While solving a question based on Binomial series, I encountered a definite integral as : $$\int_0^{1}(x^{m}\left(1+x)^{n}dx\right)$$ where $m,n$ are natural numbers.
My approach : wrote the above expression in two ways (1)- $$\int_0^1\sum_{r=0}^n \binom{n}{r} \left( {x}\right)^{m+r}dx $$ and also as (2)- $$\int_0^1\sum_{r=0}^m \binom{m}{r} \left(-1)^{r}( {1+x}\right)^{m+n-r}dx$$ and tried to solve using both the above mentioned expressions. Did some other simplification of expression (1) , But was unable to proceed further. Can anyone guide me to a "general answer based on any m,n" ? Any help would be highly appreciated. Thanks in advance.!
Solution to a definite integral as $\int_0^{1}(x^{m}\left(1+x)^{n}dx\right)$
binomial-coefficientscalculusdefinite integralsintegration
Related Solutions
(Please forgive the length of what follows. I wanted my response to be accessible to as broad of an audience as possible.)
Part 1:
Our main objective is to evaluate the following definite integral:
$$\mathcal{I}:=\int_{0}^{1}\frac{\ln{\left(1-x^{2}\right)}\arcsin^{2}{\left(x\right)}}{x^{2}}\,\mathrm{d}x.\tag{1}$$
It will be shown that the value of $\mathcal{I}$ is
$$\mathcal{I}=7\,\zeta{\left(3\right)}-\frac{\pi^{2}}{2}\ln{\left(2\right)}-\frac{\pi^{3}}{2}+8\ln{\left(2\right)}\,G+4\,{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}.$$
For our purposes here, it will be convenient to define elementary transcendental functions such as the logarithm and inverse trigonometric functions via their usual integral representations. In particular, for real argument $x\in\mathbb{R}$ we have
$$\ln{\left(x\right)}:=\int_{x}^{1}\frac{\left(-1\right)}{t}\,\mathrm{d}t;~~~\small{x>0},$$
and
$$\arcsin{\left(x\right)}:=\int_{0}^{x}\frac{\mathrm{d}t}{\sqrt{1-t^{2}}};~~~\small{\left|x\right|\le1}.$$
Consider the following antiderivative:
$$\begin{align} \int\frac{\ln{\left(1-x^{2}\right)}}{x^{2}}\,\mathrm{d}x &=\int\frac{\left(-1\right)\operatorname{Li}_{1}{\left(x^{2}\right)}}{x^{2}}\,\mathrm{d}x\\ &=\frac{\operatorname{Li}_{1}{\left(x^{2}\right)}}{x}-\int\frac{2\operatorname{Li}_{0}{\left(x^{2}\right)}}{x^{2}}\,\mathrm{d}x;~~~\small{I.B.P.s}\\ &=\frac{\operatorname{Li}_{1}{\left(x^{2}\right)}}{x}-\int\frac{2}{1-x^{2}}\,\mathrm{d}x\\ &=\frac{\operatorname{Li}_{1}{\left(x^{2}\right)}}{x}-2\operatorname{arctanh}{\left(x\right)}+\color{grey}{constant}.\tag{2}\\ \end{align}$$
Using the above result, we begin to attack $\mathcal{I}$ with integration by parts. We obtain
$$\begin{align} \mathcal{I} &=\int_{0}^{1}\frac{\ln{\left(1-x^{2}\right)}\arcsin^{2}{\left(x\right)}}{x^{2}}\,\mathrm{d}x\\ &=\left[\left(\frac{\operatorname{Li}_{1}{\left(x^{2}\right)}}{x}-2\operatorname{arctanh}{\left(x\right)}\right)\arcsin^{2}{\left(x\right)}\right]_{x=0}^{x=1}\\ &~~~~~-\int_{0}^{1}\left[\frac{\operatorname{Li}_{1}{\left(x^{2}\right)}}{x}-2\operatorname{arctanh}{\left(x\right)}\right]\frac{2\arcsin{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x;~~~\small{I.B.P.s}\\ &=\arcsin^{2}{\left(1\right)}\lim_{x\to1}\left[-\frac{\left(1-x\right)\ln{\left(1-x\right)}+\left(1+x\right)\ln{\left(1+x\right)}}{x}\right]\\ &~~~~~+\int_{0}^{1}\frac{4\operatorname{arctanh}{\left(x\right)}\arcsin{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x-\int_{0}^{1}\frac{2\operatorname{Li}_{1}{\left(x^{2}\right)}\arcsin{\left(x\right)}}{x\sqrt{1-x^{2}}}\,\mathrm{d}x\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}\\ &~~~~~+\int_{0}^{1}\frac{2\left[\arcsin^{2}{\left(1\right)}-\arcsin^{2}{\left(x\right)}\right]}{1-x^{2}}\,\mathrm{d}x;~~~\small{I.B.P.s}\\ &~~~~~+\int_{0}^{1}\frac{2\ln{\left(1-x^{2}\right)}\arcsin{\left(x\right)}}{x\sqrt{1-x^{2}}}\,\mathrm{d}x\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}\\ &~~~~~+\int_{0}^{1}\frac{\left[\arcsin^{2}{\left(1\right)}-\arcsin^{2}{\left(\frac{1-y}{1+y}\right)}\right]}{y}\,\mathrm{d}y;~~~\small{\left[\frac{1-x}{1+x}=y\right]}\\ &~~~~~+\int_{0}^{\frac{\pi}{2}}\frac{2\theta\ln{\left(\cos^{2}{\left(\theta\right)}\right)}}{\sin{\left(\theta\right)}}\,\mathrm{d}\theta;~~~\small{\left[\arcsin{\left(x\right)}=\theta\right]}\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{\frac{\pi^{2}}{4}-\arcsin^{2}{\left(\frac{1-y}{1+y}\right)}}{y}\,\mathrm{d}y\\ &~~~~~-4\int_{0}^{\frac{\pi}{2}}\theta\csc{\left(\theta\right)}\ln{\left(\sec{\left(\theta\right)}\right)}\,\mathrm{d}\theta.\tag{3}\\ \end{align}$$
Let $\mathcal{J}$ denote the final log-trig integral in the last line above:
$$\mathcal{J}:=\int_{0}^{\frac{\pi}{2}}\theta\csc{\left(\theta\right)}\ln{\left(\sec{\left(\theta\right)}\right)}\,\mathrm{d}\theta.\tag{4}$$
The integral $\mathcal{J}$ is by far the more difficult of the two remaining integrals we need to evaluate, so let's save that for last.
Now, the following trigonometric identity may be readily verified:
$$\arcsin{\left(\frac{1-y}{1+y}\right)}=\frac{\pi}{2}-2\arctan{\left(\sqrt{y}\right)};~~~\small{y\ge0}.\tag{5}$$
Continuing we our main calculation,
$$\begin{align} \mathcal{I} &=\small{-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{\frac{\pi^{2}}{4}-\arcsin^{2}{\left(\frac{1-y}{1+y}\right)}}{y}\,\mathrm{d}y-4\int_{0}^{\frac{\pi}{2}}\theta\csc{\left(\theta\right)}\ln{\left(\sec{\left(\theta\right)}\right)}\,\mathrm{d}\theta}\\ &=-4\,\mathcal{J}-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{\frac{\pi^{2}}{4}-\left[\frac{\pi}{2}-2\arctan{\left(\sqrt{y}\right)}\right]^{2}}{y}\,\mathrm{d}y\\ &=-4\,\mathcal{J}-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{4\arctan{\left(\sqrt{y}\right)}\left[\frac{\pi}{2}-\arctan{\left(\sqrt{y}\right)}\right]}{y}\,\mathrm{d}y\\ &=-4\,\mathcal{J}-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{2\pi\arctan{\left(\sqrt{y}\right)}-4\arctan^{2}{\left(\sqrt{y}\right)}}{y}\,\mathrm{d}y\\ &=-4\,\mathcal{J}-\frac{\pi^{2}}{2}\ln{\left(2\right)}+\int_{0}^{1}\frac{4\pi\arctan{\left(x\right)}-8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x;~~~\small{\left[\sqrt{y}=x\right]}\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}+4\pi\int_{0}^{1}\frac{\arctan{\left(x\right)}}{x}\,\mathrm{d}x-8\int_{0}^{1}\frac{\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x-4\,\mathcal{J}\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}+4\pi\operatorname{Ti}_{2}{\left(1\right)}-\int_{0}^{1}\frac{8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x-4\,\mathcal{J},\\ \end{align}$$
where $\operatorname{Ti}_{2}{\left(z\right)}$ is an auxiliary polylogarithmic function known as the inverse tangent integral. It's value at unity is simply Catalan's constant, which I'll be denoting by $G$.
As for the integral $\int_{0}^{1}\frac{8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x$, it is shown below in the first appendix that
$$\int_{0}^{1}\frac{8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x=4\pi\,G-7\,\zeta{\left(3\right)}.$$
Then,
$$\begin{align} \mathcal{I} &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}+4\pi\operatorname{Ti}_{2}{\left(1\right)}-\int_{0}^{1}\frac{8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x-4\,\mathcal{J}\\ &=-\frac{\pi^{2}}{2}\ln{\left(2\right)}+4\pi\,G-\left[4\pi\,G-7\,\zeta{\left(3\right)}\right]-4\,\mathcal{J}\\ &=7\,\zeta{\left(3\right)}-3\ln{\left(2\right)}\,\zeta{\left(2\right)}-4\,\mathcal{J}.\tag{6}\\ \end{align}$$
Part 2:
Assuming $-\frac{\pi}{2}\le\theta\le\frac{\pi}{2}$, the following definite integral may be evaluated in terms of the Legendre chi function:
$$\begin{align} \int_{0}^{\theta}\csc{\left(\varphi\right)}\ln{\left(\sec{\left(\varphi\right)}\right)}\,\mathrm{d}\varphi &=\int_{0}^{\tan{\left(\frac{\theta}{2}\right)}}t^{-1}\ln{\left(\frac{1+t^{2}}{1-t^{2}}\right)}\,\mathrm{d}t;~~~\small{\left[\tan{\left(\frac{\varphi}{2}\right)}=t\right]}\\ &=\int_{0}^{\tan^{2}{\left(\frac{\theta}{2}\right)}}\frac{\ln{\left(\frac{1+x}{1-x}\right)}}{2x}\,\mathrm{d}x;~~~\small{\left[t^{2}=x\right]}\\ &=\int_{0}^{\tan^{2}{\left(\frac{\theta}{2}\right)}}\frac{\operatorname{arctanh}{\left(x\right)}}{x}\,\mathrm{d}x\\ &=\chi_{2}{\left(\tan^{2}{\left(\frac{\theta}{2}\right)}\right)}.\\ \end{align}$$
The Legendre chi function evaluated at unity takes the special value,
$$\chi_{2}{\left(1\right)}=\frac34\,\zeta{\left(2\right)}=\frac{\pi^{2}}{8}.$$
Using the above integral to integrate $\mathcal{J}$ by parts, we find
$$\begin{align} \mathcal{J} &=\int_{0}^{\frac{\pi}{2}}\theta\csc{\left(\theta\right)}\ln{\left(\sec{\left(\theta\right)}\right)}\,\mathrm{d}\theta\\ &=\lim_{\theta\to\frac{\pi}{2}}\theta\int_{0}^{\theta}\csc{\left(\varphi\right)}\ln{\left(\sec{\left(\varphi\right)}\right)}\,\mathrm{d}\varphi-\int_{0}^{\frac{\pi}{2}}\mathrm{d}\theta\int_{0}^{\theta}\mathrm{d}\varphi\,\csc{\left(\varphi\right)}\ln{\left(\sec{\left(\varphi\right)}\right)}\\ &=\lim_{\theta\to\frac{\pi}{2}}\theta\,\chi_{2}{\left(\tan^{2}{\left(\frac{\theta}{2}\right)}\right)}-\int_{0}^{\frac{\pi}{2}}\chi_{2}{\left(\tan^{2}{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=\frac{\pi}{2}\,\chi_{2}{\left(\tan^{2}{\left(\frac{\pi}{4}\right)}\right)}-\int_{0}^{1}\frac{2\,\chi_{2}{\left(t^{2}\right)}}{1+t^{2}}\,\mathrm{d}t;~~~\small{\left[\tan{\left(\frac{\theta}{2}\right)}=t\right]}\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\int_{0}^{1}\frac{\chi_{2}{\left(u\right)}}{\left(1+u\right)\sqrt{u}}\,\mathrm{d}u;~~~\small{\left[t^{2}=u\right]}\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\int_{0}^{1}\frac{\chi_{2}{\left(\frac{1-x}{1+x}\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x;~~~\small{\left[u=\frac{1-x}{1+x}\right]}\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\int_{0}^{1}\frac{\chi_{2}{\left(1\right)}+\ln{\left(x\right)}\operatorname{arctanh}{\left(x\right)}-\chi_{2}{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\chi_{2}{\left(1\right)}\int_{0}^{1}\frac{\mathrm{d}x}{\sqrt{1-x^{2}}}-\int_{0}^{1}\frac{\ln{\left(x\right)}\operatorname{arctanh}{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x+\int_{0}^{1}\frac{\chi_{2}{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\frac{\pi}{2}\,\chi_{2}{\left(1\right)}\\ &~~~~~+\int_{0}^{1}\frac{\operatorname{arctanh}{\left(x\right)}\arcsin{\left(x\right)}}{x}\,\mathrm{d}x+\int_{0}^{1}\frac{\ln{\left(x\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x;~~~\small{I.B.P.s}\\ &~~~~~+\int_{0}^{1}\frac{\chi_{2}{\left(x\right)}}{\sqrt{1-x^{2}}}\,\mathrm{d}x\\ &=\int_{0}^{1}\left[\frac{\operatorname{arctanh}{\left(x\right)}\arcsin{\left(x\right)}}{x}+\frac{\chi_{2}{\left(x\right)}}{\sqrt{1-x^{2}}}\right]\,\mathrm{d}x+\int_{0}^{1}\frac{\ln{\left(x\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x\\ &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\int_{0}^{1}\frac{\ln{\left(\frac{1}{x}\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x\\ &=:\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\mathcal{K},\\ \end{align}$$
where in the last line above we've implicitly defined $\mathcal{K}$ to denote the integral
$$\mathcal{K}:=\int_{0}^{1}\frac{\ln{\left(\frac{1}{x}\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x.$$
Part 3:
We now find a closed form evaluation for the integral $\mathcal{K}$ in terms of generalized hypergeometrics. To begin, we can reduce $\mathcal{K}$ to a triple integral of a simple (relatively speaking) algebraic integrand over the unit cube:
$$\begin{align} \mathcal{K} &=\int_{0}^{1}\frac{\ln{\left(\frac{1}{x}\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x\\ &=-\int_{0}^{1}\frac{\ln{\left(x\right)}\arcsin{\left(x\right)}}{1-x^{2}}\,\mathrm{d}x\\ &=-\int_{0}^{1}\mathrm{d}x\,\frac{\arcsin{\left(x\right)}}{\left(1-x^{2}\right)}\int_{x}^{1}\mathrm{d}z\,\frac{\left(-1\right)}{z}\\ &=\int_{0}^{1}\mathrm{d}x\int_{x}^{1}\mathrm{d}z\,\frac{\arcsin{\left(x\right)}}{\left(1-x^{2}\right)z}\\ &=\int_{0}^{1}\mathrm{d}x\int_{x}^{1}\mathrm{d}z\,\frac{1}{\left(1-x^{2}\right)z}\int_{0}^{x}\mathrm{d}y\,\frac{1}{\sqrt{1-y^{2}}}\\ &=\int_{0}^{1}\mathrm{d}x\int_{x}^{1}\mathrm{d}z\int_{0}^{x}\mathrm{d}y\,\frac{1}{\left(1-x^{2}\right)z\sqrt{1-y^{2}}}\\ &=\int_{0}^{1}\mathrm{d}z\int_{0}^{z}\mathrm{d}x\int_{0}^{x}\mathrm{d}y\,\frac{1}{z\left(1-x^{2}\right)\sqrt{1-y^{2}}}\\ &=\int_{0}^{1}\mathrm{d}z\int_{0}^{1}\mathrm{d}t\int_{0}^{zt}\mathrm{d}y\,\frac{1}{\left(1-z^{2}t^{2}\right)\sqrt{1-y^{2}}};~~~\small{\left[x=zt\right]}\\ &=\int_{0}^{1}\mathrm{d}z\int_{0}^{1}\mathrm{d}t\int_{0}^{1}\mathrm{d}u\,\frac{zt}{\left(1-z^{2}t^{2}\right)\sqrt{1-z^{2}t^{2}u^{2}}};~~~\small{\left[y=ztu\right]}\\ &=\frac12\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}t\int_{0}^{1}\mathrm{d}u\,\frac{t}{\left(1-xt^{2}\right)\sqrt{1-xt^{2}u^{2}}};~~~\small{\left[z^{2}=x\right]}\\ &=\frac14\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}u\,\frac{1}{\left(1-xy\right)\sqrt{1-xyu^{2}}};~~~\small{\left[t^{2}=y\right]}\\ &=\frac18\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}z\,\frac{1}{\left(1-xy\right)\sqrt{z\left(1-xyz\right)}};~~~\small{\left[u^{2}=z\right]}\\ &=\frac18\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}z\int_{0}^{1}\mathrm{d}y\,\frac{1}{\left(1-xy\right)\sqrt{z\left(1-zxy\right)}}\\ &=\frac18\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}z\,\frac{1}{\sqrt{z}}\int_{0}^{1}\frac{\mathrm{d}y}{\left(1-xy\right)\sqrt{1-zxy}}.\\ \end{align}$$
Using the machinery of hypergeometric functions to solve the integrals, we arrive at
$$\begin{align} \mathcal{K} &=\frac18\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}z\,\frac{1}{\sqrt{z}}\int_{0}^{1}\frac{\mathrm{d}y}{\left(1-xy\right)\sqrt{1-zxy}}\\ &=\frac18\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}z\,\frac{1}{\sqrt{z}}\,F_{1}{\left(1;1,\frac12;2;x,zx\right)}\\ &=\small{\int_{0}^{1}\frac{\mathrm{d}x}{4x}\int_{0}^{1}\frac{\mathrm{d}z}{\sqrt{z\left(1-xz\right)}}\left[{_2F_1}{\left(1,\frac12;\frac32;\frac{1-z}{1-xz}\right)}-\sqrt{1-xz}\,{_2F_1}{\left(1,\frac12;\frac32;1-z\right)}\right]}\\ &=\small{\frac14\int_{0}^{1}\frac{\mathrm{d}x}{x}\,\left[\int_{0}^{1}\frac{\mathrm{d}z}{\sqrt{z\left(1-xz\right)}}\,{_2F_1}{\left(1,\frac12;\frac32;\frac{1-z}{1-xz}\right)}-\int_{0}^{1}\frac{\mathrm{d}z}{\sqrt{z}}\,{_2F_1}{\left(1,\frac12;\frac32;1-z\right)}\right]}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}x}{x}\,\bigg{[}\int_{0}^{1}\mathrm{d}w\,\frac{\sqrt{1-x}}{\left(1-xw\right)\sqrt{1-w}}\,{_2F_1}{\left(1,\frac12;\frac32;w\right)};~~~\small{\left[\frac{1-z}{1-xz}=w\right]}\\ &~~~~~-\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\bigg{]};~~~\small{\left[z=1-t\right]}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}x}{x}\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,\left[\frac{\sqrt{1-x}}{\left(1-xt\right)}-1\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\int_{0}^{1}\mathrm{d}x\,\left[\frac{1-x}{x\left(1-tx\right)\sqrt{1-x}}-\frac{1}{x}\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\int_{0}^{1}\mathrm{d}x\,\left[\frac{1}{x\sqrt{1-x}}-\frac{1-t}{\left(1-tx\right)\sqrt{1-x}}-\frac{1}{x}\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,\left[\int_{0}^{1}\mathrm{d}x\,\frac{1-\sqrt{1-x}}{x\sqrt{1-x}}-\int_{0}^{1}\mathrm{d}x\,\frac{1-t}{\left(1-tx\right)\sqrt{1-x}}\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac14\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,\left[\int_{0}^{1}\mathrm{d}y\,\frac{2}{2-y}-2\left(1-t\right)\int_{0}^{1}\frac{\mathrm{d}x}{2\left(1-tx\right)\sqrt{1-x}}\right]\,\\ &~~~~~\times{_2F_1}{\left(1,\frac12;\frac32;t\right)};~~~\small{\left[1-\sqrt{1-x}=y\right]}\\ &=\frac12\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,\left[\int_{0}^{1}\frac{\mathrm{d}y}{2-y}-\left(1-t\right)\,{_2F_1}{\left(1,1;\frac32;t\right)}\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac12\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,\left[\ln{\left(2\right)}-\left(1-t\right)\,{_2F_1}{\left(1,1;\frac32;t\right)}\right]\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &=\frac12\ln{\left(2\right)}\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t}}\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}t\,\sqrt{1-t}\,{_2F_1}{\left(1,\frac12;\frac32;t\right)}\,{_2F_1}{\left(1,1;\frac32;t\right)}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(1,\frac12,1;\frac32,\frac32;1\right)}-\frac12\int_{0}^{1}\mathrm{d}t\,{_2F_1}{\left(\frac12,1;\frac32;t\right)}\,{_2F_1}{\left(\frac12,\frac12;\frac32;t\right)}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-\frac12\int_{0}^{1}\mathrm{d}t\,\frac{\operatorname{arctanh}{\left(\sqrt{t}\right)}\arcsin{\left(\sqrt{t}\right)}}{t}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{arctanh}{\left(x\right)}\arcsin{\left(x\right)}}{x};~~~\small{\left[\sqrt{t}=x\right]}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-\frac{\pi}{2}\,\chi_{2}{\left(1\right)}+\int_{0}^{1}\mathrm{d}x\,\frac{\chi_{2}{\left(x\right)}}{\sqrt{1-x^{2}}};~~~\small{I.B.P.s}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-\frac{\pi}{2}\,\chi_{2}{\left(1\right)}+\int_{0}^{1}\mathrm{d}t\,\frac{\chi_{2}{\left(\sqrt{t}\right)}}{2\sqrt{t\left(1-t\right)}};~~~\small{\left[x=\sqrt{t}\right]}\\ &=\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-\frac{\pi}{2}\,\chi_{2}{\left(1\right)}+\int_{0}^{1}\mathrm{d}t\,\frac{1}{2\sqrt{1-t}}\,{_3F_2}{\left(\frac12,\frac12,1;\frac32,\frac32;t\right)}\\ &=-\frac{\pi}{2}\,\chi_{2}{\left(1\right)}+\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}+{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}.\tag{7}\\ \end{align}$$
The ${_3F_2}$ turns out to be simply an integer multiple of Catalan's constant. It's value is derived in the second appendix below.
Thus,
$$\begin{align} \mathcal{J} &=\frac{\pi}{2}\,\chi_{2}{\left(1\right)}-\mathcal{K}\\ &=\pi\,\chi_{2}{\left(1\right)}-\ln{\left(2\right)}\,{_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)}-{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}\\ &=\pi\,\chi_{2}{\left(1\right)}-2\ln{\left(2\right)}\,G-{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}.\\ \end{align}$$
Finally,
$$\begin{align} \mathcal{I} &=7\,\zeta{\left(3\right)}-3\ln{\left(2\right)}\,\zeta{\left(2\right)}-4\,\mathcal{J}\\ &=7\,\zeta{\left(3\right)}-\frac{\pi^{2}}{2}\ln{\left(2\right)}-4\left[\pi\,\chi_{2}{\left(1\right)}-2\ln{\left(2\right)}\,G-{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}\right]\\ &=7\,\zeta{\left(3\right)}-\frac{\pi^{2}}{2}\ln{\left(2\right)}-\frac{\pi^{3}}{2}+8\ln{\left(2\right)}\,G+4\,{_4F_3}{\left(\frac12,\frac12,1,1;\frac32,\frac32,\frac32;1\right)}.\blacksquare\\ \end{align}$$
Appendix 1:
$$\begin{align} \int_{0}^{1}\frac{8\arctan^{2}{\left(x\right)}}{x}\,\mathrm{d}x &=\int_{0}^{\frac{\pi}{2}}\theta^{2}\cot{\left(\frac{\theta}{2}\right)}\sec^{2}{\left(\frac{\theta}{2}\right)}\,\mathrm{d}\theta;~~~\small{\left[2\arctan{\left(x\right)}=\theta\right]}\\ &=\int_{0}^{\frac{\pi}{2}}\frac{2\theta^{2}}{2\sin{\left(\frac{\theta}{2}\right)}\cos{\left(\frac{\theta}{2}\right)}}\,\mathrm{d}\theta\\ &=\int_{0}^{\frac{\pi}{2}}\frac{2\theta^{2}}{\sin{\left(\theta\right)}}\,\mathrm{d}\theta\\ &=-\int_{0}^{\frac{\pi}{2}}4\theta\ln{\left(\tan{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=-\int_{0}^{\frac{\pi}{2}}4\theta\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta+\int_{0}^{\frac{\pi}{2}}4\theta\ln{\left(\cos{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=-\int_{0}^{\frac{\pi}{2}}4\theta\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta+\int_{\frac{\pi}{2}}^{\pi}4\left(\pi-\theta\right)\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=-\int_{0}^{\frac{\pi}{2}}4\theta\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta-\int_{\frac{\pi}{2}}^{\pi}4\theta\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &~~~~~+\int_{\frac{\pi}{2}}^{\pi}4\pi\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=-4\int_{0}^{\pi}\theta\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta+4\pi\int_{\frac{\pi}{2}}^{\pi}\ln{\left(\sin{\left(\frac{\theta}{2}\right)}\right)}\,\mathrm{d}\theta\\ &=4\ln{\left(2\right)}\int_{0}^{\pi}\theta\,\mathrm{d}\theta+4\int_{0}^{\pi}\theta\left[-\ln{\left(2\sin{\left(\frac{\theta}{2}\right)}\right)}\right]\,\mathrm{d}\theta\\ &~~~~~-4\pi\ln{\left(2\right)}\int_{\frac{\pi}{2}}^{\pi}\mathrm{d}\theta-4\pi\int_{\frac{\pi}{2}}^{\pi}\left[-\ln{\left(2\sin{\left(\frac{\theta}{2}\right)}\right)}\right]\,\mathrm{d}\theta\\ &=2\pi^{2}\ln{\left(2\right)}-2\pi^{2}\ln{\left(2\right)}-4\pi\left[\operatorname{Cl}_{2}{\left(\pi\right)}-\operatorname{Cl}_{2}{\left(\frac{\pi}{2}\right)}\right]\\ &~~~~~-4\int_{0}^{\pi}\operatorname{Cl}_{2}{\left(\theta\right)}\,\mathrm{d}\theta;~~~\small{I.B.P.s}\\ &=4\operatorname{Cl}_{3}{\left(\pi\right)}+4\pi\operatorname{Cl}_{2}{\left(\frac{\pi}{2}\right)}-4\,\zeta{\left(3\right)}\\ &=4\pi\,G-7\,\zeta{\left(3\right)}.\blacksquare\\ \end{align}$$
Appendix 2:
$$\begin{align} {_3F_2}{\left(\frac12,1,1;\frac32,\frac32;1\right)} &={_3F_2}{\left(1,1,\frac12;\frac32,\frac32;1\right)}\\ &=\frac12\int_{0}^{1}\mathrm{d}t\,t^{-\frac12}\,{_2F_1}{\left(1,1;\frac32;t\right)}\\ &=\frac12\int_{0}^{1}\mathrm{d}t\,\frac{1}{\sqrt{t\left(1-t\right)}}\,{_2F_1}{\left(\frac12,\frac12;\frac32;t\right)}\\ &=\frac12\int_{0}^{1}\mathrm{d}t\,\frac{\arcsin{\left(\sqrt{t}\right)}}{t\sqrt{1-t}}\\ &=\int_{0}^{1}\mathrm{d}u\,\frac{\arcsin{\left(u\right)}}{u\sqrt{1-u^{2}}};~~~\small{\left[t=u^{2}\right]}\\ &=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\frac{\varphi}{\sin{\left(\varphi\right)}};~~~\small{\left[\arcsin{\left(u\right)}=\varphi\right]}\\ &=-\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\ln{\left(\tan{\left(\frac{\varphi}{2}\right)}\right)};~~~\small{I.B.P.s}\\ &=-\int_{0}^{1}\mathrm{d}t\,\frac{2\ln{\left(t\right)}}{1+t^{2}};~~~\small{\left[\tan{\left(\frac{\varphi}{2}\right)}=t\right]}\\ &=\int_{0}^{1}\mathrm{d}t\,\frac{2\arctan{\left(t\right)}}{t};~~~\small{I.B.P.s}\\ &=2\operatorname{Ti}_{2}{\left(1\right)}\\ &=2\,G.\blacksquare\\ \end{align}$$
The following answer shows that $$\small \left[ K_{ib}(a) \right]^{2} + \frac{\pi}{2} \, \cosh(\pi b) \int_{0}^{\infty} Y_{0}\left(2 a \sinh \frac{t}{2} \right) \cos(bt) \, \mathrm dt + \frac{\pi}{2} \, \sinh(\pi b) \int_{0}^{\infty} J_{0}\left(2 a \sinh \frac{t}{2} \right) \sin(bt) \, \mathrm dt =0. $$
The two integral identities satisfy this equation since $- \cosh^{2}(\pi b)+ \sinh^{2}(\pi b) = -1$.
This equation can be used with Gary's answer to prove the second integral identity.
My starting point is the more well known integral representation $$\left[ K_{\nu}(x) \right]^{2} = 2 \int_{0}^{\infty}K_{0}(2x \cosh t) \cosh(2 \nu t) \, \mathrm dt , \, \quad x>0. $$
Using this representation, we have $$\left[ K_{ib}(a) \right]^{2} = 2 \int_{0}^{\infty} K_{0} (2a \cosh x) \cos(2bx) \, \mathrm dx = \int_{0}^{\infty} K_{0} \left(2a \cosh \frac{u}{2} \right) \cos(bu) \, \mathrm du.$$
The important thing to notice here is that $\left[ K_{ib}(a) \right]^{2}$ is a real value if $a$ and $b$ are positive.
The function $$ f(z) = K_{0} \left(2a \cosh \frac{z}{2} \right) \cos(bz) $$ has branch cuts were $\cosh \left(\frac{x}{2} \right)$ is real and negative.
None of these branch cuts fall inside or on a rectangular contour with vertices at $z=0$, $z= R$, $z= R +\pi i $, and $z= \pi i $.
There is, however, a branch point on the contour at $z= i \pi$.
So let's integrate $f(z)$ counterclockwise around the above contour with the addition of an quarter circle indentation about $z = i \pi$.
However, since $ \lim_{z \to i \pi} (z- i \pi)K_{0} \left(2a \cosh \frac{z}{2} \right) \cos(bz) =0$, there is no contribution from letting the radius of the indentation go to zero. (The function $K_{0}\left( 2a \cosh \frac{z}{2} \right)$ behaves like $-\log(z-i \pi)$ near $z= i \pi$.)
As $R \to \infty$, the integral vanishes on the right side of contour because the magnitude of $K_{0}(z)$ decays exponentially to zero as $\Re(z) \to + \infty$.
On the left side of the contour, we have $$-i \int_{0}^{\pi} K_{0} \left(2a \cos \frac{t}{2} \right) \cosh (bt) \, \mathrm dt. $$
And on the top side of the contour, we have $$ \begin{align} &-\int_{0}^{\infty} K_{0} \left (2a \cosh \frac{t+ i \pi}{2} \right) \cos \left(b(t + i \pi) \right) \, \mathrm dt \\ &= - \int_{0}^{\infty} K_{0} \left(2ai \sinh \frac{t}{2} \right) \left(\cosh(\pi b)\cos(bt) - i \sinh(\pi b) \sin(bt) \right) \, \mathrm dt \\ & \overset{(1)}{=} \frac{\pi}{2} \int_{0}^{\infty}\left(Y_{0} \left(2a \sinh \frac{t}{2} \right) + i J_{0} \left(2a \sinh \frac{t}{2} \right) \right)\left(\cosh(\pi b)\cos(bt) - i \sinh(\pi b) \sin(bt) \right) \, \mathrm dt. \end{align}$$
Therefore, since there are no singularities inside the contour, we have $$\left[ K_{ib}(a) \right]^{2} + \frac{\pi}{2} \int_{0}^{\infty}\left(Y_{0} \left(2a \sinh \frac{t}{2} \right) + i J_{0} \left(2a \sinh \frac{t}{2} \right) \right)\left(\cosh(\pi b)\cos(bt) - i \sinh(\pi b) \sin(bt) \right) \, \mathrm dt$$
$$-i \int_{0}^{\pi} K_{0} \left(2a \cos \frac{t}{2} \right) \cosh (bt) \, \mathrm dt =0. $$
And by equating the real parts on both sides of the above equation, we get $$ \small \left[ K_{ib}(a) \right]^{2} + \frac{\pi}{2} \, \cosh(\pi b) \int_{0}^{\infty} Y_{0}\left(2 a \sinh \frac{t}{2} \right) \cos(bt) \, \mathrm dt + \frac{\pi}{2} \, \sinh(\pi b) \int_{0}^{\infty} J_{0}\left(2 a \sinh \frac{t}{2} \right) \sin(bt) \, \mathrm dt =0. $$
$(1)$ See the answer here.
Best Answer
$$I=\int_0^{1}x^{m}\,(1+x)^{n}\,dx$$ Let $x=-y$ to face the beta function $$I=(-1)^m \int_0^{-1}y^{m}\,(1-y)^{n}\,dy=(-1)^m\, B_{-1}(m+1,n+1)$$