Integration using Beta and Gamma Functions

In summary, Polya said that it is better to try an easier problem first. So let's try,$$\int^\infty_0 \frac{\log(1+x^2)}{1+x^2}\,dx$$This can be used to solve many problems, like\int^\infty_0 \frac{\log(1+x^2)}{1+x^2}\,dx
  • #141
ZaidAlyafey said:
I don't understand how you got that. Moreover , S shouldn't be used twice since the first is definite and the second is indefinite integral.

I will need some help. Can you start me off on the integral? I can't think anything that will help right now.
 
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  • #142
  • #143
ZaidAlyafey said:
Here is the approach.

Oh I see.

How is

$$\int_{0}^{1} \frac{\log(1-x)\log(x)}{x} \,dx = \int_{0}^{1} Li_2(x)/x \,dx$$

I believe $\log(1-x)\log(x) = -(Li_2(x) + Li_2(1-x)) + \zeta(2)$

??
 
  • #144
Olok said:
Oh I see.

How is

$$\int_{0}^{1} \frac{\log(1-x)\log(x)}{x} \,dx = \int_{0}^{1} Li_2(x)/x \,dx$$

I believe $\log(1-x)\log(x) = -(Li_2(x) + Li_2(1-x)) + \zeta(2)$

??

Try integration by parts where I used that

$$Li_2(x) =- \int^x_0 \frac{\log(1-t)}{t}\,dt$$
 
  • #145
ZaidAlyafey said:
Try integration by parts where I used that

$$Li_2(x) =- \int^x_0 \frac{\log(1-t)}{t}\,dt$$

I see.

But how does this all relate to the original sum?
 
  • #146
Olok said:
I see.

But how does this all relate to the original sum?

Which original sum ? Isn't the question how to solve

\(\displaystyle \sum_{n=1}^\infty \frac{H_n}{n^2}\)

without using the formula ?
 
  • #147
ZaidAlyafey said:
Which original sum ? Isn't the question how to solve

\(\displaystyle \sum_{n=1}^\infty \frac{H_n}{n^2}\)

without using the formula ?

No, the one for the integral.
 
  • #148
Olok said:
No, the one for the integral.

It was just an exercise to know how to solve Euler sums without using the formula.
 
  • #149
ZaidAlyafey said:
It was just an exercise to know how to solve Euler sums without using the formula.

How how can you solve:

$$\sum_{n=1}^{\infty} \frac{H_n}{(n+1)^2}$$

With the use of the formula?

Please, will you show me this example, and I can do the sum for the integral.
 
  • #150
Olok said:
How how can you solve:

$$\sum_{n=1}^{\infty} \frac{H_n}{(n+1)^2}$$

With the use of the formula?

Please, will you show me this example, and I can do the sum for the integral.

Look at this answer.
 
  • #151
ZaidAlyafey said:
Look at this answer.

In the answer,

how is

$$\frac{H_n}{(n+1)^2} = \frac{H_{n+1}}{(n+1)^2} - \frac{1}{(n+1)^3}$$

$$= \frac{H_{n+1}}{(n+1)^2} - \frac{1}{(n+1)}\cdot\frac{1}{(n+1)^2}$$

$$= \frac{1}{(n+1)^2}\left(H_{n+1} - \frac{1}{(n+1)}\right)$$

??
 
  • #152
The replier used that

$$H_{n+1} = H_n +\frac{1}{(n+1)}$$

Hence

$$H_{n} = H_{n+1} -\frac{1}{(n+1)}$$

I think he made a mistake because the index should change when making the substitution in the second line.
 
  • #153
ZaidAlyafey said:
The replier used that

$$H_{n+1} = H_n +\frac{1}{(n+1)}$$

Hence

$$H_{n} = H_{n+1} -\frac{1}{(n+1)}$$

I think he made a mistake because the index should change when making the substitution in the second line.

Wait, why would the index change?

$$\sum_{k=1}^{n} \frac{1}{k} = H_n$$

$$\sum_{k=1}^{n+1} \frac{1}{k} = \sum_{k=1}^{n} \frac{1}{k} + \frac{1}{n+1} = H_n + \frac{1}{n+1}$$

?
 
  • #154
The replier claimed that

$$\sum_{n=1}^\infty \frac{H_{n+1}}{(n+1)^2}-\frac{1}{(n+1)^3}= \sum_{n=1}^\infty \frac{H_{n}}{n^2}-\frac{1}{n^3}$$

But this is not correct , can you see why ?
 
  • #155
By the way , I got a question you might like. Find

$$\int^1_0 \mathrm{Li}_k(x)\,dx$$
 
  • #156
ZaidAlyafey said:
By the way , I got a question you might like. Find

$$\int^1_0 \mathrm{Li}_k(x)\,dx$$

For the other post, yes I see why it is not correct.

If you let u= n+1, then when n=1, $u=2$, which should be the index.

$$Li_k(x) = \sum_{n=1}^{\infty} \frac{x^n}{n^k}$$

$$\int_{0}^{1} Li_k(x) \,dx = \sum_{n=1}^{\infty} \int_{0}^{1} \frac{x^n}{n^k} \,dx$$

From Fubini's theorem, I suppose we were allowed to interchange.

$$\int_{0}^{1} Li_k(x) \,dx = \sum_{n=1}^{\infty} [\frac{x^{n+1}}{(n+1)n^k}]_{0}^{1}$$

$$\int_{0}^{1} Li_k(x) \,dx = \sum_{n=1}^{\infty} \frac{1}{(n+1)n^k}$$

Let $S = \displaystyle \sum_{n=1}^{\infty} \frac{1}{(n+1)n^k}$

$$\frac{1}{(n+1)n^k}$$

I think we should decompose this.

$$ = \frac{A}{(n+1)}$$

But we cannot because of $k$. I am quite stumped.
 
  • #157
Ok, I will give you the starting point

$$\sum \frac{1}{(n+1)n^k} = \sum \frac{1+n-n}{(n+1)n^k} =\sum \frac{1}{n^k}-\frac{1}{(1+n)n^{k-1}}$$

Hence this can be written as

$$S_k = \zeta(k) -S_{k-1} \, \,\,\, k\geq 2$$
 
  • #158
ZaidAlyafey said:
Ok, I will give you the starting point

$$\sum \frac{1}{(n+1)n^k} = \sum \frac{1+n-n}{(n+1)n^k} =\sum \frac{1}{n^k}-\frac{1}{(1+n)n^{k-1}}$$

Hence this can be written as

$$S_k = \zeta(k) -S_{k-1} \, \,\,\, k\geq 2$$

So,

This goes in a continuous cycle.

$$L = \zeta(k) - L$$

$L = \zeta(k)/2$

What can we do?
 
  • #159
Olok said:
So,

This goes in a continuous cycle.

$$L = \zeta(k) - L$$

How is that true ?
 
  • #160
ZaidAlyafey said:
How is that true ?

Nevermind:

$S(k) = \zeta(k) - S(k-1)$

then

$S(k-1) = \zeta(k-1) - S(k-2)$

Then

$S(k-2) = \zeta(k-2) - S(k-3)$

So,

$S(k) = \zeta(k) - (\zeta(k-1) - S(k-2))$

$S(k) = \zeta(k) - \zeta(k-1) + S(k-2)$

$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) - S(k-3)$

I really don't understand how to sum the series.
 
  • #161
Olok said:
Nevermind:

$S(k) = \zeta(k) - S(k-1)$

then

$S(k-1) = \zeta(k-1) - S(k-2)$

Then

$S(k-2) = \zeta(k-2) - S(k-3)$

So,

$S(k) = \zeta(k) - (\zeta(k-1) - S(k-2))$

$S(k) = \zeta(k) - \zeta(k-1) + S(k-2)$

$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) - S(k-3)$

I really don't understand how to sum the series.

You are on the correct path but you have to know the stopping criteria. That means the base case.

we know that

$$S(1) = \sum_{n\geq 1}\frac{1}{n(n+1)} = 1$$

So what is the general form for $S(k)$ ?
 
  • #162
ZaidAlyafey said:
You are on the correct path but you have to know the stopping criteria. That means the base case.

we know that

$$S(1) = \sum_{n\geq 1}\frac{1}{n(n+1)} = 1$$

So what is the general form for $S(k)$ ?

As you said earlier,

$$S(k) = \zeta(k) - S(k-1)$$

$$S(2) = \zeta(2) - S(1)$$

$$S(3) = \zeta(3) - S(2)$$

$$S(4) = \zeta(4) - S(3)$$

I am not sure what you mean here?
 
  • #163
Olok said:
$$S(2) = \zeta(2) - S(1)$$

$$S(3) = \zeta(3) - S(2)$$

$$S(4) = \zeta(4) - S(3)$$

If you sum up these three formulas what do you get ? Can you generalize ?
 
  • #164
ZaidAlyafey said:
If you sum up these three formulas what do you get ? Can you generalize ?

$$S(k) = \zeta(k) + \int_{0}^{1} Li_{k-1}(x) \,dx$$
 
  • #165
You already did it correctly , what is the problem , exactly ?

Each time you are subtracting a value from $k$ so eventually we will reach $S(1)$.

Olok said:
Nevermind:

$S(k) = \zeta(k) - S(k-1)$

then

$S(k-1) = \zeta(k-1) - S(k-2)$

Then

$S(k-2) = \zeta(k-2) - S(k-3)$

So,

$S(k) = \zeta(k) - (\zeta(k-1) - S(k-2))$

$S(k) = \zeta(k) - \zeta(k-1) + S(k-2)$

$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) - S(k-3)$

I really don't understand how to sum the series.

This also can be written as

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^n\zeta(k-(n-1))+(-1)^nS(k-n)$$
 
  • #166
ZaidAlyafey said:
You already did it correctly , what is the problem , exactly ?

Each time you are subtracting a value from $k$ so eventually we will reach $S(1)$.
This also can be written as

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^n\zeta(k-(n-1))+(-1)^nS(k-n)$$

Would you mind giving it away? I don't think I am getting anywhere.
 
  • #167
We have

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^n\zeta(k-(n-1))+(-1)^nS(k-n)$$

Let $n=(k-1)$

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^{k-1}\zeta(2)+(-1)^{k-1}S(1)$$
 
  • #168
ZaidAlyafey said:
We have

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^n\zeta(k-(n-1))+(-1)^nS(k-n)$$

Let $n=(k-1)$

$$S(k) = \zeta(k) - \zeta(k-1) + \zeta(k-2) -\cdots -(-1)^{k-1}\zeta(2)+(-1)^{k-1}S(1)$$
$$S(k) = \sum_{k=1}^{n} (-1)^{k+1} \zeta(n-k)$$
 
  • #169
Olok said:
$$S(k) = \sum_{k=1}^{n} (-1)^{k+1} \zeta(n-k)$$

No , that is not correct. Try writing the partial sums of your series. Is it the same ?
 
  • #170
ZaidAlyafey said:
No , that is not correct. Try writing the partial sums of your series. Is it the same ?

$$S(k) = \sum_{z=0}^{k-1} \zeta(k - z)$$
 
  • #171
Olok said:
$$S(k) = \sum_{z=0}^{k-1} \zeta(k - z)$$

1- The sums should alternate , right ?

2- The last term is $\zeta(k-(k-1))=\zeta(1)$ which is divergent.

3- Where is the last term $(-1)^{k-1}S(1)$ ?
 
  • #172
ZaidAlyafey said:
1- The sums should alternate , right ?

2- The last term is $\zeta(k-(k-1))=\zeta(1)$ which is divergent.

3- Where is the last term $(-1)^{k-1}S(1)$ ?

Lets see.We had:

$$ S_k = \zeta(k) - S_{k-1} $$

$$S_{k-1} = \sum_{n=1}^{\infty} \frac{z^{n}}{n^{k-1}} = Li_{k-1}(x)$$

$$S_k = \zeta(k) - Li_{k-1}(x)$$

But I can't seem to get how to have a series representation...
 
  • #173
That should be the final answer

\begin{align}
\int_0^1\mathrm{Li}_p(x)\,\mathrm{d}x
&=\sum_{k=0}^{p-2}(-1)^k\zeta(p-k)+(-1)^{p-1}\sum_{k=1}^\infty\frac1{k(k+1)}\\
&=\sum_{k=0}^{p-2}(-1)^k\zeta(p-k)+(-1)^{p-1}
\end{align}

You can use induction if you wish.
 
  • #174
ZaidAlyafey said:
That should be the final answer

\begin{align}
\int_0^1\mathrm{Li}_p(x)\,\mathrm{d}x
&=\sum_{k=0}^{p-2}(-1)^k\zeta(p-k)+(-1)^{p-1}\sum_{k=1}^\infty\frac1{k(k+1)}\\
&=\sum_{k=0}^{p-2}(-1)^k\zeta(p-k)+(-1)^{p-1}
\end{align}

You can use induction if you wish.

How did you possibly derive that?

By the way, I looked at this page:

http://mathhelpboards.com/calculus-10/integration-lessons-continued-12240.html#post63930

The one you posted on 30 November. Did you think of those proofs such as the one involving $H_k^(p)$ yourself? Firstly, you are extremely smart, secondly, how do you think of these ideas?

Thanks!
 
  • #175
Olok said:
How did you possibly derive that?

You start by noticing a pattern, then you finish by induction.
For example try to evaluate

$$\int^1_0 Li_3(x)\,dx$$

Do you see the pattern ? Try other values.

By the way, I looked at this page:

http://mathhelpboards.com/calculus-10/integration-lessons-continued-12240.html#post63930

The one you posted on 30 November. Did you think of those proofs such as the one involving $H_k^{(p)}$ yourself? Firstly, you are extremely smart, secondly, how do you think of these ideas?

Thanks!

Basically , once you work with a problem for a long time , it becomes easier to establish some proofs. Usually when you read about these topics you get more ideas and techniques to solve similar problems.
 

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