Log and exponential integral

Calculus Level 5

0 x 3 e x 1 ln ( e x 1 ) d x = π A ζ ( B ) + C ζ ( D ) \large \int_0^\infty \dfrac{x^3}{e^x - 1} \ln(e^x - 1) \, dx = \pi^A \zeta(B) + C \zeta(D)

If A , B , C A,B,C and D D are positive integers such that the equation above holds true, find A + B + C + D A+B+C+D .

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


The answer is 22.

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

1 solution

Mark Hennings
Feb 28, 2016

With the substitution u = 1 e x u = 1 - e^{-x} the integral becomes I = 0 x 3 ln ( e x 1 ) e x 1 d x = 0 1 ln 3 ( 1 u ) u ln ( u 1 u ) d u = 0 1 ln 4 ( 1 u ) u d u 0 1 ln 3 ( 1 u ) ln u u d u = 0 1 ln 4 u 1 u d u 0 1 ln ( 1 u ) ln 3 u 1 u d u \begin{array}{rcl} \displaystyle I & = & \displaystyle \int_0^\infty \frac{x^3 \ln(e^x-1)}{e^x-1}\,dx \; = \; -\int_0^1 \frac{\ln^3(1-u)}{u}\ln\big(\tfrac{u}{1-u}\big)\,du \\ & = & \displaystyle \int_0^1 \frac{\ln^4(1-u)}{u}\,du - \int_0^1 \frac{\ln^3(1-u)\ln u}{u}\,du \; = \; \int_0^1 \frac{\ln^4u}{1-u}\,du - \int_0^1 \frac{\ln(1-u)\ln^3u}{1-u}\,du \end{array} Now 0 1 ln 4 u 1 u d u = n = 0 0 1 u n ln 4 u d u = n = 0 24 ( n + 1 ) 5 = 24 ζ ( 5 ) , \int_0^1 \frac{\ln^4u}{1-u}\,du \; =\; \sum_{n=0}^\infty \int_0^1 u^n \ln^4u\,du \; = \; \sum_{n=0}^\infty \frac{24}{(n+1)^5} \; =\; 24\zeta(5) \;, and 0 1 ln ( 1 u ) ln 3 u 1 u d u = n = 1 H n 0 1 u n ln 3 u d u = 6 n = 1 H n ( n + 1 ) 4 = 6 n = 1 [ H n + 1 ( n + 1 ) 4 1 ( n + 1 ) 5 ] = 6 n = 1 [ H n n 4 1 n 5 ] = 6 [ ( 3 ζ ( 5 ) 1 6 π 2 ζ ( 3 ) ) ζ ( 5 ) ] = 12 ζ ( 5 ) π 2 ζ ( 3 ) . \begin{array}{rcl} \displaystyle \int_0^1 \frac{\ln(1-u)\ln^3u}{1-u}\,du & = & \displaystyle -\sum_{n=1}^\infty H_n\int_0^1u^n \ln^3u\,du \\ & = & \displaystyle 6\sum_{n=1}^\infty \frac{H_n}{(n+1)^4} \; = \; 6\sum_{n=1}^\infty \left[ \frac{H_{n+1}}{(n+1)^4} - \frac{1}{(n+1)^5}\right] \\ & = & \displaystyle 6\sum_{n=1}^\infty \left[ \frac{H_n}{n^4} - \frac{1}{n^5}\right] \; = \; 6\left[(3\zeta(5) - \tfrac16\pi^2\zeta(3)) - \zeta(5)\right] \\ & = & \displaystyle 12\zeta(5) - \pi^2 \zeta(3) \;. \end{array} Putting these results, together I = 24 ζ ( 5 ) ( 12 ζ ( 5 ) π 2 ζ ( 3 ) ) = π 2 ζ ( 3 ) + 12 ζ ( 5 ) I \; = \; 24\zeta(5) - (12\zeta(5) - \pi^2\zeta(3)) \; = \; \pi^2\zeta(3) + 12\zeta(5) making the answer 2 + 3 + 12 + 5 = 22 2 + 3 + 12 + 5 = \boxed{22} .

How did you know that n = 1 H n n 4 = 3 ζ ( 5 ) 1 6 π 2 ζ ( 3 ) \displaystyle \sum_{n=1}^\infty \dfrac{H_n}{n^4} = 3 \zeta(5) - \dfrac16 \pi^2 \zeta(3) ? Can we prove that using the similar methods shown here ?

Pi Han Goh - 5 years, 3 months ago

Log in to reply

Here's one method , which is pretty full-on.

There are others. You can play around with the series T ( a , b , c ) = m = 1 n = 1 1 m a n b ( m + n ) c T(a,b,c) \; = \; \sum_{m=1}^\infty \sum_{n=1}^\infty \frac{1}{m^a n^b (m+n)^c} obtaining recurrence relations between them and values of the Zeta function, such as T ( a + 1 , b , c + 1 ) + T ( a , b + 1 , c + 1 ) = T ( a + 1 , b + 1 , c ) T ( a , 0 , c ) + T ( c , 0 , a ) = ζ ( a ) ζ ( c ) ζ ( a + c ) \begin{array}{rcl} T(a+1,b,c+1) + T(a,b+1,c+1) & = & T(a+1,b+1,c) \\ T(a,0,c) + T(c,0,a) & = & \zeta(a)\zeta(c) - \zeta(a+c) \end{array} For our purposes, we want to evaluate T ( 1 , 0 , 4 ) T(1,0,4) . The series T ( r , 0 , N r ) T(r,0,N-r) are comparatively easy to sum by these methods if N N is odd.

Euler first proved this particular identity. It can be established by contour integration, as can the formula for n H n n q \sum_n \frac{H_n}{n^q} for all q 2 q \ge 2 .

Mark Hennings - 5 years, 3 months ago

Log in to reply

This one? THANK YOUUUUU!

Pi Han Goh - 5 years, 3 months ago

Log in to reply

@Pi Han Goh There is another paper available online by Huard, Williams and Zhang which is more combinatoric, but the one you have found has the results...

Mark Hennings - 5 years, 3 months ago

Another way of proving it is integration by parts.

Ishan Singh - 5 years, 3 months ago

Log in to reply

To elaborate, use the integral representation of 1/n^p, interchange summation and integral, use generating function of harmonic number and in the final integral, use by parts. You will arrive at general formula in terms of zeta function.

Ishan Singh - 5 years, 3 months ago

Log in to reply

@Ishan Singh To elaborate, use the integral representation of 1 n q \dfrac{1}{n^q} , interchange summation and integral, use generating function of harmonic number and in the final integral, use by parts. You will arrive at the general formula in terms of zeta function.

Ishan Singh - 5 years, 3 months ago

Log in to reply

@Ishan Singh Instead of using IBP, once you have reached the integral, you can also differentiate the beta function.

Ishan Singh - 5 years, 3 months ago

Log in to reply

@Ishan Singh If I have understood your method, what you are saying is essentially that the sum of H n / n 4 H_n/n^4 can be written in terms of an integral basically of the same type as the question started with, and you propose a different method for calculating the initial integral, either integrating by parts using dilogarithms or else by looking at the asymptotics of the beta function B ( a , b ) B(a,b) and its derivatives.

Since these asymptotics are remarkably delicate (you are working near the points of singularity of the beta function), I am sure that Pi Han (and I) would like to see a complete solution as you propose.

Mark Hennings - 5 years, 3 months ago

Log in to reply

@Mark Hennings Sure, I'll write a full solution once I'm over with my exams. Here's the identity I'm talking about n = 1 H n n q = ( 1 + q 2 ) ζ ( q + 1 ) 1 2 k = 1 q 2 ζ ( k + 1 ) ζ ( q k ) \displaystyle \sum_{n=1}^\infty \frac{H_n}{n^q}= \left(1+\frac{q}{2} \right)\zeta(q+1)-\frac{1}{2}\sum_{k=1}^{q-2}\zeta(k+1)\zeta(q-k)

Ishan Singh - 5 years, 3 months ago

Log in to reply

@Ishan Singh OK, I have it now. The singularities of B ( a , b ) B(a,b) near a = 0 a=0 cancel out when we consider 2 B a b \frac{\partial^2B}{\partial a\partial b} , so that F ( b ) = 0 1 ( 1 x ) b 1 ln x ln ( 1 x ) x d x = lim a 0 + 2 B a b = ( γ + ψ ( b ) ) ψ ( 1 ) ( b ) 1 2 ψ ( 2 ) ( b ) F(b) \; = \; \int_0^1 \frac{(1-x)^{b-1} \ln x \ln(1-x)}{x}\,dx \; = \; \lim_{a \to 0+} \frac{\partial^2B}{\partial a \partial b} \; = \; \big(\gamma + \psi(b)\big)\psi^{(1)}(b) - \tfrac12\psi^{(2)}(b) and hence, for example, 0 1 ln x ln 3 ( 1 x ) x d x = F ( 1 ) = 1 2 π 2 ψ ( 2 ) ( 1 ) 1 2 ψ ( 4 ) ( 1 ) = π 2 ζ ( 3 ) + 12 ζ ( 5 ) \int_0^1 \frac{\ln x \ln^3(1-x)}{x}\,dx \; = \; F''(1) \; = \; \tfrac12\pi^2 \psi^{(2)}(1) - \tfrac12\psi^{(4)}(1) \; = \; -\pi^2\zeta(3) + 12\zeta(5) as required.

Mark Hennings - 5 years, 3 months ago

Log in to reply

@Mark Hennings Yes. That's one of my ways. Other involves IBP which I will post after exams.

Ishan Singh - 5 years, 3 months ago

@Ishan Singh I know the identity - I am interested in your method of its derivation...

Mark Hennings - 5 years, 3 months ago

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...