Integral involving Elliptic Integral

Calculus Level 5

The following integral evaluates to:

0 1 ( E ( k ) π 2 ) d k k = a + π b + c 0 π / 4 ln ( cos x ) d x \int_0^1 \left(E(k)-\dfrac{\pi}{2}\right)\,\frac{dk}{k}=a+\dfrac{\pi}{b}+c\int_0^{\pi/4} \ln(\cos x)\,dx

where a a , b b and c c are integers. Find a + b + c |a|+|b|+|c| .

Details and Assumptions:


The answer is 7.

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2 solutions

Pranav Arora
Jul 9, 2014

0 1 ( E ( k ) π 2 ) d k k = 0 1 ( 0 π / 2 1 k 2 sin 2 θ d θ π 2 ) d k k = 0 1 0 π / 2 1 k 2 sin 2 θ 1 k d θ d k = 0 π / 2 0 1 1 k 2 sin 2 θ 1 k d k d θ \displaystyle \begin{aligned} \int_0^1 \left(E(k)-\frac{\pi}{2}\right)\frac{dk}{k} &=\int_0^1 \left(\int_0^{\pi/2} \sqrt{1-k^2\sin^2\theta}\,d\theta-\frac{\pi}{2}\right)\,\frac{dk}{k} \\ &= \int_0^1 \int_0^{\pi/2} \frac{\sqrt{1-k^2\sin^2\theta}-1}{k}\,d\theta\,dk\\ &=\int_0^{\pi/2} \int_0^1 \frac{\sqrt{1-k^2\sin^2\theta}-1}{k}\,dk\,d\theta\\ \end{aligned}

It is easy to show that:

0 1 1 k 2 sin 2 θ 1 k d k = ( 1 k 2 sin 2 θ ln ( 1 k 2 sin 2 θ + 1 ) 0 1 = ln 2 1 + cos θ ln ( 1 + cos θ ) \displaystyle \begin{aligned} \int_0^1 \frac{\sqrt{1-k^2\sin^2\theta}-1}{k}\,dk &=\left(\sqrt{1-k^2\sin^2\theta}-\ln\left(\sqrt{1-k^2\sin^2\theta}+1\right)\right|_0^1 \\ &= \ln 2-1+\cos\theta-\ln\left(1+\cos\theta\right) \\ \end{aligned}

Hence,

0 π / 2 0 1 1 k 2 sin 2 θ 1 k d k d θ = 0 π / 2 ( ln 2 1 + cos θ ln ( 1 + cos θ ) ) d θ = π 2 ( ln 2 1 ) + 1 0 π / 2 ln ( 1 + cos θ ) d θ = π ln 2 2 π 2 + 1 0 π / 2 ln ( 2 cos 2 θ 2 ) = 1 π 2 + π ln 2 2 0 π / 2 ln 2 d θ 2 0 π / 2 ln ( cos θ 2 ) d θ = 1 π 2 4 0 π / 4 ln ( cos θ ) d θ \displaystyle \begin{aligned} \int_0^{\pi/2} \int_0^1 \frac{\sqrt{1-k^2\sin^2\theta}-1}{k}\,dk\,d\theta &=\int_0^{\pi/2} \left(\ln 2-1+\cos\theta-\ln\left(1+\cos\theta\right)\right)\,d\theta \\ &=\frac{\pi}{2}\left(\ln 2-1\right)+1-\int_0^{\pi/2}\ln(1+\cos\theta)\,d\theta \\ &=\frac{\pi\ln2}{2}-\frac{\pi}{2}+1-\int_0^{\pi/2} \ln\left(2\cos^2\frac{\theta}{2}\right) \\ &=1-\frac{\pi}{2}+\frac{\pi \ln2}{2}-\int_0^{\pi/2} \ln2 \,d\theta-2\int_0^{\pi/2} \ln\left(\cos\frac{\theta}{2}\right) \,d\theta \\ &=1-\frac{\pi}{2}-4\int_0^{\pi/4} \ln(\cos\theta)\,d\theta \\ \end{aligned}

So a = 1 , b = 2 a=1,b=-2 and c = 4 c=-4 i.e a + b + c = 7 |a|+|b|+|c|=7 .

For whatever reason, when I try to verify this using Mathematica, I get that 0 π 4 log ( cos ( x ) ) d x = C 2 1 4 π log ( 2 ) \int_0^{\frac{\pi }{4}} \log (\cos (x)) \, dx = \frac{C}{2}-\frac{1}{4} \pi \log (2) , where C C is Catalan's constant, making it impossible to equate the right and left sides for integers a , b , c a, b, c . This can be seen by typing the integral into WolframAlpha. Actually, the integral on the left comes out to π 2 π log ( 2 ) 0.607 \frac{\pi }{2}-\pi \log (2) \approx -0.607 , while the expression on the right comes out to 2 C π 2 + 1 + π log ( 2 ) 0.225 -2 C-\frac{\pi }{2}+1+\pi \log (2) \approx -0.225 .

Michael Lee - 6 years, 11 months ago

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Hello Michael! I am not sure if I get your point, can you please clarify a bit? The final value of the integral is: 2 C π 2 + 1 + π ln 2 -2C-\frac{\pi}{2}+1+\pi\ln 2 as you say.

Pranav Arora - 6 years, 11 months ago

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The point is the values you give for a , b , c a, b, c do NOT in fact give an equality. There is an identity for the integral of E ( k ) k \frac{E(k)}{k} using hypergeometric functions that gives the value of 0 1 E ( k ) π 2 k d k \int_0^1 \frac{E(k)-\frac{\pi }{2}}{k} \, dk as π 2 π log ( 2 ) \frac{\pi }{2}-\pi \log (2) , which does not equal 2 C π 2 + 1 + π ln 2 -2C-\frac{\pi}{2}+1+\pi\ln 2 . This is verifiable on WolframAlpha and Mathematica.

Michael Lee - 6 years, 11 months ago

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@Michael Lee Hmm....I do not know much about hypergeometric function but I am not convinced as to why it gives a different answer. Can you post the identity and post some references to it?

Pranav Arora - 6 years, 11 months ago

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@Pranav Arora Ahhh, I see the mistake! On Wikipedia, the definition of E ( k ) E(k) is E ( k ) = 1 2 π n = 0 ( ( 2 n ) ! 2 2 n ( n ! ) 2 ) 2 k 2 n 1 2 n E(k) = \frac{1}{2} \pi \sum _{n=0}^{\infty } \left(\frac{(2 n)!}{2^{2 n} (n!)^2}\right)^2\frac{k^{2 n}}{1-2 n} . But in Mathematica, 1 2 π n = 0 ( ( 2 n ) ! 2 2 n ( n ! ) 2 ) 2 k 2 n 1 2 n = E ( k 2 ) \frac{1}{2} \pi \sum _{n=0}^{\infty } \left(\frac{(2 n)!}{2^{2 n} (n!)^2}\right)^2\frac{k^{2 n}}{1-2 n} = E\left(k^2\right) .

Michael Lee - 6 years, 11 months ago

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@Michael Lee If in Mathematica we do 0 1 E ( k 2 ) π 2 k d k \int_0^1 \frac{E\left(k^2\right)-\frac{\pi }{2}}{k} \, dk , then we get 1 16 π 4 F 3 ( 1 2 , 1 , 1 , 3 2 ; 2 , 2 , 2 ; 1 ) 0.225 -\frac{1}{16} \pi \, _4F_3\left(\frac{1}{2},1,1,\frac{3}{2};2,2,2;1\right) \approx -0.225 , which is equivalent to the right side. The complete elliptical integral of the second kind can be written in terms of the Gauss hypergeometric function , which is a special case of the generalized hypergeometric function .

Michael Lee - 6 years, 11 months ago

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@Michael Lee Glad to know the confusion is cleared and thanks for the info about the hypergeometric function. ¨ \ddot{\smile}

Pranav Arora - 6 years, 11 months ago
Karthik Kannan
Jul 9, 2014

We need to find the value of:

0 1 ( 0 π 2 1 k 2 sin 2 θ d θ π 2 ) d k k \displaystyle\int_{0}^{1}\bigg( \displaystyle\int_{0}^{\frac{\pi}{2}} \sqrt{1-k^{2}\sin^{2} \theta}\text{d}\theta-\dfrac{\pi}{2}\bigg )\frac{\text{d}k}{k}

First let us simplify the expression enclosed in the parentheses (let us call it I \mathfrak{I} ):

I = 0 π 2 1 k 2 sin 2 θ d θ π 2 \mathfrak{I}=\displaystyle\int_{0}^{\frac{\pi}{2}} \sqrt{1-k^{2}\sin^{2} \theta}\text{d}\theta-\dfrac{\pi}{2}

= 0 π 2 1 k 2 cos 2 θ d θ π 2 = \displaystyle\int_{0}^{\frac{\pi}{2}} \sqrt{1-k^{2}\cos^{2} \theta}\text{d}\theta-\dfrac{\pi}{2} (As a b f ( x ) d x = a b f ( a + b x ) d x \displaystyle\int_{a}^{b} f(x)\text{d}x=\displaystyle\int_{a}^{b} f(a+b-x)\text{d}x )

Now using integration by parts:

I = θ 1 k 2 cos 2 θ 0 π 2 0 π 2 k 2 θ sin θ cos θ 1 k 2 cos 2 θ d θ π 2 \mathfrak{I}=\left.\theta\sqrt{1-k^{2}\cos^{2} \theta}\right|_{0}^{\frac{\pi}{2}}-\displaystyle\int_{0}^{\frac{\pi}{2}} \frac{k^{2}\theta\sin \theta\cos \theta}{\sqrt{1-k^{2}\cos^{2} \theta}}\text{d}\theta-\dfrac{\pi}{2}

= 0 π 2 k 2 θ sin θ cos θ 1 k 2 cos 2 θ d θ =-\displaystyle\int_{0}^{\frac{\pi}{2}} \frac{k^{2}\theta\sin \theta\cos \theta}{\sqrt{1-k^{2}\cos^{2} \theta}}\text{d}\theta

Therefore the required answer is:

0 1 0 π 2 k 2 θ sin θ cos θ 1 k 2 cos 2 θ d θ d k k \displaystyle\int_{0}^{1}\!\!\!\!\displaystyle\int_{0}^{\frac{\pi}{2}} \frac{-k^{2}\theta\sin \theta\cos \theta}{\sqrt{1-k^{2}\cos^{2} \theta}}\text{d}\theta\frac{\text{d}k}{k}

= 0 1 0 π 2 k θ sin θ cos θ 1 k 2 cos 2 θ d k d θ =\displaystyle\int_{0}^{1}\!\!\!\!\displaystyle\int_{0}^{\frac{\pi}{2}} \frac{-k\theta\sin \theta\cos \theta}{\sqrt{1-k^{2}\cos^{2} \theta}}\text{d}k\text{ }\text{d}\theta (As we can integrate w.r.t. either k k or θ \theta first.)

Now the integral w.r.t. k k is easy. Just substitute 1 k 2 cos 2 θ = t 1-k^{2}\cos^{2} \theta=t and integrate to obtain:

0 π 2 θ tan θ ( sin θ 1 ) d θ \displaystyle\int_{0}^{\frac{\pi}{2}} \theta\tan \theta(\sin \theta-1)\text{d}\theta

This too is easily managed by integration by parts. Thus the value of the integral is:

1 π 2 4 0 π 4 ln ( cos x ) d x 1-\dfrac{\pi}{2}-4\displaystyle\int_{0}^{\frac{\pi}{4}} \ln (\cos x)\text{d}x

Thus the required answer is 1 + 2 + 4 = 7 |1|+|-2|+|-4|=\boxed{7}

@Karthik Kannan : Pretty much my solution, Actually I was convinced from the beginning that integration by parts was here so I kept manipulating until I got it, What is you're trick to solve this fast ?

@Pranav Arora : thanks for the problem, you may check this problem if you like this sort of problems (asymptotic analysis of sequences) I can post other problems.

BTW, the latter integral is doable and can be expressed in terms of logs and Catalan constant, the trick is : x R , ln 2 sin x = n = 1 cos ( 2 n x ) n \forall \ x\in \mathbb{R} , \ \ \ \ -\ln|2\sin x| = \sum_{n=1}^{\infty} \frac{\cos (2nx)}{n} This is provable by Fourier series, the rest is easy.

Haroun Meghaichi - 6 years, 11 months ago

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I will have to look up the asymptotic analysis of sequences, this is something new to me.

The value of the final integral is:

0 π / 4 ln ( cos x ) d x = G 2 π ln 2 4 \displaystyle \int_0^{\pi/4} \ln(\cos x)\,dx=\frac{G}{2}-\frac{\pi \ln 2}{4}

It can be proved by either Fourier series or complex numbers.

Pranav Arora - 6 years, 11 months ago

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It can be evaluated elementarily by letting I = 0 π 4 ln ( sin x ) d x and J = 0 π 4 ln ( cos x ) d x I=\int_0^{\Large\frac\pi4}\ln(\sin x)\ dx\qquad\text{and}\qquad J=\int_0^{\Large\frac\pi4}\ln(\cos x)\ dx All you have to do is finding I + J I+J and I J I-J .

Anastasiya Romanova - 6 years, 6 months ago

Yes I too was trying integration by parts as I wanted the π 2 \dfrac{\pi}{2} to get cancelled ¨ \ddot\smile .

Karthik Kannan - 6 years, 11 months ago

Very nicely done Karthik! I have also added a solution, you may check. :)

Pranav Arora - 6 years, 11 months ago

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Thanks Pranav! Your solution is nice too!! I was also thinking of bringing the π 2 \dfrac{\pi}{2} into the inner integral but as I could not think of anything further I tried IBP. Btw how do you approach integrals in general? I just try out a few ideas and just hope that one of them works out ¨ \ddot\smile .

Karthik Kannan - 6 years, 11 months ago

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Thank you!

About solving integrals, I myself try out a bunch of techniques in the hope that at least one of them leads to the solution. Its been some time I am doing such stuff so I am able to figure out the right technique but not always. :)

Pranav Arora - 6 years, 11 months ago

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@Pranav Arora Thanks Pranav ¨ \ddot\smile .

Karthik Kannan - 6 years, 11 months ago

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