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How to evaluate $$I=\int_0^1\ln(1+x^2)\ln(x^2+x^3)\frac{dx}{1+x^2}?$$

It equals $\frac5{64}\pi^3-\frac92G\ln2+\frac14\pi\ln^22$ according to Mathematica, where $G$ denotes Catalan's constant.
Attempt
$$I=\frac d{ds}\int_0^1\ln(x^2+x^3)\frac{dx}{(1+x^2)^{1-s}}$$ or, $$I=\int_0^{\pi/4}2\ln\sec t\ln(\tan^2t(1+\tan t))dt$$ $$=2\int_0^{\pi/4}\left(\ln2+\sum_{n=1}^\infty\frac{(-1)^n\cos(2nx)}n\right)\left(-2\sum_{n=1}^\infty\frac{\cos(4n-2)x}{2n-1}+\ln(1+\tan x)\right)dx$$ $$=-4G\ln2+\frac14\pi\ln^22+2\sum_{n=1}^\infty\frac{(-1)^n}n\int_0^{\pi/4}\cos(2nx)\ln(\tan^2 x+\tan^3x)dx$$

Kemono Chen
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  • The structure of your given answer, beside the part with Catalan's constant, reminds me of the values of the derivatives of the Betafunction. Maybe it is somehow possible to deduce $I$ back to the Betafunction with a suitable subsititution or by using IBP since we are dealing with a logarithmic integral. – mrtaurho Oct 13 '18 at 14:02
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    Please add an actual attempt. You may exploit the Fourier series of $\log\sin$ and $\log\cos$ to convert your integral into a combination of Euler sums with low weight. – Jack D'Aurizio Oct 13 '18 at 21:16
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    $$\ln(x^2+x^3)=2 \ln x+\ln(1+x)$$ – Yuriy S Oct 13 '18 at 23:52
  • Added some detail. Hope that it's useful. – Kemono Chen Oct 14 '18 at 04:23
  • Consider \begin{align}\int_0^\infty \frac{\ln^2\left(\frac{x}{1+x}\right)}{1+x^2},dx\end{align} – FDP Oct 15 '18 at 15:11
  • Less tricky, consider \begin{align}\int_0^\infty \frac{\ln^2\left(\frac{x^2}{1+x^2}\right)}{1+x^2},dx\end{align} – FDP Oct 15 '18 at 17:34
  • @FDP I'm sorry I can't get the point. Could you please explain a little bit more? :) – Kemono Chen Oct 18 '18 at 02:13
  • The problem is deeper than i was thinking. The problem is to express $\int_0^1 \frac{\ln^2(1+x)}{1+x^2}dx$ as a sum of $\int_0^{\frac{\pi}{4}}\ln^2(\cos x),dx$ (a nasty integral) and other "friendly" integrals. The integral in the question can be written as a sum of two integrals (read the comment of Yuri S.) and the game is to eliminate the nasty integral $\int_0^{\frac{\pi}{4}}\ln^2(\cos x),dx$ between them. (one of them is easily expressible as sum of this nasty integral and other integrals). Try the subtititution $x=\tan t$. – FDP Oct 18 '18 at 10:49
  • Elementary solutions (without too much use of poly logarithm) will be appreciated. :) – Kemono Chen Oct 19 '18 at 01:03
  • Factorising $x^2 + x^3$ gives two separate integrals having terms like$\frac {\ln t}{t}$. – Awe Kumar Jha Oct 23 '18 at 04:33
  • @FDP please don't use the word "deep" in the context of this problem. The fact that you have a nasty integral and some friendly ones doesn't make a mathematical problem "deep" at all – mathworker21 Oct 24 '18 at 10:42
  • Mathworker21: i will be glad to see your solution for that problem ;) There is no definition for deep in mathematics. – FDP Oct 24 '18 at 10:58
  • Do you plan to postponed the offer. In the next 12 hours I will not come to your problem – stocha Oct 25 '18 at 11:36
  • @FDP there's no exact definition but it is clear he is using it incorrectly. Even if the problem turns out to be what most mathematicians would call "deep", the reason he gave is ridiculous – mathworker21 Oct 28 '18 at 09:56
  • See here for a systematic approach. – Infiniticism Jan 01 '20 at 10:23

2 Answers2

18

Let $a=\ln x, b=\ln(1-x), c=\ln(1+x), d=\ln(1+x^2)$. I use the following notations: $$I_{aa} = \int_0^1 \frac{\ln^2 x}{1+x^2}dx \qquad I_{ab} = \int_0^1 \frac{\ln x \ln(1-x)}{1+x^2}dx \qquad \cdots \qquad I_{cd} = \int_0^1 \frac{\ln (1+x) \ln(1+x^2)}{1+x^2}dx$$ Hence we get $10$ integrals. My goal is to find $9$ linearly independent relations between them, so your desired value $2I_{ad}+I_{cd}$ falls out easily.


Let $x=(1-u)/(1+u)$, then $dx/(1+x^2) = du/(1+u^2)$, and we have the following transformation rules: $$\begin{aligned}a &\mapsto b-c \\ b &\mapsto \ln 2 + a - c \\ c &\mapsto \ln 2 - c \\ d &\mapsto \ln 2 + d - 2c \end{aligned}$$

For example, we apply this on $I_{aa}$,we have $$\tag{1}I_{aa} = I_{bb} - 2I_{bc} + I_{cc}$$ We can apply this transformation on each of the ten integrals, but we only yield four linearly independent relations: $$\tag{2} I_{bb}=I_{aa}-2 I_{ac}-2 G \ln 2+I_{cc}$$ $$\tag{3} I_{dd}=2 \ln (2) \left(\frac{1}{2} \pi \ln (2)-G\right)+4 I_{cc}-4 I_{cd}+I_{dd}-\frac{1}{4} \pi \ln ^2(2)$$ $$\tag{4} I_{bd}=-2 I_{ac}+I_{ad}+\ln (2) \left(\frac{1}{2} \pi \ln (2)-G\right)-G \ln (2)+2 I_{cc}-I_{cd}-\frac{1}{8} \pi \ln ^2(2)$$

Of course, we have explicit evaluation of $I_{aa}$, which can be our fifth linearly independent relation: $$\tag{5} I_{aa} = \frac{\pi^3}{16}$$


To find more relations, we must rely on other methods. Here I use contour integration. Let $\log_1$ denote logarithm with branch cut at negative $x$-axis, while $\log_2$ denote logarithm with cut at positive $x$-axis. Integrate the function $$\frac{(\log_1 z)^a(\log_2 (z-1))^b}{1+z^2}$$ around a contour with two keyhole, wrapping around the two cuts: $(1,\infty)$ and $(-\infty,0)$. Then we obtain $$\int_1^\infty \cdots + \int_{-\infty}^0 \cdots = 2\pi i \text{(Sum of residues)}$$ The first integral's range can be brought back to $(0,1)$ via $x\mapsto 1/x$. The second integral, we first bring it back to $(0,\infty)$, then split intervals, finally apply $x\mapsto 1/x$ for the one with range $(1,\infty)$. After all these, We have $$\int_0^1 \frac{f_{a,b}(x)}{1+x^2} dx = 2\pi i \text{(Sum of residues)}$$ where $$f_{a,b}(x) = (-\ln (x))^a \left[(\ln (1-x)-\ln (x))^b-(\ln (1-x)-\ln (x)+2 \pi i)^b\right]-\left[(-\ln (x)-\pi i)^a-(-\ln (x)+\pi i)^a\right] (\ln (x+1)-\ln (x)+\pi i)^b-\left[(\ln (x)-\pi i)^a-(\ln (x)+\pi i)^a\right] (\ln (x+1)+\pi i)^b$$

Now apply this to $a=1,b=2$: $$\int_0^1 \frac{f_{1,2}(x)}{1+x^2}dx = -\frac{17 i \pi ^4}{16}+\frac{1}{4} i \pi ^2 \ln^2(2)-\pi ^3 \ln(2)$$ Hence comparing imaginary part:$$\tag{6}-2 \pi I_{aa}+4 \pi I_{ab}-4 \pi I_{ac}+4 \pi I_{cc}-\pi ^4=\frac{1}{4} \pi ^2 \ln ^2(2)-\frac{17 \pi ^4}{16}$$ This this our sixth linearly independent relation. Apply above method again to $a=0,b=3$: $$\tag{7}-6 \pi I_{bb}-6 \pi I_{aa}+12 \pi I_{ab}+2\pi^4 =-\frac{3}{4} \pi ^2 \ln (2)$$


The final two relations come from gamma/zeta function. Note that $$\int_1^\infty \frac{\ln^2(1+x^2)}{1+x^2}dx = I_{dd}-4I_{ad}+4I_{aa}$$ Hence $$\tag{8}2I_{dd}-4I_{ad}+4I_{aa} = \int_0^\infty \frac{\ln^2(1+x^2)}{1+x^2}dx = 4\int_0^{\pi/2} \ln^2(\cos x)dx = \frac{1}{6} \left(\pi ^3+12 \pi \ln ^2 2\right)$$

The last relation is more nontrivial: $$I_{ad}+I_{ab}+I_{ac} = \int_0^1 \frac{\ln x \ln \left(1-x^4 \right)}{1+x^2}dx = \frac{\pi^3}{16}-3G\ln 2 \tag{9}$$

which uses, in a critical way, values of digamma function.


Now solve those $9$ equations, we have one free variable (this involves a new constant, see below), and that free variable cancels for $2I_{ad}+I_{cd}$, proving your claim.

The new constant comes from $$\tag{10} I_{bb} = \int_0^1 \frac{\ln^2 x}{x^2-2x+2}dx = 2 \Im\left[\text{Li}_3\left(\frac{1+i}{2}\right)\right]$$

This follows directly from the indefinite integration: $$\int \frac{\ln^2 x}{x-a} = -2 \text{Li}_3\left(\frac{x}{a}\right)+2 \ln (x) \text{Li}_2\left(\frac{x}{a}\right)+\ln^2(x) \ln\left(1-\frac{x}{a}\right)$$

To consummate this approach, we obtain simultaneous evaluation of all $10$ integrals, all are nontrivial (except $I_{aa}, I_{bb}$) when considered individually. $$\begin{aligned} \int_0^1 \frac{\ln^2(1+x)}{1+x^2} dx &= -2 G \ln (2)-4 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)+\frac{7 \pi ^3}{64}+\frac{3}{16} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln^2(1+x^2)}{1+x^2} dx &= -2 G \ln (2)+4 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)-\frac{7 \pi ^3}{96}+\frac{7}{8} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln x \ln(1-x)}{1+x^2} dx &= \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)-\frac{\pi ^3}{128}-\frac{1}{32} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln x \ln(1+x)}{1+x^2} dx &= -2 G \ln (2)-3 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)+\frac{11 \pi ^3}{128}+\frac{3}{32} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln x \ln(1+x^2)}{1+x^2} dx &= -G \ln (2)+2 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)-\frac{\pi ^3}{64}-\frac{1}{16} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln (1-x) \ln(1+x)}{1+x^2} dx &= -G \ln (2)-\Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)+\frac{3 \pi ^3}{128}+\frac{3}{32} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln (1-x) \ln(1+x^2)}{1+x^2} dx &= -\frac{1}{2} G \ln (2)+4 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)-\frac{5 \pi ^3}{64}+\frac{1}{8} \pi \ln ^2(2) \\ \int_0^1 \frac{\ln (1+x) \ln(1+x^2)}{1+x^2} dx &= -\frac{5}{2} G \ln (2)-4 \Im\left(\text{Li}_3\left(\frac{1+i}{2}\right)\right)+\frac{7 \pi ^3}{64}+\frac{3}{8} \pi \ln ^2(2) \end{aligned}$$

The Mathematica input is:

{aa -> \[Pi]^3/16, bb -> 2 Im[PolyLog[3, 1/2 + I/2]], cc -> (7 \[Pi]^3)/64 - 4 Im[PolyLog[3, 1/2 + I/2]] - 2 Catalan Log[2] + 3/16 \[Pi] Log[2]^2, dd -> -((7 \[Pi]^3)/96) + 4 Im[PolyLog[3, 1/2 + I/2]] - 2 Catalan Log[2] - 1/8 \[Pi] Log[2]^2 + 1/4 \[Pi] Log[4]^2, ab -> -(\[Pi]^3/128) + Im[PolyLog[3, 1/2 + I/2]] - 1/32 \[Pi] Log[2]^2, ac -> (11 \[Pi]^3)/128 - 3 Im[PolyLog[3, 1/2 + I/2]] - 2 Catalan Log[2] + 3/32 \[Pi] Log[2]^2, ad -> -(\[Pi]^3/64) + 2 Im[PolyLog[3, 1/2 + I/2]] - Catalan Log[2] - 1/16 \[Pi] Log[2]^2, bc -> (3 \[Pi]^3)/128 - Im[PolyLog[3, 1/2 + I/2]] - Catalan Log[2] + 3/32 \[Pi] Log[2]^2, bd -> -((5 \[Pi]^3)/64) + 4 Im[PolyLog[3, 1/2 + I/2]] - 1/2 Catalan Log[2] + 1/8 \[Pi] Log[2]^2, cd -> (7 \[Pi]^3)/64 - 4 Im[PolyLog[3, 1/2 + I/2]] - 5/2 Catalan Log[2] + 3/8 \[Pi] Log[2]^2}
pisco
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  • If you assume $\int \frac{\ln^2 x}{x-a} = -2 \text{Li}_3\left(\frac{x}{a}\right)+2 \ln (x) \text{Li}_2\left(\frac{x}{a}\right)+\ln^2(x) \ln\left(1-\frac{x}{a}\right)$ for $a$ complex you need to prove only the 5th and last equality. It's not a big deal IMHO. – FDP Oct 28 '18 at 14:05
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    @FDP You can obtain $I_{aa}, I_{bb}, I_{cc}$ from this indefinite integral. But I have diffculty in seeing how to obtain the remaining $7$ integrals and the one given by OP. Could you elaborate more? – pisco Oct 28 '18 at 16:44
  • I think the first two integrals permit us to deduce the others. Let me think more carefully and if i find something i will post an answer. Anyway i work also on an "elementary" solution. – FDP Oct 28 '18 at 17:18
0

$$I=\int_0^1\frac{\ln(1+x^2)(2\ln(x)+\ln(1+x))}{1+x^2}dx$$

$$=2\int_0^1\frac{\ln(x)\ln(1+x^2)}{1+x^2}dx+\int_0^1\frac{\ln(1+x)\ln(1+x^2)}{1+x^2}dx$$ $$=2I_1+I_2$$

$I_1$ is calculated here:

$$\boxed{I_1=-2\,\Im\operatorname{Li_3}(1+i)+\frac{3\pi^3}{32}+\frac{\pi}8\ln^2(2)-\ln(2)G}$$

For $I_2$, let $x\to (1-x)/(1+x)$

$$I_2=\int_0^1\frac{\ln\left(\frac{2}{1+x}\right)\ln\left(\frac{2(1+x^2)}{(1+x)^2}\right)}{1+x^2}dx$$

$$=\ln(2)\underbrace{\int_0^1\frac{\ln\left(\frac{2(1+x^2)}{(1+x)^2}\right)}{1+x^2}dx}_{x\to (1-x)/(1+x)}-\ln(2)\int_0^1\frac{\ln(1+x)}{1+x^2}dx+2\int_0^1\frac{\ln^2(1+x)}{1+x^2}dx-I_2$$

$$=\ln(2)\int_0^1\frac{\ln(1+x^2)}{1+x^2}dx-\ln(2)\int_0^1\frac{\ln(1+x)}{1+x^2}dx+2\int_0^1\frac{\ln^2(1+x)}{1+x^2}dx-I_2$$

$$=\ln(2)\left(\frac{\pi}{2}\ln(2)-G\right)-\ln(2)\left(\frac{\pi}{8}\ln(2)\right)$$

$$+2\left(4\,\mathfrak{J}\operatorname{Li}_3(1+i)-\frac{7\pi^3}{64}-\frac{3\pi}{16}\ln^2(2)-2\ln(2)G\right)-I_2$$

$$\Longrightarrow \boxed{I_2=4\,\mathfrak{J}\operatorname{Li}_3(1+i)-\frac{7\pi^3}{64}-\frac52\ln(2)G}$$

$$\Longrightarrow I=2I_1+I_2=\frac{5\pi^3}{64}+\frac{\pi}{4}\ln^2(2)-\frac92\ln(2)G.$$

Ali Shadhar
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