Prove that ∫01xxdx=n=1∑∞nn(−1)n−1.
Solution
For convenience (as you will see later), let
xx=(elnx)x=exlnx.
By the series expansion of ex:
exlnx=n=0∑∞n!(xlnx)n.
Thus
∫01xxdx=n=0∑∞∫01n!xn(lnx)n=n=0∑∞n!1∫01xn(lnx)ndx.
Let u=(lnx)n, dv=xndx, du=xn(lnx)n−1dx and v=n+1xn+1, then using integration by parts, we arrive at
a→0lim∫a1xn(lnx)ndx=a→0lim[n+1xn+1(lnx)n]a1−a→0lim∫a1n+1nxn(lnx)n−1dx
which becomes
a→0lim∫a1xn(lnx)ndx=−∫01n+1nxn(lnx)n−1dx=(n+1)n+1(−1)nn!.
Therefore,
∫01xxdx=n=1∑∞nn(−1)n−1.
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