Integrate twice

Calculus Level 4

0 1 0 1 1 1 x y d x d y = ? \int_{0}^{1} \int_{0}^{1}\frac{1}{1-xy} dx\space dy \space = \space ?


The answer is 1.644934067.

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1 solution

Romain Bouchard
Dec 18, 2017

We can write 1 1 x y = 1 + ( x y ) + ( x y ) 2 + ( x y ) 3 + . . . \frac{1}{1-xy} = 1+(xy)+(xy)^{2}+(xy)^{3}+... Since 0 1 0 1 ( x y ) n d x d y = ( 0 1 x n d x ) 2 = ( 1 n + 1 ) 2 \int_{0}^{1} \int_{0}^{1}(xy)^{n} dx\space dy \space = (\int_{0}^{1}x^{n} dx)^{2}\ = (\frac{1}{n+1})^{2} we have 0 1 0 1 1 1 x y d x d y = n = 0 ( 1 n + 1 ) 2 = n = 1 1 n 2 = π 2 6 \int_{0}^{1} \int_{0}^{1}\frac{1}{1-xy} dx\space dy = \sum_{n=0}^{\infty}(\frac{1}{n+1})^{2} = \sum_{n=1}^{\infty}\frac{1}{n^2} = \frac{\pi^2}{6} .

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