Reducing an Improper Integral

calculusimproper-integralsintegration

The question asks to show that $\displaystyle\int_{-\infty}^\infty \log\left|\frac{1+x}{1-x}\right|\frac{dx}{x}=\pi^2.$ The question walks you through steps on how to show this, but I'm stuck on the first step which asks me to reduce the integral to $$4\int_0^1 \log\left|\frac{1+x}{1-x}\right|\frac{dx}{x}.$$ What I've done so far is show that the integrand is strictly positive and that its an even function with symmetry about $x=0.$ Further, the function blows up as $x \to \pm 1.$ Hence, I have
$$
\int_{-\infty}^\infty f(x)\,dx = 2\int_0^1 f(x)\,dx+2\int_1^\infty f(x) \, dx.
$$

I'm not sure how to handle the discontinuities. Nor am I confident that this is the correct approach at all.

Best Answer

Enforce the substitution $x\mapsto\frac 1x$ in your latter integral to obtain $$\small\int_1^\infty\log\left|\frac{1+x}{1-x}\right|\frac{{\rm d}x}x\stackrel{x\mapsto\frac 1x}=-\int_1^0\log\left|\frac{1+\frac1x}{1-\frac1x}\right|\frac1{\frac1x}\frac{{\rm d}x}{x^2}=\int_0^1\log\left|\frac{x+1}{x-1}\right|\frac{{\rm d}x}x=\int_0^1\log\left|\frac{1+x}{1-x}\right|\frac{{\rm d}x}x$$


Continuing by letting $x\mapsto\frac{1-x}{1+x}$ gives $$\int_0^1\log\left|\frac{1+x}{1-x}\right|\frac{{\rm d}x}x\stackrel{x\mapsto\frac{1-x}{1+x}}=-\int_0^1\log\left|\frac1x\right|\frac{2\,{\rm d}x}{1-x^2}=-2\int_0^1\frac{\log x}{1-x^2}\,{\rm d}x$$ Using the geometric series yields $$-2\int_0^1\frac{\log x}{1-x^2}\,{\rm d}x=-2\sum_{n\ge0}\int_0^1 x^{2n}\log x\,{\rm d}x=2\sum_{n\ge0}\frac1{(2n+1)^2}$$ Finally, since $\sum_{n\ge0}\frac1{(2n+1)^2}=\frac34\sum_{n\ge1}\frac1{n^2}=\frac34\zeta(2)$, we obtain

$$\therefore~\int_0^1\log\left|\frac{1+x}{1-x}\right|\frac{{\rm d}x}x=\frac{\pi^2}4$$

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