A complex integral and its cousin

Calculus Level 5

The integral 0 log 2 ( x ) x 4 + 1 d x \int_0^{\infty} \frac{\log^2(x)}{x^4+1} \mathrm{d}x converges to the value a π b c d \frac{a\pi^b\sqrt{c}}{d} , where a a , b b , c c and d d are positive integers with a a and d d being coprime positive integers and c c , square-free. Calculate a + b + c + d a+b+c+d .

Bonus: Calculate 0 log ( x ) x 4 + 1 d x . \int_0^{\infty} \frac{\log(x)}{x^4+1} \mathrm{d}x. Notation: log 2 ( x ) = ( log ( x ) ) 2 \log^2(x) = (\log(x))^2 .

Remark: You may want to use that for n N 2 n \in \mathbb{N}_{\geq2} , 0 d x x n + 1 = π / n sin ( π / n ) . \int_0^\infty \frac{\mathrm{d}x}{x^n+1} = \frac{\pi/n}{\sin(\pi/n)}.


The answer is 72.

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2 solutions

Mark Hennings
Oct 20, 2019

The change of variable u = x 4 u = x^4 gives 0 ln 2 x 1 + x 4 d x = 1 64 0 u 3 4 ln 2 u 1 + u d u = 1 64 d 2 d u 2 B ( 1 u , u ) u = 1 4 = 1 64 d 2 d u 2 ( π c o s e c π u ) u = 1 4 = 1 64 π 3 c o s e c 2 1 4 π ( 2 cot 2 1 4 π + 1 ) = 3 π 3 2 32 \begin{aligned} \int_0^\infty \frac{\ln^2x}{1 + x^4}\,dx & = \; \frac{1}{64}\int_0^\infty \frac{u^{-\frac34}\ln^2 u}{1+u}\,du \; = \; \frac{1}{64}\frac{d^2}{du^2}B(1-u,u) \Big|_{u = \frac14} \\ & = \; \frac{1}{64}\frac{d^2}{du^2}\big(\pi \mathrm{cosec}\,\pi u\big)\Big|_{u = \frac14} \; = \; \frac{1}{64}\pi^3\mathrm{cosec}^2\tfrac14\pi\big(2\cot^2\tfrac14\pi + 1\big) \\ & = \; \frac{3\pi^3\sqrt{2}}{32} \end{aligned} making the answer 3 + 3 + 2 + 64 = 72 3 + 3 + 2 + 64 = \boxed{72} .

We can obtain the integral with a single logarithm by differentiating the Beta function once instead of twice, obtaining 0 ln x 1 + x 4 d x = 1 16 d d u ( π c o s e c π u ) u = 1 4 = π 2 2 16 \int_0^\infty \frac{\ln x}{1 + x^4}\,dx \; = \; \frac{1}{16}\frac{d}{du}\big(\pi \mathrm{cosec}\,\pi u\big)\Big|_{u=\frac14} \; = \; -\frac{\pi^2\sqrt{2}}{16}

Joël Ganesh
Oct 19, 2019

Consider the contour C C \mathscr{C} \subset \mathbb{C} consisting of the upper-half disk of radius R > 1 R > 1 minus an upper-half disk of radius r < 1 r < 1 , as shown in the following picture.

(If this can be scaled, please tell me in a comment).

Let f : C C f: \mathbb{C} \to \mathbb{C} , z log 2 ( z ) z 4 + 1 z \mapsto \frac{\log^2(z)}{z^4+1} , where log : C C \log: \mathbb{C} \to \mathbb{C} , z log z + i arg ( z ) z \mapsto \log|z| + i\cdot\arg(z) , where π 2 < arg ( z ) 3 π 2 -\frac{\pi}{2} < \arg(z) \leq \frac{3\pi}{2} denotes the argument of z z . We observe that C f ( z ) d z = r R f ( x ) d x + C R f ( z ) d z + R r f ( z ) d z + C r f ( z ) d z , \oint_\mathscr{C} f(z) \mathrm{d}z = \int_r^R f(x)\mathrm{d}x + \int_{\mathcal{C}_R} f(z)\mathrm{d}z + \int_{-R}^{-r} f(z)\mathrm{d}z + \int_{\mathcal{C}_r} f(z)\mathrm{d}z, where C R , C r \mathcal{C}_R, \mathcal{C}_r denote the parts of the contour over the circles with radius R , r R, r respectively. We will first show that both C R f ( z ) d z and C r f ( z ) d z \int_{\mathcal{C}_R} f(z)\mathrm{d}z \text{ and } \int_{\mathcal{C}_r} f(z)\mathrm{d}z tend to 0 as R R \to \infty , r 0 r \to 0 . First, observe that by the triangle inequality, z 4 + 1 z 4 1 |z^4+1| \geq \left||z^4|-|1|\right| . Now it follows that C R f ( z ) d z π R max z C R log 2 ( z ) z 4 + 1 π R max z C R log 2 ( z ) R 4 1 π R max z C R log 2 R + i arg ( z ) R 4 1 < π R log 2 ( R ) + 2 π 2 R R 4 1 R 0. \left|\int_{\mathcal{C}_R} f(z)\mathrm{d}z\right| \leq \pi R \cdot \max_{z\in \mathcal{C}_R} \left|\frac{\log^2(z)}{z^4+1}\right| \leq \pi R \cdot \max_{z\in \mathcal{C}_R} \left|\frac{\log^2(z)}{R^4-1}\right| \leq \pi R \cdot \max_{z\in \mathcal{C}_R} \frac{|\log^2|R||+|i\cdot \arg(z)|}{R^4-1} < \frac{\pi R\log^2(R)+2\pi^2 R}{R^4-1} \xrightarrow{R\to\infty} 0. In a similar fashion, it follows that C r f ( z ) d z r 0 0 \left|\int_{\mathcal{C}_r} f(z)\mathrm{d}z\right| \xrightarrow{r\to 0} 0 by using l'Hôpital's rule at the end.

Now, we will use the Residue Theorem on the contour integral to observe that C f ( z ) d z = 2 π i [ Res z = e π i / 4 f ( z ) + Res z = e 3 π i / 4 f ( z ) ] . \oint_\mathscr{C} f(z)\mathrm{d}z = 2\pi i \cdot \left[\text{Res}_{z=e^{\pi i /4}} f(z) + \text{Res}_{z=e^{3\pi i/4}} f(z) \right]. By the lemma which will be proven down below, for a { e π i k / 4 k { 1 , 3 , 5 , 7 } } a \in \{e^{\pi i k/4}\;|\; k \in \{1,3,5,7\}\} : Res z = a log 2 ( z ) z 4 + 1 = log 2 ( a ) 4 a 3 . \text{Res}_{z=a} \frac{\log^2(z)}{z^4+1} = \frac{\log^2(a)}{4a^3}. Using this lemma, we obtain C f ( z ) d z = 2 π i [ ( π i / 4 ) 2 4 e 3 π i / 4 + ( 3 π i / 4 ) 2 4 e π i / 4 ] . \oint_\mathscr{C} f(z)\mathrm{d}z = 2\pi i \cdot \left[\frac{(\pi i/4)^2}{4e^{3\pi i /4}} + \frac{(3\pi i/4)^2}{4e^{\pi i/4}}\right]. After doing some algebraic calculations, we see that
C f ( z ) d z = 5 π 3 2 32 i π 3 2 8 . \oint_\mathscr{C} f(z)\mathrm{d}z = -\frac{5\pi^3\sqrt{2}}{32}-i\cdot\frac{\pi^3\sqrt{2}}{8}. Letting R , r 0 R \to \infty, r \to 0 , we get the equation C f ( z ) d z = 0 f ( x ) d x + 0 f ( z ) d z . \oint_\mathscr{C} f(z) \mathrm{d}z = \int_0^\infty f(x)\mathrm{d}x + \int_{-\infty}^{0} f(z)\mathrm{d}z. We will now simplify the latter integral. Note that 0 log 2 ( z ) z 4 + 1 d z = 0 ( log z + π i ) 2 z 4 + 1 d z = 0 log 2 x + 2 π i log x π 2 x 4 + 1 d x . \int_{-\infty}^{0} \frac{\log^2(z)}{z^4+1}\mathrm{d}z = \int_{-\infty}^{0} \frac{(\log|z|+\pi i)^2}{z^4+1}\mathrm{d}z = \int_0^\infty \frac{\log^2|x|+2\pi i \log|x| - \pi^2}{x^4+1}\mathrm{d}x. By the remark in the problem, 0 π 2 x 4 + 1 d x = π 3 2 4 . \int_0^\infty \frac{\pi^2}{x^4+1} \mathrm{d}x = \frac{\pi^3\sqrt{2}}{4}. Using all information gathered so far, we obtain that 5 π 3 2 32 i π 3 2 8 = C f ( z ) d z = 2 0 log 2 ( x ) x 4 + 1 d x + 2 π i 0 log ( x ) x 4 + 1 d x π 3 2 4 . -\frac{5\pi^3\sqrt{2}}{32}-i\cdot\frac{\pi^3\sqrt{2}}{8} = \oint_\mathscr{C} f(z)\mathrm{d}z = 2 \int_0^\infty \frac{\log^2(x)}{x^4+1}\mathrm{d}x + 2\pi i \cdot \int_0^\infty \frac{\log(x)}{x^4+1} \mathrm{d}x - \frac{\pi^3\sqrt{2}}{4}. As the integrands are real-valued, we conclude that 0 log 2 ( x ) x 4 + 1 d x = 3 π 3 2 64 a n d 0 log ( x ) x 4 + 1 d x = π 2 2 16 . \boxed{\int_0^\infty \frac{\log^2(x)}{x^4+1}\mathrm{d}x = \frac{3\pi^3\sqrt{2}}{64} \;\mathrm{ and } \int_0^\infty \frac{\log(x)}{x^4+1}\mathrm{d}x = -\frac{\pi^2\sqrt{2}}{16}.} Lemma: For a { e π i k / 4 k { 1 , 3 , 5 , 7 } } a \in \{e^{\pi i k/4}\;|\; k \in \{1,3,5,7\}\} , Res z = a log 2 ( z ) z 4 + 1 = log 2 ( a ) 4 a 3 . \text{Res}_{z=a} \frac{\log^2(z)}{z^4+1} = \frac{\log^2(a)}{4a^3}.

Proof. By definition, Res z = a log 2 ( z ) z 4 + 1 = lim z a ( z a ) log 2 ( z ) z 4 + 1 \text{Res}_{z=a} \frac{\log^2(z)}{z^4+1} = \lim_{z\to a} \frac{(z-a)\log^2(z)}{z^4+1} . By l'Hôpital's rule, Res z = a log 2 ( z ) z 4 + 1 = lim z a log 2 ( z ) + 2 ( z a ) log ( z ) / z 4 z 3 = log 2 ( a ) 4 a 3 . \text{Res}_{z=a} \frac{\log^2(z)}{z^4+1} = \lim_{z\to a} \frac{\log^2(z) + 2(z-a)\log(z)/z}{4z^3} = \frac{\log^2(a)}{4a^3}. \hskip{2em} \blacksquare

How is l'Hospital's rule applicable here? The expression doesn't assume an indeterminate form under the said limit.

A Former Brilliant Member - 1 year, 7 months ago

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It is not necessary. The integral along C R \mathcal{C}_R is O ( R 3 ln 2 R ) O(R^{-3}\ln^2R) as R R \to \infty , while the integral along C r \mathcal{C}_r is O ( r ln 2 r ) O(r\ln^2r) as r 0 r \to 0 , which is all we need to make both tend to 0 0 in the relevant limits.

Mark Hennings - 1 year, 7 months ago

If your question was about the limit in the lemma, z = a z=a has to be a simple pole, which means that z 4 + 1 = def 0 z^4+1 \overset{\text{def}}= 0 . I have clarified this now in the answer.

Joël Ganesh - 1 year, 7 months ago

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