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How can we prove that:

$$\int_0^1 \frac{\log(x)\log(1-x)\log^2(1+x)}{x}dx=\frac{7\pi^2}{48}\zeta(3)-\frac{25}{16}\zeta(5)$$ where $\zeta(z)$ is the Riemann Zeta Function.

The best I could do was to express it in terms of Euler Sums. Let $I$ denote the integral.

$$I=-\frac{\pi^2}{24}\zeta(3)+2\sum_{r=2}^\infty \frac{(-1)^r (H_r)^2}{r^3}-2\sum_{r=2}^\infty \frac{(-1)^r H_r}{r^4}+2 \sum_{r=2}^\infty \frac{(-1)^r H_r^{(2)}H_r}{r^2}-2\sum_{r=2}^\infty \frac{(-1)^r H_r^{(2)}}{r^3}$$

where $\displaystyle H_r^{(n)}=\sum_{n=1}^r \frac{1}{k^n}$. I am unable to simplify these sums further. Does anyone have any idea on how to solve this integral?

Please see here for more details.


Some time ago I was able to solve the simpler integral:

\begin{align*} \int_0^1 \frac{\log(1-x)\log(x)\log(1+x)}{x}dx &=-\frac{3 \pi^4}{160}+\frac{7\log(2)}{4}\zeta(3)-\frac{\pi^2 \log^2(2)}{12} +\frac{\log^4(2)}{12} \\ &\quad+ 2 \text{Li}_4 \left(\frac{1}{2} \right) \end{align*} where $\text{Li}_n(z)$ is the Polylogarithm.

Shobhit
  • 1,100

3 Answers3

58

Let the considered integral be denoted by $I$. Our starting point is to reduce the number of logarithms of different arguments in the integrand. Thus, using the fact that $6ab^2=(a+b)^3-2a^3+(a-b)^3$ we obtain \begin{align*} 6I&=\underbrace{\int_0^1\frac{\log x}{x}\log^3(1-x^2)dx}_{x\leftarrow \sqrt{u}} -2\int_0^1\frac{\log x}{x}\log^3(1-x)dx+ \underbrace{\int_0^1\frac{\log x}{x}\log^3\left(\frac{1-x}{1+x}\right)dx}_{x\leftarrow\frac{1-u}{1+u}} \\ &= \frac{1}{4}\int_0^1\frac{\log u}{u}\log^3(1-u)du -2\int_0^1\frac{\log x}{x}\log^3(1-x)dx+ 2\int_0^1\frac{\log^3 u}{1-u^2}\log\left(\frac{1-u}{1+u}\right)du \\ &=\frac{-7}{4}\int_0^1\frac{\log x}{x}\log^3(1-x)dx+ 2\int_0^1\frac{\log^3 x}{1-x^2}\log\left(\frac{1-x}{1+x}\right)dx \\ \end{align*} Thus, $$ I=-\frac{7}{24}J+\frac{1}{3}K \tag{1} $$ with $$ J=\int_0^1\frac{\log(1- x)}{1-x}\log^3x\,dx,\quad K=\int_0^1\frac{1}{1-x^2}\log\left(\frac{1-x}{1+x}\right)\log^3 x\,dx \tag{2} $$ Now, for $x\in(-1,1)$, we have $$ \frac{\log(1-x)}{1-x}=-\left(\sum_{k=0}^\infty x^k\right)\left(\sum_{k=1}^\infty \frac{x^k}{k}\right) =-\sum_{n=1}^\infty H_nx^n $$ where $H_n=\sum_{k=1}^n1/k$ is the $n$-th Harmonic number. Similarly, $$ \frac{1}{1-x^2}\log\left(\frac{1-x}{1+x}\right) =-\left(\sum_{k=0}^\infty x^{2k}\right)\left(\sum_{k=1}^\infty \frac{-2x^{2k-1}}{2k-1}\right) =-2\sum_{n=1}^\infty \widetilde{H}_nx^{2n-1} $$ where $$\widetilde{H}_n=\sum_{k=1}^n\frac{1}{2k-1} =H_{2n}-\frac{1}{2}H_n$$ Thus, using the fact that $\int_0^1x^n(-\log x)^3\,dx=-6/(n+1)^4$ we conclude that \begin{align*} J&=\sum_{n=1}^\infty H_n\int_0^1x^n(-\log x)^3\,dx=6\sum_{n=1}^\infty \frac{H_n}{(n+1)^4}\\ &=6\sum_{n=0}^\infty \frac{1}{(n+1)^4}\left(H_{n+1}-\frac{1}{n+1}\right)=6A-6\zeta(5)\tag{3} \end{align*} with \begin{equation*} A=\sum_{n=1}^\infty\frac{H_n}{n^4}\tag{4} \end{equation*} Similarly, \begin{align*} K&=\sum_{n=1}^\infty (2H_{2n}-H_n)\int_0^1x^{2n-1}(-\log x)^3\,dx=6\sum_{n=1}^\infty\frac{2H_{2n}-H_n}{(2n)^4}\\ &=6\sum_{n=1}^\infty\frac{(1+(-1)^{2n})H_{2n}}{(2n)^4} -\frac{3}{8}\sum_{n=1}^\infty\frac{H_n}{n^4}\\ &=6\sum_{n=1}^\infty\frac{(1+(-1)^{n})H_{n}}{n^4} -\frac{3}{8}\sum_{n=1}^\infty\frac{H_n}{n^4}\\ &=\frac{45}{8}\sum_{n=1}^\infty\frac{H_{n}}{n^4} +6\sum_{n=1}^\infty\frac{(-1)^{n}H_{n}}{n^4}=\frac{45}{8}A+6B\tag{5} \end{align*} with \begin{equation*} B=\sum_{n=1}^\infty\frac{(-1)^nH_n}{n^4}\tag{6} \end{equation*} Combining (1) with (3) and (5) we find that \begin{equation*} I=\frac{1}{8}A+2B+\frac{7}{4}\zeta(5)\tag{7} \end{equation*} Now, sums $A$ and $B$ are known (see here ) (in a more general setting), and we have $$ A=3\zeta(5)-\zeta(2)\zeta(3),\qquad B=-\frac{59}{32}\zeta(5)+\frac{1}{2}\zeta(2)\zeta(3) $$ Thus $$ I=\frac{7}{8}\zeta(2)\zeta(3)-\frac{25}{16}\zeta(5). $$ which is the announced result.$\qquad\square$

Omran Kouba
  • 28,772
5

On the path of Omran Kouba,

\begin{align} K_1&=\int_0^1 \frac{\ln^3(x)\ln(1-x)}{1-x}dx\\ K_2&=\int_0^1 \frac{\ln^3(x)\ln(1+x)}{1+x}dx\\ U&=\int_0^1 \frac{\ln^3(x)\ln(1+x)}{1-x}dx\\ V&=\int_0^1 \frac{\ln^3(x)\ln(1-x)}{1+x}dx\\ Z&=\int_0^1 \frac{\ln\left(\frac{1-x}{1+x}\right)\ln^3 x}{1-x^2}dx\\ &=\frac{1}{2}\int_0^1 \frac{\ln\left(\frac{1-x}{1+x}\right)\ln^3 x}{1-x}dx+\frac{1}{2}\int_0^1 \frac{\ln\left(\frac{1-x}{1+x}\right)\ln^3 x}{1+x}dx\\ &=\frac{1}{2}K_1-\frac{1}{2}U+\frac{1}{2}V-\frac{1}{2}K_2\\ J&=\int_0^1 \frac{\ln(x)\ln(1-x)\ln^2(1+x)}{x}dx&=\\ J&=-\frac{7}{24}K_1+\frac{1}{3}Z\\ &=-\frac{7}{24}K_1+\frac{1}{3}\left(\frac{1}{2}K_1-\frac{1}{2}U+\frac{1}{2}V-\frac{1}{2}K_2\right)\\ &=\frac{1}{6}V-\frac{1}{6}U-\frac{1}{8}K_1-\frac{1}{6}K_2 \end{align} From Integrating $\int_0^1 \frac{\ln(1+x)\ln^3 x}{1+x}\,dx$ with restricted techniques

One obtains, \begin{align*}K_1&=12\zeta(5)-6\zeta(2)\zeta(3)\\ K_2&=\frac{1}{2}K_1-\frac{9}{16}\zeta(5)\\ U&=-\frac{45}{4}\zeta(4)\ln 2-\frac{9}{4}\zeta(2)\zeta(3)+12\zeta(5)\\ V&=\frac{273}{16}\zeta(5)-\frac{45}{4}\zeta(4)\ln 2-\frac{9}{2}\zeta(2)\zeta(3)\\ \end{align*}

Therefore,

\begin{align*}J&=\frac{1}{6}\left(\frac{273}{16}\zeta(5)-\frac{45}{4}\zeta(4)\ln 2-\frac{9}{2}\zeta(2)\zeta(3)\right)-\frac{1}{6}\left(-\frac{45}{4}\zeta(4)\ln 2-\frac{9}{4}\zeta(2)\zeta(3)+12\zeta(5)\right)-\\ &\frac{1}{8}\Big(12\zeta(5)-6\zeta(2)\zeta(3)\Big)-\frac{1}{6}\left(\frac{87}{16}\zeta(5)-3\zeta(2)\zeta(3)\right)\\ &=\frac{7}{8}\zeta(2)\zeta(3)-\frac{25}{16}\zeta(5)\\ &=\boxed{\frac{7}{48}\pi^2\zeta(3)-\frac{25}{16}\zeta(5)} \end{align*}

FDP
  • 13,647
2

Okay, I simplified my solution. My original solution was about 3 times longer than this, so it is so lucky for me to find a shortcut like this :)

Step 1. Let $I$ be the integral in question: \begin{align*} I &= \int_{0}^{1} \frac{\log x \log (1 - x) \log^{2} (1 + x)}{x} \, dx. \end{align*} By the simple algebraic formula $(a + b)^{3} + (a - b)^{3} - 2 a^{3} = 6 a b^{2}$, it follows that \begin{align*} I &= \frac{1}{6} \int_{0}^{1} \frac{\log x}{x} \left\{ \log^{3} (1-x^{2}) + \log^{3} \left( \frac{1-x}{1+x} \right) - 2\log^{3}(1-x) \right\} \, dx \\ &= \frac{1}{6} \int_{0}^{1} \frac{\log x \log^{3} (1-x^{2})}{x} \, dx + \frac{1}{6} \int_{0}^{1} \frac{\log x \log^{3} \left( \frac{1-x}{1+x} \right)}{x} \, dx - \frac{1}{3} \int_{0}^{1} \frac{\log x \log^{3} (1-x)}{x} \, dx \tag{1} \end{align*} Applying the substitution $x^{2} \mapsto x$, the first integral reduces to \begin{align*} \frac{1}{6} \int_{0}^{1} \frac{\log x \log^{3} (1-x^{2})}{x} \, dx &= \frac{1}{24} \int_{0}^{1} \frac{\log x \log^{3} (1-x)}{x} \, dx = \frac{1}{24} \frac{\partial^{4}\beta}{\partial z \partial w^{3}}(0^{+}, 1) \\ &= \frac{1}{2}\zeta(5) - \frac{1}{4}\zeta(2)\zeta(3). \end{align*} So $\text{(1)}$ can be written as \begin{align*} I &= \frac{7}{4} \zeta(2)\zeta(3) - \frac{7}{2} \zeta(5) + I_{2}, \tag{2} \end{align*} where ( I_{2} ) is given by \begin{align*} I_{2} = \frac{1}{6} \int_{0}^{1} \frac{\log x \log^{3} \left( \frac{1-x}{1+x} \right)}{x} \, dx \end{align*}

Step 2. Now we calculate $I_{2}$. Applying integrating by parts, followed by the substitution $x \mapsto \displaystyle \frac{1-y}{1+y}$, we have \begin{align*} I_{2} &= \left[ \frac{1}{12} \log^{2} x \log^{3} \left( \frac{1-x}{1+x} \right) \right]_{0}^{1} + \frac{1}{2} \int_{0}^{1} \frac{\log^{2} x \log^{2} \left( \frac{1-x}{1+x} \right)}{1 - x^{2}} \, dx \\ &= \frac{1}{4} \int_{0}^{1} \frac{\log^{2} y \log^{2} \left( \frac{1-y}{1+y} \right)}{y} \, dy \\ &= \int_{0}^{1} \frac{\log^{2} y}{y} \left\{ \frac{1}{2} \log^{2} \left( \frac{1+y}{1-y} \right) \right\}^{2} \, dy \\ &= \sum_{m=0}^{\infty} \sum_{n=0}^{\infty} \frac{1}{(2m+1)(2n+1)} \int_{0}^{1} y^{2m+2n+1} \log^{2} y \, dy \\ &= \sum_{m=0}^{\infty} \sum_{n=0}^{\infty} \frac{2}{(2m+1)(2n+1)(2m+2n+2)^{3}}. \end{align*} By the following partial fraction decomposition \begin{align*} \frac{1}{ab(a+b)^{3}} = \frac{a+b}{a b(a+b)^{4}} = \frac{1}{a(a+b)^{4}} + \frac{1}{b(a+b)^{4}}, \end{align*} together with the symmetry in the role of $m$ and $n$, it follows that \begin{align*} I_{2} &= 4 \sum_{m=0}^{\infty} \sum_{n=0}^{\infty} \frac{1}{(2n+1)(2m+2n+2)^{4}} = \frac{1}{4} \sum_{m=0}^{\infty} \sum_{n=0}^{\infty} \frac{1}{(2n+1)(m+n+1)^{4}} \\ &= \frac{1}{4} \sum_{n=0}^{\infty} \sum_{m=n+1}^{\infty} \frac{1}{2n+1} \cdot \frac{1}{m^{4}} = \frac{1}{4} \sum_{n=1}^{\infty} \sum_{m=n}^{\infty} \frac{1}{2n-1} \cdot \frac{1}{m^{4}} \\ &= \frac{1}{4} \sum_{m=1}^{\infty} \left( \sum_{n=1}^{m} \frac{1}{2n-1} \right) \frac{1}{m^{4}}. \end{align*} Now by exploiting the following identity \begin{align*} &\int_{0}^{1} \frac{1 - x^{k}}{1 - x} \, dx = 1 + \frac{1}{2} + \cdots + \frac{1}{k} \\ \Longrightarrow & \quad \int_{0}^{1} \frac{1 + x^{k} - 2x^{2k}}{2(1 - x)} \, dx = 1 + \frac{1}{3} + \cdots + \frac{1}{2k-1}, \end{align*} we can rephrase $I_{2}$ as follows: \begin{align*} I_{2} &= \frac{1}{8} \sum_{m=1}^{\infty} \frac{1}{m^{4}} \int_{0}^{1} \frac{1 + x^{m} - 2x^{2m}}{1 - x} \, dx \\ &= \frac{1}{8} \int_{0}^{1} \frac{1}{1-x} \left( \zeta(4) + \mathrm{Li}_{4}(x) - 2 \mathrm{Li}_{4}(x^{2}) \right) \, dx. \end{align*} Writing ( \displaystyle \frac{1}{1-x} = \frac{\mathrm{Li}{0}(x)}{x} ) and applying the simple differentiation rule $$\displaystyle \frac{d}{dx} \mathrm{Li}_{s} (x^{p}) = \frac{p \mathrm{Li}_{s-1}(x^{p})}{x}$$, by applying integrating parts 3 times, \begin{align*} I_{2} &= \frac{1}{8} \left[ \mathrm{Li}_{1}(x) \left( \zeta(4) + \mathrm{Li}_{4}(x) - 2 \mathrm{Li}_{4}(x^{2}) \right) \right]_{0}^{1} - \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{1}(x)}{x} \left( \mathrm{Li}_{3}(x) - 4 \mathrm{Li}_{3}(x^{2}) \right) \, dx \\ &= -\frac{1}{8} \left[ \mathrm{Li}_{2}(x) \left( \mathrm{Li}_{3}(x) - 4 \mathrm{Li}_{3}(x^{2}) \right) \right]_{0}^{1} + \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{2}(x)}{x} \left( \mathrm{Li}_{2}(x) - 8 \mathrm{Li}_{2}(x^{2}) \right) \, dx \\ &= \frac{3}{8} \zeta(2)\zeta(3) + \frac{1}{8} \left[ \mathrm{Li}_{3}(x) \left( \mathrm{Li}_{2}(x) - 8 \mathrm{Li}_{2}(x^{2}) \right) \right]_{0}^{1} - \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{3}(x)}{x} \left( \mathrm{Li}_{1}(x) - 16 \mathrm{Li}_{1}(x^{2}) \right) \, dx \\ &= -\frac{1}{2}\zeta(2)\zeta(3) + \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{3}(x)}{x} \left( \log(1 - x) - 16 \log(1 - x^{2}) \right) \, dx \\ &= -\frac{1}{2}\zeta(2)\zeta(3) + \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{3}(x) \log(1 - x)}{x} \, dx - 2 \int_{0}^{1} \frac{\mathrm{Li}_{3}(x) \log(1 - x^{2}) }{x}\, dx. \end{align*} Now applying the substitution $x \mapsto x^{2}$ to the first integral, from the identity $\mathrm{Li}_{3}(x^{2}) = 4 \mathrm{Li}_{3}(x) + 4 \mathrm{Li}_{3}(-x)$ it follows that \begin{align*} \frac{1}{8} \int_{0}^{1} \frac{\mathrm{Li}_{3}(x) \log(1 - x)}{x} \, dx &= \frac{1}{4} \int_{0}^{1} \frac{\mathrm{Li}_{3}(x^{2}) \log(1 - x^{2})}{x} \, dx \\ &= \int_{0}^{1} \frac{ \{ \mathrm{Li}_{3}(x) + \mathrm{Li}_{3}(-x) \} \log(1 - x^{2})}{x} \, dx. \end{align*} This finally gives \begin{align*} I_{2} = -\frac{1}{2}\zeta(2)\zeta(3) - \int_{-1}^{1} \frac{\mathrm{Li}_{3}(x) \log(1 - x^{2}) }{x}\, dx. \end{align*} Plugging this back to ( \text{(2)} ), we obtain \begin{align*} I_{1} = \frac{5}{4}\zeta(2)\zeta(3) - \frac{7}{2}\zeta(5) + I_{3}, \tag{3} \end{align*} where ( I{3} ) is given by \begin{align*} I_{3} = - \int_{-1}^{1} \frac{\mathrm{Li}_{3}(x) \log(1 - x^{2})}{x} \, dx. \end{align*}

Step 3. Finally, we evaluate $I_{3}$ into a closed form and thus complete the calculation. Since the integrand is holomorphic on the unit disc, we can shift up the contour of integration to the clockwise semicircular arc: \begin{align*} I_{3} &= -i \int_{\pi}^{0} \mathrm{Li}_{3}(e^{i\theta}) \log(1 - e^{2i\theta}) \, d\theta = - \frac{1}{i} \int_{0}^{\pi} \mathrm{Li}_{3}(e^{i\theta}) \log(1 - e^{2i\theta}) \, d\theta \end{align*} Now expanding with Taylor series and taking advantage of the fact that $I_{3}$ is real, we have \begin{align*} I_{3} &= \sum_{n=1}^{\infty} \sum_{m=1}^{\infty} \frac{1}{n^{3}} \frac{1}{m} \int_{0}^{\pi} \{ \cos (n\theta) \sin (2m\theta) + \sin(n\theta) \cos(2m\theta) \} \, d\theta \\ &= \sum_{n=1}^{\infty} \sum_{m=1}^{\infty} \frac{1}{n^{3}} \frac{1}{m} \int_{0}^{\pi} \cos (n\theta) \sin (2m\theta) \, d\theta \\ &\qquad + \sum_{n=1}^{\infty} \sum_{m=1}^{\infty} \frac{1}{n^{3}} \frac{1}{m} \int_{0}^{\pi} \sin(n\theta) \cos(2m\theta) \, d\theta \\ &=: S_{1} + S_{2}. \end{align*} To evaluate $S_{1}$, we note the following simple identity \begin{align*} \int_{0}^{\pi} \cos (n\theta) \sin (2m\theta) \, d\theta = \frac{1 + (-1)^{n-1}}{2} \int_{0}^{\pi} \cos (\tfrac{1}{2} n\theta) \sin (m\theta) \, d\theta. \end{align*} Then we can write \begin{align*} S_{1} &= \sum_{n=0}^{\infty} \frac{1}{(2n+1)^{3}} \int_{0}^{\pi} \left\{ \sum_{m=1}^{\infty} \frac{\sin (m\theta)}{m} \right\} \cos((n+\tfrac{1}{2})\theta) \, d\theta, \\ S_{2} &= \sum_{m=1}^{\infty} \frac{1}{m} \int_{0}^{\pi} \left\{ \sum_{n=1}^{\infty} \frac{\sin(n\theta)}{n^{3}} \right\} \cos(2m\theta) \, d\theta. \end{align*} But it is not hard to check that the following Fourier expansion holds: \begin{align*} \sum_{n=1}^{\infty} \frac{\sin n\theta}{n} = \Im \sum_{n=1}^{\infty} \frac{e^{i\theta}}{n} = - \Im \log(1 - e^{i\theta}) = \frac{\pi-\theta}{2}, \quad 0 < \theta < \pi, \end{align*} \begin{align*} \sum_{n=1}^{\infty} \frac{\sin n\theta}{n^{3}} = \frac{\theta ^3}{12}-\frac{\pi \theta ^2}{4}+\frac{\pi ^2 \theta }{6}, \quad 0 < \theta < \pi. \end{align*} Plugging these to $S_{1}$, $S_{2}$ and performing some tedious calculation, we obtain \begin{align*} S_{1} = \sum_{n=0}^{\infty} \frac{2}{(2n+1)^{5}} = \frac{31}{16} \zeta(5) \quad \text{and} \quad S_{2} = -\frac{\pi^{2}}{16} \sum_{m=1}^{\infty} \frac{1}{m^{3}} = -\frac{3}{8}\zeta(2)\zeta(3). \end{align*} Therefore we have \begin{align*} I = \frac{7}{8}\zeta(2)\zeta(3) - \frac{25}{16} \zeta(5). \end{align*}

Martin.s
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