Interesting Integral

Calculus Level 4

0 1 ( ln x ) 2 1 x d x = 2 a 1 x x a + 1 d x \large \int_0^1 \dfrac{(\ln x)^2}{1-x} \, dx = 2a \int_1^\infty \dfrac{\lfloor x \rfloor }{x^{a+1}} \, dx

Given that a a is a positive integer constant satisfying the equation above, find a a .

Bonus : Prove that a 1 x x a + 1 d x = ζ ( a ) \displaystyle a \int_1^\infty \dfrac{\lfloor x \rfloor }{x^{a+1}} \, dx = \zeta(a) .

Notation : ζ ( ) \zeta(\cdot) denotes the Riemann zeta function.


The answer is 3.

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2 solutions

Aditya Kumar
Jan 13, 2016

We will use poly-gamma function for this.

ψ 2 ( n + 1 ) = 0 1 x n ( l n x ) 2 x 1 { \psi }_{ 2 }\left( n+1 \right) =\int _{ 0 }^{ 1 }{ \frac { { x }^{ n }{ \left( lnx \right) }^{ 2 } }{ x-1 } }

Now, we substitute n = 0 n=0

ψ 2 ( 1 ) = 0 1 ( l n x ) 2 x 1 { \psi }_{ 2 }\left( 1 \right) =\int _{ 0 }^{ 1 }{ \frac { { \left( lnx \right) }^{ 2 } }{ x-1 } }

Now, we use the relation: ψ n ( z ) = ( 1 ) n + 1 n ! ζ ( n + 1 , z ) { \psi }_{ n }\left( z \right) ={ \left( -1 \right) }^{ n+1 }n!\zeta \left( n+1,z \right)

Here ζ ( n + 1 , z ) \zeta \left( n+1,z \right) is Hurwitz zeta function.

Now, we substitute n = 2 n=2 and z = 1 z=1 .

ψ 2 ( 1 ) = 2 ζ ( 3 , 1 ) { \psi }_{ 2 }\left( 1 \right) =-2\zeta \left( 3,1 \right)

Now, we use the property: ζ ( n + 1 , 1 ) = ζ ( n + 1 ) \zeta \left( n+1,1 \right) =\zeta \left( n+1 \right)

Therefore we get: ψ 2 ( 1 ) = 2 ζ ( 3 ) { \psi }_{ 2 }\left( 1 \right) =-2\zeta \left( 3 \right)

For the proof part of the question:

I = 1 x x a + 1 d x = 1 2 1 x a + 1 d x + 2 3 2 x a + 1 d x + 3 4 3 x a + 1 d x + . . . I=\int _{ 1 }^{ \infty }{ \frac { \left\lfloor x \right\rfloor }{ { x }^{ a+1 } } dx } \\ =\int _{ 1 }^{ 2 }{ \frac { 1 }{ { x }^{ a+1 } } dx } +\int _{ 2 }^{ 3 }{ \frac { 2 }{ { x }^{ a+1 } } dx } +\int _{ 3 }^{ 4 }{ \frac { 3 }{ { x }^{ a+1 } } dx } +...

Now converting it into a summation and simplifying, we get:

I = ζ ( a ) a I=\frac { \zeta \left( a \right) }{ a }

Therefore, as far as the question is concerned, a = 3 a=3


Using Harsh's hint: 1 1 x = n = 0 x n \frac { 1 }{ 1-x } =\sum _{ n=0 }^{ \infty }{ { x }^{ n } }

Now,

I = n = 0 0 1 x n ( l n x ) 2 d x I=\sum _{ n=0 }^{ \infty }{ { \int _{ 0 }^{ 1 }{ { x }^{ n }{ \left( lnx \right) }^{ 2 }dx } } }

we substitute: x = e t n x={ e }^{ -\frac { t }{ n } }

We get: I = n = 0 Γ ( 3 ) n 3 I = 2 ζ ( 3 ) I=\sum _{ n=0 }^{ \infty }{ \frac { \Gamma \left( 3 \right) }{ { n }^{ 3 } } } \\ \therefore I=2\zeta \left( 3 \right)

It was foolish of me not to think in a straight way.

Nice solution!

You can also integrate f ( n ) = 0 1 x n 1 x d x \displaystyle f(n)= \int_0^1 \frac{x^n}{1-x}dx Then find f ( 0 ) f''(0) .

Hasan Kassim - 5 years, 5 months ago

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Yes that's the same but different in looks.

Aditya Kumar - 5 years, 5 months ago
Harsh Shrivastava
Jan 13, 2016

Hint :

Use 1 1 x = 1 + x + x 2 + x 3 + \frac{1}{1-x} = 1 + x + x^{2} + x^{3} + \cdots .

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