Double integral in terms of 4F3 hypergeometric function

definite integralshypergeometric functionmathematical physics

\begin{align}
&-\frac{1}{z^2} \frac{1}{2\pi^2} \int_{0}^{\pi} \int_{0}^{\pi}
\ln\Big(1 – 4z \cos \phi_1 \cos \phi_2 \Big) ~d\phi_1 d\phi_2 \stackrel{?}{=} ~_4F_3\left(1, 1, \frac{3}{2},\frac{3}{2};2,2,2; 16z^2 \right)
\end{align}

In my research (theoretical physics), I encountered that the above should hold. I checked on Mathematica and it seems to work. However, I have no idea about how one can proceed to evaluate this. Suggestions are welcome. Interestingly, the physics of this model picks the phase transition where $16z^2$ saturates the upper bound i.e., 1. And it is clear from both sides of the above conjectured equation that $z = 1/4$ is of interest.

Best Answer


Fortunately, there's nothing terribly difficult about this problem. Once you've committed a handful of the most important series and integral representations to memory, the result practically falls out of the definitions.

Given $z\in[-1,1]$, let $\mathcal{I}{\left(z\right)}$ denote the double integral in question (up to an overall scalar factor at least): $$\mathcal{I}{\left(z\right)}:=-\int_{0}^{\pi}\mathrm{d}\phi_{1}\int_{0}^{\pi}\mathrm{d}\phi_{2}\,\ln{\left(1-z\cos{\left(\phi_{1}\right)}\cos{\left(\phi_{2}\right)}\right)};~~~\small{-1\le z\le1}.$$

(Note: I've gone ahead and absorbed that factor of $4$ into $z$ since makes the integral less cumbersome and there's no good reason not to.)

In particular, we'll need the integral representations for the Gauss hypergeometric function ${_2F_1}$ and the generalized hypergeometric function ${_pF_q}$:

$$\operatorname{B}{\left(b,c-b\right)}\,{_2F_1}{\left(a,b;c;z\right)}=\int_{0}^{1}\mathrm{d}t\,t^{b-1}\left(1-t\right)^{c-b-1}\left(1-zt\right)^{-a};~~~\small{\Re{(c)}>\Re{(b)}>0},$$

$$\operatorname{B}{\left(p,q-p\right)}\,{_3F_2}{\left(a,b,p;c,q;z\right)}=\int_{0}^{1}\mathrm{d}t\,t^{p-1}\left(1-t\right)^{q-p-1}{_2F_1}{\left(a,b;c;zt\right)};~~~\small{\Re{(q)}>\Re{(p)}>0},$$

$$\operatorname{B}{\left(r,s-r\right)}\,{_4F_3}{\left(a,b,p,r;c,q,s;z\right)}=\int_{0}^{1}\mathrm{d}t\,t^{r-1}\left(1-t\right)^{s-r-1}{_3F_2}{\left(a,b,p;c,q;zt\right)};~~~\small{\Re{(s)}>\Re{(r)}>0},$$

where of course the beta function itself is given by

$$\operatorname{B}{\left(x,y\right)}:=\int_{0}^{1}\mathrm{d}t\,t^{x-1}\left(1-t\right)^{y-1};~~~\small{\Re{(x)}>0\land\Re{(y)}>0}.$$


There are a couple of trigonometric symmetries we can exploit right away to simplify the problem: for any continuous function $f:[-1,1]\rightarrow\mathbb{R}$, we have

$$\begin{align} \int_{0}^{\pi}\mathrm{d}\varphi\,f{\left(\cos{\left(\varphi\right)}\right)} &=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\cos{\left(\varphi\right)}\right)}+\int_{\frac{\pi}{2}}^{\pi}\mathrm{d}\varphi\,f{\left(\cos{\left(\varphi\right)}\right)}\\ &=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\cos{\left(\varphi\right)}\right)}+\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\cos{\left(\pi-\varphi\right)}\right)};~~~\small{\left[\varphi\mapsto\pi-\varphi\right]}\\ &=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\cos{\left(\varphi\right)}\right)}+\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(-\cos{\left(\varphi\right)}\right)}\\ &=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\left[f{\left(\cos{\left(\varphi\right)}\right)}+f{\left(-\cos{\left(\varphi\right)}\right)}\right],\\ \end{align}$$

and

$$\int_{0}^{\pi}\mathrm{d}\varphi\,f{\left(\cos^{2}{\left(\varphi\right)}\right)}=2\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\cos^{2}{\left(\varphi\right)}\right)}=2\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,f{\left(\sin^{2}{\left(\varphi\right)}\right)}.$$

Then, for any $-1<z<1$ we obtain

$$\begin{align} \mathcal{I}{\left(z\right)} &=-\int_{0}^{\pi}\mathrm{d}\phi_{1}\int_{0}^{\pi}\mathrm{d}\phi_{2}\,\ln{\left(1-z\cos{\left(\phi_{1}\right)}\cos{\left(\phi_{2}\right)}\right)}\\ &=-\int_{0}^{\frac{\pi}{2}}\mathrm{d}\phi_{1}\int_{0}^{\pi}\mathrm{d}\phi_{2}\,\left[\ln{\left(1-z\cos{\left(\phi_{1}\right)}\cos{\left(\phi_{2}\right)}\right)}-\ln{\left(1+z\cos{\left(\phi_{1}\right)}\cos{\left(\phi_{2}\right)}\right)}\right]\\ &=-\int_{0}^{\frac{\pi}{2}}\mathrm{d}\phi_{1}\int_{0}^{\pi}\mathrm{d}\phi_{2}\,\ln{\left(1-z^{2}\cos^{2}{\left(\phi_{1}\right)}\cos^{2}{\left(\phi_{2}\right)}\right)}\\ &=-2\int_{0}^{\frac{\pi}{2}}\mathrm{d}\phi_{1}\int_{0}^{\frac{\pi}{2}}\mathrm{d}\phi_{2}\,\ln{\left(1-z^{2}\sin^{2}{\left(\phi_{1}\right)}\sin^{2}{\left(\phi_{2}\right)}\right)}\\ &=-\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\,\frac{2\ln{\left(1-z^{2}x^{2}y^{2}\right)}}{\sqrt{1-x^{2}}\sqrt{1-y^{2}}};~~~\small{\left[\phi_{1}=\arcsin{(x)},\,\phi_{2}=\arcsin{(y)}\right]}\\ &=-\int_{0}^{1}\mathrm{d}t\int_{0}^{1}\mathrm{d}u\,\frac{\ln{\left(1-z^{2}tu\right)}}{2\sqrt{t}\sqrt{1-t}\sqrt{u}\sqrt{1-u}};~~~\small{\left[x=\sqrt{t},\,y=\sqrt{u}\right]}\\\ &=\int_{0}^{1}\mathrm{d}t\int_{0}^{1}\mathrm{d}u\,\frac{z^{2}\sqrt{t}\sqrt{u}}{2\sqrt{1-t}\sqrt{1-u}}\left[-\frac{\ln{\left(1-z^{2}tu\right)}}{z^{2}tu}\right]\\ &=\frac{z^{2}}{2}\int_{0}^{1}\mathrm{d}t\,\frac{\sqrt{t}}{\sqrt{1-t}}\int_{0}^{1}\mathrm{d}u\,\frac{\sqrt{u}}{\sqrt{1-u}}\,{_2F_1}{\left(1,1;2;z^{2}tu\right)}\\ &=\frac{z^{2}}{2}\cdot\frac{\pi}{2}\int_{0}^{1}\mathrm{d}t\,\frac{\sqrt{t}}{\sqrt{1-t}}\,{_3F_2}{\left(1,1,\frac32;2,2;z^{2}t\right)}\\ &=\frac{\pi^{2}z^{2}}{8}\,{_4F_3}{\left(1,1,\frac32,\frac32;2,2,2;z^{2}\right)}.\blacksquare\\ \end{align}$$


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