Calculus – Integrals of the Form ?_0^? arccot(x)·arccot(ax)·arccot(bx) dx

calculusdefinite integralsintegrationlogarithmstrigonometry

I'm interested in integrals of the form
$$I(a,b)=\int_0^\infty\operatorname{arccot}(x)\cdot\operatorname{arccot}(a\,x)\cdot\operatorname{arccot}(b\,x)\ dx,\color{#808080}{\text{ for }a>0,\,b>0}\tag1$$
It's known$\require{action}\require{enclose}\texttip{{}^\dagger}{Gradshteyn & Ryzhik, Table of Integrals, Series, and Products, 7th edition, page 599, (4.511)}$ that
$$I(a,0)=\frac{\pi^2}4\left[\ln\left(1+\frac1a\right)+\frac{\ln(1+a)}a\right].\tag2$$
Maple and Mathematica are also able to evaluate
$$I(1,1)=\frac{3\pi^2}4\ln2-\frac{21}8\zeta(3).\tag3$$


Is it possible to find a general closed form for $I(a,1)$? Or, at least, for $I(2,1)$ or $I(3,1)$?

Best Answer

By the substitution $x\mapsto x^{-1}$ it is not hard to see that $$I(\nu^{-1},1)=\int^\infty_0\frac{\arctan^2{x}\arctan(\nu x)}{x^2}{\rm d}x$$

First, start off by re-expressing the integral \begin{align} \int^\pi_0x^2\cos(nx)\cot\left(\frac{x}{2}\right)\ {\rm d}x &=-{\rm Re}\int_C\frac{z+1}{z-1}z^{n-1}\ln^2{z}\ {\rm d}z\\ &=(-1)^{n}\int^1_0\frac{1-x}{1+x}x^{n-1}(\ln^2{x}-\pi^2)\ {\rm d}x-\int^1_0\frac{1+x}{1-x}x^{n-1}\ln^2{x}\ {\rm d}x\\ \end{align} where $C$ is the arc joining $z=1$ to $z=-1$. (The first equality follows from $z=e^{ix}$, whereas the second follows from the fact that the integral along $[-1,\epsilon]\cup\epsilon\exp(i[\pi,0])\cup[\epsilon,1]\cup C$ is $0$ since $z=1$ is a removable singularity and the indent around $z=0$ vanishes.)

Next, note that \begin{align} I_\nu(\nu^{-1},1) &=\int^\frac{\pi}{2}_0\frac{x^2}{\tan{x}(\cos^2{x}+\nu^2\sin^2{x})}{\rm d}x\\ &=\frac{1}{4}\int^\pi_0\frac{x^2}{\tan\left(\frac{x}{2}\right)(1+(1-\nu^2)\cos{x}+\nu^2)}{\rm d}x\\ &=\frac{1}{8\nu}\int^\pi_0\left(x^2\cot\left(\frac{x}{2}\right)+2\sum^\infty_{n=1}\left(\frac{\nu-1}{\nu+1}\right)^nx^2\cos(nx)\cot\left(\frac{x}{2}\right)\right){\rm d}x\\ &=\frac{\pi^2}{4\nu}\ln{2}-\frac{7\zeta(3)}{8\nu}-\frac{\xi}{4\nu}\left(\int^1_0\frac{1-x}{(1+x)(1+\xi x)}(\ln^2{x}-\pi^2)+\frac{1+x}{(1-x)(1-\xi x)}\ln^2{x}\ {\rm d}x\right) \end{align} Here $\xi=\dfrac{\nu-1}{\nu+1}$. Utilising the partial fraction decompositions $$\frac{1-x}{(1+x)(1+\xi x)}=\frac{\nu+1}{1+x}-\frac{\nu}{1+\xi x}$$ $$\frac{1+x}{(1-x)(1-\xi x)}=\frac{\nu+1}{1-x}-\frac{\nu}{1-\xi x}$$ in tandem with the easily verifiable fact $$\int^1_0\frac{\ln^2{x}}{1+\lambda x}{\rm d}x=-\frac{2{\rm Li}_3(-\lambda)}{\lambda}$$ yields \begin{align} I_\nu(\nu^{-1},1) &=\frac{\pi^2}{4\nu}\ln{2}-\frac{7\zeta(3)}{8\nu}-\frac{\xi}{4\nu}\left(\frac{\pi^2\nu}{\xi}\ln(1+\xi)-\pi^2(\nu+1)\ln{2}+\frac{7\zeta(3)}{2}(\nu+1)-\frac{4\nu}{\xi}\chi_3(\xi)\right)\\ &=\chi_3\left(\frac{\nu-1}{\nu+1}\right)-\frac{7\zeta(3)}{8}+\frac{\pi^2}{4}\ln\left(1+\frac{1}{\nu}\right) \end{align} where $\displaystyle\chi_s(z)=\sum_{n\ \text{odd}}\frac{z^n}{n^s}=\frac{1}{2}\left({\rm Li}_s(z)-{\rm Li}_s(-z)\right)$ is the Legendre-chi function.

Integrating back, \begin{align} I_\nu(\nu^{-1},1) &=\underbrace{\frac{\pi^2}{4}\ln\left(\frac{(1+\nu)^{1+\nu}}{\nu^\nu}\right)-\frac{7\zeta(3)}{8}\nu}_{\text{Let this be C}}+2\int^\frac{1-\nu}{1+\nu}_1\frac{\chi_3(v)}{(1+v)^2}{\rm d}v\\ &=C-\left.\frac{2\chi_3(v)}{1+v}\right|^\frac{1-\nu}{1+\nu}_1+2\int^\frac{1-\nu}{1+\nu}_1\frac{\chi_2(v)}{v(1+v)}{\rm d}v\\ &=C+(1-\nu)\chi_3\left(\frac{1-\nu}{1+\nu}\right)-\frac{7\zeta(3)}{8}-\left.\color{white}{\frac{1}{1}}2\chi_2(v)\ln(1+v)\right|^\frac{1-\nu}{1+\nu}_1+\int^\frac{1-\nu}{1+\nu}_1\frac{\ln(1+v)\ln\left(\frac{1+v}{1-v}\right)}{v}{\rm d}v\\ &=C+(1-\nu)\chi_3\left(\frac{1-\nu}{1+\nu}\right)-\frac{7\zeta(3)}{8}+2\chi_2\left(\frac{1-\nu}{1+\nu}\right)\ln\left(\frac{1+\nu}{2}\right)+\frac{\pi^2}{4}\ln{2}\\ &\ \ \ \ +\frac{1}{2}\int^\frac{1-\nu}{1+\nu}_1\frac{\ln^2(1+v)-\ln^2(1-v)+\ln^2\left(\frac{1-v}{1+v}\right)}{v}{\rm d}v \end{align} Repeatedly integrating by parts, it is not hard to derive that \begin{align} \frac{1}{2}\int^\frac{1-\nu}{1+\nu}_1\frac{\ln^2(1+v)}{v}{\rm d}v =&\ -\frac{1}{6}\ln^3\left(\frac{1+\nu}{2}\right)+\frac{7\zeta(3)}{8}-{\rm Li}_3\left(\frac{1+\nu}{2}\right)+{\rm Li}_2\left(\frac{1+\nu}{2}\right)\ln\left(\frac{1+\nu}{2}\right)\\ &\ +\frac{1}{2}\ln\left(\frac{1-\nu}{2}\right)\ln^2\left(\frac{1+\nu}{2}\right)\\ -\frac{1}{2}\int^\frac{1-\nu}{1+\nu}_1\frac{\ln^2(1-v)}{v}{\rm d}v =&\ {\rm Li}_3\left(\frac{2\nu}{1+\nu}\right)-{\rm Li}_2\left(\frac{2\nu}{1+\nu}\right)\ln\left(\frac{2\nu}{1+\nu}\right)-\frac{1}{2}\ln\left(\frac{1-\nu}{1+\nu}\right)\ln^2\left(\frac{2\nu}{1+\nu}\right)\\ \frac{1}{2}\int^\frac{1-\nu}{1+\nu}_1\frac{\ln^2\left(\frac{1-v}{1+v}\right)}{v}{\rm d}v =&\ -2\chi_3(\nu)+2\chi_2(\nu)\ln{\nu}+\frac{1}{2}\ln^2\nu\ln\left(\frac{1-\nu}{1+\nu}\right) \end{align} Therefore, we get, for $I(\nu^{-1},1)$, \begin{align} I(\nu^{-1},1) =&\color{brown}{\ (1-\nu)\chi_3\left(\frac{1-\nu}{1+\nu}\right)-2\chi_3(\nu)+{\rm Li}_3\left(\frac{2\nu}{1+\nu}\right)-{\rm Li}_3\left(\frac{1+\nu}{2}\right)-\frac{7\zeta(3)}{8}\nu}\\ &\ \color{brown}{+2\chi_2(\nu)\ln{\nu}+2\chi_2\left(\frac{1-\nu}{1+\nu}\right)\ln\left(\frac{1+\nu}{2}\right)-{\rm Li}_2\left(\frac{2\nu}{1+\nu}\right)\ln\left(\frac{2\nu}{1+\nu}\right)}\\ &\ \color{brown}{+{\rm Li}_2\left(\frac{1+\nu}{2}\right)\ln\left(\frac{1+\nu}{2}\right)+\frac{\pi^2}{4}\ln\left(\frac{(1+\nu)^{1+\nu}}{\nu^\nu}\right)+\frac{\pi^2}{4}\ln{2}}\\ &\ \color{brown}{+\frac{1}{2}\ln^2\nu\ln\left(\frac{1-\nu}{1+\nu}\right)+\frac{1}{2}\ln\left(\frac{1-\nu}{2}\right)\ln^2\left(\frac{1+\nu}{2}\right)-\frac{1}{6}\ln^3\left(\frac{1+\nu}{2}\right)}\\ &\ \color{brown}{-\frac{1}{2}\ln\left(\frac{1-\nu}{1+\nu}\right)\ln^2\left(\frac{2\nu}{1+\nu}\right)} \end{align} If no mistakes were made, this formula should hold for $0<\nu\le1$. Further simplifications to the formula may be possible through some polylogarithm identities.