So in the book Advanced Calculus Explored, by Hamza E. Asamraee. The next integral appears as an exercise to solve by differentiating under the integral sign:
$$ \int_0^1 \frac{\ln(x+1)} {x^2 + 1} \, \mathrm{d}x $$
I have solved this integral before by substitution and change in the limits of integration, but in this chapter the book asks to solve it by differentiation under the integral sign. I have tried several ways of solving this, but the only one that i thought it was leading me somewhere was:
$$f(a) = \int_0^1 \frac{\ln(x+a)} {x^2 + 1} \, \mathrm{d}x $$
So that:
$$f'(a) = \int_0^1 \frac{1} {(x+a)(x^2 + 1)} \, \mathrm{d}x $$
Then i tried to separate this last integral by partial fractions, my result on this was:
$$\frac {1} {(x+a)(x^2 + 1)} = \frac{1} {a^2 + 1} \left(\frac {1} {x+a} – \frac{x-a} {x^2+1}\right)$$
And the integral reduces to:
$$f'(a) = \int_0^1 \frac{1} {a^2 + 1} \left(\frac {1} {x+a} – \frac{x-a} {x^2+1} \right) \, \mathrm{d}x $$
Then this last expression evaluates to:
$$f'(a) = \frac{1} {a^2 + 1} (\ln(a+1) – \ln(a) – \ln(4)+ \frac{π}{4} a)$$
Then integrating from 0 to 1 with respect to $a$ we will get:
$$f(1) – f(0) = \int_0^1 \frac{\ln(a+1)} {a^2 + 1} \, \mathrm{d}a – \int_0^1 \frac{\ln(a)} {a^2 + 1} \, \mathrm{d}a $$
(The last two terms of $f'(a)$ cancel each other after the integration so i didn't wrote them)
But then the two integrals on the right hand side are equal to $f(1) – f(0)$ so the differentiation under the integral led nowhere.
Do i need some other approach? Or did i made any mistake?
Any help is appreciated.
Best Answer
This would work: $$I(a) = \int_0^1 \frac{\ln(ax+1)}{x^2+1} dx \\ I’(a) =\int_0^1 \frac{x}{(x^2+1)(ax+1)} dx \\ \overset{\text{partial fractions}}= \\ \frac{-2\ln |ax+1| +\ln(x^2+1)+2a\tan^{-1} x}{2(a^2+1)} \bigg |_0^1 \\ =-\frac{\ln(a+1)}{a^2+1}+\frac{\ln 2}{2a^2+2}+\frac{\pi}{4} \frac{a}{a^2+1} $$ Integrating from $0$ to $1$, $$I(1)-I(0) = -I(1) +\int_0^1 \left(\frac{\ln 2}{2a^2+2}+\frac{\pi}{4} \frac{a}{a^2+1}\right) da$$
Hopefully you can finish.