ; B > 0. (5.33)
2
Proof If, instead of beginning with the integral in (5.29) as a starting point, we
begin with
∞ ∞ e−ix−2y
Iˆ = dxdy, (5.34)
0 B(1+ey ) x
we get
∞ E1 (iBv) 1 1 + iB −iB
dv = − e−2iB + e E1 (iB). (5.35)
2 (v − 1) 3 2 2
Taking the real and imaginary parts of (5.35) leads to (5.32) and (5.33),
respectively.

Theorem 5
∞
E1 (bv) 1 + b −2b 2 2 + 2b + b2 −b
dv = e + E1 (2b) − e E1 (b);
2 (v − 1)4 6 3 6
b > 0. (5.36)

∞ ∞ ∞
e−x−3y
I= dxdy = E1 (b(1 + ey ))e−3y dy, (5.37)
0 b(1+ey ) x 0
for b > 0.
∞ E1 (bv)
I= dv. (5.38)
2 (v − 1)4

to
∞ ∞

e−ub(1+e
y )−3y
1 + b −2b
I= dydu = e
1 0 u 6

2 2 + 2b + b2 −b
+ E1 (2b) − e E1 (b). (5.39)
3 6

Corollary 9
∞ Ci(Bv) cos(2B) + B sin(2B) 2

dv = − + Ci(2B)
2 (v − 1)4 6 3
1
+ Ci(B) (B 2 − 2) cos B − 2B sin B
6
1 π
− Si(B) − {(B 2 − 2) sin B + 2B cos B}; B > 0. (5.40)
6 2
Corollary 10
∞ Si(Bv) sin(2B) − B cos(2B) 1 π

dv = − + 2Si(2B) −
2 (v − 1)4 6 3 2
1
+ Ci(B){(B 2 − 2) sin B + 2B cos B}
6
1 π
+ Si(B) − {(B 2 − 2) cos B − 2B sin B}; B > 0. (5.41)
6 2
Proof If, instead of the integral in (5.37) as a starting point, we begin with
∞ ∞ e−ix−3y
Iˆ = dxdy, (5.42)
0 B(1+ey ) x
we get
∞ E1 (iBv) 1 + iB −2iB
dv = e
2 (v − 1)4 6
2 2 + 2iB − B 2 −iB
+ E1 (2iB) − e E1 (iB). (5.43)
3 6
Taking the real and imaginary parts of (5.43) lead to (5.40) and (5.41), respec-
tively.

5.2 Identities Involving Ea (x)
Theorem 6
∞
1
Ea (1 + y )dy = 1 +
b
Ea+ 1 (1); b > 0. (5.44)
0 b b

∞ ∞ ∞
e−x (1 + y b )a−1
I= dxdy = Ea (1 + y b )dy, (5.45)
0 1+y b xa 0
for b > 0.
Next, we’ll use the substitution x = (1 + y b )u and dx = (1 + y b )du to get
∞ ∞
e−u(1+y )
b
1
I= dydu = 1 + Ea+ 1 (1). (5.46)
1 0 ua b b
5.2 Identities Involving Ea (x) 203

Theorem 7
∞
1 1
E1 (y ) ln ydy = 1 +
b
ψ0 − b ; b > 0. (5.47)
0 b b

∞ ∞ ∞
e−x ln y
I= dxdy = E1 (y b ) ln ydy, (5.48)
0 yb x 0
for b > 0.
Next, we make the substitution x = y b u and dx = y b du to get
∞ ∞
e−uy ln y
b
1 1
I= dydu = 1 + ψ0 −b . (5.49)
1 0 u b b

Theorem 8
∞
eay E1−a (ey )dy
b
eab
= · 2 F 2 a, a; 1 + a, 1 + a; −e b
+ (a) {ψ0 (a) − b} ; a > 0. (5.50)
a2

∞ ∞ ∞
I= e−x x a−1 dxdy = eay E1−a (ey )dy, (5.51)
b ey b
for a > 0.
Next, we’ll use the substitution x = ey u and dx = ey du to get
∞ ∞
e−ue ua−1 eay dydu
y
I=
1 b
eab
= · 2 F 2 a, a; 1 + a, 1 + a; −e b
+ (a) {ψ0 (a) − b} . (5.52)
a2

Theorem 9
π
2
2 E1 b sec θ
−b π
√ π √
2
dθ = e erfc b − erfc2 b − E1 (2b); b > 0. (5.53)
π
4
cos θ b 2

∞ ∞ ∞
e−x
I= dxdy = E1 b(1 + y 2 ) dy, (5.54)
1 b(1+y 2 ) x 1
for b > 0.
Next, we’ll use the substitution x = b(1 + y 2 )u and dx = b(1 + y 2 )du to get
∞ ∞

e−ub(1+y )
2
π √ π √
I = dydu = e−b erfc b − erfc2 b − E1 (2b).
1 1 u b 2
(5.55)

∞
−b π
√ π √
E1 b(1 + y )dy = e
2
erfc b − erfc2 b − E1 (2b). (5.56)
1 b 2
Employing the substitution v = tan θ and dv = sec2 θ dθ leads to (5.53).

Theorem 10
π
2 E1 1 + tan4 θ 1 1+a
tan θ dθ = E 5+a (1)
a
; a > −1. (5.57)
0 cos2 θ 4 4 4

∞ ∞ ∞
e−x a
I= y dxdy = E1 1 + y 4 y a dy, (5.58)
0 1+y 4 x 0
for a > −1.

Next, we’ll use the substitution x = (1 + y 4 )u and dx = (1 + y 4 )du to get
∞ ∞
e−u(1+y ) a
4
1 1+a
I= y dydu = E 5+a (1) . (5.59)
1 0 u 4 4 4

∞

1 1+a
E1 1 + y 4
y dy = E 5+a (1)
a
. (5.60)
0 4 4 4
Employing the substitution y = tan θ and dy = sec2 θ dθ leads to (5.57).

Theorem 11
* +2
1 + sec2 θ
π
2 E1 √ 1 1 1 1 3
dθ = −2 2π + · 2 F2 − , ; , ; −4
0 cos2 θ 4 4 4 2 4

1 1 3 5 3
− − · 2 F2 , ; , ; −4 . (5.61)
4 4 4 4 2

∞ ∞ ∞
e−x
2
1
I= dxdy = E1 (2 + y 2 )2 dy. (5.62)
0 2+y 2 x 2 0
Next, we’ll use the substitution x = (2 + y 2 )u and dx = (2 + y 2 )du to get
∞ ∞
e−u
2 (2+y 2 )2
√ 1 1 1 1 1 3
I= dydu = − 2π + · 2 F2 − , ; , ; −4
1 0 u 2 4 4 4 2 4

1 1 1 3 5 3
− − · 2 F2 , ; , ; −4 . (5.63)
2 4 4 4 4 2

∞ √ 1 1 1 1 3
E1 (2 + y 2 )2 dy = −2 2π + · 2 F2 − , ; , ; −4
0 4 4 4 2 4

1 1 3 5 3
− − · 2 F2 , ; , ; −4 . (5.64)
4 4 4 4 2

Theorem 12
√
π √ √
π
2 E1 1 + sec2 θ
2
dθ = 2
− 2π erfc 2. (5.65)
0 cos θ e

∞ ∞ ∞
e−x
2
1
I= √ dxdy = E1 2 + y 2 dy. (5.66)
0 2+y 2 x 2 0

Next, we’ll use the substitution x = 2 + y 2 u and dx = 2 + y 2 du to get
∞ ∞ √
e−u
2 (2+y 2 )
π π √
I= dydu = 2
− √ erfc 2. (5.67)
1 0 u 2e 2

√
∞ π √ √
E1 2 + y 2 dy = 2 − 2π erfc 2. (5.68)
0 e

Theorem 13
∞
1
E1− 1 − 1 1 + u du = 1 +
a
E1− 1 (1); a > 0. (5.69)
0 a b a b

∞ ∞
−x a −(1+y)b 1 1
I= e dxdy = 1 + E1− 1 (1), (5.70)
0 0 b a b
for a > 0.
b b
Next, we’ll use the substitution x = (1 + y) a u and dx = (1 + y) a du to get
∞ ∞ ∞
b 1
e−(u
a +1)(1+y)b
I= (1 + y) a dydu = E1− 1 − 1 1 + ua du.
0 0 b 0 a b
(5.71)

Theorem 14
∞
y 1+a+b E−a (y + y 2 )dy = (a − b)(1 + b)
0

1 2+a+b a b a b 1 a b 1
+ · 2 F2 − ,1 + + ; ,1 + − ;
b−a 2 2 2 2 2 2 2 2 4

1 3+a+b
+
1+a−b 2

1 a b 3 a b 3 3 a b 1
× 2 F2 + − , + + ; , + − ; ; a > b; b > −1.
2 2 2 2 2 2 2 2 2 2 4
(5.72)

∞ ∞ ∞
I= e−x−xy x a y b dxdy = y 1+a+b E−a (y + y 2 )dy, (5.73)
0 y 0
for a > b and b > −1.

Next, we’ll use the substitution x = yu and dx = ydu to get
∞ ∞
e−uy−uy (uy)a y b+1 dydu
2
I=
1 0
= (a − b)(1 + b)

1 2+a+b a b a b 1 a b 1
+ · 2 F2 − ,1 + + ; ,1 + − ;
b−a 2 2 2 2 2 2 2 2 4

1 3+a+b
+
1+a−b 2

1 a b 3 a b 3 3 a b 1
× 2 F2 + − , + + ; , + − ; . (5.74)
2 2 2 2 2 2 2 2 2 2 4

Theorem 15
∞
1
ua E−1−a (1 + u)du = E−a (1) − E−a (2); −∞ < a < ∞. (5.75)
1 e

∞ ∞
I= e−x−y x a dxdy = E−a (1) − eE−a (2). (5.76)
0 y+1
Next we’ll use the substitution x = (y + 1)u and dx = (y + 1)du to get

∞ ∞ ∞
I= e−u(y+1)−y ua (y + 1)a+1 dydu = eua E−1−a (1 + u)du.
1 0 1
(5.77)

Corollary 11
∞ 1
e−u u1+a E−a (u)du = E−a (1) − E−a (2); −∞ < a < ∞. (5.78)
1 e

∞ ∞ ∞
e−x y a x 1+a
I= dxdy = y a E−1−a (1 + y)dy. (5.79)
1 1+y (1 + y)a+2 1
The substitution x = (y + 1)u and dx = (y + 1)du leads to

∞ ∞ ∞
−u(1+y) a 1+a
I= e y u dydu = e−u u1+a E−a (u)du. (5.80)
1 1 1
Since (5.79) is equivalent to (5.75), we can equate (5.80) to (5.75) to obtain the
claimed result.

Theorem 16
∞
γ √ √ 1
E1 (u + u2 )du = + 4 e π erfc
0 2 2

π 1 1 3 1
− erfi + · 2 F2 1, 1; , 2; . (5.81)
2 2 4 2 4
∞ ∞
γ 1√ √ 1
e−x
2 −y−xey
I= dxdy = + 4 e πerfc
0 0 4 2 2

π 1 1 3 1
− erfi + · 2 F2 1, 1; , 2; . (5.82)
4 2 8 2 4
Next, we’ll use the substitution x = ey u and dx = ey du to get

∞ ∞ ∞
−(u+u2 )e2y 1
I= e dydu = E1 (u + u2 )du. (5.83)
0 0 2 0

Theorem 17
∞
1 1 2 5 1
· 1 F2 − ; , ; −
E1 (y + y 3 )dy = −π
0 3 6 3 6 27

2 1 7 4 1 1 1 4 3 5 1
+ · 1 F2 ; , ;− − · 2 F3 , 1; , , ; − . (5.84)
3 6 6 3 27 6 2 3 2 3 27

∞ ∞ ∞
e−x−y−y
3
I= dxdy = E1 (y + y 3 )dy. (5.85)

0 0 x + y + y3 0
We’ll use the substitution x = (y + y 3 )u and dx = (y + y 3 )du, which leads to
∞ ∞
e−(u+1)(y+y )
3
1 1 2 5 1
I= dydu = · 1 F2 − ; , ; −
0 0 u+1 3 6 3 6 27

2 1 7 4 1 1 1 4 3 5 1
−π + · 1 F2 ; , ;− − · 2 F3 , 1; , , ; − .
3 6 6 3 27 6 2 3 2 3 27
(5.86)

Theorem 18
∞

2π 1 1 1 3 11 1
E1 u + u4 du = − √ + · 1 F3 − ; , , ;
0 3 4 12 2 4 12 256
√
π 1 3 7 5 1
+ · 1 F3 ; , , ;
2 6 4 6 4 256

1 3 5 5 17 3 1
− 1 F3 ; , , ;
10 4 12 4 12 2 256

1 2 5 3 5 7 1
+ · 2 F4 , 1; , , , ; . (5.87)
48 3 4 2 3 4 256

∞ ∞
5 1 1 3 11 1
e−y−x
4 −xe3y
I= · 1 F3 − ; , , ;
dxdy =
0 0 4 12 2 4 12 256
√
π π 1 3 7 5 1
− √ + · 1 F3 ; , , ;
2 3 8 6 4 6 4 256

1 3 5 5 17 3 1
− 1 F3 ; , , ;
40 4 12 4 12 2 256

1 2 5 3 5 7 1
+ · 2 F4 , 1; , , , ; . (5.88)
192 3 4 2 3 4 256
The substitution x = ey u and dx = ey du leads to

∞ ∞
−(u+u4 )e4y 1 ∞
I= e dydu = E1 u + u4 du. (5.89)

0 0 4 0

Theorem 19
∞

3 1 3 5 3 1
E1 u2 + u4 du = · 2 F2 , ; , ;
0 4 4 4 4 2 4

1 1 1 1 3 1
−π + · 2 F2 − , ; , ; . (5.90)
4 4 4 2 4 4
∞ ∞
1 3 1 3 5 3 1
e−y−x
4 −x 2 e2y
I= dxdy =
· 2 F2 , ; , ;
0 0 4 4 4 4 4 2 4

1 1 1 1 3 1
−π + · 2 F2 − , ; , ; . (5.91)
4 4 4 2 4 4

∞ ∞
1 ∞ 2
e−(u +u )e dydu =
2 4 4y
I= E1 u + u4 du. (5.92)
0 0 4 0

Theorem 20
∞
√4
√
γ e π
E1 v + v vdv = 1 − −
2
0 4 2

π 1 1 5 1
+ erfi − · 2 F2 1, 1; 2, ; . (5.93)
4 2 24 2 4

∞ ∞ ∞
e−x √
I= √
dxdy = E1 y + y dy. (5.94)
0 y+y x 0
√ √
Using the substitution x = y + y u and dx = y + y du leads to
∞ ∞
√
e−u( y+y ) γ √ √
I= dydu = 2 − − 4e π
1 0 u 2

π 1 1 5 1
+ erfi − · 2 F2 1, 1; 2, ; . (5.95)
2 2 12 2 4
√
Equating (5.94) and (5.95), and further employing the substitution v = y and
dv = 2dy
y

Theorem 21

1
1
∞ G4,0
1,4 4 − 2 , 0, 1 , 5
1
E1 v + 2 vdv = √ 3√ 3 6 . (5.96)
0 v 332 π

∞ ∞ ∞
e−x √ 1
I= √
dxdy = E1 y+ dy. (5.97)
0 y+ y1 x 0 y
√
√
Using the substitution x = y + y1 u and dx = y + y1 du leads to

√
√ 1
1
∞ ∞ −u y+ y1
3
4 · G4,0
1,4 4 − 2 , 0, 1 , 5
e
I = dydu = √ 3 3 6
. (5.98)
1 0 u 3 π
√
Equating (5.97) and (5.98), and further employing the substitution v = y and
dv = 2dy
y

Theorem 22

1
1
∞ G6,0
1,6 256 − 2 , 0, 1 , 7 , 3 , 17
1
E1 v + 4 vdv = 5
√ 10√ 20 5 20 . (5.99)
0 v 10 · 10 128 π 3

∞ ∞ ∞
e−x √ 1
I= √
dxdy = E1 y+ 2 dy. (5.100)
0 y+ 1 x 0 y
y2
√
√
Using the substitution x = y+ 1

y2
u and dx = y+ 1
y2
du leads to

√

1 1
∞ ∞ −u y+ 1 G6,0
1,6 256 − 2 , 0, 1 , 7 , 3 , 17
e y2
I = dydu = √5 10 20 5 20
√ .
1 0 u 5 · 128 π 3
10
(5.101)
√
Equating (5.100) and (5.101), and further employing the substitution v = y
and dv = 2dy
y

Theorem 23
√
∞ 1 π √ √
E1 1 + y 2 + 2 dy = 3 − π 3erfc 3. (5.102)
0 y e

∞ ∞ ∞
e−x 1
I= dxdy = E1 1 + y 2 + 2 dy. (5.103)
0 1+y 2 + 1 x 0 y
y2
Using the substitution x = 1 + y 2 + 1

y2
u and dx = 1 + y 2 + 1
y2
du leads
to

∞ ∞ −u 1+y 2 + 1 √
e y2 π √ √
I= dydu = 3 − π 3erfc 3. (5.104)
1 0 u e

Theorem 24
π
√
2 π π
E1 sec θ sec θ dθ =
2 2
erfc(1) − erfc2 (1) − E1 (2). (5.105)
π
4
e 2

∞ ∞ ∞
e−x
I= dxdy = E1 1 + y 2 dy. (5.106)
1 1+y 2 x 1

Using the substitution x = 1 + y 2 u and dx = 1 + y 2 du leads to
√
∞ ∞ e−u 1+y 2
π π
I= dydu = erfc(1) − erfc2 (1) − E1 (2). (5.107)
1 1 u e 2
Equating (5.106) and (5.107), and further employing the substitution y = tan θ
and dy = sec2 θ dθ leads to (5.105).

Theorem 25
∞
√ 1 1 3 5 1
E1 (y 2 + y −4 )dy = −2π + π · 1 F3 − ; , , ; −
0 6 4 4 6 4

1 1 1 13 5 1
− − · 1 F3 ; , , ;−
4 12 2 12 4 4

1 3 7 3 19 7 1
+ − · 1 F3 ; , , ;− . (5.108)
7 4 12 2 12 4 4

∞ ∞ ∞
e−x
I= dxdy = E1 (y 2 + y −4 )dy. (5.109)
0 y 2 +y −4 x 0
Employing the substitution x = u(y 2 + y −4 ) and dx = du(y 2 + y −4 ) leads to
∞ ∞ −4 )
e−u(y +y
2
√ 1 1 3 5 1
I= π · 1 F3 − ; , , ; −
dydu = −2π +
1 0 u 6 4 4 6 4

1 1 1 13 5 1
− − · 1 F3 ; , , ;−
4 12 2 12 4 4

1 3 7 3 19 7 1
+ − · 1 F3 ; , , ;− . (5.110)
7 4 12 2 12 4 4

Theorem 26

1
1
∞
G6,0
1,6 108 − 1 , 0, 1 , 2 , 2 , 11
E1 (y 2 + y −3 )dy = √ 10√ 15 √ 5 5 15 . (5.111)
0 20 5 2 10 27 π 3

∞ ∞ ∞
e−x
I= dxdy = E1 (y 2 + y −3 )dy. (5.112)
0 y 2 +y −3 x 0

1
1
∞ ∞ −u(y 2 +y −3 ) G6,0
1,6 108 − 1 , 0, 1 , 2 , 2 , 11
e 10 15 5 5 15
I = dydu = √ √ √ . (5.113)
1 0 u 20 5 2 10 27 π 3

Theorem 27

√ 1
1
∞
10
27 · G6,0
1,6 108 − 1 , 0, 1 , 4 , 3 , 3
E1 (y 3 + y −2 )dy = √ 15 √ 10 15 5 5 . (5.114)
0 30 5 16 π 3

∞ ∞ ∞
e−x
I= dxdy = E1 (y 3 + y −2 )dy. (5.115)
0 y +y
3 −2 x 0

√
1 1
∞ ∞ −2 ) 27 · G6,0
10
108 − 1 , 0, 1 , 4 , 3 , 3
e−u(y +y
3 1,6
I = dydu = √ 15 √ 10 15 5 5 .
1 0 u 30 5 16 π 3
(5.116)

Theorem 28
∞
√ 1 3 7 5 1
E1 (y 4 + y −2 )dy = −2π + 2 π · 1 F3 ; , , ;−
0 6 4 6 4 4

1 1 1 3 11 1
+ · 1 F3 − ; , , ; −
4 12 2 4 12 4

4 3 5 5 17 3 1
− · 1 F3 ; , , ;− . (5.117)
5 4 12 4 12 2 4

∞ ∞ ∞
e−x
I= dxdy = E1 (y 4 + y −2 )dy. (5.118)
0 y 4 +y −2 x 0
∞ ∞ −2 )
e−u(y +y
4
√ 1 3 7 5 1
I= dydu = −2π + 2 π · 1 F3
; , , ;−
1 0 u 6 4 6 4 4

1 1 1 3 11 1
+ · 1 F3 − ; , , ; −
4 12 2 4 12 4

4 3 5 5 17 3 1
− · 1 F3 ; , , ;− . (5.119)
5 4 12 4 12 2 4

Theorem 29
∞

γ 1 1 1 1 2 4
E1 y 2 + y 3 dy = − 1 + · 2 F2 − , ; , ; −
0 3 3 3 6 3 3 27

1 2 1 5 4 5 4
− · 2 F2 , ; , ;−
3 3 3 6 3 3 27

1 3 5 7 4
− · 3 F3 1, 1, ; , 2, ; − . (5.120)
36 2 3 3 27

∞ ∞ ∞
e−x
I= dxdy = E1 y 2 + y 3 dy. (5.121)
0 y 2 +y 3 x 0

Using the substitution x = y 2 + y 3 u and dx = y 2 + y 3 du leads to

∞ ∞ e−u y 2 +y 3
γ 1 1 1 1 2 4
I= dydu =
−1+ · 2 F2 − , ; , ; −
1 0 u 3 3 3 6 3 3 27

1 2 1 5 4 5 4
− · 2 F2 , ; , ;−
3 3 3 6 3 3 27

1 3 5 7 4
− · 3 F3 1, 1, ; , 2, ; − . (5.122)
36 2 3 3 27

Theorem 30
∞
1
E1 (y α )dy = ; α > 0. (5.123)
0 α

∞ ∞ ∞
e−x
2
1
I= dxdy = E1 y 2a dy, (5.124)
0 ya x 2 0
for a > 0.
Next, we’ll use the substitution x = y a u and dx = y a du to get
∞ ∞
e−u y
2 2a
1 1
I= dydu = . (5.125)
1 0 u 2 2a
Equating (5.124) and (5.125) and setting α = 2a leads to the claimed result.

Remark 1 We can also solve (5.123) via Leibniz’s rule by differentiating it with
respect to α, i.e.,
∞ ∞
d −y α 1 1 1
E1 (y )dy = −
α
e ln ydy = − 2 ψ0 . (5.126)
dα 0 0 α α α
If we then integrate (5.126) over α, we get

1 1 1 1
− ψ0 dα = + C. (5.127)
α2 α α α
If we set C = 0, we recover (5.123).

We can also extend (5.123) to an arbitrary number of dimensions n, but first we
will need the following theorem.
Theorem 31

∞ ∞ − n n 1
b b
··· 1 + ub1 + ub2 + ... + ubn−1 du1 · · · dun−1 = n ; b > 0.
0 0 bn−1 b
(5.128)
∞ ∞
−x1b −x2b −...−xnb 1
I= ··· e dx1 · · · dxn = 1 +
n
, (5.129)
0 0 b
for b > 0.
The substitution xj = xn uj and dxj = xn duj for 1 ≤ j ≤ n − 1 leads to
∞ ∞
e−{1+u1 +u2 +...+un−1 }xn xnn−1 du1 · · · dun−1 dxn .
b b b b
I= ··· (5.130)
0 0
If we evaluate only the integral only over xn in (5.130), we get

1 n
∞ ∞ − n
b
I= ··· 1 + ub1 + ub2 + ... + ubn−1 du1 · · · dun−1 .
b b 0 0
(5.131)

Corollary 12

∞ ∞ n α1
α
··· E1 x1 + x2α + ... + xnα dx1 · · · dxn = ; α > 0. (5.132)
0 0 nα n−1

∞ ∞
I= ··· E1 x1α + x2α + ... + xnα dx1 · · · dxn , (5.133)
0 0
for α > 0.
If we use the substitution xj = xn uj and dxj = xn duj for 1 ≤ j ≤ n − 1, we
get
∞ ∞ * +
I= ··· E1 1 + uα1 + ... + uαn−1 xnα xnn−1 dxn du1 · · · dun−1 .
0 0
(5.134)
If we further use the substitution v1 = xnn and dv1 = nxnn−1 dxn , then (5.134)
becomes
∞
1 ∞ * + α
I= ··· E1 1 + uα1 + ... + uαn−1 v1n dv1 du1 · · · dun−1 . (5.135)

n 0 0
* +n
Employing v2 = Av1 and dv2 = Adv1 , where A = 1 + uα1 + ... + uαn−1 α
leads to
∞ α
1 ∞ * +− n
I= ··· E1 v2n 1 + uα1 + ... + uαn−1 α dv2 du1 · · · dun−1 .
n 0 0
(5.136)
Using (5.123), we can show that

∞ α
n
E1 v2n dv2 = . (5.137)

0 α
Finally, using (5.128), we can show that

∞ ∞ n 1
1 n − n α
I= ··· 1 + uα1 + ... + uαn−1 α du1 · · · dun−1 = n−1
.
n α 0 0 nα
(5.138)

Theorem 32
∞
2−β
y 1−β
E α+β−1 (y )dy = α
; α > 0; β < 2. (5.139)
0 α α

∞ ∞ ∞
e−x
α
1
I= β
dxdy = y 1−β E α+β−1 (y α )dy, (5.140)
0 y x α 0 α
for α > 0 and β < 2.

Next, we’ll use the substitution x = yu and dx = ydu to get
∞ ∞
e−(uy)
α
1 2−β
I= β
ydydu = ; α > 0; β < 2. (5.141)
1 0 (uy) α α

Theorem 33
∞ α
E1 y α dy = αE− 1 (1) − E1 (1) − ; α > 0. (5.142)
1 α e

∞ ∞ ∞
e−x
2
1
I= dxdy = E1 y 2a dy, (5.143)
1 ya x 2 1
for a > 0.
∞ ∞ e−u y
2 2a
1 a
I= dydu = aE− 1 (1) − E1 (1) − . (5.144)
1 1 u 2a 2 e

Theorem 34
∞
1 1 1 1
E1 y α e−y dy =
α
· 2 F1 , ; 1 + ; −1 ; α > 0. (5.145)
0 α α α α

∞ ∞ ∞
e−x
2 −y 2a
1
E1 y 2a e−y dy,
2a
I= dxdy = (5.146)
0 ya x 2 0
for a > 0.
∞ ∞
e−(1+u
2 )y 2a
1 1
1 1
1
I= · 2 F1
dydu = , ;1 + ; −1 .
1 0 u 2
2a 2a 2a
2a
(5.147)
Theorem 35
∞
E1 (1 + y 2 ) cosh(By)dy
0

π iB iB
= e−iB erfc 1 − − eiB erfc 1 + ; −∞ < B < ∞.
2iB 2 2
(5.148)

∞ ∞ ∞
e−x y b
I= dxdy = E1 1 + (ln y)2 y b dy. (5.149)
0 1+(ln y)2 x 0
Next, we’ll use the substitution x = (1 + (ln y)2 )u and dx = (1 + (ln y)2 )du to
get
∞ ∞
e−u(1+(ln y) ) b
2
I= y dydu
1 0 u

π −i(b+1) i(b + 1) i(b + 1)
= e erfc 1 − −e i(b+1)
erfc 1 + .
i(b + 1) 2 2
(5.150)
dy
Using the substitution v = ln y and dv = y further leads to
∞
∞
I= E1 1 + (ln y)2 y b dy = E1 1 + v 2 e(b+1)v dv

0 −∞
∞
=2 E1 1 + v 2 cosh((b + 1)v)dv. (5.151)

0
Equating (5.150) and (5.151) and setting B = b + 1 leads to the claimed result.

We can modify the above procedure to get the following result.
Corollary 13
π
2
e− sec
2θ
cosh(B tan θ )dθ
0

π −iB iB iB
= e erfc 1 − + e erfc 1 +
iB
. (5.152)
4 2 2

∞ ∞ ∞
e−x y B−1 e−1−(ln y) y B−1
2
I= dxdy = dy. (5.153)

0 1+(ln y)2 1 + (ln y)2 0 1 + (ln y)2
get
∞ ∞
e−u(1+(ln y) ) y B−1 dydu
2
I=
1 0

π iB iB
= e−iB erfc 1 − + eiB erfc 1 + . (5.154)
2 2 2
dy
∞ ∞
e−1−(ln y) y B−1 e−1−v eBv
2 2
I= dy = dy
0 1 + (ln y)2 −∞ 1 + v2
∞ −1−v 2
e
=2 cosh(Bv)dv. (5.155)
0 1 + v2

∞ e−1−y
2
cosh(By)dy
0 1 + y2

π −iB iB iB
= e erfc 1 − + eiB erfc 1 + . (5.156)
4 2 2
Applying the substitution y = tan θ and dy = sec2 θ dθ to (5.156) leads

to (5.152).

Theorem 36
∞
E1 (a + y 2 ) cosh ydy
0
√ √
e−i aπ √ 1 √ 1 √
= ie2i a + e2i a erfi − i a + erfi +i a −i ;
2 2 2
a ≥ 0. (5.157)

∞ ∞ ∞
e−x
I= dxdy = E1 a + (ln y)2 dy, (5.158)
0 a+(ln y)2 x 0
for a ≥ 0.
Next, we’ll use the substitution x = (a + (ln y)2 )u and dx = (a + (ln y)2 )du to
get
∞ ∞
e−u(a+(ln y) )
2
I= dydu
1 0 u
√
√
−i a
√ 1 √ 1 √
=e π ie 2i a
+e 2i a
erfi − i a + erfi +i a −i . (5.159)
2 2
dy
∞
∞
I= E1 a + (ln y)2 dy = E1 a + v 2 ev dv
0 −∞
∞
=2 E1 a + v 2 cosh vdv. (5.160)

0

Theorem 37
∞ √ √
π4e 1 i i
E1 (1 + y 2 )y sinh ydy = − ei π + erfc 1 +
0 e 2 2 2

1 i 1
− e−i π + erfi +i −i . (5.161)
2 2 2

∞ ∞ ∞
e−x ln y
I= dxdy = E1 1 + (ln y)2 ln ydy. (5.162)
0 1+(ln y)2 x 0
get
∞ ∞ e−u(1+(ln y) ) ln y
2
I= dydu
1 0 u
√ √
2 π 4e i
= − ei π (1 + i) erfc 1 +
e 2

1
− e−i π (1 + i) erfi +i −i . (5.163)
2
dy
∞
∞
I= E1 1 + (ln y) ln ydy =
2
E1 1 + v 2 vev dv
0 −∞
∞
=2 E1 1 + v 2 v sinh vdv (5.164)

0

Theorem 38
∞
E1 (1 + y + y 2 )ey dy
−∞
√
$ $ √ % √ %
√ 1 i 3 1 i 3
− 12 − i 2 3
=e π e i 3
erfi − + i + erfi + −i .
2 2 2 2
(5.165)

∞ ∞ ∞
e−x
I= dxdy = E1 1 + ln y + (ln y)2 dy. (5.166)
0 1+ln y+(ln y)2 x 0
Next, we’ll use the substitution x = {1 + ln y + (ln y)2 }u and dx = {1 + ln y +

(ln y)2 }du to get
∞ ∞ e−u(1+ln y+(ln y) )
2
I= dydu
1 0 u
√
$ $ √ % √ %
√ 1 i 3 1 i 3
− 12 − i 2 3
=e π e i 3
erfi − + i + erfi + −i .
2 2 2 2
(5.167)
dy
∞
∞
I= E1 1 + ln y + (ln y)2 dy = E1 1 + v + v 2 ev dv. (5.168)

0 −∞

Theorem 39
√ √ √
∞ π4e 3
√ E1 (1 + y + y )dy = 2
erfc
− 12 + 2
3 e 2
√ $ √ %
3 3 3
− π erfc 2
+ 2E1 . (5.169)
4 2 2

∞ ∞ ∞
e−x
I= dxdy = E1 1 + y + y 2 dy. (5.170)
a (1+y+y 2 ) x a
Next, we’ll use the substitution x = (1 + y + y 2 )u and dx = (1 + y + y 2 )du to

get
√ √
∞ ∞ ∞ e− 4
3u
π erfc 12 (1 + 2a) u
e−u(1+y+y )
2
I= dydu = √ du.
1 a u 1 2u u
(5.171)
√
If we set a = − 12 + 3
2 , we get
3u √
√ √ √ √
∞ e− 4 π 3u π4e 3
I= √ erfc du = erfc
1 2u u 2 e 2
√ $ √ %
3 3 3
− π erfc 2
+ 2E1 . (5.172)
4 2 2
√
Equating (5.170) and (5.172) with a = − 12 + 2
3
leads to (5.169).

Corollary 14
π
E1 3
sec2 θ
2 4 3
dθ = −E1
π
4
cos2 θ 2
√ $ √ √ √ %
1 3 4 3π 4 e 3
+ erfc − 3π erfc . (5.173)
6 2 e 2
Proof We can rewrite (5.169) as follows:
2
∞ ∞ 1 3
I= √ E1 (1+y +y 2 )dy = √ E1 y+ + dy. (5.174)
− 12 + 2
3
− 12 + 2
3 2 4
If we employ the substitution v = y + 1

2 and dv = dy, we get
∞
3
I= √ E1 v 2 + dv. (5.175)
2
3 4
√ √
If we further employ the substitution v = 2
3
tan θ and dv = 2
3
sec2 θ dθ
in (5.175), we get (5.173).

We can also change the procedure leading to (5.169) slightly to get the following
result.
Corollary 15
√
∞ e−1−y−y
2
2π 3
dy = √ erfc . (5.176)
−∞ 1 + y + y2 3 2

∞ ∞ ∞
e−x e−1−ln y−(ln y)
2
I= dxdy = dy.
1+ln y+(ln y)2 y(1 + ln y + (ln y) ) 0 y(1 + ln y + (ln y) )
2 2
0
(5.177)
Next, we’ll use the substitution x = (1 + ln y + (ln y)2 )u and dx = (1 + ln y +
(ln y)2 )du to get
√
∞ ∞ e−u(1+ln y+(ln y) ) 2π
2
3
I= dydu = √ erfc . (5.178)
1 0 y 3 2
dy
∞ ∞
e−1−ln y−(ln y) e−1−v−v
2 2
I= dy = dv. (5.179)
0 y(1 + ln y + (ln y)2 ) −∞ 1 + v + v2

Theorem 40
√
∞ e−1−y−y
2
π 3
dy = √ erfc . (5.180)
− 12 1 + y + y2 3 2

∞ ∞ ∞
e−x e−1−y−y
2
I= dxdy = dy. (5.181)

a 1+y+y 2 1 + y + y2 a 1 + y + y2
Next, we’ll use the substitution x = (1 + y + y 2 )u and dx = (1 + y + y 2 )du to

get
√ √
∞ ∞ e− 4
3u
2 (1 + 2a) u
1
∞ π erfc
e−u(1+y+y ) dydu =
2
I= √ du.
1 a 1 2 u
(5.182)
If we set a = − 12 , then we get
3u √
√
∞ e− 4 π π 3
I= √ du = √ erfc . (5.183)
1 2 u 3 2
Equating (5.181) and (5.183) with a = − 12 leads to the claimed result.

We can obtain more results with the same procedure as above, but with different
values of a. For example, when a = 12 , we get
√
∞ e−1−y−y
2
π 3 4π 3 2
dy = √ erfc −√ T ,√ . (5.184)
1
2
1 + y + y2 3 2 3 2 3
If we subtract (5.184) from (5.180), we get

1

e−1−y−y
2
2 4π 3 2
dy = √ T ,√ . (5.185)
− 12 1 + y + y2 3 2 3
When a = 0, we get
√
∞ e−1−y−y
2
π 3 4π 3 1
dy = √ erfc −√ T ,√ . (5.186)
0 1 + y + y2 3 2 3 2 3
If we subtract (5.186) from (5.180), we get

e−1−y−y
0 2
4π 3 1
dy = √ T ,√ . (5.187)
− 12 1+y+y 2
3 2 3
Theorem 41
∞
E1 (1 + ay + y 2 )dy
− a2
√ √
a2 √ π 4 − a2 4 − a2
=e 4 −1 π− erfc ; |a| < 2. (5.188)
2 2

∞ ∞ ∞
e−x
I= dxdy = E1 1 + ay + y 2 dy, (5.189)
b 1+ay+y 2 x b
for |a| < 2.

Next, we’ll use the substitution x = (1 + ay + y 2 )u and dx = (1 + ay + y 2 )du
to get
2

u a4 −1 √ √
∞ ∞ e−u(1+ay+y )
2 ∞ e π erfc 12 (a + 2b) u
I= dydu = √ du.
1 b u 1 2u u
(5.190)
If we set b = − a2 , then we get

2
u a4 −1 √ √ √
∞ e π a2 √ π 4 − a2 4 − a2
I= √ du = e 4 −1 π− erfc . (5.191)
1 2u u 2 2
Equating (5.189) and (5.191) with b = − a2 leads to the claimed result.

Theorem 42
∞
√
E1 (b + 2ay + y 2 )dy = π ea −b − π b − a 2 erfc b − a 2 ; b > a 2 .
2
−a
(5.192)
∞ ∞ ∞
e−x
I= dxdy = E1 (b + dy + y 2 )dy, (5.193)
−a b+dy+y 2 x −a
for b > a 2 .
Using the substitution x = (b + dy + y 2 )u and dx = (b + dy + y 2 )du leads to
∞ ∞ e−u(b+dy+y )
2
I= dydu
1 −a u
2
u d4 −b √ √
∞ e π erfc d2 − a u
= √ du. (5.194)
1 2u u
If we set d = 2a, we get

√
∞ eu a 2 −b
π √ 2 −b

I= √ du = πea − π b − a 2 erfc b − a 2 . (5.195)
1 2u u
Equating (5.193) to (5.195) with d = 2a leads to the claimed result.

Corollary 16
∞
√
e−b−2ay−y
2
π erfc b − a 2
dy = √ ; b > a2. (5.196)
−a b + 2ay + y 2 2 b−a 2

∞ ∞ ∞
e−x e−b−2ay−y
2
I= dxdy = dy, (5.197)

−a b+dy+y 2 b + dy + y 2 −a b + 2ay + y 2
for b > a 2 .
Using the substitution x = (b + dy + y 2 )u and dx = (b + dy + y 2 )du leads to
∞ ∞
e−u(b+dy+y ) dydu
2
I=
1 −a
2
u d4 −b √ √
∞ e π erfc d2 − a u
= √ du. (5.198)
1 2 u
If we set d = 2a, we get

∞

a 2 −b
√ √
eu π π erfc b − a 2
I= √ du = √ . (5.199)
1 2 u 2 b − a2
Equating (5.197) to (5.199) with d = 2a leads to the claimed result.

Theorem 43
∞ √
π
E1− 1 (b + 2ay + y )dy =
2
E 3 1 (b − a 2 ); A > 2. (5.200)
−a A 2 2−A
∞ ∞ e−x
A
I= 1 1
dxdy
−a (b+2ay+y 2 ) A (b + 2ay + y 2 ) A

1 ∞
= E 1 (b + 2ay + y 2 )dy, (5.201)
A −a 1− A
for A > 2.
1 1
Using the substitution x = (b + 2ay + y 2 ) A u and dx = (b + 2ay + y 2 ) A du
leads to
∞ ∞ √
−uA (b+2ay+y 2 ) π
I= e dydu = E 3 − 1 (b − a 2 ). (5.202)
1 −a 2A 2 A

Theorem 44
∞
b 1 1+b
E1 1 + y y dy =
a
E 1+a+b (1); a > 0; b > −1. (5.203)
0 a a a

∞ ∞ ∞
e−x y b
I= dxdy = E1 1 + y a y b dy, (5.204)
0 1+y a x 0
for a > 0 and b > −1.

Next, we’ll use the substitution x = (1 + y a )u and dx = (1 + y a )du to get
∞ ∞
e−u(1+y ) y b
a
1 1+b
I= dydu = E 1+a+b (1). (5.205)
1 0 u a a a

Theorem 45
∞ E1 (A + v) − e−Av E1 (v)
dv = 0; A > −1. (5.206)
1 v

∞ ∞ −x ∞
e
I= dxdy = E1 A + ey dy, (5.207)
0 A+e y x 0
for A > −1.

Applying the substitution v = ey and dv = ey dy to (5.207) leads to
∞ E1 (A + v)
I= dv. (5.208)
1 v
Next, applying the substitution x = (A + ey )u and dx = (A + ey )du leads to

∞ ∞ ∞
e−u(A+e ) e−Au E1 (u)
y
I= dydu = du. (5.209)

1 0 u 1 u

Theorem 46
∞ E1 (u + ln u) − uE2+u (u)
du = 0. (5.210)
1 u2

∞ ∞ −x−y ∞
e
I= dxdy = E1 ey + y e−y dy. (5.211)
0 y+ey x 0
Next, we’ll use the substitution x = (y + ey ) u and dx = (y + ey ) du to get

∞ ∞ ∞
e−y−u(y+e )
y
E2+u (u)
I= dydu = du. (5.212)
1 0 u 1 u
Applying the substitution u = ey and du = ey dy to (5.211) leads to

∞ E1 (u + ln u)
I= du. (5.213)
1 u2

Theorem 47
∞
E1 (cosh v) cosh(2v)dv = K1 (1). (5.214)
0

∞ ∞ ∞ √
e−x y 1
I= √ dxdy = E1 + √ dy. (5.215)
0
y 1
2 +2 y
√ x 0 2 2 y
√ dy
Applying the substitution y = ev and √
2 y = ev dv to the second integral
in (5.215) leads to
∞ ∞
I =2 E1 (cosh v)e dv = 4 2v
E1 (cosh v) cosh(2v)dv. (5.216)
−∞ 0
√
√
y y
Applying the substitution x = 2 + 1
√
2 y u and dx = 2 + 1
√
2 y du to the
first integral in (5.215) leads to
√
∞ ∞
y 1
−u 2 + 2√ y
e
I= dydu = 4K1 (1). (5.217)
1 0 u

Theorem 48
v

∞
−b 2π √ √
E1 (b cosh v) cosh dv = e − 2π erfc b; b > 0. (5.218)
0 2 b

∞ ∞ ∞ 2
e−x by b
I= dxdy = E1 + dy, (5.219)
0 by 2
2 + 2
b x 0 2 2y 2
2y
for b > 0.
Applying the substitution y 2 = ev and 2ydy = ev dv to the second integral
in (5.219) leads to
∞ ∞ v
1 v
I= E1 (b cosh v)e dv = 2 E1 (b cosh v) cosh dv. (5.220)
2 −∞ 0 2

by 2 by 2
Applying the substitution x = 2 + b
2y 2
u and dx = 2 + b
2y 2
du to the
first integral in (5.219) leads to

2
−u by2 +
∞
b
∞ e 2y 2
−b 2π √ √
I= dydu = e − 2π erfc b. (5.221)
1 0 u b

Theorem 49
v

∞
−2b 2π √
E1 (b{1 + cosh v}) cosh dv = e − 2π erfc 2b; b > 0.
0 2 b
(5.222)
∞ ∞ ∞
e−x y2 1
I= 2

dxdy = E1 b 1 + + 2 dy,
0 b 1+ y2 + 12 x 0 2 2y
2y
(5.223)
for b > 0.
Applying the substitution y 2 = ev and 2ydy = ev dv to the second integral
in (5.223) leads to
∞ ∞ v
1 v
I= E1 (b{1 + cosh v}) e dv = 2 E1 (b{1 + cosh v}) coshdv.
2 −∞ 0 2
2

(5.224)
2
Applying the substitution x = b 1 + y2 + 2y1 2 u and dx = b 1 + y2

+ 2y1 2 du to the first integral in (5.223) leads to

2
−ub 1+ y2 +
∞
1
∞ e 2y 2
−2b 2π √
I= dydu = e − 2π erfc 2b. (5.225)
1 0 u b

Theorem 50

∞ 1, 1
E1 (1 + y) ln ydy = −γ E2 (1) − G3,0 1 . (5.226)
0
2,3 −1, 0, 0

∞ ∞ −x ∞
e ln y
I= dxdy = eE1 (1 + y) ln ydy. (5.227)
0 y 1+x 0
Applying the substitution x = yu and dx = ydu leads to

∞ ∞
e−uy ln y 1, 1
I= 3,0
ydydu = −eγ E2 (1) − eG2,3 1 . (5.228)
1 0 1 + uy −1, 0, 0

Theorem 51
∞ √
π
E1 (1 + y ) ln ydy = −
2
E 3 (1)(γ + 2 ln 2)
0 4 2
√
π 3,0 1, 1
− G
1 1 . (5.229)
4 2,3 − 2 , 0, 0

∞ ∞ ∞
e−x ln y
I= dxdy = eE1 (1 + y 2 ) ln ydy. (5.230)
0 y2 1+x 0
Applying the substitution x = y 2 u and dx = y 2 du leads to
∞ ∞ √
e−uy ln y 2
2
e π
I= y dydu = − E 3 (1)(γ + 2 ln 2)
1 0 1 + uy 2 4 2
√
e π 3,0 1, 1
− G2,3 1 1 . (5.231)
4 − 2 , 0, 0

Corollary 17

1 1 1 1 (0,1,0) 1 3
2 F2 − , − ; , ; −1 − 1 F1 ; ; −1
2 2 2 2 2 2

(0,1,0) 1 1 (1,0,0)
1 F1 ;
2 2 ; −1 1 F 1 − ;
1 1
2 2 ; −1 1
− − = . (5.232)
2 2 e
Proof We begin by applying the substitution y = tan θ and dy = sec2 θ dθ

to (5.229), which leads to
π √
E1 (sec2 θ )
2 π π(2 + γ + 2 ln 2)
2θ
ln(tan θ )dθ = π − erf(1)(γ + 2 ln 2) −
0 cos 2 2e

√π · 1 F (0,1,0) 1 ; 1 ; −1 √
π · 1 F1(1,0,0) − 12 ; 12 ; −1
√ 1 3 1 2 2
− π ·1 F1(0,1,0) ; ; −1 − − .
2 2 2 2
(5.233)

Theorem 52
∞
E1 (1 + y)y a ln ydy
0

1, 1
= (1 + a) E2+a (1)ψ0 (1 + a) − G3,0 1 ; a > −1.
2,3 0, 0, −a − 1
(5.234)

∞ ∞ ∞
e−x y a ln y
I= dxdy = eE1 (1 + y)y a ln ydy, (5.235)
0 y 1+x 0
for a > −1.

Applying the substitution x = yu and dx = ydu leads to
∞ ∞e−uy ln y a+1
I= y dydu
1 0 1 + uy

1, 1
= e(1 + a) E2+a (1)ψ0 (1 + a) − G3,0
2,3 1 0, 0, −a − 1
. (5.236)

Theorem 53
∞ E1 (v − 1) π2 1
dv = − (γ + ln 2)(γ + 2E1 (−2) + 2π i + ln 2)
1 v+1 4 2
1 (2,0,0)
− 4 · 3 F3 (1, 1, 1; 2, 2, 2; 2) − · 1 F1 (0; 1; 2). (5.237)
2
∞ ∞ ∞
e−x+y E1 (ey − 1) y
I= dxdy = e dy. (5.238)
0 ey −1 x(1 + ey ) 0 ey + 1
The substitution v = ey and dv = ey dy leads to

∞ E1 (v − 1)
I= dv. (5.239)
1 v+1
The substitution x = (ey − 1)u and dx = (ey − 1)du leads to
∞ ∞ e−(e −1)u+y
y
π2
I= dydu =
1 0 u(1 + e )
y 4
1
− (γ + ln 2)(γ + 2E1 (−2) + 2π i + ln 2)
2
1 (2,0,0)
− 4 · 3 F3 (1, 1, 1; 2, 2, 2; 2) − · 1 F1 (0; 1; 2). (5.240)
2

Theorem 54
π
√
2 π erfc(1) π EB− 1 (1)
EB (sec θ )dθ = 2
+ 2
; −∞ < B < ∞. (5.241)
0 2B − 2 2 − 2B

√
∞ ∞ e−x −y b
2 2
π erfc(1) πE 1 − b (1)
I= y dxdy = − + 2 2
. (5.242)
1 0 x2 + y2 2b 2b

∞ ∞ ∞ E1− b (1 + u2 )
e−(1+u )y b−1
2 2
1
I= y dydu = 2
du. (5.243)
0 1 (1 + u )
2 2 0 1 + u2
Equating (5.242) and (5.243), and further employing the substitution u = tan θ
and du = sec2 θ dv, and setting B = 1 − b2 leads to (5.241).

Theorem 55

1 a a 1
E1+ 1 (1) = − + + · 2 F2 1, 1; 2, 1 − ; 1
a a e e a

a 1
+ · 2 F2 1, 1; 2, 2 − ; 1 ; a > 1. (5.244)
e(a − 1) a
∞ ∞ ∞
e−(1+x+y ) ln(1 + x + y a )dxdy =
a
I= E1 (1 + y a )dy
0 0 0
1 √
1 π
+ − iπ − −1E1− 1 (−1)
a
π cot
ae a a a

1 1 1 1
+ −1 + 2 F2 1, 1; 2, 2 − ; 1 + ψ0 , (5.245)
a a a a
for a > 1.
Applying the substitution x = y a u and dx = y a du to (5.245) leads to
∞ ∞
e−(1+(1+u)y ) ln(1 + (1 + u)y a )y a dydu
a
I=
0 0
π π

π csc a 1 1
=
iπ − π cot − ψ0 1 + − a · 2 F2 1, 1; 2, 1 − ; 1
e − a1 a a a

1
+ −1 − e + E−1− 1 (−1) . (5.246)
a a

∞
1
E1 (1 + y )dy = 1 +
a
E1+ 1 (1); a > 0. (5.247)
0 a a
Equating (5.245) and (5.246) and then substituting (5.247) leads to (5.244).

Theorem 56
∞ a

√ iπ a 1+a
E− a2 (u + u2 )du = a(a) − + 2a π ie− 2
0 2 2

1+a 2 F2 1, 1 + a ; 3 , 2 + a ; 1
1 2 1 2 2 2 4
− − E 1−a − + ; −1 < a < 0.
4 2 4 2+a
(5.248)
x2 √
Proof We begin with the Laplace transform pair F (x) = 12 e 4 π erfc x2 and
f (y) = e−y . For −1 < a < 0, the first term in the pair leads to
2
∞ x
1 x2 √
I= e 4 π erfc x a dx
1 2 2
a

a √ iπ a 1+a
= (a) − + 2a−1 π ie− 2
2 2 2

1+a 2 F2 1, 1 + a ; 3 , 2 + a ; 1
1 2 1 2 2 2 4
− − E 1−a − + . (5.249)
4 2 4 2+a
The second term leads to (also for −1 < a < 0)

∞ ∞
e−y
2 −xy
I= x a dydx. (5.250)
1 0
Using the substitution y = xu and dy = xdu leads to

∞ ∞ ∞
1
e−u
2 x 2 −ux 2
I= x a+1 dxdu = E− a2 (u + u2 )du. (5.251)
0 1 2 0

Remark 2 Taking the imaginary part of (5.248) and setting a = 2A − 1 leads to

−A 1 1
(A) sin (π A) = − Im (−1) A, − ;0 < A < . (5.252)
4 2
We can generalize (5.252) to

Theorem 57

(A) sin (π A) = − Im (−1)−A (A, −B) ; B > 0. (5.253)
Proof From the definition of the incomplete gamma function,

∞ 0
(A, −B) = t A−1 e−t dt = t A−1 e−t dt + (A). (5.254)
−B −B
The substitution u = −t and du = −dt leads to

B B
(A, −B) = (−u) A−1 u
e du + (A) = −(−1) A
uA−1 eu du + (A).
0 0
(5.255)
Multiplying both sides of (5.255) by (−1)−A leads to
B
−A
(−1) (A, −B) = − uA−1 eu du + (−1)−A (A). (5.256)
0
Finally, taking the imaginary part of (5.256) leads to (5.253).

Theorem 58
∞
uk−1 E 1−k (1 + u)du = (k)E k+1 (1); k > 0. (5.257)
0 2 2
(k)
Proof We begin with the Laplace transform pair F (x) = xk
and f (y) = y k−1 for
k > 0.
Using the first term in this pair, we get
∞ (k)e−x
2
1
I= dx = (k)E k+1 (1). (5.258)
1 xk 2 2
Using the second term, we get

∞ ∞
y k−1 e−xy−x dydx.
2
I= (5.259)
1 0
Using the substitution y = xu and dy = xdu, we get

∞ ∞ ∞
k−1 −ux 2 −x 2 1
I= (ux) e xdxdu = uk−1 E 1−k (1 + u)du. (5.260)
0 1 2 0 2

Theorem 59
∞

2 1 1
Ea v + v 2 ev+v dv = (a)(1 − 2a) · 1 F1 a; + a; −
0 2 4

2 F2 1, 1; 2 , 2 − a; − 4
3 1
+
2 − 2a

1 1 1 3 1 1
+ (1 − a) − + a sin(aπ ) · 1 F1 ; − a; − ;a > . (5.261)
2 2 2 2 4 2

√ 1

π π x a− 2 2Ja− 1 (x) csc(2aπ ) − J 1 −a (x) sec(aπ ) + csc(aπ )H 1 −a (x)
F (x) = 2
1
2 2
2a+ 2 (a)
(5.262)
and
1
f (y) = , (5.263)
(1 + y 2 )a
for a > 12 .
Using (5.262), we can construct the integral
∞
1
−x 2 1 1
I= F (x)e dx = (a)(1 − 2a) · 1 F1 a; + a; −
0 2 2 4

2 F2 1, 1; 2 , 2 − a; − 4
3 1
+
4 − 4a

1 1 1 3 1
+ (1 − a) − + a sin(aπ ) · 1 F1 ; − a; − . (5.264)
4 2 2 2 4
Using (5.263), we can construct the equivalent integral

∞ ∞ e−xy−x
2
I= dydx. (5.265)
0 0 (1 + y 2 )a

∞ ∞ ∞
e−(1+u)x
2
1 1 1
u + u2
1 1 du
I= xdxdu = e Ea + . (5.266)
0 0 (1 + u2 x 2 )a 2 0 u u2 u2

u and dv =
− u2 leads to (5.261).
du

5.4 Permutation Symmetry
Theorem 60
∞ e−2y ln y 1
dy = {eE1 (2)}2 . (5.267)
1 1+y 2

∞ ∞
I1 = e−x−xy−y ln xdxdy (5.268)
1 1
and
∞ ∞
I2 = e−x−xy−y ln ydxdy. (5.269)
1 1
By symmetry we can show that I1 = I2 , or

∞ ∞
−x−xy−y x
I = I1 − I2 = e ln dxdy = 0. (5.270)
1 1 y

∞ ∞ ∞
e e−1−2y ln y
e−y−(y+y
2 )u
I= y ln ududy = {E1 (2)}2 − dy = 0,
1 1
y
2 1 1+y
(5.271)
which is equivalent to the claimed result.

Theorem 61
∞
1 2v 1 v −e v v
e 4 erfc 1 + e + e erfc e
e
dv = erfc(1)E1 (1). (5.272)
0 2

∞ ∞
I1 = erfc(x)e−xy dxdy, (5.273)
1 1
and
∞ ∞
I2 = erfc(y)e−xy dxdy. (5.274)
1 1

dx = ydu leads to
∞ ∞
∞ 1 2 y
dy
erfc(uy)e−uy ydudy = erfc(1)E1 (1) −
2
I1 = e 4 y erfc 1 + ,
1 1
y 1 2 y
(5.275)
and
∞ ∞ ∞ dy
erfc(y)e−uy ydudy = e−y erfc(y)
2
I2 = . (5.276)
1 1
y 1 y
Equating (5.275) and (5.275), and further employing the substitution v = ln y

and dv = dy
y leads to (5.272).

∗∗∗
We’ll close this chapter with another example involving the use of permutation
symmetry, but without the use of multivariate substitution.
Theorem 62
∞ √
1 6 v3 1 1 3
−2 7
e 4v erfc v + dv = E 5 − + √
0 2 6 6 4 3 6

1 2 3 5 1
+ √ · 2 F2 , 1; , ; . (5.277)
4 π 3 2 3 4

∞ ∞
e−xy
2 −x 2 y
I1 = dxdy, (5.278)
1 0
and
∞ ∞
e−xy
2 −x 2 y
I2 = dxdy. (5.279)
0 1
√ √ √
π 1 3
−2 π 7 1 2 3 5 1
I1 = E5 − + √ + · 2 F2 , 1; , ; , (5.280)
6 6 4 3 6 4 3 2 3 4
5.5 Further Reading 241
and
√ ∞
π 1 3 1 1 3 1
I2 = e erfc y + y y − 2 dy.
4 y 2 2 (5.281)
2 0 2
√ dy
Employing the substitution v = y and dv = √
2 y leads to
∞
√ 1 6 v3
I2 = π e 4v erfc v + dv. (5.282)
0 2

5.5 Further Reading
Masina, Enrico. “Useful review on the Exponential-Integral special function.” arXiv

preprint arXiv:1907.12373 (2019).
Kurokawa, Yusaku I., Hiroyuki Nakashima, and Hiroshi Nakatsuji. “Solving
the Schrödinger equation of helium and its isoelectronic ions with the exponential
integral (Ei) function in the free iterative complement interaction method.” Physical
Chemistry Chemical Physics 10, no. 30 (2008): 4486–4494.
Gautschi, Walter, Frank E. Harris, and Nico M. Temme. “Expansions of the
exponential integral in incomplete gamma functions.” Applied Mathematics Letters
16, no. 7 (2003): 1095–1099.
Johnston, Christopher O. “Improved exponential integral approximation for
tangent-slab radiation transport.” Journal of Thermophysics and Heat Transfer 24,
no. 3 (2010): 659–661.
Chapter 6
The Riemann Zeta Function and the
Hurwitz Zeta Function
Abstract The integral identities in this chapter involve a very important function in
mathematical sciences, viz. the Riemann zeta function ζ (s) and the related Hurwitz
zeta function ζ (s, α). See also references Apostol (Pac J Math 1(10):161–167,
1951), Ashfaque (Some interesting properties of the Riemann zeta function, 2018),
Edwards (Riemann’s Zeta Function. Academic Press, New York/London, 1974), and
Ivic (The Riemann Zeta-Function: Theory and Applications. Dover Publications,
2003). Along with the other related Dirichlet eta η(s) and beta β(s) functions,
they play a significant role in physics, in complex analysis and contour integral
representation, and in number theory. Note also that many special values of ζ (s) are
intimately associated with theBernoulli numbers Bn , defined as the coefficients in
n
the series expansion exx−1 = n≥0 Bn b xn! .
The integral identities in this chapter involve a very important function in mathe-
matical sciences, viz. the Riemann zeta function ζ (s) and the related Hurwitz zeta
function ζ (s, α). See also references Apostol (1951a), Ashfaque (2018), Edwards
(1974), and Ivic (2003). Along with the other related Dirichlet eta η(s) and beta β(s)
functions, they play a significant role in physics, in complex analysis and contour
integral representation, and in number theory. Note also that many special values
of ζ (s) are intimately associated with the Bernoulli numbers Bn , defined as the
n
coefficients in the series expansion exx−1 = n≥0 Bn b xn! .
6.1 The Riemann Zeta Function
The Riemann zeta function is again given by

∞
1
ζ (z) = ; z > 1. (6.1)
kz
k=1
https://doi.org/10.1007/978-3-031-17871-9_6
244 6 The Riemann Zeta Function and the Hurwitz Zeta Function
We’ll begin by focusing on results involving ζ (z) and its derivative ζ (z).
Theorem 1
∞
ln 1 + e−y ln ydy
a
0

1 1 1 1 1 1
= 2− a − 1 a − ψ0 1 + + 2− a ln 2 ζ 1 +
a2 a a a
1
1

− 2− a − 1 ζ 1 + ; a > 0. (6.2)
a

∞ ∞ ∞
ln y
ln 1 + e−y ln ydy,
a
I= dxdy = (6.3)
0 ya 1 + ex 0
for a > 0.
Using the substitution x = y a u and dx = y a du, we get
∞ ∞
y a ln y
I= a dydu
1 0 1 + euy

1 1 − a1 1 − a1 1
= 2 2 − 1 a − ψ0 1 + + 2 ln 2 ζ 1 +
a a a a
1

1
− 2− a − 1 ζ 1 + (6.4)
a

Theorem 2
∞
ln 1 − e−y ln ydy
a
0

1 1 1 1 1
= 2 a − ψ0 1 + ζ 1+ −ζ 1+ ; a > 0. (6.5)
a a a a a

∞ ∞ ∞
ln y
ln 1 − e−y ln ydy,
a
I= dxdy = (6.6)
0 ya 1 − ex 0
for a > 0.
6.1 The Riemann Zeta Function 245
Using the substitution x = y a u and dx = y a du, we get
∞ ∞y a ln y
I= a dydu
1 0 1 + euy

1 1 1 1 1
= 2 a − ψ0 1 + ζ 1+ − ζ 1 + . (6.7)
a a a a a

Theorem 3
∞
ln 1 + e−y y a dy
b
0

1 1+a
1+a 1+a
= 1 − 2− b ζ 1+ ; b > 0; a > −1. (6.8)
b b b
∞ ∞ ∞

ya b
I= dxdy = ln 1 + ey − y b y a dy
0 yb 1 + ex 0
∞
ln 1 + e−y y a dy,
b
= (6.9)
0
for b > 0 and a > −1.

Using the substitution x = y b u and dx = y b du, we get
∞ ∞
y a+b 1 1+a
1+a 1+a
I= dydu = 1 − 2− b ζ 1+ .
1 + euy
b
1 0 b b b
(6.10)

Theorem 4
∞
ln 1 − e−y y a dy
b
0

1 1+a 1+a
=− 1+ ζ 1+ ; b > 0; a > −1. (6.11)
1+a b b

∞ ∞ ∞
ya
ln 1 − e−y y a dy,
b
I= dxdy = (6.12)
0 yb 1 − ex 0
for b > 0 and a > −1.

Using the substitution x = y b u and dx = y b du, we get
∞ ∞
y a+b
1 1+a 1+a
I= dydu = − 1+ ζ 1+ .
1 0 1 − euy
b
1+a b b
(6.13)

Remark 1 If we subtract (6.11) from (6.8), we get

b
∞ ey + 1
b
y ∞
ln y dy = ln coth a
y a dy
e −1
y b
0 0 2

1 1+a a+1 a+1
+ 1 − 2− b ζ 1 +
a+1
= ζ 1+ . (6.14)
b b b b
1 1
If we make the substitution v = 2− b y and dv = 2− b dy, we get
∞
ln coth v b v a dv
0
a+1
2− b 1+a a+1 − a+1 a+1
= ζ 1+ + 1−2 b ζ 1+ .
b b b b
(6.15)
Corollary 1
∞ ∞
··· ln coth x1b + ... + xnb dx1 · · · dxn

0 0
n n
1

n
= 2 · 2− b − 4− b n 1 + ζ 1+ ; b > 0. (6.16)
b b

∞ ∞
I= ··· ln coth x1b + ... + xnb dx1 · · · dxn , (6.17)

0 0
for b > 0.
If we use the substitution xj = xn uj and dxj = xn duj for 1 ≤ j ≤ n − 1, we

get
∞ ∞
I= ··· ln coth 1 + ub1 + ... + ubn−1 xnb xnn−1 dxn du1 · · · dun−1 .
0 0
(6.18)
If we further use the substitution v1 = xnn and dv1 = nxnn−1 dxn , then (6.18)
becomes
∞ b
1 ∞
I= ··· ln 1 + ub1 + ... + ubn−1 v1n dv1 du1 · · · dun−1 . (6.19)
n 0 0
* +n
Employing v2 = Av1 and dv2 = Adv1 , where A = 1 + ub1 + ... + ubn−1 b
leads to
∞ b − n
1 ∞ b
I= ··· ln coth v2n 1 + ub1 + ... + ubn−1 dv2 du1 · · · dun−1 .
n 0 0
(6.20)
From (6.15) with a = 0, we can show that
∞
1 1
1

1

ln coth v b dv = 2 · 2− b − 4− b 1 + ζ 1+ , (6.21)
0 b b
and by extension
b

∞ n n n
n
ln coth v n dv = 2 · 2− b − 4− b 1 + ζ 1+ . (6.22)
0 b b
Also, from a previous chapter, we have the result

∞ ∞ − n n 1
b b
··· 1 + ub1 + ub2 + ... + ubn−1 du1 · · · dun−1 = n ; b > 0.
0 0 bn−1 b
(6.23)

Theorem 5
∞
y −b ln 1 + e−y
a+b
dy
0
1 b−1

1 − b 1 + a
= 1−2 a+b ζ ; b < 1; a > −b. (6.24)
a+b a+b a+b

∞ ∞ ∞
dxdy
y −b ln 1 + e−y
a+b
I= = dy, (6.25)
1 + exy
b
0 ya 0
for b < 1 and a > −b.

Next, we use the substitution x = y a u and dx = y a du to get
∞ ∞ ya
I= dydu
1 + euy
a+b
1 0
1 b−1

1 − b 1 + a
= 1−2 a+b ζ . (6.26)
a+b a+b a+b

Theorem 6
∞
y −b ln 1 − e−y
a+b
dy
0

1 1−b 1+a
=− ζ ; b < 1; a > −b. (6.27)
a+b a+b a+b

∞ ∞ ∞
dxdy
y −b ln 1 − e−y
a+b
I= = dy, (6.28)
1 − exy
b
0 ya 0
for b < 1 and a > −b.

∞ ∞
ya 1 1−b 1+a
I= dydu = − ζ . (6.29)
1 0 1−e uy a+b
a + b a+b a+b

Theorem 7

∞
1 − 2
A−1
A A1 ζ A1
−A yA
1 − y ln 1 + e dy = ; 0 < A < 1.
0 A−1
(6.30)
∞ ∞ ∞

y −a
1 − y −a−1 ln 1 + ey
a+1
I= dxdy = dy, (6.31)
0 ya 1 + exy 0
for −1 < a < 0.


∞ ∞
a
1 − 2 a+1 a+1
1 1
ζ a+1
dydu
I= = . (6.32)
1 + euy
a+1
1 0 a

Theorem 8
∞

1 − y −A ln 1 + ey
A
y B−1 dy
0
1 A−B B − A B
= 2 A −1 ζ ; A > 0; B > A. (6.33)
A A A

∞ ∞ ∞

y b−a
1 − y −a−1 ln 1 + ey
a+1
I= dxdy = y b dy, (6.34)
0 ya 1 + exy 0
for a > −1 and b > a.

∞ ∞ b − a b + 1

yb 1 a−b
I= dydu = 2 a+1 −1 ζ .
1 0 1 + euy
a+1
a+1 a+1 a+1
(6.35)
Equating (6.34) and (6.35) and setting A = a + 1 and B = b + 1 leads to (6.33).

6.2 Integrals Involving the Polygamma Function
Theorem 9
∞
uz

1 uz

ψ0 1 + − ψ0 + du
0 2 2 2
1

π
π 1

= 2 1 − 2z csc ζ 1− ; z > 1. (6.36)
z z z
Proof Using Mathematica, we can show that z > 1

∞ ∞
e−x y z−2
z 1
π
π 1

I= dxdy = − 2 z −1 csc ζ 1 − .
1 + ey
z
0 0 z2 z z
(6.37)
The integral in (6.37) can also be evaluated via the substitution x = yu and
dx = ydu, so that
∞ ∞ e−(uy) y z−2
z
I= ydydu
1 + ey
z
0 0
∞
1 uz 1 uz
= ψ0 1 + − ψ0 + du. (6.38)
2z 0 2 2 2

Theorem 10
∞
uz

1 uz

2π

π
ψ0 1 + − ψ0 + ln udu = 2 csc
0 2 2 2 z z

1 π 1 1 1
1
× 2 − 1 π cot
z − 2 ln 2 ζ 1 −
z + 2 −1 ζ 1−
z ;
z z z
z > 1. (6.39)
Proof Using Mathematica, we can show that for z > 1
∞ ∞
e−x y z−2
z
x
I= ln dxdy
1 + ey
z
0 0 y

π π
= 3
csc
z z
6.2 Integrals Involving the Polygamma Function 251

1 π 1 1 1
1
× 2 − 1 π cot
z − 2 ln 2 ζ 1 −
z + 2 −1 ζ 1−
z .
z z z
(6.40)
dx = ydu, so that
∞ ∞ e−(uy) y z−1
z
I= ln udydu
1 + ey
z
0 0
∞
1 uz 1 uz
= ψ0 1 + − ψ0 + ln udu. (6.41)
2z 0 2 2 2

Theorem 11
∞
uz

1 uz

ψ0 1 + − ψ0 + uα−1 du
0 2 2 2

2π απ α α
= csc 1 − 2z ζ 1 − ; 0 < α < z. (6.42)
z z z
Proof Using Mathematica, we can show that for z > a + 1 > 0,
∞ ∞ a
e−x y z−2
z
x
I= dxdy
1 + ey
z
0 0 y

π (1 + a)π 1+a 1+a
= 2 csc 1−2 z ζ 1− . (6.43)
z z z
dx = ydu, so that
∞ ∞ e−(uy) y z−1 a
z
I= u dydu
1 + ey
z
0 0
∞
1 uz 1 uz
= ψ0 1 + − ψ0 + ua du; z > 0. (6.44)
2z 0 2 2 2
Equating (6.43) to (6.44) and setting α = a + 1 leads to (6.42)

Theorem 12
∞
uz

1 uz

ψ0 1 + − ψ0 + uα−1 ln udu
0 2 2 2

2π απ α απ α α
= 2 csc 2 − 1 π cot
z − 2 ln 2 ζ 1 −
z
z z z z

2π απ α α
+ 2 csc 2z − 1 ζ 1 − ; 0 < α < z. (6.45)
z z z
Proof Using Mathematica, we can show that for z > a + 1 > 0,
∞ ∞
e−x y z−2 x a
z
x
I= ln dxdy
1+e y z
0 0 y y

π (a + 1)π a+1 (a + 1)π a+1
= 3 csc 2 z − 1 π cot − 2 z ln 2
z z z

a+1 π (a + 1)π a+1 a+1
×ζ 1− + 3 csc 2 z −1 ζ 1− . (6.46)
z z z z
dx = ydu, so that
∞ ∞
e−u y y z−2 a
z z
I= u y ln udydu
1 + ey
z
0 0
∞
1 uz 1 uz
= ψ0 1 + − ψ0 + ua ln udu; z > 0. (6.47)
2z 0 2 2 2
Equating (6.46) to (6.47), and setting α = a + 1 leads to (6.45) .

Theorem 13
∞

uz

1 uz

2π

π
ψ0 1 + − ψ0 + {ln u} du = 3 csc
2
0 2 2 2 z z

1
2 π 1 π 1
× 1 − 2 π 2 csc
z 2
− 1 + 2 ln 2 2π cot
z − ln 2 ζ 1 −
z z z

2π π 1 π 1 1
− 3 csc 2 2 z − 1 π cot − 2 · 2 z ln 2 ζ 1 −
z z z z
6.2 Integrals Involving the Polygamma Function 253

2π π 1
1
− 3 csc 2 −1 ζ 1−
z ; z > 1. (6.48)
z z z
∞ ∞ 2
e−x y z−2
z
x
I= ln dxdy
1 + ey
z
0 0 y

π π
4
csc =
z z

1
2 π 1 π 1
× 1 − 2 π 2 csc
z 2
− 1 + 2 ln 2 2π cot
z − ln 2 ζ 1 −
z z z

π π 1 π 1 1
− 4 csc 2 2 z − 1 π cot − 2 · 2 z ln 2 ζ 1 −
z z z z

π π 1 1
− 4 csc 2 z − 1 ζ 1 − , (6.49)
z z z
for z > 1.
dx = ydu, so that
∞ ∞ e−(uy) y z−1
z
I= (ln u)2 dydu

1 + ey
z
0 0
∞
1 uz 1 uz
= ψ0 1 + − ψ0 + {ln u}2 du. (6.50)
2z 0 2 2 2

Theorem 14
∞
* + π π 1
ψ0 (1 + uz ) + γ du = csc ζ 1− ; z < −1. (6.51)
0 z z z
∞ ∞
e−x y z−2
z
π π 1
I= z dxdy = − csc ζ 1− , (6.52)
0 0 1 − ey z2 z z
for z < −1.

dx = ydu, so that
∞ ∞ ∞*
e−(uy) y z−2
z
1 +
I= ydydu = − γ + ψ0 (1 + uz ) du. (6.53)
1 − ey
z
0 0 z 0

Theorem 15
∞
uz

1 uz

ψ1 1 + − ψ1 + du
0 2 2 2
1 π
π 1

1

=2 2 −2
z csc 1− ζ 2− ; z > 1. (6.54)
z z z z
∞ ∞ e−x y 2z−2
z
I= z dxdy
0 0 1 + ey
1 1 1

π

π 1

=− 2z − 2 1 − csc ζ 2− , (6.55)
2z z z z z
for z > 1.
dx = ydu, so that
∞ ∞ e−(uy) y 2z−2
z
I= ydydu
1 + ey
z
0 0
∞
1 uz 1 uz
=− ψ1 1 + − ψ1 + du. (6.56)
4z 0 2 2 2

Theorem 16
∞
1+v
ψ1 v −a dv = 2 2 − 2−a (π a) csc(π a)ζ (1 + a); 0 < a < 1.
0 2
(6.57)
6.3 The Hurwitz Zeta Function 255
∞ ∞
I1 = x a csch(xy)ye−y dxdy, (6.58)
0 0
and
∞ ∞
I2 = y a csch(xy)xe−x dxdy, (6.59)
0 0
for 0 < a < 1.

dx = ydu leads to
∞ ∞

I1 = (uy)a csch uy 2 y 2 e−y dydu = 2 − 2−a (π a) csc(π a)ζ (1 + a),
0 0
(6.60)
and
∞ ∞

1 ∞ a−2 1+y
I2 = y a csch uy 2 uy 2 e−uy dydu = y ψ1 dy.
0 0 2 0 2y
(6.61)
Equating (6.60) and (6.61), and further employing the substitution v = y1 and
dv = − dy
y2
leads to (6.57).

6.3 The Hurwitz Zeta Function
The Hurwitz zeta function1 is given by

∞
1
ζ (z, α) = . (6.62)
(k + α)z
k=0
When α = 1, it reduces to the Riemann zeta function. Here we focus on results

involving ζ (z, α).
Theorem 17
∞
uz

1 uz

ζ k, 1 + − ζ k, + du
0 2 2 2
1 Introduced by Adolf Hurwitz (1859–1919).


1 + 1z k − 1z
1 1 1
= 21+ z −2k
ζ k− ; z > 0; k − > 1. (6.63)
(k) z z
∞ ∞ e−x y kz−2
z
I= z dxdy
0 0 1 + ey
1
1

1

1

1−k+ 1z
= 1−2 1+ k− ζ k− , (6.64)
z z z z
for z > 0 and k − 1z > 1.

dx = ydu, so that
∞ ∞ e−(uy) y kz−2
z
I= ydydu
1 + ey
z
0 0

2−k (k) ∞ 1 uz uz
= ζ k, + − ζ k, 1 + du. (6.65)
z 0 2 2 2

When k = 0, 1, 2, 3, ..., and 0 < k + 1 − 1
z < 1, then (6.63) reduces to the
following:
∞
uz

1 uz

ψk 1 + − ψk + du
0 2 2 2
1

1

1

1

= 2(−1)k 2k − 2 z 1 + k+1− ζ k+1− . (6.66)
z z z
When z → 1
k (for k ≥ 1),
$ 1
1
%
∞ uk 1 uk
ψk 1+ − ψk + du → (−1)k 21+k (1 + k) ln 2.
0 2 2 2
(6.67)
Theorem 18

∞ 1 + 1
− 1
z k z 1 1
ζ k, 1 + u du =
z
ζ k− ; k − > 1; z > 0.
0 (k) z z
(6.68)
∞ ∞
e−x y kz−2
z
1 1 1 1
I= dxdy = − 1 + k − ζ k − ,
1 − ey
z
0 0 z z z z
(6.69)
for z > 0 and k − 1z > 1.
dx = ydu, so that
∞ ∞ ∞
e−(uy) y kz−2
z
(k)
I= ydydu = − ζ k, 1 + uz du. (6.70)
1−e y z
0 0 z 0

Theorem 19
∞
3 1 + v2

π (A)ζ (A)
ζ + A, v dv = 2 − 1
2 A
·
; A > 1. (6.71)
0 2 2 2 3 +A
2

∞ ∞
a
I1 = x2y csch x 2 y ye−y dxdy, (6.72)

0 0
and
∞ ∞
a
I2 = xy 2 csch xy 2 xe−x dxdy, (6.73)

0 0
for a > 12 .
dx = ydu leads to
∞ ∞
a
I1 = u2 y 3 csch u2 y 3 y 2 e−y dydu

0 0
√
1
π 1 1
= 1 − 2− 2 −a +a ζ +a , (6.74)
2 2 2
and
∞ ∞
a
I2 = uy 3 csch uy 3 uy 2 e−uy dydu

0 0
∞ ∞
−1−a 1 1 dy
=2 (2 + a) ζ 2 + a, + 2 . (6.75)
0 0 2 2y y4
Equating (6.74) to (6.75), and employing the substitution v = 1

y and dv = − dy
y2
,
and setting A = a + 1
2 leads to (6.71).

Theorem 20
∞
1 1 3 1 4a π
ζ 1 + a, + − ζ 1 + a, + y −1−a dy = ; a > 0.
0 4 4y 4 4y a
(6.76)
∞ ∞
I1 = y a sech(xy)e−y dxdy, (6.77)
0 0
and
∞ ∞
I2 = x a sech(xy)e−x dxdy, (6.78)
0 0
for a > 0.
dx = ydu leads to
∞ ∞ 1
I1 = y a+1 sech(uy 2 )e−y dydu = π (a), (6.79)
0 0 2
and
∞ ∞
I2 = (uy)a sech(uy 2 )ye−uy dydu
0 0
(1 + a)
∞
1 1

3 1

= ζ 1 + a, + − ζ 1 + a, + y −1−a dy.
21+2a 0 4 4y 4 4y
(6.80)

Theorem 21
∞
1+v 2 A
ζ 1 + A, dv = 2 − 1 ζ (A); A > 1. (6.81)

0 2 A

∞ ∞
I1 = (xy)a csch(xy)e−y ydxdy, (6.82)
0 0
and
∞ ∞
I2 = (xy)a csch(xy)e−x xdxdy, (6.83)
0 0
for a > 0.
dx = ydu leads to
∞ ∞
I1 = (uy 2 )a csch(uy 2 )e−y y 2 dydu = (2−2a )(1+a)ζ (1+a), (6.84)
0 0
and
∞ ∞
I2 = (uy 2 )a csch(uy 2 )e−uy uy 2 dydu
0 0
∞
(2 + a) 1 + y dy
= ζ 2 + a, . (6.85)
21+a 0 2y y2
Further employing the substitution v = 1

y and dv = − dy
y2
leads to
∞
(2 + a) 1+v
I2 = ζ 2 + a, dv. (6.86)
21+a 0 2
Equating (6.85) to (6.86), and setting A = a + 1 leads to (6.81).

Theorem 22
∞
1+y

1+y

ζ 1 + A, ln y + ζ (1,0)
1 + A, dy
0 2 2
2
= 1 − 2A {ψ0 (1 + A) + γ − ln 2} ζ (A); A > 1. (6.87)

A

∞ ∞
I1 = (xy)a csch(xy)ye−y ln ydxdy, (6.88)
0 0
and
∞ ∞
I2 = (xy)a csch(xy)xe−x ln xdxdy, (6.89)
0 0
for a > 0.
dx = ydu leads to
∞ ∞
I1 = (uy 2 )a csch(uy 2 )y 2 e−y ln ydydu
0 0

= 2−a − 2 γ (1 + a)ζ (1 + a), (6.90)
and
∞ ∞
I2 = (uy 2 )a csch(uy 2 )uy 2 e−uy ln(uy)dydu
0 0
∞
1 + y dy
= 2−1−a (2 + a) {− ln(2y) + ψ0 (2 + a)} ζ 2 + a,
0 2y y2
∞
1 + y dy
+ 2−1−a (2 + a) ζ (1,0) 2 + a, . (6.91)
0 2y y2
Applying the substitution v = 1

y and dv = − dy
y2
to (6.91) leads to
∞

−1−a 1+v
I2 = 2 (2 + a) {ln v − ln 2 + ψ0 (2 + a)} ζ 2 + a, dv
0 2
∞
1+v
+ 2−1−a (2 + a) ζ (1,0) 2 + a, dv. (6.92)
0 2
Equating (6.90) and (6.92), setting A = a + 1, and making use of (6.81) leads
to (6.87).

Theorem 23

∞ 1+v 2

ζ 1 + A, ln vdv = − ln 2 + 2A − 1 (ψ0 (A) + γ ) ζ (A)
0 2 A
2
+ 1 − 2A ζ (A); A > 1. (6.93)

A
∞ ∞
I1 = (xy)a csch(xy)ye−y ln xdxdy, (6.94)
0 0
and
∞ ∞
I2 = (xy)a csch(xy)xe−x ln ydxdy, (6.95)
0 0
for a > 0.
dx = ydu leads to
∞ ∞
I1 = (uy 2 )a csch(uy 2 )y 2 e−y ln(uy)dydu
0 0

= 2−a (1 + a) ln 2 + 21+a − 1 {ψ0 (1 + a) + γ } ζ (1 + a)

+ 2−a (1 + a) 21+a − 1 ζ (1 + a), (6.96)
and
∞ ∞
I2 = (uy 2 )a csch(uy 2 )uy 2 e−uy ln ydydu
0 0
∞
1 + y ln y
= 2−1−a (2 + a) ζ 2 + a, dy. (6.97)
0 2y y2
Applying the substitution v = 1

y and dv = − dy
y2
to (6.91) leads to
∞
−1−a 1+v
I2 = −2 (2 + a) ζ 2 + a, ln vdv. (6.98)
0 2

6.4 Integrals Involving Trigonometric Functions
Theorem 24
∞

π 1 π 3 3 3 1
tan−1 (tanh(v 2 )) − dv = ζ , −ζ , . (6.99)
0 4 16 2 2 4 2 4
∞ ∞ dxdy
∞ π 2
y
−1
I= = − 2 tan tanh dy. (6.100)
0 y2 cosh x 0 2 2
Using the substitution x = y 2 u and dx = y 2 du leads to

∞ ∞ √
y2 π 3 1 3 3
I= dydu = ζ , −ζ , . (6.101)
1 0 cosh(uy 2 ) 8 2 4 2 4
Equating(6.100) and (6.101) leads to
∞ π
y2

−1
− 2 tan tanh dy
0 2 2
√
π 3 1 3 3
= ζ , −ζ , . (6.102)
8 2 4 2 4
√ √
Applying the substitution v 2 = y and dv 2 = dy to (6.102) leads to the
claimed result.

Theorem 25
∞ 2
y π

tan−1 tanh − ln ydy
0 2 4
√
π 3 1 3 3
= ζ , −ζ , (γ + 4 ln 2)
32 2 4 2 4
√
π 3 1 3 3
− ζ (1,0) , − ζ (1,0) , . (6.103)
32 2 4 2 4

6.4 Integrals Involving Trigonometric Functions 263
∞ ∞ ln y
∞ π 2
y
−1
I= dxdy = − 2 tan tanh ln ydy.
0 y2 cosh x 0 2 2
(6.104)
∞ ∞ √
y 2 ln y π 3 1 3 3
I= dydu = − ζ , −ζ , (γ + 4 ln 2)
1 0 cosh(uy 2 ) 16 2 4 2 4
√
π (1,0) 3 1 (1,0) 3 3
+ ζ , −ζ , . (6.105)
16 2 4 2 4
Equating(6.104) and (6.105) leads to (6.103).

Theorem 26
∞ y
π
tan−1 tanh − ln ydy
0 2 4

1 3 1
= G{γ + 2 ln 2} + ζ (1,0)
2, −ζ (1,0)
2, . (6.106)
16 4 4

∞ ∞ ∞ π
y

ln y
I= dxdy = − 2 tan−1 tanh ln ydy.
0 y cosh x 0 2 2
(6.107)
∞ ∞ y ln y
I= dydu = −2G{γ + 2 ln 2}
1 0 cosh(uy)

1 (1,0) 3 1
− ζ 2, − ζ (1,0) 2, . (6.108)
8 4 4

Theorem 27
∞ y
π
tan−1 tanh − (ln y)2 dy
0 2 4
2
π
= −G + 4(ln 2) + γ + 4γ ln 2
2 2
6

(γ + 2 ln 2) 1 3
+ ζ (1,0)
2, −ζ (1,0)
2,
8 4 4

1 3 1
+ ζ (2,0) 2, − ζ (2,0) 2, . (6.109)
16 4 4

∞ ∞ ∞ π
y

(ln y)2
I= − 2 tan−1 tanh
dxdy = (ln y)2 dy.
0 y cosh x
0 2 2
(6.110)
∞ ∞ 2
y(ln y)2 π
I= dydu = 2G + 4(ln 2)2 + γ 2 + 4γ ln 2
1 0 cosh(uy) 6

(γ + 2 ln 2) 1 3
− ζ (1,0)
2, −ζ (1,0)
2,
4 4 4

1 3 1
− ζ (2,0)
2, −ζ (2,0)
2, . (6.111)
8 4 4

Theorem 28
∞ π A
tan−1 (tanh v) − v dv
0 4

(A + 1) 3 1
= ζ A + 2, − ζ A + 2, ; A > −1. (6.112)
32 · 8A 4 4

∞ ∞ ya
∞ π 2
y
−1
I= dxdy = − 2 tan tanh y a dy,
0 y2 cosh x 0 2 2
(6.113)
for a > −1.
∞ ∞ y a+2
I= dydu
1 0 cosh(uy 2 )

1+a 3+a 1 3+a 3
= 2−3−a ζ , −ζ , . (6.114)
2 2 4 2 4
If we equate (6.113) and (6.114) and further employ the substitution 2v = y 2

and dv = ydy, and set A = a−12 , we get
∞ π
− 2 tan−1 (tanh v) 2A v A dv
0 2

1 3
= 2−2A−4 (A + 1) ζ A + 2, − ζ A + 2, , (6.115)
4 4
which leads to the claimed result.

Theorem 29
π
2 cot−1 (tanA θ )
{ln(tan θ )}2 dθ
π
4
sin(2θ ) tanA θ

1 π2 3ζ (3)
= 4π − − 8 ln 2 − ; A > 0. (6.116)
16A3 3 2
∞ ∞ ∞
ay
y 2 dxdy cot−1 (e 2 )
I= = y 2 dy, (6.117)
eay + x 2
ay
0 eay 0 e 2
for a > 0.
∞ ∞
eay 1 π2 3ζ (3)
I= y dydu = 3 4π −
2
− 8 ln 2 − .
1 0 eay + u2 e2ay a 3 2
(6.118)
If we further use the substitution y = ln(tan θ ) and dy = sin(2θ)
2dθ
, and set a = 2A,

Corollary 2
π
2 tan−1 (tanA θ )
{ln(tan θ )}2 dθ
π
4
sin(2θ ) tanA θ

1 π2 3ζ (3)
= 4π + + 8 ln 2 + ; A > 0. (6.119)
16A3 3 2
π π
2 cot−1 (tanA θ ) π 2 {ln(tan θ )}2
{ln(tan θ )} 2
dθ = dθ
π
4
sin(2θ ) tanA θ 2 π4 sin(2θ ) tanA θ
π
− Aθ
{ln(tan θ )}2 dθ. (6.120)
π
4
sin(2θ ) tan
Using Mathematica, we can get

π
π 2 {ln(tan θ )}2 π
dθ = . (6.121)
2 π
4
sin(2θ ) tanA θ 2A3

Theorem 30
π
{ln(tan θ )}3 dθ
π
4
sin(2θ ) tanA θ

1 3π 9 3 ln 2 π 2 7π 4
= 4 − ζ (3) − − − ; A > 0. (6.122)
A 4 32 2 16 3840
∞ ∞ ∞
ay
I= = y 3 dy, (6.123)
eay + x 2
ay
0 eay 0 e 2
for a > 0.
∞ ∞
y 3 eay 1 7π 4
I= dydu = 24π − 9ζ (3) − 48 ln 2 − 2π 2
− .
1 0 eay + u2 e2ay a4 120
(6.124)
If we further use the substitution y = ln(tan θ ) and dy = sin(2θ)
2dθ
, and set a = 2A,

Corollary 3
π
{ln(tan θ )}3 dθ
π
4
sin(2θ ) tanA θ

1 9 3 ln 2 3π π2 7π 4
= 4 ζ (3) + + + + ; A > 0. (6.125)
A 32 2 4 16 3840
π π
A
{ln(tan θ )} 3
dθ = dθ
π
4
sin(2θ ) tan θ 2 π4 sin(2θ ) tanA θ
π
− Aθ
{ln(tan θ )}3 dθ. (6.126)
π
4
sin(2θ ) tan

π
π 2 {ln(tan θ )}3 3π
A
dθ = . (6.127)
2 π
4
sin(2θ ) tan θ 2A4

Theorem 31
π
cot−1 (tanA θ )
2
Aθ
{ln(tan θ )}4 dθ
π
4
sin(2θ ) tan

1 π2 7π 4 9 45
= 5 3π − − − 6 ln 2 − ζ (3) − ζ (5) ; A > 0. (6.128)
A 4 960 8 128

∞ ∞ ∞
ay
I= = y 4 dy, (6.129)
eay + x 2
ay
0 eay 0 e 2
for a > 0.
∞ ∞ eay
I= y 4 dydu
1 0 eay + u2 e2ay

24 2π 2 7π 4 15
= − 5 −8π + + + 16 ln 2 + 3ζ (3) + ζ (5) . (6.130)
a 3 360 16

sin(2θ) , and set a = 2A,

Corollary 4
π
tan−1 (tanA θ )
2
Aθ
{ln(tan θ )}4 dθ
π
4
sin(2θ ) tan

1 π2 7π 4 9 45
= 5 3π + + + 6 ln 2 + ζ (3) + ζ (5) ; A > 0. (6.131)
A 4 960 8 128
π π
A
{ln(tan θ )} 4
dθ = dθ
π
4
sin(2θ ) tan θ 2 π4 sin(2θ ) tanA θ
π
− Aθ
{ln(tan θ )}4 dθ. (6.132)
π
4
sin(2θ ) tan

π
π 2 {ln(tan θ )}4 6π
A
dθ = 5 . (6.133)
2 π
4
sin(2θ ) tan θ A

Theorem 32

cot−1 (tanA θ)
π
2
{ln(tan θ )}5 dθ
π
4
sin(2θ ) tanA θ
$ %
1 5π 2 7π 4 31π 6 45 225
= 6 −30 ln 2 + 15π − − − − ζ (3) − ζ (5) ; A > 0.
A 4 192 32, 256 8 128
(6.134)

∞ ∞ ∞
ay
I= = y 5 dy, (6.135)
eay + x 2
ay
0 eay 0 e 2
for a > 0.
∞ ∞ eay
I= y 5 dydu
0 eay
1 + u2 e2ay

1 14 31 6
= 6 −80 {2π(π − 12) + 48 ln 2 + 9ζ (3)} − 225ζ (5) − π 4 − π .
a 3 252
(6.136)


Corollary 5
π
tan−1 (tanA θ )
2
Aθ
{ln(tan θ )}5 dθ
π
4
sin(2θ ) tan

1 5π 2 7π 4 31π 6 45 225
= 6 30 ln 2 + 15π + + + + ζ (3) + ζ (5) ; A > 0.
A 4 192 32, 256 8 128
(6.137)
π π
{ln(tan θ )} 5
dθ = dθ
π
4
sin(2θ ) tanA θ 2 π4 sin(2θ ) tanA θ
π
− Aθ
{ln(tan θ )}5 dθ. (6.138)
π
4
sin(2θ ) tan

π
π 2 {ln(tan θ )}5 30π
dθ = 6 . (6.139)
2 π
4
sin(2θ ) tanA θ A

Theorem 33
π
{ln(tan θ )}6 dθ
π
4
sin(2θ ) tanA θ

1 15π 2 7π 4 31π 6 135
= 7 90π − − − − 180 ln 2 − ζ (3)
A 2 32 5376 4

675 2835
− ζ (5) − ζ (7) ; A > 0. (6.140)
64 1024

∞ ∞ ∞
ay
I= = y 6 dy, (6.141)
eay + x 2
ay
0 eay 0 e 2
for a > 0.
∞ ∞ eay
I= y 6 dydu
1 0 eay + u2 e2ay

128 15π 2 7π 4 31π 6 135
= 7
90π − − − − 180 ln 2 − ζ (3)
a 2 32 5376 4

675 2835
− ζ (5) − ζ (7) . (6.142)
64 1024


Corollary 6
π
{ln(tan θ )}6 dθ
π
4
sin(2θ ) tanA θ

1 15π 2 7π 4 31π 6 135
= 7 90π + + + + 180 ln 2 + ζ (3)
A 2 32 5376 4

675 2835
+ ζ (5) + ζ (7) ; A > 0. (6.143)
64 1024
π π
A
{ln(tan θ )}6 dθ = dθ
π
4
sin(2θ ) tan θ 2 π
4
sin(2θ ) tanA θ
π
− {ln(tan θ )}6 dθ. (6.144)
π
4
sin(2θ ) tanA θ

π
π 2 {ln(tan θ )}6 180π
A
dθ = . (6.145)
2 π
4
sin(2θ ) tan θ A7

Theorem 34
π √
2 tan−1 tana θ − 1 ln(tan θ ) 2π 2 ln 2 + 7ζ (3)
√ · dθ = ; a > 0. (6.146)
π
4
tana θ − 1 sin(2θ ) 8a 2

∞ ∞ ∞
√
yeay dxdy tan−1 eay − 1
I= = √ ydy, (6.147)
0 eay e3ay − e2ay + x 2 0 eay − 1
for a > 0.
∞ ∞ ye2ay 2π 2 ln 2 + 7ζ (3)
I= dydu = . (6.148)
1 0 e3ay − e2ay + u2 e2ay 8a 2

sin(2θ) , and then
equate (6.147) and (6.148), we get (6.146).

Theorem 35
∞ √
5 π (1 + a) 3
a
u ζ + a, 1 + u du =
ζ ; a > −1. (6.149)
0 2 2 52 + a 2
(1 + a)
F (x) = (6.150)
x 1+a
and
f (y) = y a , (6.151)
for a > −1.

∞
(1 + a)x a+3 1√ 3
I= dx = − π (1 + a)ζ . (6.152)
x 1+a (1 − ex )
2
0 4 2
We use (6.151) to construct the integral

∞ ∞ y a e−xy x a+3
I= dxdy. (6.153)
1 − ex
2
0 0
∞ ∞ (ux)a e−ux x a+4

2
I= dxdu
1 − ex
2
0 0
∞
1 5 5
=− +a ua ζ + a, 1 + u du. (6.154)
2 2 0 2

Theorem 36
∞
5 1+u 5 u
a
u ζ + a, −ζ + a, 1 + du
0 2 2 2 2
√ √
(1 + a) 3
= 21+a π 2−1
ζ ; a > −1. (6.155)
52 + a 2
Proof We begin with the Laplace transform pair (6.150) and (6.151) for a > −1.
√
√
∞ 2− 2 π
(1 + a)x a+3 3
I= dx = (1 + a)ζ . (6.156)
x 1+a (1 + ex )
2
0 8 2

∞ ∞ y a e−xy x a+3
I= dxdy. (6.157)
1 + ex
2
0 0
∞ ∞ (ux)a e−ux x a+4

2
I= dxdu
1 + ex
2
0 0

52 + a ∞
5 1+u 5 u
= 7
a
u ζ + a, −ζ + a, 1 + du.
2 2 +a 0 2 2 2 2
(6.158)

Theorem 37
∞
5 5 (1,0) 5
u ψ0a
+a ζ + a, 1 + u + ζ + a, 1 + u du
0 2 2 2
√
π (1 + a) 3 3
=
{2 − γ − 2 ln 2}ζ +ζ ; a > −1. (6.159)
2 5
+a 2 2
2
Proof We begin with the Laplace transform pair (6.150) and (6.151) for a > −1.
∞ (1 + a)x a+3
I= ln xdx
x 1+a (1 − ex )
2
0
√
π 3 3
=− (1 + a) (2 − γ − 2 ln 2)ζ + ζ . (6.160)
8 2 2

∞ ∞ y a e−xy x a+3
I= ln xdxdy. (6.161)
1 − ex
2
0 0
∞ ∞
(ux)a e−ux x a+4
2
1 5
I= ln xdxdu = − + a
1 − ex
2
0 0 4 2
∞
5 5 (1,0) 5
× a
u ψ0 +a ζ + a, 1 + u + ζ + a, 1 + u du.
0 2 2 2
(6.162)

Theorem 38

∞ 128ζ a−2
5 a 4
u2 ζ + , 1 + u du = 2 ; a > 6. (6.163)
0 2 4 (a − 4)(a + 6)
2
F (x) = (6.164)
x3
and
f (y) = y 2 . (6.165)

∞
2x a−3 dx 1 a−2 a−2
I= =− ζ , (6.166)
1 − ex
4
0 2 4 4
for a > 6.
∞ ∞ x a y 2 e−xy
I= dxdy. (6.167)
1 − ex
4
0 0
Using the substitution y = x 3 u and dy = x 3 du leads to
∞ ∞ (ux 3 )2 x a+3 e−ux

4
I= dxdu
1 − ex
4
0 0
∞
1 5 a 5 a
=− + u2 ζ + , 1 + u du. (6.168)
4 2 4 0 2 4

Theorem 39
∞
5 a 1+u 5 a u
u2 ζ + , −ζ + ,1 + du
0 2 4 2 2 4 2
a+2
512 2 4 − 4 a − 2
= 2 ζ ; a > 2. (6.169)
(a − 4)(a + 6) 4
6.6 Identities Involving the Polylogarithm 275
Proof We begin with the Laplace transform pair (6.164) and (6.165). Using (6.164),
we construct the integral

∞ 2x a−3 dx 1 3 a
a−2 a−2
I= = 1 − 22−4 ζ , (6.170)
1 + ex
4
0 2 4 4
for a > 2.
∞ ∞ x a y 2 e−xy
I= dxdy. (6.171)
1 + ex
4
0 0
Using the substitution y = x 3 u and dy = x 3 du leads to
∞ ∞ (ux 3 )2 x a+3 e−ux

4
I= dxdu
1 + ex
4
0 0

52 + a4 ∞ 5 a 1 + u
5 a u

= 9 a
u 2
ζ + , − ζ + , 1 + du.
22+4 0 2 4 2 2 4 2
(6.172)

6.6 Identities Involving the Polylogarithm
Theorem 40
1
2 Li4 (−v) Li4 (v) 15 π 2 π4 7ζ (3)
2
+ 3
− 3
dv = − + + + . (6.173)
0 v v v 8 32 96 16

∞ ∞ y 3 e−2y 3π 2 + π 4 + 42ζ (3) − 180
I= dxdy = . (6.174)
0 ey 1 − x2 32

∞ ∞ ∞
y 3 e−y 1 1
I= dydu = 6 + 3uLi 4 − − 3uLi 4 du.
1 0 1−u e 2 2y
1 u u
(6.175)
The substitution v = u1 and dv = − du
u2
leads to
1 2 Li4 (−v) Li4 (v)

I =3 + − dv. (6.176)
0 v2 v3 v3

Theorem 41
∞ 2y 3a

ya ya
+ 2y Li2 −e
a
− 2Li3 −e dy
0 3
1

1

−1− a1
= 2−2 2+ ζ 3+ ; a > 0. (6.177)
a a
∞ ∞ x
I= dxdy
0 ya 1 + ex
∞ y 3a a

a

a

= − + y 2a ln 1 + ey + 2y a Li2 −ey − 2Li3 −ey dy,
0 3
(6.178)
for a > 0.
The substitution x = y a u and dx = y a du leads to
∞ ∞ uy 2a 1

1

−2− a1
I = a dydu = 1−2 3+ ζ 3+ .
1 0 1 + euy a a
(6.179)
∞ y 3a

ya ya ya
− + y ln 1 + e
2a
+ 2y Li2 −e
a
− 2Li3 −e dy
0 3
1
1

1

= 1 − 2−2− a 3 + ζ 3+ . (6.180)
a a
We can rewrite (6.180) as follows:
∞ 2y 3a

−y a ya ya
+y 2a
ln 1 + e + 2y Li2 −e
a
− 2Li3 −e dy
0 3

−2− a1 1 1
= 1−2 3+ ζ 3+ . (6.181)
a a
From (6.8), we have

∞

1 1 1 1
y 2a ln 1 + e−y dy = 1 − 2−2− a 3 +
a
ζ 3+ .
0 1 + 2a a a
(6.182)
Substituting (6.182) into (6.181) leads to (6.177).

Theorem 42
∞ 2y 3a a
a

+ iπy 2a + 2y a Li2 ey − 2Li3 ey dy
0 3

1 1
= −2 2 + ζ 3+ ; a > 0. (6.183)
a a
∞ ∞ x
I= dxdy
ya 1 − e
x
0
∞ 3a
a
a

y a
= − + y 2a ln 1 − ey + 2y a Li2 ey − 2Li3 ey dy,
0 3
(6.184)
for a > 0.
∞ ∞
uy 2a 1 1
I= a dydu = − 3 + ζ 3+ . (6.185)
1 0 1 − euy a a
∞ y 3a a

a
a

− + y 2a ln 1 − ey + 2y a Li2 ey − 2Li3 ey dy
0 3

1 1
= − 3 + ζ 3+ . (6.186)
a a

∞ 2y 3a
a
a

−y a
+y 2a
ln 1 − e + iπy + 2y Li2 e
2a a y
− 2Li3 ey dy
0 3

1 1
= − 3 + ζ 3+ . (6.187)
a a

∞

1 1 1
y 2a ln 1 − e−y dy = −
a
3+ ζ 3+ . (6.188)
0 1 + 2a a a

Theorem 43
∞

a
π 2 + 3y 2a + 6Li2 −ey dy
0
1
1

1

= 6 1 − 2−1− a 1 + ζ 2+ ; a > 0. (6.189)
a a

∞ ∞ ∞

x − ya 1 a
I= dxdy = π 2 + 3y 2a + 6Li2 −ey dy,
0 ya 1+e x 6 0
(6.190)
for a > 0.
∞ ∞ (u − 1)y 2a 1

1

−1− a1
I = a dydu = 1−2 1+ ζ 2+ .
1 0 1 + euy a a
(6.191)

Theorem 44
∞ π2 y 2a a

− + iπy a + + Li2 ey dy
0 3 2

1 1
= − 1 + ζ 2+ ; a > 0. (6.192)
a a

∞ ∞ x − ya
∞ π2 y 2a a

I= dxdy = − + iπy +
a
+ Li2 ey dy,
0 ya 1 − ex 0 3 2
(6.193)
for a > 0.
∞ ∞
(u − 1)y 2a 1 1
I= a dydu = − 1 + ζ 2+ . (6.194)
1 0 1 − euy a a

Remark 2 If we take the real and imaginary parts of (6.192), we get
∞ π2 y 2a a

− + + Re Li2 ey dy
0 3 2

1 1
= − 1 + ζ 2+ ; a > 0, (6.195)
a a
and
∞ a

πy a + Im Li2 ey dy = 0; a > 0. (6.196)
0
Theorem 45
∞ π2y 2a a

+
+ Li2 −ey y b dy
0 6 2
1 1+b
1 + b 1+b

= 1 − 2−1− a ζ 2+ ; a > 0; b > −1. (6.197)
a a a
∞ ∞ xy b
I= dxdy
ya 1 + e
x
0
∞ 2

π y 2a ya ya
= − + y ln 1 + e
a
+ Li2 −e y b dy, (6.198)
0 6 2
for a > 0 and b > −1.

∞ ∞ uy 2a+b
I= a dydu
1 0 1 + euy
1 1+b

1+b

−1− 1+b
= 1−2 a 2+ ζ 2+ . (6.199)
1+b a a
∞ π2 y 2a a

a

− + y a ln 1 + ey + Li2 −ey y b dy
0 6 2
1 1+b

1+b

−1− 1+b
= 1−2 a 2+ ζ 2+ . (6.200)
1+b a a
∞ π2 y 2a

+ y a ln 1 + e−y + Li2 −ey
a a
+ y b dy
0 6 2
1 1+b

1+b

−1− 1+b
= 1−2 a 2+ ζ 2+ . (6.201)
1+b a a
From (6.8), we have

1+b
∞ 1 − 2−1− a 1+b 1+b
y a+b ln 1 + e−y dy =
a
2+ ζ 2+ .
0 1+a+b a a
(6.202)

Theorem 46
∞ π2 y 2a a

− + iπy a + + Li2 ey y b dy
0 3 2

1 1+b 1+b
=− ζ 2+ ; a > 0; b > −1. (6.203)
a a a
∞ ∞ xy b
I= dxdy
ya 1 − e
x
0
∞
a

π2 y 2a ya
= − − + y ln 1 − e
a
+ Li2 ey y b dy, (6.204)
0 3 2
for a > 0 and b > −1.

∞ ∞
uy 2a+b 1 1+b 1+b
I= dydu = − 2 + ζ 2 + .
1 − euy 1+b
a
1 0 a a
(6.205)
∞ π2 y 2a
a

ya
− − + y ln 1 − e
a
+ Li2 ey y b dy
0 3 2

1 1+b 1+b
=− 2+ ζ 2+ . (6.206)
1+b a a
∞ π2 y 2a
a

+ iπy a + y a ln 1 − e−y + Li2 ey
a
− + y b dy
0 3 2

1 1+b 1+b
=− 2+ ζ 2+ . (6.207)
1+b a a

∞

1 1+b 1+b
y a+b ln 1 − e−y dy = −
a
2+ ζ 2+ .
0 1+a+b a a
(6.208)

Remark 3 If we take the imaginary part of (6.203), we get

∞ a

πy a + Im Li2 ey y b dy = 0; a > 0; b > −1. (6.209)
0
Theorem 47
∞ 1
a
a

− Li2 e−2y + 2y a coth−1 ey + 2Li2 e−y
a
dy
0 2
1

1

−1− a1
= 2−2 2+ ζ 2+ ; a > 0. (6.210)
a a

∞ ∞
x
I= dxdy
0 sinh x
ya
∞
a
a

1 −2y a −1
= − Li2 e + 2y coth
a
e y
+ 2Li2 e−y dy, (6.211)
0 2
for a > 0.
∞ ∞
uy 2a 1

1

−1− a1
I= dydu = 2 − 2 2+ ζ 2+ .
1 0 sinh (uy a ) a a
(6.212)

Theorem 48
∞ a

2y a cot−1 ey + iLi2 −ie−y − iLi2 ie−y
a a
dy
0

−3− a2 1 1 1 1 3
=2 2+ ζ 2+ , −ζ 2+ , ; a > 0. (6.213)
a a 4 a 4
∞ ∞ x
I= dxdy
0 y a cosh x
∞ a

2y a cot−1 ey + iLi2 −ie−y − iLi2 ie−y
a a
= dy, (6.214)
0
for a > 0.
∞ ∞ uy 2a
I= dydu
1 0 cosh (uy a )

−3− a2 1 1 1 1 3
=2 2+ ζ 2+ , −ζ 2+ , . (6.215)
a a 4 a 4

Theorem 49
∞ π2 y 2a

+ + Li2 −e ya
y −a dy
0 6 2
1 1
1

1

= 1 − 2− a −1 + ζ 1+ ; 0 < a < 1. (6.216)
a a a
∞ ∞ xdydx
I=
0 ya y a (1 + ey )
∞ π2 y 2a

= − + y ln 1 + e
a ya
+ Li2 −e ya
y −a dy, (6.217)
0 6 2
for 0 < a < 1.

$ %
∞ ∞ uy a
1
1 − 2− a 1 1
I= dydu = 1+ ζ 1+ . (6.218)
1 0 (1 + ey ) 1−a a a
∞ π2 y 2a

y −a dy
a a
− + y a ln 1 + ey + Li2 −ey
0 6 2
$ 1
%
1 − 2− a 1 1
= 1+ ζ 1+ . (6.219)
1−a a a
∞ π2 y 2a

+ y a ln 1 + e−y + Li2 −ey y −a dy
a a
+
0 6 2
$ 1
%
1 − 2− a 1 1
= 1+ ζ 1+ . (6.220)
1−a a a
From (6.8), we have

∞
1
1

1

ln 1 + e−y dy = 1 − 2− a 1 +
a
ζ 1+ . (6.221)
0 a a

Theorem 50
∞ ya y −a 2 a

+ iπ − π − 3Li2 ey dy
0 2 3

1 1 1
= ζ 1+ ; 0 < a < 1. (6.222)
a−1 a a
∞ ∞ xdydx
I=
0 ya (1 − ey ) ya
∞ a
y −a a

y a
= − + ln 1 − ey − π 2 − 3Li2 ey dy, (6.223)
0 2 3
for 0 < a < 1.

∞ ∞
uy a 1 1 1
I= dydu = 1+ ζ 1+ . (6.224)
1 0 (1 − ey ) a−1 a a
∞ ya a

y −a a

− + ln 1 − ey − π 2 − 3Li2 ey dy
0 2 3

1 1 1
= 1+ ζ 1+ . (6.225)
a−1 a a
∞ ya
y −a a

+ iπ + ln 1 − e−y −
a
π 2 − 3Li2 ey dy
0 2 3

1 1 1
= 1+ ζ 1+ . (6.226)
a−1 a a

∞

1 1
ln 1 − e−y dy = − 1 +
a
ζ 1+ . (6.227)
0 a a

Remark 4 If we take the imaginary part of (6.222), we get

∞ a

π + y −a Im Li2 ey dy = 0; 0 < a < 1. (6.228)
0
Theorem 51
∞
(1,0) −y
LiA e dy = ζ (1 + A); A > 0. (6.229)
0

∞ ∞ y a ln y
I1 = dxdy, (6.230)
0 0 1 − ex+y
and
∞ ∞ x a ln x
I2 = dxdy, (6.231)
0 0 1 − ex+y
for a > −1.

dx = ydu leads to
∞ ∞ y a+1 ln y * +
I1 = dydu = −(1 + a) ψ0 (1 + a)ζ (2 + a) + ζ (2 + a) ,
0 0 1−e (u+1)y
(6.232)
and
∞ ∞ (uy)a ln(uy)
I2 = ydydu = −(1 + a)ψ0 (1 + a)ζ (2 + a)
0 0 1 − e(u+1)y
∞
(1,0) −y
− (1 + a) Li1+a e dy. (6.233)
0
Equating (6.232) and (6.233), and setting A = a + 1 leads to (6.229).

Theorem 52
∞
(2,0) −y
LiA e dy = ζ (1 + A); A > 0. (6.234)
0

∞ ∞ y a {ln y}2
I1 = dxdy, (6.235)
0 0 1 − ex+y
and
∞ ∞ x a {ln x}2
I2 = dxdy, (6.236)
0 0 1 − ex+y
for a > −1.

dx = ydu leads to
∞ ∞
y a+1 {ln y}2
I1 = dydu = −(1 + a) 2ψ0 (1 + a)ζ (2 + a)
0 0 1 − e(u+1)y

+ ψ0 (1 + a) + ψ1 (1 + a) ζ (2 + a) + ζ (2 + a) ,
2
(6.237)
and
∞ ∞ ∞
(uy)a {ln(uy)}2 (2,0)
I2 = ydydu = −(1 + a) Li1+a e−y dy
0 0 1−e (u+1)y
0
∞

Li1+a e−y dy
(1,0)
− 2(1 + a)ψ0 (1 + a)
0

− (1 + a) ψ02 (1 + a) + ψ1 (1 + a) ζ (2 + a). (6.238)
Equating (6.237) and (6.238), making use of (6.229), and setting A = a + 1

leads to (6.234).

Theorem 53
∞
(1,0) −y A−1
LiA e−y (A) ln y − Li1 e y dy
0
= −γ (A)ζ (1 + A); A > 0. (6.239)

∞ ∞ y a ln x
I1 = dxdy, (6.240)
0 0 1 − ex+y
and
∞ ∞ x a ln y
I2 = dxdy, (6.241)
0 0 1 − ex+y
for a > −1.

dx = ydu leads to
∞ ∞ a+1 ∞
y ln(uy) (1,0) −y a
I1 = dydu = γ (a + 1)ζ (a + 2) − Li1 e y dy,
0 0 1 − e (u+1)y 0
(6.242)
and
∞ ∞ ∞
(uy)a ln y
I2 = ydydu = −(1 + a) Li1+a e−y ln ydy.
0 0 1 − e(u+1)y 0
(6.243)

Theorem 54
∞ (1,0)
Li1 (1 − ey )
dy = ζ (2) + ζ (2). (6.244)
0 1 − ey

∞ ∞ log x
I1 = dxdy, (6.245)
0 0 1 − ex − ey
and
∞ ∞ log y
I2 = dxdy. (6.246)
0 0 1 − ex − ey
By symmetry, we can show that I1 = I2 , or

∞ ∞ log x
y
I = I1 − I2 = dxdy = 0. (6.247)
0 0 1 − ex − ey

∞ ∞ y log u
I= dudy
0 0 1 − euy − ey
∞ Li1(1,0) (1 − ey )
= ζ (2) + ζ (2) − dy = 0. (6.248)
0 1 − ey

Theorem 55
∞ Liα (1 − ey )
dy = αζ (1 + α); α > 0. (6.249)
0 1 − ey

a
∞ ∞
x
y
I1 = x
dxdy, (6.250)
0 0 y 1 − e y − ey
and
y a
∞ ∞
I2 = x
y

dxdy. (6.251)
0 0 x 1 − e x − ex

dx = ydu for a > −1 leads to
∞ ∞ ∞
ua Li1+a (1 − ey )
I1 = dydu = −(1 + a) dy,
0 0 (1 − eu − ey ) 0 1 − ey
(6.252)
and
∞ ∞ u−a−1
I2 = 1

dydu = −(2 + a)ζ (2 + a). (6.253)
0 0 1 − e u − euy
Equating (6.252) and (6.253), and setting α = a + 1 leads to (6.249).

Remark 5 We could have also obtained (6.244) by taking the derivative of (6.249)
with respect to α and then setting α = 1, even though the integrals (6.245)
and (6.246), which formed the basis for obtaining (6.244), represented a distinctly
different starting point relative to (6.250) and (6.251), which formed the basis for
obtaining (6.249).
6.7 Identities Involving the Lerch Transcendent
Theorem 56
1
2 3 21
v 3 , 2, dv = ζ (3) − 12. (6.254)
0 2 2

∞ ∞ y 7
I= dxdy = − 2 ζ (3). (6.255)
0 eay 1−x 2 8a
If we use the substitution x = eay u and dx = eay du, we get

∞ ∞ ∞ 1
, 2, 32
yeay 1 u2
I= dydu = − − du. (6.256)
1 0 1 − u2 e2ay a2 1 4a 2 u4
If we further use the substitution v = 1

u3
and dv = − du
u4
, we get
1
1 1 3 2
I =− 2 − v , 2, 3 dv. (6.257)
a 12a 2 0 2

Theorem 57
1
2 3 837
v 3 , 2, {ln v}2 dv = ζ (5) − 216. (6.258)
0 2 4

∞ ∞
∞
y 2 ln x 1 3 93
I= dxdy = − e−3y e−2y , 2, y 2 dy − 2 − ζ (5).
0 ey 1−x 2
0 4 2 16
(6.259)
If we use the substitution x = ey u and dx = ey du, we get
∞ ∞ y + ln u y 2 31
I= e y dydu = − ζ (5). (6.260)
1 0 1 − u2 e2y 4
If we further use the substitution v = e−3y and dv = −3e−3y dy in (6.259), we

get
∞
1 2 3 93
I =− v , 2,
3 {ln v}2 dv − 2 − ζ (5). (6.261)
81 0 2 16

Theorem 58
1
2 3 729
v 3 , 2, {ln v}4 dv = {127ζ (7) − 128} . (6.262)
0 2 4
∞ ∞ y 4 ln x
I= dxdy
ey 1 − x
2
0

1 ∞ −3y 3 1905
=− e e−2y , 2, y 4 dy − 24 − ζ (7). (6.263)
4 0 2 16
If we use the substitution x = ey u and dx = ey du, we get

∞ ∞ y + ln u y 4 1143
I= e y dydu = − ζ (7). (6.264)
1 0 1−u e2 2y 8
If we further use the substitution v = e−3y and dv = −3e−3y dy in (6.263), we

get
∞
1 2 3 1905
I =− v 3 , 2, {ln v}4 dv − 24 − ζ (7). (6.265)
972 0 2 16

Theorem 59

1 2 2 7 1 1
4, 3, = π 2 ln 2 − iπ(ln 2)2 + (ln 2)3 + ζ (3) − Li3 . (6.266)
2 3 3 2 2 4
∞ ∞ y
I= dxdy
0 4 − x2
eay

1 1
= 3Li3 − 2 ln 2(2π − i ln 2)(π + 2i ln 2) − 21ζ (3) . (6.267)
48a 2 4
We employ the substitution x = eay u and dx = eay du to get

∞ ∞
yeay 1 1
I= dydu = − 4, 3, . (6.268)
1 0 4 − u2 e2ay 8a 2 2

Remark 6 Taking the real and imaginary parts of (6.266) leads to

1 2 2 2 7 1 1
Re 4, 3, = π ln 2 + (ln 2) + ζ (3) − Li3
3
, (6.269)
2 3 3 2 2 4
and

1
Im 4, 3, = −π(ln 2)2 . (6.270)
2
Theorem 60
1
4 3 3π 3
v 3 , 2, dv = 21ζ (3) − . (6.271)
0 4 4

∞ ∞ y π3 7
I= dxdy = − ζ (3). (6.272)
0 ey 1−x 4 64 16
Using first the substitution x = ey u and dx = ey du, and then the substitution
v = u13 and dv = − 3du
u4
leads to
∞ ∞ 1 ∞ 4
yey 1 yv − 3 ey
I= dydu = dydv
1 0 1 − u4 e4y 3 0 0
4
1 − v − 3 e4y
1
1 4 3
=− v 3 , 2, dv. (6.273)
48 0 4

Theorem 61
1
7
4 7π 3 112
v , 2, 7 dv = 49ζ (3) − − . (6.274)
0 4 4 27
∞ ∞ ∞
ln x 1 −7y −4y 7
I= dxdy = − e e , 2, dy
0 ey 1 − x4 16 0 4
1 1 3
− + π − 28ζ (3) . (6.275)
27 64

∞ ∞
y + ln u y 1 3
I= e dydu = π − 28ζ (3) . (6.276)
1 0 1 − u4 e4y 32
The substitution v = e−7y and dv = −7e−7y dy in (6.275) leads to

1 1 4 7 1 1 3
I =− v 7 , 2, dv − + π − 28ζ (3) . (6.277)
112 0 4 27 64

Theorem 62
1
4 7 3 31 5π 5 2
v , 2,
7 {ln v} dv = 2 · 7
2 4
ζ (5) − − . (6.278)
0 4 32 1536 243
∞ ∞ ∞
y 2 ln x 1 7
I= dxdy = − e−7y e−4y , 2, y 2 dy
0 ey 1−x 4 16 0 4
2 5π 5 93
− + − ζ (5). (6.279)
243 512 32

∞ ∞ y + ln u y 2 5π 5 31
I= e y dydu = − ζ (5). (6.280)
1 0 1−u e4 4y 384 8

1
1 47 2 5π 5 93
I =− 4 3 v , 2,7 {ln v}2 dv − + − ζ (5). (6.281)
2 ·7 0 4 243 512 32

Theorem 63
1
4 7 381 61π 7 128
v 7 , 2, {ln v}4 dv = 75 · ζ (7) − − . (6.282)
0 4 2 960 729
∞ ∞ ∞
y 4 ln x 1 −7y −4y 7
I= dxdy = − e e , 2, y 4 dy
0 ey 1 − x4 16 0 4
8 61π 5 1905
− + − ζ (7). (6.283)
729 3072 32

∞ ∞ y + ln u y 4 61π 7 1143
I= e y dydu = − ζ (7). (6.284)
1 0 1 − u4 e4y 2560 16

1
1 4 7 8 61π 5 1905
I =− 4 5 v 7 , 2, {ln v}4 dv − + − ζ (7). (6.285)
2 ·7 0 4 729 3072 32

Theorem 64
1
3 5 65 10π 3 45
v 5 , 2, dv = ζ (3) − √ − . (6.286)
0 3 3 9 3 8
∞ ∞ ∞
ln x 1 −5y −3y 5
I= dxdy = − e e , 2, dy
0 ey 1 − x3 9 0 3
1 2π 3 13
− + √ − ζ (3). (6.287)
8 81 3 27

∞ ∞ y + ln u y 2 √ 2
I= e dydu = 2 3π − 117ζ (3) . (6.288)
1 0 1 − u3 e3y 243

1
1 3 5 1 2π 3 13
I =− v , 2,
5 dv − + √ − ζ (3). (6.289)
45 0 3 8 81 3 27

Theorem 65
1
8 5 5π 3 5 1 5 5
v 5 , 2, dv = 70ζ (3) + + ψ2 − ψ2 . (6.290)
0 8 2 32 8 32 8

∞ ∞ √
xy 1 1 5
I= dxdy = − 16π 3
− ψ2 + ψ 2 − 448ζ (3) .
ey 1 − x
4 256 8 8
0
(6.291)
5 7
v = u− 2 and dv = − 52 u− 2 du leads to
∞ ∞ √ 3y 1 ∞ 8 3y
uye 2 2 yv − 5 e 2
I= dydu = dydv
1 0 1 − u4 e4y 5 0 0
8
1 − v − 5 e4y
1
1 8 5
=− v , 2,5 dv. (6.292)
40 0 8

Theorem 66
1
8 7 7π 3 7 3 7 7
v 7 , 2, dv = 98ζ (3) − + ψ2 − ψ2 . (6.293)
0 8 2 32 8 32 8

∞ ∞
ydxdy 1 3 7
I= √ = 16π − ψ2
3
+ ψ2 − 448ζ (3) .
0 ey x(1 − x 4 ) 256 8 8
(6.294)
5 7
∞ ∞
y 1 ∞ 6 y
ye 2 2 yv − 5 e 2
I= √ dydu = dydv
1 0 u 1 − u4 e4y 5 0 0
8
1 − v − 5 e4y
1
1 8 7
=− v 7 , 2, dv. (6.295)
56 0 8

Theorem 67
1
6 5 455 5π 3
v 5 , 2, dv = ζ (3) − √ . (6.296)
0 6 6 3

∞ ∞ y 1 √ 3
I= √ dxdy = 2 3π − 91ζ (3) . (6.297)
0 ey x(1 − x 3 ) 27
5 7
∞ ∞
y 1 ∞ 6 y
ye 2 2 yv − 5 e 2
I= √ dydu = dydv
1 0 u(1 − u e )
3 3y 5 0 0
6
1 − v − 5 e3y
1
2 6 5
=− v 5 , 2, dv. (6.298)
45 0 6

Theorem 68
1
1 91 π3
v , 2,6
dv = ζ (3) + √ . (6.299)
0 6 6 3

∞ ∞ √
x xy 1 √ 3
I= dxdy = −2 3π − 91ζ (3) . (6.300)
0 ey 1 − x3 27
If we use the substitution x = ey u and dx = ey du, we get, using first the

1
substitution x = ey u and dx = ey du, and then the substitution v = u− 2 and
3
dv = − 12 u− 2 du
∞ ∞ √ 5y 1 ∞ 5y
u uye 2 yv −6 e 2
I= dydu = 2 dydv
1 0 1 − u3 e3y 0 0 1 − v −6 e3y

2 1 1
=− 6
v , 2, dv. (6.301)
9 0 6

Theorem 69
1
3

3

v, 3, + −v, 3, dv
0 2 2
1
= 16G + π(8 + (π − 4)π ) − 8 ln 2 − 14ζ (3). (6.302)
2
∞ ∞
y
y 2 e− 2 1
I= dxdy = −16G − π(8 + (π − 4)π ) + 8 ln 2 + 14ζ (3).
ey (1 − x )
2 2
0
(6.303)
Using the substitution x = ey u and dx = ey du leads to

∞ ∞
y ∞ − u1 , 3, 32 + u1 , 3, 32
y2e 2
I= dydu = − du.
1 0 (1 − u2 e2y ) 1 u2
(6.304)
If we further use the substitution v = 1
u and dv = − du
u2
, we get
1
3

3

I =− v, 3, + −v, 3, dv. (6.305)
0 2 2

The chapter features some of the most beautiful integral identities relating the
Riemann zeta function and indeed the class of the Lerch transcendent to special
functions such as the gamma and beta functions, and the hypergeometric functions.
We have also leveraged the Laplace transform and its associated pairs. Some of
the integral identities involve the polylogarithm Lis (z) of order s and argument
z, which frequently appears in quantum statistics, in Fermi-Dirac integrals, and
Bose-Einstein integrals. The reader will find more on the Riemann zeta function
and related topics in the following references:
1. Some definite Integrals associated with the Riemann Zeta Function by V.S.
Adamchik in Journal for Analysis and its Applications, 19, 831–846 (2000)
2. Closed-form Evaluations of definite integrals and associated infinite series
involving the Riemann Zeta function by Y.J. Cho, M. Jung, J. Choi and H.M.
Srivastava in Int. J. Comput. Math. 83, 461–772 (2006)
3. Some Interesting properties of the Riemann Zeta Function, by J. M. Ashfaque on
ArXiv:1812.02574v1 (2018)
4. Integral and Series Representations of Riemann’s Zeta Function and Dirichlet’s
Eta Function and a Medley of Related Results by M.S. Milgram in Journal of
Mathematics 2013, Article ID 181724 (2013)
5. New properties of the Lerch’s Transcendent by E.M. Ferreira, A.K. Kohara, J.
Sesma in Journal of Number Theory 172, 21–31 (2017)
Chapter 7
Engineering Applications
Abstract New mathematical tools often lead to new engineering applications.

Although it is often difficult to foresee what innovations might result from such
tools, we’ll begin by looking at potential applications resulting from an improved
understanding of wave propagation. We also refer the reader to Johnston (J
Thermophys Heat Transf 24(3):659–661, 2010); Kurokawa et al. (Phys Chem Chem
Phys 10(30):4486–4494, 2008); Van Der Pol (Physica 2(1–12):843–853, 1935);
Stutzman and Gary (Antenna theory and design. John Wiley & Sons, 2012, ISBN-
10: 0470576642).
New mathematical tools often lead to new engineering applications. Although it is

often difficult to foresee what innovations might result from such tools, we’ll begin
by looking at potential applications resulting from an improved understanding of
wave propagation. We also refer the reader to Johnston (2010); Kurokawa et al.
(2008); Van Der Pol (1935); Stutzman and Gary (2012).
7.1 Plane Waves and Spherical Waves
7.1.1 Plane Waves
Plane waves represent the simplest form of wave propagation. They are important
in acoustics, electromagnetics, and many other fields. A wavefront of a plane wave
is, well a plane, i.e., a two-dimensional flat surface having infinite extent. Imagine
such a plane wavefront moving at a constant velocity through space in a direction
perpendicular to the plane itself. It is clearly an abstraction: real waves are not
infinite in lateral extent. However, it is a useful abstraction that supports calculations
that are accurate enough for many scientific and engineering purposes.
https://doi.org/10.1007/978-3-031-17871-9_7
300 7 Engineering Applications
An acoustic plane wave is essentially a propagating pressure pulse that mathe-

matically has the form
p(x, t) = p0 ei(ωt−kx) , (7.1)
where p(x, t) is the pressure pulse (also called the acoustic pressure), x is the
spatial coordinate aligned with the direction of wave propagation, t is time, p0 is
the amplitude, ω = 2πf is the angular frequency, f is the frequency, k = ωc = 2π λ
is the wavenumber (which can be thought of as a spatial frequency), c is the speed
of sound, and λ is the wavelength. We can also express an acoustic plane wave as
follows:
p(x, t) = p0 cos(ωt − kx). (7.2)
The latter expression avoids the use of imaginary numbers and seems less
abstract. However, scientists and engineers prefer (7.1) to (7.2). Why? Well, it’s not
readily apparent here, but (7.1) is much simpler for the purposes of calculations. The
use of imaginary and complex quantities is in essence a shorthand way to represent
sines and cosines, leading to much more compact and simpler calculations. By using
this “trick,” we can avoid the complex combinations of sine and cosine terms that
would result from (7.2), yet we’ll get the same answer, once we take the real part of
the end result.1
Acoustic plane waves propagating along the x-direction solve the acoustic wave
equation in one dimension, i.e.,
∂ 2p 2
2∂ p
= c . (7.3)
∂t 2 ∂x 2
Of course, acoustic plane waves can propagate in any direction. These are
represented by
p(x, t) = p0 ei(ωt−k·x) , (7.4)

where k · x = kx x + ky y + kz z, and the wavenumber k = kx2 + ky2 + kz2 . The
direction of propagation is determined by kx , ky , and kz . For example, if kx = 1 and
ky = kz = 0, then (7.4) reduces to (7.1).
The acoustic wave equation in three dimensions is

∂ 2p ∂ 2p ∂ 2p ∂ 2p
= c2 + + . (7.5)
∂t 2 ∂x 2 ∂y 2 ∂z2
1 Charles P. Steinmetz (1865–1923) pioneered this approach, originally for the analysis of
alternating current circuits. However, it is also useful for calculations involving waves.
7.1 Plane Waves and Spherical Waves 301
Although the plane waves as represented by (7.1) and (7.4) technically represent
only sound, they are also analogous to many different kinds of waves. For example,
electromagnetic plane waves in free space have the same functional form and are
governed by Maxwell’s equations,2 i.e.,
∇ × H = iω0 E; (7.6)
∇ × E = −iωμ0 H; (7.7)
∇ · E = 0; (7.8)
∇ · H = 0; (7.9)
which can be shown to lead to
∇ 2 H = γ 2 H; (7.10)
and
∇ 2 E = γ 2 E; (7.11)
where γ 2 = −ω2 μ0 0 , H is the magnetic field strength, E is the electric field

intensity, μ0 = 4π ×10−7 AN2 is the free space permeability, and 0 = 8.85×10−12 m
F
is the free space permittivity.

One solution to (7.10) and (7.11) is a set of coupled plane waves. If they both
propagate in the z-direction, then
E(z, t) = E0 ei(ωt−kz) x̂; (7.12)
E0 i(ωt−kz)
H(z, t) = e ŷ; (7.13)
η
√
where k = ω μ0 0 , η = μ00 , and x̂ and ŷ are unit vectors in the x-direction and
y-direction, respectively. Since k = ω
c , it follows that c = √ 1 , which is the speed
μ0 0
of light.
2 These equations were first set forth by James Clerk Maxwell (1831–1879), and led to the
discovery that light was comprised of electromagnetic waves. The form of Maxwell’s equations
shown here is due to the work of Oliver Heaviside (1850–1925).
7.1.2 The Angular Spectrum of Plane Waves
The diffraction of waves through an aperture leads to what is called the angular
spectrum of plane waves. For example, the acoustic pressure p(x, y, z, t) emerging
from a two-dimensional aperture in an infinite planar screen is
p(x, y, z, t)
∞ ∞

1 iωt−ikx x−iky y+iz k 2 −kx2 −ky2
= F (kx , ky )e dkx dky , (7.14)
2π −∞ −∞
where F (kx , ky ) is the Fourier transform of the aperture. As an example, we can

compute F (kx , ky ) for a square aperture, i.e., f (x, y) = 1; −1 ≤ x ≤ 1 and
−1 ≤ y ≤ 1 (and f (x, y) = 0 otherwise) as follows:
4 sin kx sin ky
F (kx , ky ) = . (7.15)
kx ky
If F (kx , ky ) is an even function with respect to kx and ky , we can apply the

generalized method of exhaustion to (7.14) to get
∞ ∞ 2 −1 ∞ ∞ 2 −1 n n̂
k 2 eiωt
p(x, y, z, t) = (−1)m+m̂ 2−n−n̂
2π
p=0 n=0 m=1 p̂=0 n̂=0 m̂=1

mk m̂k mkx m̂ky
× F pk + n , p̂k + n̂ cos pk + n cos p̂k + n̂
2 2 2 2

izk 1−(p+ 2mn )2 −(p̂+ m̂n̂ )2
×e 2 . (7.16)
This result is pretty cumbersome. However, we can simplify it to some extent by

modifying (7.14) as follows:
p(x, y, z, t)
k k

∼ 2eiωt iz k 2 −kx2 −ky2
= F (kx , ky ) cos(kx x) cos(ky y)e dkx dky . (7.17)
π 0 0
The main differences between (7.14) and (7.17) are that F (kx , ky ) is assumed to
be an even function in (7.17), and the limits of integration are reduced from ∞ to
k. The latter change largely removes the evanescent waves, which do not propagate,
but doesn’t affect the propagating waves. Applying the generalized method of
exhaustion to (7.17) leads to (Ruffa 2002a)
2 eiωt ∞ 2n −1 ∞ 2n̂ −1

∼ 2k mk m̂k
p(x, y, z, t) = (−1)m+m̂ 2−n−n̂ F ,
π 2n 2n̂
n=1 m=1 n̂=1 m̂=1

2 m̂2
mkx mk̂y izk 1− m
4n
− n̂
× cos cos e 4
. (7.18)
2n 2n̂
This result shows that we can express (7.14) as the summation of an infinite series
of individual plane waves. Among other things, it shows that the acoustic pressure
in the near field generates a Doppler distribution (as opposed to a Doppler shift)
(Ruffa 2002a), which can be important for some measurements.
7.1.3 Spherical Waves
Spherical waves are also used for many engineering calculations. A wavefront of
a spherical wave is, well a sphere. Imagine such a spherical wavefront that just
keeps increasing in diameter at a constant rate. (You can think of it as the three-
dimensional version of the circular expanding wave that you would get if you
dropped a pebble into a pond.)
The surface of that expanding spherical wavefront moves through space much
like a plane wave. In fact, when the sphere gets big enough, it becomes difficult to
tell the difference between it and a plane wave when you just focus on a small region
on its surface.
Mathematically, an acoustic spherical wave has the form
ei(ωt−kr)
p(r, t) = p0 . (7.19)
r

Here r = x 2 + y 2 + z2 is the radius of the imaginary sphere, and x, y, and z
are the three spatial coordinates.
Spherical waves are not an abstraction. Unlike plane waves, they actually exist.
However, they are much harder to work with than plane waves. The main source of
the computational difficulties is the 1r term in (7.19).
Spherical waves are also common in electromagnetics. For example, a Hertzian
dipole antenna3 oriented in the ẑ direction leads to an electromagnetic vector
potential4 A(r, t) in the form of a spherical wave, i.e.,
μ0 ei(ωt−kr)
A(r, t) = I dl ẑ. (7.20)
4π r
3 Named after Heinrich Hertz (1857–1894), a Hertzian dipole antenna is a conductor having an
infinitesimal length dl and a constant amplitude current I distributed over its length.
4 The electromagnetic vector potential A is defined in free space by μ H = ∇ × A.
0
7.1.4 The Sommerfeld Identity
Since plane waves are much easier to work with, scientists have developed ways
to express spherical waves in terms of plane waves. A notable example is the
Sommerfeld identity,5 i.e.,
∞
ei(ωt−kr) J0 (ζρ) iωt−γ0 z
= e ζ dζ, (7.21)
r 0 γ0
where

γ0 = ζ 2 − k2, (7.22)
and

ρ= x2 + y2. (7.23)
We can use (7.21) to express a spherical wave in integral form as a plane wave
propagating in the z-direction, weighted by cylindrical waves (represented by the
Bessel function term) propagating outward in the x-y plane.
7.1.5 An Alternative Identity
Tonn (2021) has developed an alternative expression based on the generalized

method of exhaustion (Ruffa, 2002a,b) to express a spherical wave in terms of an
infinite series of other spherical waves, each having a different form. Beginning with
the expression (Ruffa, 2004)
2−n ∞
1 1
= z + −n . (7.24)
z e −1 e2 z + 1 n=1
Tonn then expands each term on the right hand side with a geometric series, i.e.,
∞
∞

1 e−z −z −mz
= = e e = e−mz , (7.25)
ez − 1 1 − e−z
m=0 m=1
and
5 Developed by Arnold Sommerfeld (1868–1951).

∞
∞
−n
∞ ∞
2−n 2−n e−2 z −n −2−n z −n
−n = −n = 2 e (−1)p e−2 pz
n=1
e2 z + 1 n=1 1 + e−2 z n=1 p=0
∞
∞
−n pz
= (−1)p−1 2−n e−2 , (7.26)
n=1 p=1
so that
∞
∞
∞
1 −n
= e−mz + (−1)p−1 2−n e−2 pz ; Re(z) > 0. (7.27)
z
m=1 n=1 p=1
Or, more specifically,

∞
∞
∞
1 −n
= e−mr + (−1)p−1 2−n e−2 pr . (7.28)
r
m=1 n=1 p=1
The result (7.28) is very important, because it expresses f (r) = 1r in terms of an

infinite series of exponential terms. What this means for spherical wave calculations
is that we can replace the 1r term in (7.19) with (7.28).
We can now apply this to the acoustic spherical wave equation (7.19) to get
ei(ωt−kr)
p(r, t) = p0
r
⎧ ⎫
⎨∞ ∞
∞
−n pr
⎬
= p0 ei(ωt−kr) e−mr + (−1)p−1 2−n e−2
⎩ ⎭
m=1 n=1 p=1
∞
∞
∞
−n pr
p0 ei(ωt−kr)−mr + p0 (−1)p−1 2−n ei(ωt−kr)−2 . (7.29)
m=1 n=1 p=1
The spherical wave in (7.29) is expressed as an infinite series of other discrete

spherical waves propagating radially outward. However, these spherical waves have
a different form, which is reflected by the absence of the 1r factor, and the extra terms
in each exponent. The extra terms are real (in contrast to the other terms in each
exponent, which are imaginary) and negative, which indicates that each individual
spherical wave attenuates as it propagates outward.
As a spherical wave propagates outward, the area of its wavefront increases. As a
result, its amplitude must decrease in order to maintain the conservation of energy.
In (7.19), there are no such attenuating terms in the exponent, but the 1r term reduces
the amplitude by the same amount.
Note that there is no integral to evaluate in (7.29). This will greatly simplify
engineering calculations that involve wave propagation.
7.2 The Sommerfeld Integral
The Sommerfeld integral6 describes electromagnetic waves propagating over an air-

water interface. It is used extensively for antenna design. See also Kuebler (1979).
An example of a result involving the Sommerfeld integral is as follows Collin
(1985)
∞ , -
μ0 eiωt−ik0 R1 J0 (ζρ) γ1 − n2 γ0 iωt−γ0 (z+h)
Az = − e ζ dζ . (7.30)
4π R1 0 γ0 γ1 + n2 γ0
Here Az is the z-component of the electromagnetic vector potential, γ1 =

ζ 2 − n2 k02 , n is the complex refractive index of the lossy half space, and R1 is
the distance from the origin to the source, i.e.,

R1 = ρ 2 + (z − h)2 .
(7.31)
The integral in (7.30) does not have an closed form solution, and numerical
solutions are not straightforward.
Van der Pol7 showed that the Sommerfeld integral could be rewritten under
suitable conditions as follows (Van Der Pol 1935; Kuebler 1979; Stutzman and Gary
2012)
∞ , -
J0 (αρ) γ1 − n2 γ0 −γ0 (z+h) e−ik0 R2
e αdα =
0 γ0 γ1 + n γ0
2 R2
∞ −ik0 (R + k )
s (7.32)
e 0
−2i
ds,
0 R
where

R2 = ρ 2 + (z + h)2 ; (7.33)
6 Developed in 1909 by Arnold Sommerfeld.

7 Balthasarvan der Pol (1889–1959) contributed to many areas of physics, and is the discoverer of
the Van der Pol oscillator.
7.3 Bessel Functions and Frequency Modulation 307
.
/ 2
/ 1−i
0
R = ρ + z+h+ 2 s ;
2 (7.34)
k0 δ
2
δ= . (7.35)
ωμ0 σ
Using expressions derived from (7.28) for the R1 term in the integral in (7.32)
facilitates calculations that can support improved antenna designs (Tonn 2021).
7.3 Bessel Functions and Frequency Modulation
Bessel functions are important in many areas of engineering and physics. Originally
employed as solutions for partial differential equations in polar coordinates, they
have since been extended to frequency modulated (FM) signals8 and many other
areas of signal processing.
For p > 0, the Bessel function of the first kind is
π
1
Jp (x) = cos (pt − x sin t) dt (7.36)
π 0
Tonn9 used the generalized method of exhaustion Ruffa (2002a) to obtain
∞ 2
−1 n
1 2
Jp (x) = (−1)m+1 2−n cos pmπ 2−n + x sin mπ 2−n . (7.37)
n=1 m=1
Tonn also showed that we can apply (7.37) to a frequency modulated signal of
the form
∞

v(t) = A Jn (β) cos[(ωc + nωs )t], (7.38)
n=0
to get
∞ 2
∞ p −1
1 2
v(t) = A (−1)m+1 2−p cos nmπ 2−p − β sin(mπ 2−p ) cos[(ωs + nωs )t].
n=0 p=1 m=1
(7.39)
8 Edwin Armstrong (1890–1954) invented FM broadcasting in 1933.

9 David Tonn, personal communication.
Here ωc is the carrier angular frequency, ωs is the signal angular frequency, A is

the signal amplitude, and β is the modulation depth.
Noting that
1 2
cos nmπ 2−p − β sin(mπ 2−p ) cos [(ωs + nωs )t]
1 1 2
= cos nmπ 2−p − β sin(mπ 2−p ) + (ωs + nωs )t
2
1 1 2
+ cos nmπ 2−p − β sin(mπ 2−p ) − (ωs + nωs )t , (7.40)
2
we can substitute (7.40) into (7.39) to get
∞ ∞ 2p −1
A 1 2
v(t) = (−1)m+1 2−p cos nmπ 2−p − β sin(mπ 2−p ) + (ωc + nωs )t
2
n=0 p=1 m=1
∞ ∞ 2p −1
A 1 2
+ (−1)m+1 2−p cos nmπ 2−p − β sin(mπ 2−p ) − (ωc + nωs )t ,
2
n=0 p=1 m=1
(7.41)
which expresses an FM signal as an infinite series of cosine terms.
7.4 Non-Gaussian and Weighted Gaussian Distributions
Statistical distributions are often assumed to be Gaussian in nature. It is well known

that many realistic signals are not Gaussian; however, Gaussian distributions lead to
integrals of the form
∞ ∞
e−x
T Ax
I= ··· dx1 · · · dxn . (7.42)
−∞ −∞
Since such integrals can be evaluated in closed form, i.e.,

∞ ∞ π n/2
e−x
T Ax
I= ··· dx1 · · · dxn = , (7.43)
−∞ −∞ |A|1/2
this provides a strong motivation to assume a Gaussian distribution as an approxi-

mation (Mondaini and de Albuquerque Neto 2017; Novey et al. 2010; Van den Bos
1995).
Using the multivariate power substitution, we can extend (7.43) as follows (Ruffa
and Toni 2021):
7.4 Non-Gaussian and Weighted Gaussian Distributions 309
∞ ∞
(x T Ax)q e−(x
T Ax)p
I= ··· dx1 · · · dxn
−∞ −∞

n+2q
π n/2 2p n
= · ; p > 0; q > − . (7.44)
|A|1/2 p n2 2
When p = 1, we can use (7.44) to accommodate non-Gaussian distributions in a

way that leads to closed-form results. Furthermore, when q = 0, we can use (7.44)
to additionally introduce weighting functions into both Gaussian and non-Gaussian
distributions in a way that also leads to closed-form results.
Proof Following Ruffa and Toni (2021), we break down (7.44) into 2n integrals, so
that all of the limits of integration are 0 to ∞ for each. (Integrals having limits of
integration from −∞ to 0 can be rewritten to have limits of integration from 0 to ∞
via substitution.)
(k)
We call these integrals Ipq , where 1 ≤ k ≤ 2n , so that
n

2
I= (k)
Ipq . (7.45)
k=1
Consider one such integral, i.e.,

∞ ∞
(x T Ax)q e−(x
T Ax)p
(1)
Ipq = ··· dx1 · · · dxn , (7.46)
0 0
1 2T
where x = x1 x2 x3 · · · xn and A = [Ai,j ]n×n is a nonsingular matrix, symmet-
ric, and real positive definite to ensure convergence. The following substitutions are
made for 1 ≤ i ≤ n − 1:
xi = xn ui ;
(7.47)
dxi = xn dui .
This leads to
∞ ∞ T Av)p x 2p
(v T Av)q e−(v
2q+n−1
(1)
Ipq = ··· n xn dxn du1 · · · dun−1 , (7.48)
0 0
1 2T
where v = u1 u2 u3 · · · un−1 1 . Evaluating just the integral over xn in (7.48)
leads to
∞ ∞
1 T − n2 n + 2q
Ipq =
(1)
··· (v Av) du1 du2 · · · dun−1 . (7.49)
0 0 2p 2p
From (7.49) we can derive the ratio

(1) n+2q
Ipq 2p n
= ; p > 0; q > − , (7.50)
(1)
I10 p n2 2
(1)
where I10 is given by (7.46) by setting p = 1 and q = 0. We can also show that the
ratio (7.50) is the same for all k, i.e.,

n+2q
Ipq
(k) 2p n
= ; p > 0; q > − . (7.51)
(k)
I10 p n2 2
Noting that

2 n ∞ ∞ n
1 T
Iˆ10 =
n
(v Av)− 2
(k)
I10 = ··· du1 du2 · · · dun−1
−∞ −∞ 2 2
k=1
(7.52)
∞ ∞ n
−(x T Ax) π2
= ··· e dx1 · · · dxn = 1
,
−∞ −∞ |A| 2
it follows that

n n+2q n n+2q

2 2p
2
(k) π
n
2 2p n
I= (k)
Ipq = I10 = · ; p > 0; q > − .
k=1
p n2 k=1 |A|
1
2 p n2 2
(7.53)

7.5 Further Reading
Integral identities will remain in expanding demand in the engineering and physics
communities. This book was written with that in mind. The readership may find
further relevant reading in the references below.
1. Ruffa, A. A., 2002. “The group velocity of electromagnetic waves diffracted by
a small aperture.” Wave Motion 35, no. 2 (2002): 157–161.
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7.5 Further Reading 311
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Index
A Change of variables, 26, 27, 30, 86, 146, 147,

Acoustic, 299, 300, 302, 307 149
Acoustic pressure, 300, 302 Combinatorics, 139
Air-water interface, 308 Complementary error function, 28, 29, 32,
Alternating current, 195, 300 92–96
Analytic continuation, 194 Confluent hypergeometric function of the
Analytic function, 2, 3 second kind, 31
Angular frequency, 300, 310 Conservation of energy, 307
Angular spectrum of plane waves, 302–303 Cosine integral, viii, 195–241
Antenna design, 308, 309 Cubic spline, v
Aperture, 302
Appell hypergeometric function, 116, 136
Archimedean property, 15 D
Archimedes, 2 Darboux-Riemann method, 14
Armstrong, E., 309 Definite integral, v, vi, vii, 3, 23, 32, 66, 68,
Artificial intelligence, vi 297
Astrophysics, 139 Determinant, 26
Diffraction, 33, 302
Dirac delta function, 12
B Dirac, P.A.M., 12
Banded linear system, v Dirichlet eta function, 243
Bernoulli, D., 32 Doppler distribution, 303
Bessel differential equation, 33, 181 Doppler shift, 303
Bessel function, viii, 32, 33, 306, 309–310 Double integral, 26, 48, 76, 89, 116, 138, 139,
Bessel, F.W., 32 142
Beta function, v, 30, 83, 297
Bivariate power substitution, 33
Bose-Einstein integral, 297 E
Edison, T.A., 4
Electric field intensity, 301
C Electricity, 32
Catalan, E.C., 139 Electromagnetic plane wave, 301
Catalan’s constant, 139 Electromagnetic vector potential, 303, 308
https://doi.org/10.1007/978-3-031-17871-9
318 Index
Elementary function, vii, 41, 194 Hypergeometric differential equation, 37

Elliptic integral, 35, 86, 152, 153 Hypergeometric function, v, 29, 31, 37, 194,
Error function, viii, 28, 29, 32, 92–96 297
Eudoxus, 2
Euler, L., 29, 32, 60, 86
Euler-Mascheroni constant, 60 I
Euler multiplication formula, 30 Imaginary number, 300
Evanescent wave, 302 Improper integral, 22–23
Even function, 302 Incandescent light bulb, 4
Exponential integral function, viii, 66, 195–241 Incomplete beta function, 83
Infinite planar screen, 302
Infinite product, vii, 17–19
F Infinitesimal region, 27
Fagnano, G., 35 Information theory, v
Fermi-Dirac integral, 297 Integration by parts, 26
Feynman, R.P., 67, 68 Integration constant, 67
Fluid mechanics, 28 Interchange of indices, 37
Fourier series, 10
Fourier transform, 302
Free space, 301, 303 J
Frequency, 300 Jacobian, 26, 27
Frequency modulation, viii, 309–310 Jean-Baptiste le Rond d’Alembert, 9
Fresnel, A.-J., 55
Fresnel integral, 55
Fundamental theorem of calculus, vii, 1, 16–17 K
Kummer’s differential equation, 31
G
Gamma function, viii, 29, 30, 36, 86, 194, 237, L
297 Laplace transform, vii, 2–4, 26, 47–66,
Gary, A., 32, 308 102–115, 236–241, 271–275, 297
Gauss, C.F., 29, 37 Laplace transform pair, 48–54, 56, 57, 59–65,
Gauss hypergeometric function, 30 102–113, 180–182, 236–238, 271–275,
Gaussian distribution, vi, viii, 310–312 297
Gauss multiplication formula, 30 Laurent series, 2, 26
Generalized hypergeometric function, 54 Laurent’s theorem, 2
Generalized method of exhaustion (GME), vi, Lebesgue integral, v
vii, 1–23, 28, 29, 90–91, 302, 306 Legendre, A.-M., 29, 66
Geometric series, 306 Legendre duplication formula, 30
Glaisher, J.W.L., 28 Leibniz, G.W., 2, 67, 74
Grobner basis, vi Leibniz’s rule, 67, 72, 91, 95, 122, 178, 216
Gudermann, C., 29 Lerch, M., 138, 194
Lerch transcendent, vii, viii, 137–146, 193,
194, 289–297
H Limits of integration, 28, 88, 90, 96, 302,
Heat conduction, 28, 33 311
Heaviside, O., 301 Liouville, J., 29
Hermite, C., 29 Logarithm, vii, 17–19, 146–150
Hertz, H., 303 Lossy half space, 308
Hertzian dipole antenna, 303
Hurwitz, A., 255
Hurwitz zeta function, 138, 243–297 M
Hydrodynamics, 32 Machine learning, vi
Hydrogen atom, 5 Magnetic field, 301
Index 319
Mathematica, v, vi, viii, 17, 27, 29, 31, 34, 49, Riemann integral, v, 25
53, 66, 68, 69, 71, 76, 77, 80, 82, 84, 85, Riemann sum, 16, 25, 27
91, 92, 112, 114, 115, 135, 136, 138, Riemann zeta function, viii, 30, 133, 243–297
139, 141–143, 158, 166–168, 172, 240,
250–254, 256, 257, 266–269, 271, 275,
277, 279 S
Matthews, G., 32 Signal processing, v, vi, 309
Maxwell, J.C., 301 Simpson’s rule, vii, 1, 23
Maxwell’s equations, 301 Sine integral, viii, 195–241
Mean value theorem, 17 Sine wave, 22
Measure theory, v Sommerfeld, A., 306, 308
Meijer G-function, vii, 41, 86, 194 Sommerfeld identity, viii, 306
Meijer, C.S., 41 Sommerfeld integral, 308–309
Multidimensional integral, vi, 23 Spatial frequency, 300
Multivariate power substitution, vi, 25–86 Special function, v, vi, viii, 29, 41, 86, 193,
Multivariate substitution, 71, 87–136 194, 297
Speed of light, 301
Speed of sound, 300
N Spherical coordinates, 87–90
Near field, 305 Spherical wave, viii, 299–308
Newton, I., 2 Statistical mechanics, 139
Non-Gaussian distribution, 310–312 Steinmetz, C.P., 300
STEM, vi
Stirling-de Moivre asymptotic formula, 30
O String theory, 83
Owen T-function, vii, 126–136 Struve function, 181
Summation, 9, 22, 29, 90, 303
Symmetry, vi, vii, 33, 37–47, 114, 115, 135,
P 136, 186–193, 239–241, 255, 257–261,
Partial fractions, 2 285–288
Permeability, 301
Permittivity, 301
Permutation symmetry, vi, vii, 37–66, 239–241 T
Plane wave, 299–308 Transformation, 27, 35
Pochhammer, L.A., 54 Trapezoidal rule, 23
Pochhammer symbol, 30 Triangle, 4–14, 19, 20
Polar coordinates, 26, 76, 80–90 Tricomi, F., 31
Polygamma function, 30, 36, 250–255 Triple integral, vii, 26, 76–86, 116–126
Polylogarithm, 74, 138, 275–288, 297
Pond, 303
Probability theory, vi, 28 V
Van der Pol, B., viii, 308
Vertex, 6, 14, 19, 20
Q Vibrating membrane, 33
Quadruple integral, 116–126 von Struve, H., 181
R W
Ratio test, 9, 22 Wavefront, 299, 303, 307
Rectangle, 2, 4, 5, 19, 20, 25 Wavelength, 22, 300
Rectangle function, 12 Wavenumber, 300
Recurrence identity, 141 Wave propagation, viii, 55, 299, 300, 308
Refractive index, 308 Weierstrass, K., 29
Riemann, B., v, viii, 2 Weighted Gaussian distribution, viii, 310–312

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STEAM-H: Science, Technology, Engineering, Agriculture,

Mathematics & Health

Innovative Integrals and

ISSN 2520-193X ISSN 2520-1948 (electronic)

Mathematics Subject Classification: 33B20, 33C45, 33C99, 44A20, 46F12

where A is a n × n matrix such that x T Ax is a real positive definite quadratic form

and the improper integral

Newport, RI, USA Anthony A. Ruffa

1 The Generalized Method of Exhaustion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

3 Additional Multivariate Substitution Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

3.6 Triple and Quadruple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

Abstract This first chapter introduces the Generalized Method of Exhaustion

This first chapter introduces the Generalized Method of Exhaustion (GME) to

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2022 1

1.1 Preliminary Concepts

1.1.1 The Residue Theorem

An analytic function at z0 may be represented as

integrating over a positively oriented contour containing z0 ; or using Laurent’s

with f analytic on and inside the contour C \ {z1 , · · · , zn }, zk=1,··· ,n isolated

1.1.2 The Laplace Transform

through a change of order of integration allowed by the dominated convergence

1.2 Approximating the Area Under a Curve with Triangles

of a three-dimensional integral representing the volume of an incandescent light bulb. He simply

Fig. 1.1 An initial

Fig. 1.2 The same initial

A3 = cos xdx −· · cos + cos a

= sin a − sin − cos a − cos ; (1.12)

A3 + A4 = 2A4 cos . (1.15)

= + cos a + a cos sin2 + 2 cos A4 . (1.17)

A5 = cos sin2 , (1.18)

Fig. 1.3 The remaining area

A6 + A7 = 2A7 cos . (1.19)

A= + cos a + a cos sin2

A= + cos a + a cos sin2

+ 2n cos n+1 sin2

The remaining area A3n+4 between x = 0 and x = a

= sin n+1 − n+2 1 + cos n+1 . (1.22)

lim A3n+4 = 0, (1.23)

A= + cos a + a cos sin2

we can equate (1.24) to (1.27) to get

= cos2 + sin2 n+1 cos m . (1.28)

This expression is a little too complicated to have much utility.4 Fortunately, we

cos sin2 = cos − cos2 . (1.29)

cos cos sin2

cos cos cos sin2

3 Published by Jean-Baptiste le Rond d’Alembert (1717–1783).

− 2−n cos2 . (1.32)

= (−1)m+1 2−n cos , (1.33)

For 0 ≤ x ≤ b, we can use a Fourier series to construct an arbitrary function

f (x) = αp cos , (1.37)

=b (−1)m+1 2−n αp cos . (1.38)

then we can write (Ruffa, 2000)

We can employ the substitution u = x − a and dx = du to get

If we then apply (1.40) to (1.42), we get

Remark 1.1 From (1.43), we can infer that

where δ(x) is the Dirac delta function.5

where (x) is the rectangle function, defined by

1.3 A Simple Illustration

Fig. 1.4 An initial

Fig. 1.5 A second

Fig. 1.6 A third

A first approximation truncates (1.48) at n = 1, and simply fits the rectangular

1.4 Analytic Derivation

where (x) is the rectangle function, defined by

∀ > 0 ∃δ > 0 | |x − y| < δ ⇒ |f (x) − f (y)| < (1.49)

|f (x) − f (xm )| < ,

f (xm ) − < f (x) < f (xm ) + .

= Tk − 2|a − b|(1 − 2−k ) (1.58)

= Tk + 2|a − b|(1 − 2−k ), (1.60)

where A is an infinitesimal region in the xy-plane associated with the double