Find the value of the following expression
∫ 0 ∞ e x − 1 x d x 8 ( ∫ 0 ∞ x e − x sin x d x ) 2
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The integral is the denominator is a particular case of a very nice integral. For n ∈ N we have ∫ 0 ∞ e x − 1 x n − 1 d x = Γ ( n ) ζ ( n ) However, the expression is true for any n ∈ C where both functions are defined and analytic.
See, ∫ 0 ∞ x s i n ( x ) e − x d x
= ∫ 0 ∞ ( 1 − 3 ! x 2 + 5 ! x 4 − 7 ! x 6 + . . . . ) e − x d x
= ∑ 0 ∞ ( 2 k + 1 ) ! ( − 1 ) k ∫ 0 ∞ x ( 2 k + 1 ) − 1 e − x d x
= ∑ 0 ∞ ( − 1 ) k ( 2 k + 1 ) ! Γ ( 2 k + 1 )
= Γ ( 1 ) − 3 ! Γ ( 3 ) + 5 ! Γ ( 5 ) − 7 ! Γ ( 7 ) − . . . .
= 1 − 3 1 + 5 1 − 7 1 + . . . = ∫ 0 1 1 + x 2 1 d x = 4 π
Again we know ∫ 0 ∞ e x − 1 x d x = ζ ( 2 ) = 6 π 2 .
Then the desired result is 6 π 2 8 1 6 π 2 = 3 .
That solution is extremely unthinkable.
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Let the integral in the numerator be
I 1 = ∫ 0 ∞ t e − t sin t d t
This integral will be solved using the concept of Laplace transforms as such:
Consider the Laplace transform of sin t :
L [ sin t ] = ∫ 0 ∞ e − s t sin ( t ) d t
By referring to a table of Laplace transforms, this standard integral evaluates to:
∫ 0 ∞ e − s t sin ( t ) d t = 1 + s 2 1
Generally for Laplace transforms:
L [ f ( t ) ] = ∫ 0 ∞ e − s t f ( t ) d t = F ( s )
Now, using the table of Laplace transforms, one can use the identity:
L [ t f ( t ) ] = ∫ 0 ∞ t e − s t f ( t ) d t = ∫ s ∞ F ( p ) d p
Using this identity for the Laplace transform of a sine function, one gets:
L [ t sin t ] = ∫ 0 ∞ t e − s t sin t d t = ∫ s ∞ 1 + p 2 1 d p
Taking s = 1 gives:
I 1 = ∫ 0 ∞ t e − t sin t d t = ∫ 1 ∞ 1 + p 2 1 d p = 4 π
Let the integral in the denominator be:
I 2 = ∫ 0 ∞ e x − 1 x d x = ∫ 0 ∞ 1 − e − x e − x x d x
The function e − x is less than unity in the interval ( 0 , ∞ ) . Therefore, the following term can be written as an infinite geometric series as such:
1 − e − x e − x = e − x + e − 2 x + e − 3 x + …
Replacing this in the integral gives:
I 2 = ∫ 0 ∞ ( e − x + e − 2 x + e − 3 x + … ) x d x = k = 1 ∑ ∞ ( ∫ 0 ∞ x e − k x ) d x
Now, by introducing a change of variables k x = z , and after some simplification, the sum of integrals transforms to the sum:
I 2 = ( k = 1 ∑ ∞ k 2 1 ) ∫ 0 ∞ z e − z d z
The integral:
∫ 0 ∞ z e − z d z = 1
and the following sum refers to the Basel problem: k = 1 ∑ ∞ k 2 1 = 6 π 2
Therefore:
I 2 = ∫ 0 ∞ e x − 1 x d x = 6 π 2
The required expression to be evaluated is:
I 2 8 I 1 2 = 3
Relevant references just a google search away: