Can you find this integral?

Calculus Level 3

Find this integral 0 1 ln x ln ( 1 x ) d x \displaystyle \int_0^1 \ln{x} \ln({1-x})\ dx .

Hint: n = 1 1 n 2 = π 2 6 \displaystyle \sum^{\infty}_{n=1} {\frac{1}{n^2}} = \frac{\pi^2}{6} .


The answer is 0.355.

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3 solutions

( log x ) ( log ( 1 x ) ) d x = Li 2 ( x ) x ( log ( x ) 2 ) + ( x 1 ) log ( 1 x ) ( log ( x ) 1 ) + constant \int (\log x) (\log (1-x)) \, dx=-\text{Li}_2(x)-x (\log (x)-2)+(x-1) \log (1-x) (\log (x)-1)+\text{constant} .

lim x 0 ( Li 2 ( x ) x ( log ( x ) 2 ) + ( x 1 ) log ( 1 x ) ( log ( x ) 1 ) ) 0 \underset{x\to 0}{\text{lim}}\left(-\text{Li}_2(x)-x (\log (x)-2)+(x-1) \log (1-x) (\log (x)-1)\right) \Rightarrow 0 .

lim x 1 ( Li 2 ( x ) x ( log ( x ) 2 ) + ( x 1 ) log ( 1 x ) ( log ( x ) 1 ) ) 2 π 2 6 \underset{x\to 1}{\text{lim}}\left(-\text{Li}_2(x)-x (\log (x)-2)+(x-1) \log (1-x) (\log (x)-1)\right) \Rightarrow 2-\frac{\pi ^2}{6} .

Both limits of the indefinite integral are necessary.

Aaghaz Mahajan
May 26, 2019

The integral in the question is undefined. It should be I = 0 1 ln x ln ( 1 x ) d x \displaystyle I=\int_0^1\ln x\ln\left(1-x\right)dx

Now, to solve the integral, simply expand it using ln ( 1 x ) = n = 1 x n n \displaystyle \ln\left(1-x\right)=-\sum_{n=1}^{\infty}\frac{x^n}{n} and then, switching the summation and integral sign, we have

0 1 ln x ln ( 1 x ) d x = n = 1 ( 0 1 x n ln x n d x ) \displaystyle \int_0^1\ln x\ln\left(1-x\right)dx=-\sum_{n=1}^{\infty}\left(\int_0^1\frac{x^n\ln x}{n}dx\right)

Substituting ln x = t \displaystyle \ln x=-t we have

I = n = 1 ( 0 t e ( n + 1 ) t n d t ) \displaystyle I=\sum_{n=1}^{\infty}\left(\int_0^{\infty}\frac{te^{-\left(n+1\right)t}}{n}dt\right)

= n = 1 1 ( n + 1 ) 2 n \displaystyle =\sum_{n=1}^{\infty}\frac{1}{\left(n+1\right)^2n}

= n = 1 1 n ( n + 1 ) n = 2 1 n 2 \displaystyle =\sum_{n=1}^{\infty}\frac{1}{n\left(n+1\right)}-\sum_{n=2}^{\infty}\frac{1}{n^2}

= 1 ( π 2 6 1 ) \displaystyle =1-\left(\frac{\pi^2}{6}-1\right)

Thus making the answer 2 π 2 6 \displaystyle \boxed{2-\frac{\pi^2}{6}}

Thanks, I changed.

Abdulaziz Jr. - 2 years ago

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Ok.....I have updated my solution accordingly......

Aaghaz Mahajan - 2 years ago

Integrating with dt or what typo.

Rock Lee Lee - 2 years ago

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Oh thanks.....fixed!!

Aaghaz Mahajan - 2 years ago
Abdulaziz Jr.
May 26, 2019

First, we need to turn the integrand function into a series and integrate everything term by term. We have

ln x ln ( 1 x ) = ln x ( x x 2 2 x 3 3 . . . ) = n = 1 ln x x n n \displaystyle\ln{x} \ln{(1-x)} = \ln{x} (-x-\frac{x^2}{2}-\frac{x^3}{3} - ...) = \sum^{\infty}_{n=1} \frac{-\ln{x}x^n}{n} . ( 1 ) (1)

Now it is possible to integrate every term of the sequence by parts:

0 1 ln x x n n d x = 1 n ( n + 1 ) 0 1 ln x d ( x n + 1 ) = \displaystyle\int\limits_0^1 \frac{-\ln{x}x^n}{n}dx = - \frac{1}{n(n+1)}\int\limits_0^1 \ln{x}d(x^n+1) =

= 1 n ( n + 1 ) ( ln 1 1 n + 1 lim x 0 + ln x x n + 1 ) + \displaystyle= - \frac{1}{n(n+1)}(\ln1\cdot 1^{n+1} - \lim_{x\to 0+} \ln{x} \cdot x^{n+1}) +

+ 1 n ( n + 1 ) 0 1 x n + 1 d ( ln x ) = 1 n ( n + 1 ) 0 1 x n d x = 1 n ( n + 1 ) 2 \displaystyle + \frac{1}{n(n+1)} \int_0^1 x^{n+1}d(\ln{x}) = \frac{1}{n(n+1)} \int_0^1 x^ndx = \frac{1}{n(n+1)^2} . ( 2 ) (2)

Can we integrate the series? In order to make sure in the validity of our actions ( 1 ) (1) , we should show that for all ε > 0 \varepsilon > 0 there is such m 0 N m_{0}\in{N} , that

0 1 ln x ( ln ( 1 x ) + n = 1 m x n n ) d x < ε , \displaystyle\Bigg|\int\limits_0^1 \ln{x} \Big(\ln{(1-x)} + \sum^{m}_{n=1} \frac{x^n}{n}\Big) dx\Bigg|< \varepsilon, for all m m 0 m \geq m_0 . ( 3 ) (3)

On given ε > 0 \varepsilon > 0 , let's choose δ ( 0 , 1 / 2 ) \delta \in (0, 1/2) , so that:

( 0 δ + 1 δ 0 ) ln x ln ( 1 x ) d x < ε / 2. \displaystyle\Big|\Big(\int\limits_0^{\delta} + \int\limits_{1-\delta}^{0}\Big) \ln{x} \ln{(1-x)}dx\Big|< \varepsilon/2. .

Taking into account this double inequality

ln ( 1 x ) < ln ( 1 x ) + n = 1 m x n n < 0 , \displaystyle\ln{(1-x)} < \ln{(1-x)} + \sum^{m}_{n=1} \frac{x^n}{n} < 0,

we will get

( 0 δ + 1 δ 0 ) ln x ( ln ( 1 x ) + n = 1 m x n n ) d x < ε / 2. \displaystyle\Big|\Big(\int\limits_0^{\delta} + \int\limits_{1-\delta}^{0}\Big) \ln{x} \Big(\ln{(1-x)} + \sum^{m}_{n=1} \frac{x^n}{n}\Big) dx\Big|< \varepsilon/2. ( 4 ) (4)

Since in the interval [ δ , 1 δ ] [\delta, 1-\delta] the function ln x ( ln ( 1 x ) + n = 1 m x n n ) \displaystyle\ln{x} \Big(\ln{(1-x)} + \sum^{m}_{n=1} \frac{x^n}{n}\Big) uniformly equals to zero for m m\to \infty , for some big enough m m

δ 1 δ ln x ( ln ( 1 x ) + n = 1 m x n n ) d x < ε / 2. \displaystyle\Bigg|\int\limits_{\delta}^{1-\delta} \ln{x} \Big(\ln{(1-x)} + \sum^{m}_{n=1} \frac{x^n}{n}\Big) dx\Bigg|< \varepsilon/2.

Adding up this inequality and ( 4 ) (4) , we get required inequality ( 3 ) (3) for all m m 0 m \geq m_0 .

Now, we can integrate ( 1 ) (1) , we find the value of the integral:

0 1 ln x ln ( 1 x ) d x = n = 1 1 n ( n + 1 ) 2 = n = 1 ( 1 n ( n + 1 ) 1 ( n + 1 ) 2 ) = \displaystyle\int\limits_0^1 \ln{x} \cdot \ln{(1-x)} dx = \sum^{\infty}_{n=1} \frac{1}{n(n+1)^2} = \sum^{\infty}_{n=1} \Big(\frac{1}{n(n+1)} - \frac{1}{(n+1)^2}\Big) =

= n = 1 ( 1 n 1 ( n + 1 ) ) n = 2 1 n 2 = 1 ( n = 1 1 n 2 1 ) = 2 π 2 6 = 0.355 \displaystyle = \sum^{\infty}_{n=1} \Big(\frac{1}{n} - \frac{1}{(n+1)}\Big) - \sum^{\infty}_{n=2} \frac{1}{n^2} = 1 - \Big(\sum^{\infty}_{n=1} \frac{1}{n^2} - 1\Big) = 2 - \frac{\pi^2}{6} = \boxed{-0.355} .

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