19

How can I evaluate the integral $$\int_0^1 \frac{\ln(1 - x)}{1 + x}dx$$ I tried manipulating the known integral $$\int_0^1 \frac{\ln(1 - x)}{x}dx = -\frac{\pi^2}{6}$$ but couldn't do anything with it.

Arturo Magidin
  • 398,050
Martin
  • 573

7 Answers7

24

You can use double integration:

$$\int\limits_0^1 {\frac{{\log \left( {1 - x} \right)}}{{1 + x}}dx} = \int\limits_0^1 {\int\limits_0^{ - x} {\frac{{du \cdot dx}}{{\left( {1 + u} \right)\left( {1 + x} \right)}}} } $$

$$\int\limits_0^1 {\int\limits_0^x {\frac{{dm \cdot dx}}{{\left( {m - 1} \right)\left( {1 + x} \right)}}} } $$

Now make

$$m = ux $$

$$\int\limits_0^1 {\int\limits_0^1 {\frac{{x \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {1 + x} \right)}}} } = \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } - \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)\left( {1 + x} \right)}}} } $$

We have that (partial fraction decomposition)

$$\frac{1}{ \left( ux - 1 \right)\left( x + 1 \right) } = \frac{u}{ \left( u + 1 \right)\left( ux - 1 \right) } - \frac{1}{ \left( x + 1 \right)\left( u + 1 \right) }$$

So we get

$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } - \int\limits_0^1 {\int\limits_0^1 {\frac{{u \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {u + 1} \right)}}} } + \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } $$

Now:

$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } = \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{u}} du = - \frac{{{\pi ^2}}}{6}$$

$$\int\limits_0^1 {\int\limits_0^1 {\frac{{du\cdot dx}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } = {\log ^2}2$$

For our last one,note it is the integral we're looking for

$$\int\limits_0^1 {\int\limits_0^1 {\frac{{u\cdot du\cdot dx}}{{\left( {ux - 1} \right)\left( {u + 1} \right)}}} \mathop = \limits^{ux = m} } \int\limits_0^1 {\int\limits_0^u {\frac{{dm\cdot du}}{{\left( {m - 1} \right)\left( {u + 1} \right)}}} } \mathop = \limits^{m = - x} \int\limits_0^1 {\int\limits_0^{ - u} {\frac{{dx\cdot du}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } = \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du$$

We get

$$\int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du = {\log ^2}2 - \frac{{{\pi ^2}}}{6} - \int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{ {u + 1} }}} du$$

or

$$\int\limits_0^1 {\frac{{\log \left( {1 - u} \right)}}{{{u + 1} }}} du = \frac{{{{\log }^2}2}}{2} - \frac{{{\pi ^2}}}{{12}}$$

as desired.

Pedro
  • 122,002
  • 1
    @Martin In a similar fashion, you can try and prove that

    $$\int\limits_0^1 {\frac{{\log \left( {{x^2} + 1} \right)}}{{x + 1}}dx = \frac{3}{4}{{\log }^2}2 - \frac{{{\pi ^2}}}{{48}}} $$

    – Pedro Mar 07 '12 at 02:40
  • 2
    I looked at it briefly and it seems right to me. Well done! – Aryabhata Mar 07 '12 at 04:58
  • 3
    +1. The step which replaces the logarithm by an integral to reach a double integral to be further massaged is worth remembering. – Did Mar 07 '12 at 06:05
  • This is wonderful derivation Peter. Very clever, clear and accessible to everyone. Thank you very much. – Martin Mar 07 '12 at 06:50
  • 4
    Everything looks correct (+1). However, when you had $$ \color{red}{\int\limits_0^1 {\int\limits_0^1 {\frac{{x \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {1 + x} \right)}}} }} =\int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {ux - 1} \right)}}} } - \color{red}{\int\limits_0^1 {\int\limits_0^1 {\frac{{u \cdot du \cdot dx}}{{\left( {ux - 1} \right)\left( {u + 1} \right)}}} }} + \int\limits_0^1 {\int\limits_0^1 {\frac{{du \cdot dx}}{{\left( {x + 1} \right)\left( {u + 1} \right)}}} } $$ the red integrals are equal and you could simply add and divide by $2$. – robjohn Mar 07 '12 at 07:06
  • @robjohn That's right. I kind of did that but first I rolled it back. – Pedro Mar 07 '12 at 16:23
  • @Martin Thanks for that! Glad to help. – Pedro Mar 07 '12 at 16:23
11

You can use the integral you want to use, and the Dilogarithm function as mentioned in the comments.

Below we give a complete proof, including a derivation of the value of the integral you wanted to use.

The Dilogarithm function is defined as

$$\text{Li}_2(z) = -\int_{0}^{z} \frac{\log (1-x)}{x} \text{dx} = \sum_{n=1}^{\infty} \frac{z^n}{n^2}, \quad |z| \le 1$$

The integral which you want to use is $\displaystyle -\text{Li}_2(1)$.

Note that $\displaystyle \text{Li}_2(1) = \sum_{n=1}^{\infty} \frac{1}{n^2} = \zeta(2) = \frac{\pi^2}{6}$. (For multiple proofs of that, see here: Different methods to compute $\sum\limits_{k=1}^\infty \frac{1}{k^2}$)

In your integral(whose value you want), make the substitution $\displaystyle x = 2t -1$ and we get

$$\int_{\frac{1}{2}}^{1} \frac{\log (2(1-t))}{t} \text{dt} = \log^2 2 + \int_{\frac{1}{2}}^{1} \frac{\log (1-t)}{t} \text{dt} = \log^2 2 + \text{Li}_2 \left(\frac{1}{2} \right) - \text{Li}_2(1) $$

Now the Dilogarithm function also satisfies the identity

$$\text{Li}_2(x) + \text{Li}_2(1-x) = \frac{\pi^2}{6}-\log x \log (1-x), 0 \lt x \lt 1$$

This identity can easily be proven by just differentiating and using the value of $\displaystyle \text{Li}_2(1)$:

$$\text{Li}_2'(x) - \text{Li}_2'(1-x) = -\frac{\log (1-x)}{x} + \frac{\log x}{1-x} = (-\log x \log (1-x))'$$

and so $$\text{Li}_2(x) + \text{Li}_2(1-x) = C -\log x \log (1-x), 0 \lt x \lt 1$$

Taking limits as $\displaystyle x \to 1$ gives us $\displaystyle C = \frac{\pi^2}{6}$.

Thus

$$\text{Li}_2(x) + \text{Li}_2(1-x) = \frac{\pi^2}{6}-\log x \log (1-x), 0 \lt x \lt 1$$

Setting $\displaystyle x = \frac{1}{2}$ gives us the value of $\displaystyle \text{Li}_2\left(\frac{1}{2}\right) = \frac{\pi^2}{12} - \frac{\log^2 2}{2}$

Thus your integral is

$$\log^2 2 + \text{Li}_2 \left(\frac{1}{2} \right) - \text{Li}_2(1) = \frac{\log^2 2}{2} - \frac{\pi^2}{12}$$

Aryabhata
  • 82,206
3

$\newcommand{\+}{^{\dagger}} \newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\down}{\downarrow} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\isdiv}{\,\left.\right\vert\,} \newcommand{\ket}[1]{\left\vert #1\right\rangle} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(\, #1 \,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert} \newcommand{\wt}[1]{\widetilde{#1}}$ $\ds{\int_{0}^{1}{\ln\pars{1 - x} \over 1 + x}\,\dd x = -\,{\pi^{2} \over 6}:\ {\large ?}}$

\begin{align} &\color{#c00000}{\int_{0}^{1}{\ln\pars{1 - x} \over 1 + x}\,\dd x} =\int_{0}^{1}{\ln\pars{x} \over 2 - x}\,\dd x =\int_{0}^{1/2}{\ln\pars{2x} \over 1 - x}\,\dd x \\[3mm]&= \overbrace{\left.\vphantom{\Huge a}-\ln\pars{1 - x}\ln\pars{2x}\right\vert_{0}^{1/2}} ^{\ds{=\ 0}}\ +\ \int_{0}^{1/2}\ln\pars{1 - x}\,{1 \over x}\,\dd x =\color{#c00000}{-\int_{0}^{1/2}{{\rm Li}_{1}\pars{x} \over x}\,\dd x} \end{align} where $\ds{{\rm Li_{s}}\pars{z}}$ is the PolyLogarithm Function. We already used $\ds{{\rm Li_{1}}\pars{z} = -\ln\pars{1 - z}}$.

With the identity ( see the above mentioned link ) $\ds{{\rm Li_{s + 1}}\pars{z} = \int_{0}^{z}{{\rm Li_{s}}\pars{t} \over t}\,\dd t}$ we'll have: $$ \color{#c00000}{\int_{0}^{1}{\ln\pars{1 - x} \over 1 + x}\,\dd x} =\color{#c00000}{-{\rm Li_{2}}\pars{\half}} $$

Also, ( see the above mentioned link ) $\ds{{\rm Li_{2}}\pars{\half} = {\pi^{2} \over 12} - \half\,\ln^{2}\pars{2}}$ which is a consequence of

Euler Reflection Formula $\ds{{\rm Li_{2}}\pars{x} + {\rm Li_{2}}\pars{1 - x} ={\pi^{2} \over 6} -\ln\pars{x}\ln\pars{1 - x}}$.

$$ \color{#00f}{\large\int_{0}^{1}{\ln\pars{1 - x} \over 1 + x}\,\dd x =\half\,\ln^{2}\pars{2} - {\pi^{2} \over 12}} $$

Felix Marin
  • 89,464
2

Maple says it's $${(\log2)^2\over2}-{\pi^2\over12}$$ To get there, I think you will have to understand how the known integral you cite was established, and then use the same ideas to do yours (perhaps after first following Emile's calculations).

Gerry Myerson
  • 179,216
2

Following is an elementary proof.

I assume only that $\displaystyle \int_0^1 \frac{\ln x}{1-x}dx=-\frac{\pi^2}{6}$

\begin{align}J&=\int_0^1 \frac{\ln(1-x)}{1+x}dx\\ &\overset{y=\frac{1-x}{1+x}}=\int_0^1 \frac{\ln\left(\frac{2y}{1+y}\right)}{1+y}dy\\ &=\int_0^1 \frac{\ln\left(\frac{2}{1+y}\right)}{1+y}dy+\int_0^1 \frac{\ln t}{1+t}dt\\ &\overset{u=\frac{1-y}{1+y}}=\int_0^1 \frac{\ln\left(1+u\right)}{1+u}du+\int_0^1 \frac{\ln t}{1+t}dt\\ &=\frac{1}{2}\ln^2 2+\int_0^1 \frac{\ln t}{1+t}dt\\ \int_0^1 \frac{\ln t}{1+t}dt&=\int_0^1 \frac{\ln x}{1-x}dx-\int_0^1 \frac{2t\ln t}{1-t^2}dt\\ &\overset{w=t^2}=\int_0^1 \frac{\ln x}{1-x}dx-\frac{1}{2}\int_0^1 \frac{\ln w}{1-w}dw\\ &=\frac{1}{2}\int_0^1 \frac{\ln x}{1-x}dx\\ &=-\frac{1}{12}\pi^2 \end{align} Therefore,

$\boxed{\displaystyle J=\frac{1}{2}\ln^2 2-\frac{1}{12}\pi^2}$

FDP
  • 13,647
1

Note: this is not a complete solution, but may serve as a starter

First let $2u=x+1$ and thus $2du=dx$. Then we get: $$\int_0^1\frac{\ln(1-x)}{1+x}dx=\int_{\frac{1}{2}}^1\frac{\ln(2-2u)}{2u}2du$$ $$=\int_{\frac{1}{2}}^1\frac{\ln(2(1-u))}{u}du=\int_{\frac{1}{2}}^1\frac{\ln2+\ln(1-u)}{u}du$$ $$=\int_{\frac{1}{2}}^1\frac{\ln2}{u}du+\int_{\frac{1}{2}}^1\frac{\ln(1-u)}{u}du$$

E.O.
  • 6,942
1

With subbing $1-x=y$ we have

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

$$=\sum_{n=1}^\infty\frac{1}{2^n}\int_0^1 y^{n-1}\ln^a(y)dy$$

$$=(-1)^aa!\sum_{n=1}^\infty\frac{1}{2^nn^{a+1}}=(-1)^aa!\text{Li}_{a+1}\left(\frac12\right)$$

Some cases:

By using $\text{Li}_2\left(\frac12\right)=\frac12\zeta(2)-\frac12\ln^2(2)$ and $\text{Li}_3\left(\frac12\right)=\frac78\zeta(3)-\frac12\ln(2)\zeta(2)+\frac16\ln^3(2)$ we have \begin{align} \int_0^1\frac{\ln(1-x)}{1+x}\ dx=-\text{Li}_{2}\left(\frac12\right)=-\frac12\zeta(2)+\frac12\ln^2(2)\label{ln(1-x)/(1+x)} \end{align} \begin{align} \int_0^1\frac{\ln^2(1-x)}{1+x}\ dx=2\text{Li}_{3}\left(\frac12\right)=\frac74\zeta(3)-\ln(2)\zeta(2)+\frac13\ln^3(2)\label{ln^2(1-x)/(1+x)} \end{align} \begin{align} \int_0^1\frac{\ln^3(1-x)}{1+x}\ dx=-6\text{Li}_{4}\left(\frac12\right)\label{ln^3(1-x)/(1+x)} \end{align} \begin{align} \int_0^1\frac{\ln^4(1-x)}{1+x}\ dx=24\text{Li}_{5}\left(\frac12\right)\label{ln^4(1-x)/(1+x)} \end{align}

Ali Shadhar
  • 25,498