Have I Seen This Before?

Calculus Level 4

Evaluate

I = 0 log ( 1 + x 2 ) 1 + x 2 d x . I=\int_{0}^{\infty} \dfrac{\log (1+x^2)}{1+x^2}dx.


The answer is 2.178.

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2 solutions

Haroun Meghaichi
Nov 2, 2014

Usually when we see x 2 + 1 x^2+1 the sub that comes to mind is x = tan t x=\tan t like What @Ali Caglayan has done. Here's another (and more general) solution :

For a R a\in \mathbb{R} set : I ( a ) = 0 log ( 1 + a 2 x 2 ) 1 + x 2 d x I(a) = \int_0^{\infty} \frac{\log(1+a^2 x^2)} {1+x^2}\ \mathrm{d}x Then I ( a ) = 2 a a 2 1 0 1 x 2 + 1 1 a 2 x 2 + 1 d x = 2 a a 2 1 ( π 2 π 2 a ) = π 1 + a \begin{aligned}I'(a)&= \frac{2a}{a^2-1} \int_0^{\infty}\frac{1}{x^2+1}- \frac{1}{a^2 x^2+1 } \ \mathrm{d}x\\ & = \frac{2a}{a^2-1} \left(\frac{\pi}{2}- \frac{\pi}{2a} \right)\\ &=\frac{\pi}{1+a} \end{aligned} Since I ( 0 ) = 0 I(0)=0 we conclude that : I ( a ) = 0 a π 1 + t d t = π ln ( 1 + a ) I(a)= \int_0^a \frac{\pi}{1+t} \ \mathrm{d}t =\pi\ln(1+a) Just set a = 1 a=1 to get the result that we want.

This is a lot more elegant than mine! I tried differentiation under the integral sign first however I did not get away with it :)

A Former Brilliant Member - 6 years, 7 months ago

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Thank you, yours is beautiful too.

Haroun Meghaichi - 6 years, 7 months ago

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Both of answers are nice of its own. Other ways, we can use first derivative of Beta function or Fourier series of ln ( sin x ) \ln(\sin x) .

Romanov's Integral

Anastasiya Romanova - 6 years, 7 months ago

Minor typo : It should be I ( a ) I'(a) in the second line. Otherwise fantastic solution.

Also, how do you come to know where to put the parameter?

Pratik Shastri - 6 years, 7 months ago

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I just wanted to get rid of the log \log so first I did log ( a + x 2 ) \log(a+x^2) it does the trick (note that in this case I ( 0 ) = 0 I(0)=0 ), but I wasn't satisfied so I changed it a bit to log ( 1 + a 2 x 2 ) \log(1+a^2x^2) .

Haroun Meghaichi - 6 years, 7 months ago

Very nice solution!

James Wilson - 3 years, 7 months ago

This is a beautiful problem! First start of with I = 0 log ( x 2 + 1 ) x 2 + 1 d x I = \int_0^\infty\frac{\log(x^2+1)}{x^2+1}\mathrm dx We substitute tan θ = x \tan \theta = x giving us sec 2 θ d θ = d x \sec^2\theta\ \mathrm d\theta=\mathrm dx and after some cancelling using sec 2 x = tan 2 x + 1 \sec^2x=\tan^2x+1 we get I = 0 π / 2 log ( sec 2 θ ) d θ I=\int_0^{\pi/2}\log(\sec^2 \theta)\ \mathrm d\theta Which can be rewritten as I = 2 0 π / 2 log ( cos θ ) d θ I=-2\int_0^{\pi/2}\log(\cos \theta)\ \mathrm d\theta If we map θ π 2 θ \theta \mapsto \frac \pi2-\theta we see by symmetry I = 2 0 π / 2 log ( sin θ ) d θ I=-2\int_0^{\pi/2}\log(\sin \theta)\ \mathrm d\theta Now we map θ 2 θ \theta \mapsto 2\theta and use symmetry of the sin curve to split the integral up again I = 0 π log ( sin 2 θ ) d θ = 2 0 π / 2 log ( sin 2 θ ) d θ I = -\int_0^\pi \log(\sin 2\theta)\ \mathrm d\theta=-2\int_0^{\pi/2}\log(\sin 2\theta)\ \mathrm d\theta Now sin 2 θ = 2 sin θ cos θ \sin 2\theta = 2\sin \theta \cos \theta , so I = 2 0 π / 2 log ( 2 sin θ cos θ ) d θ I = π log 2 2 0 π / 2 log ( sin θ ) d θ 2 0 π / 2 log ( cos θ ) d θ I = π log 2 + 2 I \begin{aligned} I &= 2 \int_0^{\pi/2}\log(2\sin \theta\cos \theta)\ \mathrm d\theta\\ I &=-\pi \log 2 -2\int_0^{\pi/2}\log(\sin\theta)\ \mathrm d\theta-2\int_0^{\pi/2}\log(\cos \theta)\ \mathrm d\theta\\ \implies I &= -\pi \log 2 + 2I \end{aligned} So by symmetry of the integrand we rearrange the equation to get I = π log 2 2.1776 I=\pi \log 2\approx \boxed{2.1776} What a beautiful result!

Very elegant. +1!

Pratik Shastri - 6 years, 7 months ago

Nice solution! I haven't come across 'Map θ 2 θ \theta \mapsto 2\theta before. Could you perhaps explain a bit about it or if you are aware of any articles or websites which explain it in detail, please point me in the right direction? Does it involve the same principles as a substitution?

Thanks

Soham Karwa - 6 years, 6 months ago

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It's the same as letting θ = 2 u \theta = 2u , and then replacing u u with θ \theta .

James Wilson - 3 years, 7 months ago

Nice solution. I believe you have a couple of typos though--just letting you know. It should say 0 π log ( sin θ ) d θ -\int_0^{\pi} \log(\sin \theta)d\theta instead of 0 π log ( sin 2 θ ) d θ -\int_0^{\pi} \log(\sin 2\theta)d\theta . The 2 2 in the argument of the sine doesn't come in until you replace 2 θ 2\theta for θ \theta . You also forgot a negative sign on the line where you applied the double angle identity. But props anyway.

James Wilson - 3 years, 7 months ago

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