Double integration problem

Calculus Level 5

Let I = 0 1 0 1 x 1 ( 1 x y ) ln ( x y ) d x d y I = \displaystyle\int \limits^{1}_{0}\displaystyle\int \limits^{1}_{0}\frac{x-1}{\left( 1-xy\right) \ln\left( xy\right) } \, dx \, dy Find 1000 I \left\lfloor 1000 I\right\rfloor


The answer is 577.

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2 solutions

I am going to attempt a solution which in no way is a proof. I would like to assume the convergence of the integral as I am unable to prove it.

First I want to substitute x y = t xy=t so x d y = d t xdy = dt .

So we have 0 1 0 y t y 1 ( 1 t ) ln ( t ) 1 y d t d y \displaystyle \int_{0}^{1}\int_{0}^{y}\frac{\frac{t}{y}-1}{(1-t)\ln(t)}\frac{1}{y}dtdy

Now I want to change the order of integration:-

So we have:-

0 1 t 1 t y 1 ( 1 t ) ln ( t ) 1 y d y d t \displaystyle \int_{0}^{1}\int_{t}^{1}\frac{\frac{t}{y}-1}{(1-t)\ln(t)}\frac{1}{y}dydt

= 0 1 1 t + ln ( t ) ( 1 t ) ln ( t ) d t \displaystyle = \int_{0}^{1}\frac{1-t+\ln(t)}{(1-t)\ln(t)}dt

Here comes the fishy steps.

= 0 1 1 1 t d t + 0 1 1 ln ( t ) d t \displaystyle = \int_{0}^{1}\frac{1}{1-t}dt +\int_{0}^{1}\frac{1}{\ln(t)} dt [Note that this step is invalid if the integral was not convergent]

= 0 1 1 t d t + 0 1 1 ln ( t ) d t \displaystyle = \int_{0}^{1}\frac{1}{t} dt +\int_{0}^{1}\frac{1}{\ln(t)}dt [Note that this step is also invalid if the integral was not convergent]

Now let us rewrite this as :-

= lim ε 0 ε 1 1 t d t + 0 1 1 ln ( t ) d t \large = \lim_{\varepsilon\to 0}\int_{\varepsilon}^{1}\frac{1}{t} dt +\int_{0}^{1}\frac{1}{\ln(t)}dt

= lim ε 0 ln ( ε ) + 0 1 1 ln ( t ) d t \large = \lim_{\varepsilon\to 0}-\ln(\varepsilon) +\int_{0}^{1}\frac{1}{\ln(t)}dt

Now let us use the substitution t = e z t=e^{-z} for the log integral and then write it in limit form:-

= lim ε 0 ( ln ( ε ) ) lim ε 0 X ( ε X e z z d z ) \large = \lim_{\varepsilon\to 0}\left(-\ln(\varepsilon)\right) -\lim_{\varepsilon\to 0\,X\to\infty}\left(\int_{\varepsilon}^{X}\frac{e^{-z}}{z}dz\right)

Now in the integral I want to apply by parts with 1 z \frac{1}{z} as the integrable function. So we have:-

= ( lim ε 0 ln ( ε ) ) + lim ε 0 X ( ln ( ε ) e ε e X ln ( X ) ε X e z ( ln ( z ) ) d z ) \large = (\lim_{\varepsilon\to 0}-\ln(\varepsilon)) +\lim_{\varepsilon\to 0\,X\to\infty}\left(\ln(\varepsilon)e^{-\varepsilon}-e^{-X}\ln(X)-\int_{\varepsilon}^{X}e^{-z}(\ln(z))dz\right)

Now lim ε 0 X ε X e z ( ln ( z ) ) d z \large \lim_{\varepsilon\to 0\,X\to\infty}\int_{\varepsilon}^{X}e^{-z}(\ln(z))dz is a well-known integral and it is ψ ( 1 ) \psi(1) . Where ψ \psi denotes the digamma function and it converges to γ -\gamma . Where γ \gamma is the Euler-Mascheroni constant .

And we have lim ε 0 X e X ln ( X ) \displaystyle \lim_{\varepsilon\to 0\,X\to\infty} e^{-X}\ln(X) tend to 0 0 .

So what we have left is lim ε 0 ( 1 e ε ) ( ln ( ε ) ) + γ \displaystyle \lim_{\varepsilon\to 0} (1-e^{-\varepsilon})(\ln(\varepsilon)) + \gamma

Rewriting the limit as lim ε 0 ( 1 e ε ) ε ε ( ln ( ε ) ) + γ \displaystyle \lim_{\varepsilon\to 0} \frac{(1-e^{-\varepsilon})}{\varepsilon} \cdot \varepsilon(\ln(\varepsilon)) + \gamma

Now lim ε 0 ( 1 e ε ) ε \displaystyle \lim_{\varepsilon\to 0} \frac{(1-e^{-\varepsilon})}{\varepsilon} tends to 1 1 and lim ε 0 ε n ln ( ε ) \displaystyle \lim_{\varepsilon\to 0}\varepsilon^{n}\ln(\varepsilon) 0 \to 0 for all natural numbers n n .

So we have our answer as γ = 0.5772 \gamma = 0.5772 .

I understand that this is in no way a proof. 90% of the steps has no meaning until convergence is proven . But still it was my attempt and I wanted to share it since there was no solution posted . I hope it would be interesting for the one's viewing it .

Syed Shahabudeen
Feb 8, 2016

Just apply the hadjicostas formula. And by assigning the values we will get the famous euler mascheroni constant. Which is some what 0.5772.....

yes it was well-known integration, but it will be good answer if you prove it. Can you?

Refaat M. Sayed - 5 years, 4 months ago

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Refaat, I am sorry, I am not coming up with a good proof . If you come up with one, then please post it.

Syed Shahabudeen - 5 years, 4 months ago

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