A nice double integral

Calculus Level 5

Evaluate 0 1 0 x x ( t 3 1 ) ln t d t d x . \large \displaystyle \int \limits_{0}^{1} \int \limits_{0}^{x} \dfrac{x(t^3-1)}{\ln t} {\mathrm dt} \, {dx}.


This problem is inspired by a problem in a note by Pranav Arora .


The answer is 0.3465.

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2 solutions

Tunk-Fey Ariawan
Aug 5, 2014

Let I ( α ) = 0 1 0 x x ( t α 1 ) ln t d t d x . \mathcal{I}(\alpha)=\int_0^1\int_0^x\frac{x(t^\alpha-1)}{\ln t}\ dt\ dx. Differentiating I ( α ) \mathcal{I}(\alpha) with respect to α \alpha yields d I d α = 0 1 x 0 x α [ t α 1 ln t ] d t d x = 0 1 x 0 x t α d t d x = 0 1 x α + 2 α + 1 d t d x = 1 ( α + 1 ) ( α + 3 ) I ( α ) = 1 2 [ 1 α + 1 1 α + 3 ] d α = 1 2 ln α + 1 α + 3 + C . \begin{aligned} \frac{d\mathcal{I}}{d\alpha}&=\int_0^1x\int_0^x\frac{\partial}{\partial\alpha}\left[\frac{t^\alpha-1}{\ln t}\right]\ dt\ dx\\ &=\int_0^1x\int_0^xt^\alpha\ dt\ dx\\ &=\int_0^1\frac{x^{\alpha+2}}{\alpha+1}\ dt\ dx\\ &=\frac{1}{(\alpha+1)(\alpha+3)}\\ \mathcal{I}(\alpha)&=\frac12\int\left[\frac{1}{\alpha+1}-\frac{1}{\alpha+3}\right]\ d\alpha\\ &=\frac12\ln\left|\frac{\alpha+1}{\alpha+3}\right|+C. \end{aligned} For α = 0 \alpha=0 implying I ( 0 ) = 0 \mathcal{I}(0)=0 then C = 1 2 ln 3 C=\frac12\ln3 . Hence I ( α ) = 1 2 ln 3 ( α + 1 ) α + 3 \mathcal{I}(\alpha)=\frac12\ln\left|\frac{3(\alpha+1)}{\alpha+3}\right| and I ( 3 ) = 0 1 0 x x ( t 3 1 ) ln t d t d x = 1 2 ln 2 0.346574. \mathcal{I}(3)=\int_0^1\int_0^x\frac{x(t^3-1)}{\ln t}\ dt\ dx=\large\color{#3D99F6}{\frac12\ln2}\approx\color{#D61F06}{0.346574}.

I did the same way

Karan Siwach - 6 years, 10 months ago
Pranav Arora
Jun 30, 2014

0 1 0 x x ( t 3 1 ) ln t d t d x = 0 1 t 1 x ( t 3 1 ) ln t d x d t = 1 2 0 1 ( 1 t 2 ) ( t 3 1 ) ln t d t = 1 2 0 ( e 2 y 1 ) ( e 3 y 1 ) y e y d y ( t = e y ) = 1 2 ( 0 e 6 y e 3 y y d y + 0 e y e 4 y y d y ) = 1 2 ( ln 1 2 + ln 4 ) = ln 2 2 \displaystyle \begin{aligned} \int_0^1 \int_0^x \frac{x(t^3-1)}{\ln t}\,dt\,dx &= \int_0^1 \int_t^1 \frac{x(t^3-1)}{\ln t}\,dx\,dt \\ &=\frac{1}{2}\int_0^1 \frac{(1-t^2)(t^3-1)}{\ln t}\,dt \\ &=\frac{1}{2}\int_0^{\infty} \frac{(e^{-2y}-1)(e^{-3y}-1)}{y}e^{-y}\,dy\,\,\,\,\,\,(t=e^{-y}) \\ &=\frac{1}{2}\left(\int_0^{\infty} \frac{e^{-6y}-e^{-3y}}{y}\,dy+\int_0^{\infty} \frac{e^{-y}-e^{-4y}}{y}\,dy\right) \\ &= \frac{1}{2}\left(\ln\frac{1}{2}+\ln 4\right)\\ &=\boxed{\dfrac{\ln 2}{2}} \\ \end{aligned}

The final two integrals can be evaluated using Frullani's Integral .

Can you please explain the first two steps?

Sanat Anand - 6 years, 11 months ago

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you'll integrate x, that is x^2/2 from t to 1 and treat (t^3-1)/lnt a constant

Kevin Chad Cerezo - 6 years, 11 months ago

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I am comfortable with the integration. But I do not understand the very first step which involves the change of limits from "0 to x" to "t to 1". Please clarify.

Sanat Anand - 6 years, 11 months ago

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@Sanat Anand This method is known as 'changing the order of integration'. You may read this article ¨ \ddot\smile

Karthik Kannan - 6 years, 11 months ago

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@Karthik Kannan Thank You very much

Sanat Anand - 6 years, 11 months ago

Wow! Great solution, Pranav! As I don't know much about double integrals I was just surfing the net to learn some techniques when I came across this method of changing the order of integration.It can also be used to compute integrals such as:

0 π x π sin ( y ) y d y d x \displaystyle\int_{0}^{\pi}\!\!\!\!\displaystyle\int_{x}^{\pi} \frac{\sin (y)}{y} \text{d}y\text{ }\text{d}x

Karthik Kannan - 6 years, 11 months ago

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Thanks!

For the current problem, you don't really need to know about changing the order of integration. You can handle this problem using integration by parts.

Pranav Arora - 6 years, 11 months ago

I did not get this one!!!! :(

Parth Lohomi - 6 years, 6 months ago

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