$\int_0^\infty \frac{x}{(e^{2\pi x}-1)(x^2+1)^2}dx$

calculuscomplex-analysisdefinite integralsintegrationreal-analysis

How to calculate integral $\int_0^\infty \frac{x}{(e^{2\pi x}-1)(x^2+1)^2}dx$? I got this integral by using Abel-Plana formula on series $\sum_{n=0}^\infty \frac{1}{(n+1)^2}$. This integral can be splitted into two integrals with bounds from 0 to 1 and from 1 to infinity and the both integrals converge, so does the sum. I checked with WolframAlpha and the value of the integral is $\frac{-9 + \pi^2}{24}$, but I don't know how to compute it. Also, I tried to write $\frac{2xdx}{(1+x^2)^2}=d\frac{1}{x^2+1}$ and then tried to use partial integration, but didn't succeded.
Any help is welcome. Thanks in advance.

Best Answer

Recall Binet's second $\ln \Gamma$ formula:

$$\int_{0}^{\infty} \frac{\arctan (t z)}{e^{2\pi t}-1} \, dt = \frac{1}{2} \ln \Gamma \left(\frac{1}{z}\right) + \frac{1}{2}\left(\frac{1}{z}-\frac{1}{2}\right) \ln (z) + \frac{1}{2z} - \frac{1}{4} \ln (2 \pi)$$

Consider the following integral:

$$\int \frac{t}{(e^{2\pi t}-1)(1+t^2 z^2)^2} \, dz = \frac{t z}{2 (1+t^2 z^2)(e^{2 \pi t}-1)} + \frac{\arctan (t z)}{2 (e^{2 \pi t}-1)}$$ Since $$\frac{t z}{2 (1+t^2 z^2)(e^{2 \pi t}-1)} = \frac{z}{2} \frac{\partial}{\partial z} \left(\frac{\arctan (t z)}{e^{2 \pi t}-1}\right)$$

$$\implies \int_{0}^{\infty} \int \frac{t}{(e^{2\pi t}-1)(1+t^2 z^2)^2} \, dz \, dt = \int_{0}^{\infty} \frac{z}{2} \frac{\partial}{\partial z} \left(\frac{\arctan (t z)}{e^{2 \pi t}-1}\right) \, dt+ \int_{0}^{\infty} \frac{\arctan (t z)}{2 (e^{2 \pi t}-1)} \, dt$$

Using Binet's formula we determine then:

$$\int_{0}^{\infty} \int \frac{t}{(e^{2\pi t}-1)(1+t^2 z^2)^2} \, dz \, dt = \frac{1}{4z}-\frac{1}{8}\ln(2\pi z)-\frac{\psi\left(\frac{1}{z}\right)}{4z}+\frac{1}{4}\ln\left(\Gamma\left(\frac{1}{z}\right)\right)-\frac{1}{8}$$

where $\psi$ is the digamma function.

Taking the derivative with respect to $z$ then the limit as $z \to 1$ we determine:

$$\boxed{\int_{0}^{\infty} \frac{x}{(e^{2 \pi x}-1)(x^2+1)^2} \, dx = \frac{\pi^2}{24} - \frac{3}{8}}$$