Calculus – Math Contest Problem with Definite Integral

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A friend of mine sent me a math contest problem that I am not able to solve (he does not know a solution either). So, I thought I might ask you for help.

Prove:
$$\int_0^1\ln\left(1+\frac{\ln^2x}{4\,\pi^2}\right)\frac{\ln(1-x)}x dx=-\pi^2\left(4\,\zeta'(-1)+\frac23\right).$$

Best Answer

Here is a solution: Let $I$ denote the integral. Then

\begin{align*} I &= - \int_{0}^{1} \log \left( 1 + \frac{\log^{2}x}{4\pi^{2}}\right) \mathrm{Li}_{2}'(x) \, dx \\ &= \left[ -\log \left( 1 + \frac{\log^{2}x}{4\pi^{2}}\right) \mathrm{Li}_{2}(x) \right]_{0}^{1} + 2 \int_{0}^{1} \frac{\log x}{4\pi^{2} + \log^{2} x} \frac{\mathrm{Li}_{2}(x)}{x} \, dx \\ &= -2 \int_{0}^{\infty} \frac{t}{4\pi^{2} + t^{2}} \mathrm{Li}_{2}(e^{-t}) \, dt \qquad (x = e^{-t}) \\ &= -2 \sum_{n=1}^{\infty} \frac{1}{n^{2}} \int_{0}^{\infty} \frac{t}{4\pi^{2} + t^{2}} \, e^{-nt} \, dt \\ &= -2 \sum_{n=1}^{\infty} \frac{1}{n^{2}} \int_{0}^{\infty} \left( \int_{0}^{\infty} \cos (2\pi u) e^{-tu} \, du \right) e^{-nt} \, dt \\ &= -2 \sum_{n=1}^{\infty} \frac{1}{n^{2}} \int_{0}^{\infty} \frac{\cos (2\pi u)}{u + n} \, du \\ &= -2 \sum_{n=1}^{\infty} \frac{1}{n^{2}} \int_{0}^{\infty} \frac{\cos (2\pi n u)}{u + 1} \, du \qquad (u \mapsto nu) \\ &= -2 \sum_{n=1}^{\infty} \sum_{k=1}^{\infty} \frac{1}{n^{2}} \int_{0}^{1} \frac{\cos (2\pi n u)}{u + k} \, du \\ &= -2 \sum_{k=1}^{\infty} \int_{0}^{1} \frac{1}{u + k} \left( \sum_{n=1}^{\infty} \frac{\cos (2\pi n u)}{n^{2}} \right) \, du. \end{align*}

Now we invoke the Fourier series of the Bernoulli polynomial $B_{2}(x)$:

$$ \sum_{n=1}^{\infty} \frac{\cos 2\pi nx}{n^{2}} = \pi^{2} B_{2}(x) = \pi^{2} \left( x^{2} - x + \frac{1}{6} \right), \quad 0 \leq x \leq 1. $$

Then it follows that

\begin{align*} I &= -2\pi^{2} \sum_{k=1}^{\infty} \int_{0}^{1} \frac{u^{2} - u + \frac{1}{6}}{u + k} \, du \\ &= \pi^{2} \sum_{k=1}^{\infty} \left\{ 2k + 1 + 2\left( k^{2} + k + \frac{1}{6} \right) \log \left( \frac{k}{k+1} \right) \right\}. \end{align*}

Now we consider the exponential of the partial sum:

\begin{align*} &\exp \left[ \sum_{k=1}^{N} \left\{ 2k + 1 + 2\left( k^{2} + k + \frac{1}{6} \right) \log \left( \frac{k}{k+1} \right) \right\} \right] \\ &= e^{N^{2} + 2N} \prod_{k=1}^{N} \left( \frac{k}{k+1} \right)^{2k^{2} + 2k + \frac{1}{3}} \\ &= \frac{e^{N^{2} + 2N}}{(N + 1)^{2N^{2} + 2N + \frac{1}{3}}} \prod_{k=1}^{N} k^{4k} \\ &= \frac{e^{2N}}{\left(1 + \frac{1}{N}\right)^{2N^{2} + 2N + \frac{1}{3}}} \left\{ \frac{e^{N^{2}/4}}{N^{N^{2}/2 + N/2 + 1/12}} \prod_{k=1}^{N} k^{k} \right\}^{4}. \end{align*}

In view of the definition of Glaisher-Kinkelin constant $A$, we have

$$ \lim_{N\to\infty} \exp \left[ \sum_{k=1}^{N} \left\{ 2k + 1 + 2\left( k^{2} + k + \frac{1}{6} \right) \log \left( \frac{k}{k+1} \right) \right\} \right] = \frac{A^{4}}{e}. $$

This, together with the identity $ \log A = \frac{1}{12} - \zeta'(-1)$, yields

$$ I = \pi^{2} ( 4 \log A - 1 ) = -\pi^{2} \left(4\zeta'(-1) + \frac{2}{3} \right) $$

as desired.