Calculus – Integrate ?_0^1 (?_0^? u/?(1+u^2-2u cos?) d?) du

calculuselliptic integralsintegrationmultiple integralmultivariable-calculus

I was trying to solve this integral while solving an electromagnetics problem in physics.

$$\int_0^1\left(\int_0^\pi \frac{u}{\sqrt{1+u^2-2u \cos\phi}} d\phi\right)du$$

My approach

My idea was to first make this integral into an single-variable one by solving the inner integral.
$$\int_0^\pi \frac{u}{\sqrt{1+u^2-2u \cos\phi}} d\phi\\
=\frac{u}{1+u}\int_0^\pi\frac{1}{\sqrt{1-\frac{2u}{(1+u)^2}(1+\cos\phi)}}d\phi\\
=\frac{u}{1+u}\int_0^\pi\frac{1}{\sqrt{1-\frac{4u}{(1+u)^2}\cos^2\frac\phi2}}d\phi\\
=\frac{2u}{1+u}\int_0^\frac\pi2\frac{1}{\sqrt{1-\frac{4u}{(1+u)^2}\sin^2\frac\phi2}}d\left(\frac\phi2\right)\\
=\frac{2u}{1+u}K\left(\frac{2\sqrt u}{1+u}\right)$$

($K$ is the complete elliptic integral of the first kind)

I managed to make the integral into an single-variable one, but the elliptic integral showed up and I couldn't proceed.
$$=\int_0^1\frac{2u}{1+u}K\left(\frac{2\sqrt u}{1+u}\right)du$$
I tried to use partial integration or substitution as the Weierstrass substitution, but it didn't solved the question. According to Wolfram Alpha, the value of the integral is 2.00000… approximately. Therefore I thought there would be some way to calculate the value of the integral without numeric methods.

Any help is appreciated. Thanks for reading!

Best Answer

With $K$ as the Complete Elliptic Integral of the First Kind with Paramater $k$, $$K:=K(k)=\int_0^{\pi/2}\frac{1}{\sqrt{1-k^2\sin^2t}}dt$$

Also using Landen's Transformation:

$$K\left(\frac{2\sqrt{x}}{1+x}\right)=(1+x)K(x)$$

Here is a Collection of Proofs for the Transformation.

This transformation is also related to a larger family of Hypergeometric Transformations (Quadratic Transformation of Gauss).

The Integral in question is then reduced to:

$$I=2\int_0^1kKdk$$

$$=-2\int_0^{\pi/2}\csc^2(t)\left[\int_0^1\frac{d}{dk}\sqrt{1-k^2\sin^2t}\ dk\right]dt$$ $$=-2\int_0^{\pi/2}\frac{\cos t-1}{\sin^2 t}dt$$

Therefore, $$I=2$$