Find $\int_0^e f(x) \ dx$, where $f(y) e^{f(y)} = y$

calculusintegrationordinary differential equations

The Question:

(a) Prove that for all $y \ge 0,$ there exists a unique real number $x$ such that
$$xe^x = y.$$

(b) By part (a), for $y \ge 0,$ we can let $f(y)$ be the unique real number such that $f(y) e^{f(y)} = y$. Find $\int_0^e f(x) \ dx.$

What I know: I know how to prove part a, you graph $xe^x=y$, and it's clear to see that for all $y \ge 0,$ there exists a unique real number $x$ such that $xe^x = y.$ My struggle is with part b. I just don't know how to write the differential equation to find the $f(x)$ present. Any help on that front is greatly appreciated. Wikipedia articles, anything.

Best Answer

$f$ is called the Lambert $W$ function. Subsitute $s=f(x)$, then $x=se^{s}$ thus $dx=(1+s)e^sds$ : $$ \int_0^e f(x)dx=\int_0^1 s(1+s)e^sds=\left[(s^2-s+1)e^s\right]_0^1=e-1 $$

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