[Math] Evaluating $\int_0^{\pi/4} \ln(\tan x)\ln(\cos x-\sin x)dx=\frac{G\ln 2}{2}$

definite integralsintegration

In order to compute, in an elementary way,

$\displaystyle \int_0^1 \frac{x \arctan x \log \left( 1-x^2\right)}{1+x^2}dx$

(see Evaluating $\int_0^1 \frac{x \arctan x \log \left( 1-x^2\right)}{1+x^2}dx$)

i need to show, in a simple way, that:

$\displaystyle \int_0^{\tfrac{\pi}{4}} \ln(\tan x)\ln(\cos x-\sin x)dx=\dfrac{G\ln 2}{2}$

$G$ is the Catalan's constant.

PS:

This formula is equivalent to:

$\displaystyle \int_0^1 \dfrac{\ln x\ln(1-x)}{1+x^2}dx-\dfrac{1}{2}\int_0^1 \dfrac{\ln x\ln(1+x^2)}{1+x^2}dx=\dfrac{G\ln 2}{2}$

It's not a trivial formula for me.

PS2:

$\displaystyle \ln(\tan x)\ln(\cos x-\sin x)=\ln(\sin x)\ln(\cos x-\sin x)-\ln(\cos x)\ln(\cos x-\sin x)$

Compare to:

$\displaystyle \ln(\cos x-\sin x)\ln(\cos x) dx-\ln(\cos x+\sin x)\ln(\sin x)$

Best Answer

$\newcommand{\angles}[1]{\left\langle\,{#1}\,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{\mathrm{i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\Li}[1]{\,\mathrm{Li}_{#1}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$

$\ds{\int_{0}^{1}{\ln\pars{x}\ln\pars{1 - x} \over 1 + x^{2}}\,\dd x - \half\int_{0}^{1}{\ln\pars{x}\ln\pars{1 + x^{2}} \over 1 + x^{2}}\,\dd x = \half\,\ln\pars{2}\,\mrm{G}}$.

$\ds{\mrm{G}:\ \mbox{Catalan Constant.}}$


\begin{align} &\color{#f00}{\int_{0}^{1}{\ln\pars{x}\ln\pars{1 - x} \over 1 + x^{2}}\,\dd x - \half\int_{0}^{1}{\ln\pars{x}\ln\pars{1 + x^{2}} \over 1 + x^{2}}\,\dd x} \\[5mm] = &\ \int_{0}^{1}{\ln\pars{x}\ln\pars{1 - x} \over 1 + x^{2}}\,\dd x - \Re\int_{0}^{1}{\ln\pars{x}\ln\pars{1 + x\ic} \over 1 + x^{2}}\,\dd x \label{1}\tag{1} \end{align} $\ds{\ln}$-function branch-cut is chosen along the 'negative real axis'. Namely, in $\ds{\left.\vphantom{\large A}\ln\pars{z}\right\vert_{\ z\ \not=\ 0}}$ we have $\ds{-\pi < \mrm{arg}\pars{z} < \pi}$. For instance, when $\ds{x \in \pars{0,1}}$ we have: \begin{align} \ln\pars{1 + \ic x} & = \ln\pars{\root{1 + x^{2}}} + \arctan\pars{x}\ic = \ol{\bracks{\ln\pars{\root{1 + x^{2}}} - \arctan\pars{x}\ic}} \\[5mm] & = \ol{\ln\pars{1 - x\ic}} \\[5mm] \mbox{and}\ \ln\pars{1 + x^{2}} & = \ln\pars{1 + x\ic} + \ln\pars{1 - x\ic} = 2\,\Re\ln\pars{1 + x\ic}\quad \mbox{which we already used in \eqref{1}}. \end{align}
With the identity $\ds{ab = \half\,a^{2} + \half\,b^{2} - \half\,\pars{a - b}^{2}}$, the expression \eqref{1} can be rewritten in the form \begin{align} &\color{#f00}{\int_{0}^{1}{\ln\pars{x}\ln\pars{1 - x} \over 1 + x^{2}}\,\dd x - \half\int_{0}^{1}{\ln\pars{x}\ln\pars{1 + x^{2}} \over 1 + x^{2}}\,\dd x} \\[5mm] = &\ \overbrace{\half\int_{0}^{1}{\ln^{2}\pars{1 - x} \over 1 + x^{2}}\,\dd x} ^{\ds{\color{#f00}{\mc{J}_{1}}}}\ \overbrace{-\,\half\int_{0}^{1}{\ln^{2}\pars{x/\bracks{1 - x}} \over 1 + x^{2}} \,\dd x} ^{\ds{\color{#f00}{\mc{J}_{2}}}}\ \overbrace{- \half\,\Re\int_{0}^{1}{\ln^{2}\pars{1 + x\ic} \over 1 + x^{2}}\,\dd x} ^{\ds{\color{#f00}{\mc{J}_{3}}}} \\[5mm] + &\ \underbrace{% \half\,\Re\int_{0}^{1}{\ln^{2}\pars{x/\bracks{1 + x\ic}} \over 1 + x^{2}} \,\dd x}_{\ds{\color{#f00}{\mc{J}_{4}}}}\ =\ \color{#f00}{\mc{J}_{1}} + \color{#f00}{\mc{J}_{2}} +\color{#f00}{\mc{J}_{3}} +\color{#f00}{\mc{J}_{4}} \end{align}

It turns out that the above integrals can be reduced to the form $$ \left.\int{\ln^{2}\pars{x} \over a - x}\,\dd x\,\right\vert_{\ a\ \not=\ 0} \,\,\,\,\,\stackrel{x\ =\ at}{=}\,\,\,\,\, \int{\ln^{2}\pars{at} \over 1 - t}\,\dd t = -\int\ln^{2}\pars{at}\,\dd\bracks{\ln\pars{1 - t}} $$ which can be easily evaluated by successive integration by parts: \begin{equation} \int{\ln^{2}\pars{x} \over a - x}\,\dd x = \left\lbrace\begin{array}{lcl} \ds{-\ln^{2}\pars{x}\ln\pars{1 - {x \over a}} - 2\ln\pars{x}\Li{2}\pars{x \over a} + 2\Li{3}\pars{x \over a}} & \mbox{if} & \ds{a \not= 0} \\ \ds{-\,{1 \over 3}\,\ln^{3}\pars{x}} & \mbox{if} & \ds{a = 0} \end{array}\right. \end{equation} $$ \begin{array}{|c|}\hline\mbox{}\\ \quad\mbox{Hereafter, we'll use this result to evaluate}\ \ds{\braces{\vphantom{\large A}\color{#f00}{\mc{J}_{k}}\,,\ k = 1,2,3,4}} \quad \\ \mbox{}\\ \hline \end{array} $$


With $\ds{r \equiv 1 + \ic}$:

  1. $\ds{\large\color{#f00}{\mc{J}_{1}}:\ ?}$. \begin{align} \color{#f00}{\mc{J}_{1}} & \equiv \half\int_{0}^{1}{\ln^{2}\pars{1 - x} \over 1 + x^{2}}\,\dd x\,\,\,\,\, \stackrel{x\ \mapsto\ \pars{1 - x}}{=}\,\,\,\,\, \half\int_{0}^{1}{\ln^{2}\pars{x} \over x^{2} - 2x + 2}\,\dd x \\[5mm] & = \half\int_{0}^{1}{\ln^{2}\pars{x} \over \pars{x - r}\pars{x - \ol{r}}}\,\dd x = -\,\half\,\Im\int_{0}^{1}{\ln^{2}\pars{x} \over r - x}\,\dd x = \color{#f00}{\Im\Li{3}\pars{\half\,r}}\label{J1}\tag{J1} \end{align}
  2. $\ds{\large\color{#f00}{\mc{J}_{2}}:\ ?}$. \begin{align} \color{#f00}{\mc{J}_{2}} & \equiv -\,\half\int_{0}^{1}{\ln^{2}\pars{x/\bracks{1 - x}} \over 1 + x^{2}}\,\dd x \,\,\,\,\,\stackrel{x/\pars{1 - x}\ \mapsto\ x}{=}\,\,\,\,\, -\,\half\int_{0}^{\infty}{\ln^{2}\pars{x} \over 2x^{2} + 2x + 1}\,\dd x \\[5mm] & = -\,\half\int_{0}^{1}{\ln^{2}\pars{x} \over 2x^{2} + 2x + 1}\,\dd x - \half\int_{0}^{1}{\ln^{2}\pars{x} \over x^{2} + 2x + 2}\,\dd x \\[5mm] & = -\,{1 \over 4}\int_{0}^{1} {\ln^{2}\pars{x} \over \pars{x + r/2}\pars{x + \ol{r}/2}}\,\dd x - \half\int_{0}^{1}{\ln^{2}\pars{x} \over \pars{x + r}\pars{x + \ol{r}}}\,\dd x \\[5mm] & = -\,\half\,\Im\int_{0}^{1}{\ln^{2}\pars{x} \over -r/2 - x}\,\dd x - \half\,\Im\int_{0}^{1}{\ln^{2}\pars{x} \over -r - x}\,\dd x \end{align} However, $$ \left\lbrace\begin{array}{rcl} \ds{-\,\half\,\Im\int_{0}^{1}{\ln^{2}\pars{x} \over -r/2 - x}\,\dd x} & \ds{=} & \ds{-\,{5 \over 128}\,\pi^{3} - {1 \over 32}\,\ln^{2}\pars{2}\pi - \Im\Li{3}\pars{-\,{r \over 2}}} \\[3mm] \ds{-\,\half\,\Im\int_{0}^{1}{\ln^{2}\pars{x} \over -r - x}\,\dd x} & \ds{=} & \ds{-\Im\Li{3}\pars{-\,{\ol{r} \over 2}}} \end{array}\right. $$ Then, \begin{equation} \color{#f00}{\mc{J}_{2}} = \color{#f00}{-\,{5 \over 128}\,\pi^{3} - {1 \over 32}\,\ln^{2}\pars{2}\pi} \label{J2}\tag{J2} \end{equation}
  3. $\ds{\large\color{#f00}{\mc{J}_{3}}:\ ?}$. \begin{align} \color{#f00}{\mc{J}_{3}} & \equiv -\,\half\,\Re\int_{0}^{1}{\ln^{2}\pars{1 + x\ic} \over 1 + x^{2}}\,\dd x \,\,\,\,\,\stackrel{\pars{1 + x\ic}\ \mapsto\ x}{=} -\,\half\,\Im\int_{1}^{r}{\ln^{2}\pars{x} \over \pars{2 - x}x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\Im\int_{1}^{r}{\ln^{2}\pars{x} \over 2 - x}\,\dd x - {1 \over 4}\,\Im\int_{1}^{r}{\ln^{2}\pars{x} \over x}\,\dd x \end{align} The remaining integrals are given by: $$ \left\lbrace\begin{array}{rcl} \ds{-\,{1 \over 4}\,\Im\int_{1}^{r}{\ln^{2}\pars{x} \over 2 - x}\,\dd x} & \ds{=} & \ds{{1 \over 96}\,\pi^{3} - {3 \over 32}\,\ln^{2}\pars{2}\pi + {1 \over 4}\,\ln\pars{2}\,\mrm{G} - \half\,\Im\Li{3}\pars{r \over 2}} \\[3mm] \ds{-\,{1 \over 4}\,\Im\int_{1}^{r}{\ln^{2}\pars{x} \over x}\,\dd x} & \ds{=} & \ds{{1 \over 768}\,\pi^{3} - {1 \over 64}\,\ln^{2}\pars{2}\,\pi} \end{array}\right. $$ Then, \begin{equation} \color{#f00}{\mc{J}_{3}} = \color{#f00}{{3 \over 256}\,\pi^{3} - {7 \over 64}\,\ln^{2}\pars{2}\pi + {1 \over 4}\,\ln\pars{2}\,\mrm{G} - \half\,\Im\Li{3}\pars{r \over 2}} \label{J3}\tag{J3} \end{equation}
  4. $\ds{\large\color{#f00}{\mc{J}_{4}}:\ ?}$. \begin{align} \color{#f00}{\mc{J}_{4}} & \equiv \half\,\Re\int_{0}^{1}{\ln^{2}\pars{x/\bracks{1 + x\ic}} \over 1 + x^{2}}\,\dd x \,\,\,\,\,\stackrel{x/\pars{1 + x\ic}\ \mapsto\ x}{=}\,\,\,\,\, {1 \over 4}\,\Im\int_{0}^{\ol{r}/2}{\ln^{2}\pars{x} \over -\ic/2 - x}\,\dd x \\[5mm] & = \color{#f00}{{7 \over 256}\,\pi^{3} + {9 \over 64}\,\ln^{2}\pars{2}\pi + {1 \over 4}\,\ln\pars{2}\,\mrm{G} - \half\,\Im\Li{3}\pars{r \over 2}} \label{J4}\tag{J4} \end{align}
    Summarising $\ds{\pars{~\vphantom{\large A}\mbox{see}\ \eqref{J1}, \eqref{J2}, \eqref{J3}\ \mbox{and}\ \eqref{J4}~}}$: \begin{equation} \left\lbrace\begin{array}{rcccccccc} \ds{\color{#f00}{\mc{J}_{1}}} & \ds{=} &&&&&&&\ds{\Im\Li{3}\pars{r \over 2}} \\[3mm] \ds{\color{#f00}{\mc{J}_{2}}} & \ds{=} & \ds{-\,{5 \over 128}\,\pi^{3}} & \ds{-} & \ds{{1 \over 32}\,\ln^{2}\pars{2}\pi} &&&& \\[3mm] \ds{\color{#f00}{\mc{J}_{3}}} & \ds{=} & \ds{{3 \over 256}\,\pi^{3}} & \ds{-} & \ds{{7 \over 64}\,\ln^{2}\pars{2}\pi} & \ds{+} & \ds{{1 \over 4}\,\ln\pars{2}\,\mrm{G}} & \ds{-} & \ds{\half\,\Im\Li{3}\pars{r \over 2}} \\[3mm] \ds{\color{#f00}{\mc{J}_{4}}} & \ds{=} & \ds{{7 \over 256}\,\pi^{3}} & \ds{+} & \ds{{9 \over 64}\,\ln^{2}\pars{2}\pi} & \ds{+} & \ds{{1 \over 4}\,\ln\pars{2}\,\mrm{G}} & \ds{-} & \ds{\half\,\Im\Li{3}\pars{r \over 2}} \end{array}\right. \end{equation} The $\ds{\quad\ul{final\ result}\quad}$ is given by: \begin{align} &\color{#f00}{\int_{0}^{1}{\ln\pars{x}\ln\pars{1 - x} \over 1 + x^{2}}\,\dd x - \half\int_{0}^{1}{\ln\pars{x}\ln\pars{1 + x^{2}} \over 1 + x^{2}}\,\dd x} \\[5mm] = &\ \mc{J}_{1} + \mc{J}_{2} + \mc{J}_{3} + \mc{J}_{4} = \color{#f00}{\half\,\ln\pars{2}\,\mrm{G}}\,,\qquad \pars{~\mrm{G}:\ \mbox{Catalan Constant}~} \end{align}