17

I came across the following Integral and have been completely stumped by it.

$$\large\int_{0}^{1}\dfrac{\log(x)\log^2(1+x)}{x}dx$$

I'm extremely sorry, but the only thing I noticed was that the limits of the Integral were similar to the Beta function. I also got a hint that solving it would require the Polylogarithm, Gamma and the Riemann Zeta Functions. $$$$Would it be possible to solve this without using Complex Methods (I haven't learnt them yet) unless absolutely necessary? Any help on this Integral would be greatly appreciated. Many, many thanks in advance!

EDIT: From the comments given below byDavid H Sir, and Alex S Sir, the Integral becomes: $$\int_0^1 \dfrac{\ln^2(1+x)\ln(x)}{x}dx$$

Just an observation: This is strikingly similar to the Beta Function. Also, if we consider $$\int^1_0 (1+x)^ax^bdx$$ and differentiate twice with respect to $a$ and once with respect to $b$ and set $a=b=0$, we get the above Integral (except the $x$ in the denominator).

I'm not sure, but I think taking series representations of the Integrals would be of help, especially since the closed form includes the Riemann Zeta and the Polylogarithm functions.

Venus
  • 10,966

8 Answers8

14

$$I=\int_{0}^{1}\frac{\log(x)\log^2(1+x)}{x}\,dx = -\int_{0}^{+\infty} t \log(1+e^{-t})\,dt$$ is an integral that already appeared on MSE. It can be tackled in many ways, for instance by expanding $\log^2(1+x)$ as its Taylor series:

$$ \log^2(1+x) = 2\sum_{n\geq 1}\frac{(-1)^{n+1} H_n}{n+1} x^{n+1} $$ from which: $$ I = 2\sum_{n\geq 1}\frac{(-1)^{n} H_n}{(n+1)^3} $$ follows. Evaluation of such series is a fashion topic here on MSE: Shobhit mentioned the last series (Euler sum) in his answer to a related question.

Jack D'Aurizio
  • 353,855
  • Sorry Sir, but despite trying several different codes for this search, I was unable to find the Integral. Sir, would you remember where the relevant post is located? – Make a Difference Jun 27 '15 at 16:21
  • @MakeaDifference: it is a slightly different integral, but leads to the same problem: http://math.stackexchange.com/questions/465444/evaluating-int1-0-frac-log1x-log1-x-logxx-mathrm-dx/469549#469549 – Jack D'Aurizio Jun 27 '15 at 16:26
  • Sir, I thought of evaluating $$\int_0^1 \dfrac{\ln^2(1+x)\ln(x)}{x}dx$$ by rewriting it as $$\int_0^1\sum_{n=1}^\infty\dfrac{x^{2n}}{n^2} \dfrac{\ln(x)}{x}dx$$ Sir, can we exchange the order of Integration and Summation for this problem ie rewrite it as $$\sum_{n=1}^\infty \int\dfrac{x^{2n}\ln(x)}{n^2x}dx?$$ – Make a Difference Jun 27 '15 at 16:28
  • @MakeaDifference: $$\log^2(1+x)\color{red}{\neq}\sum_{n=1}^{+\infty}\frac{x^{2n}}{n^2}=\text{Li}_2(x^2).$$ – Jack D'Aurizio Jun 27 '15 at 16:30
  • Sir, I saw that $$\ln(1+x)=\sum_{n=1}^\infty \dfrac{(-1)^{n-1}x^n}{n}$$ I thus thought $$\large\ln^2(1+x)=\sum_{n=1}^\infty \dfrac{(((-1))^2)^{n-1}x^{2n}}{n^2}$$ Sir, could you please tell me where I went wrong? – Make a Difference Jun 27 '15 at 16:33
  • 1
    @MakeaDifference: $(a+b+c)^2 \neq a^2+b^2+c^2.$ – Jack D'Aurizio Jun 27 '15 at 16:34
  • Sorry for repeatedly testing your patience Sir. I hope you'll forgive me since I am really confused. $$$$Sir, I understand that. But Sir, isn't $$\ln(x)=\ln(x)\ln(x)=\sum_{n=1}^\infty \dfrac{(-1)^{n-1}x^n}{n}\times \sum_{n=1}^\infty \dfrac{(-1)^{n-1}x^n}{n}?$$ – Make a Difference Jun 27 '15 at 16:37
  • Yes, but that does not imply that the square of the sum if the sum of the squares, do you get it? $$ (a+b)^2 = (a+b)\cdot(a+b) \neq a^2+b^2.$$ – Jack D'Aurizio Jun 27 '15 at 16:39
  • Oh, I finally got it Sir. I'm really really sorry for pestering you like this, Sir. Sir, I'll look at the link now (just noticed it - thanks a lot!). If I have further doubts, please could I ask you for help? – Make a Difference Jun 27 '15 at 16:42
  • @MakeaDifference: probably it is best if you ask Shobhit, since he really is the author of this answer, this question is an abstract duplicate, even if not marked as such. – Jack D'Aurizio Jun 27 '15 at 16:45
12

Performing integration by parts by taking $u=\ln^2(1+x)$ and $\mathrm dv=\dfrac{\ln x}{x}\ \mathrm dx$, then \begin{align} I&=\int_0^1\frac{\ln x\ln^2(1+x)}{x}\ \mathrm dx\\ &=\ln x\ln^2(1+x)\Bigg|_0^1-\int_0^1\frac{\ln^2{x}\ln(1+x)}{1+x}\,\mathrm dx\\ &=-\int_0^1\sum_{k=1}^\infty (-1)^{k-1}H_{k}\,x^k\ln^2x\,\mathrm dx\tag{1}\\ &=-\sum_{k=1}^\infty (-1)^{k-1}H_{k}\int_0^1x^k\ln^2x\,\mathrm dx\\ &=-2\sum_{k=1}^\infty (-1)^{k-1}\frac{H_{k}}{(k+1)^3}\tag{2}\\ &=-2\sum_{k=1}^\infty (-1)^{k-1}\left[\frac{H_{k+1}}{(k+1)^3}-\frac{1}{(k+1)^4}\right]\tag{3}\\ &=2\sum_{k=1}^\infty (-1)^{k-1}\left[\frac{H_{k}}{k^3}-\frac{1}{k^4}\right]\\ &=\frac{11\pi^4}{180}-4\text{Li}_4 \left(\frac{1}{2} \right)-\frac{7\zeta(3)\ln 2}{2}+\frac{\pi^2\ln^2 2}{6}-\frac{\ln^4 2}{6}-2\eta(4)\tag{4}\\ &=\frac{11\pi^4}{180}-4\text{Li}_4 \left(\frac{1}{2} \right)-\frac{7\zeta(3)\ln 2}{2}+\frac{\pi^2\ln^2 2}{6}-\frac{\ln^4 2}{6}-\frac{7\zeta(4)}{4}\tag{5}\\ &=\bbox[8pt,border:3px #FF69B4 solid]{\color{red}{\large\frac{\pi^4}{24}-4\text{Li}_4 \left(\frac{1}{2} \right)-\frac{7\zeta(3)\ln 2}{2}+\frac{\pi^2\ln^2 2}{6}-\frac{\ln^4 2}{6}}} \end{align}


Explanation :

$(1)$ Use generating function $\displaystyle\sum_{k=1}^\infty (-1)^{k-1}H_{k}\,x^k=\frac{\ln(1+x)}{1+x}$

$(2)$ Use formula $\displaystyle\int_0^1 x^k \ln^n x\ \mathrm dx=\frac{(-1)^n n!}{(k+1)^{n+1}}\quad,\ n\in\mathbb{Z}_{n\ge0}$

$(3)$ Use property $\displaystyle H_{k}=H_{k+1}-\frac{1}{k+1}$

$(4)$ Use the result $\displaystyle \sum_{k=1}^\infty (-1)^{k-1} \frac{H_k}{k^3} = \frac{11\pi^4}{360}-2\text{Li}_4 \left(\frac{1}{2} \right)-\frac{7\zeta(3)\ln 2}{4}+\frac{\pi^2\ln^2 2}{12}-\frac{\ln^4 2}{12}$

$(5)$ Use property of Dirichlet eta function $\displaystyle \eta(s)=\sum_{k=1}^\infty\frac{(-1)^{k-1}}{k^s}=\left(1-2^{1-s}\right)\zeta(s)$

Venus
  • 10,966
7

$\newcommand{\bbx}[1]{\,\bbox[8px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ \begin{align} \ln^{3}\pars{x \over x + 1} & = \ln^{3}\pars{x} - 3\ln^{2}\pars{x}\ln\pars{x + 1} + 3\color{#66f}{\ln\pars{x}\ln^{2}\pars{x + 1}} - \ln^{3}\pars{x + 1} \end{align} such that \begin{align} \color{#66f}{\ln\pars{x}\ln^{2}\pars{x + 1}} & = \ln^{2}\pars{x}\ln\pars{x + 1} + {1 \over 3}\,\ln^{3}\pars{x + 1} + {1 \over 3}\bracks{\ln^{3}\pars{x \over x + 1} - \ln^{3}\pars{x}} \end{align}


Then, \begin{align} &\int_{0}^{1}{\color{#66f}{\ln\pars{x}\ln^{2}\pars{1 + x}} \over x}\,\dd x = \sum_{i = 1}^{3}\mc{I}_{i} \\[5mm] &\mbox{where}\quad \left\{\begin{array}{rcl} \ds{\mc{I}_{1}} & \ds{\equiv} & \ds{\phantom{1 \over 3}\int_{0}^{1}{\ln^{2}\pars{x}\ln\pars{1 + x} \over x} \,\dd x} \\[3mm] \ds{\mc{I}_{2}} & \ds{\equiv} & \ds{{1 \over 3}\int_{0}^{1}{\ln^{3}\pars{1 + x} \over x}\,\dd x} \\[3mm] \ds{\mc{I}_{3}} & \ds{\equiv} & \ds{{1 \over 3}\int_{0}^{1}\bracks{\ln^{3}\pars{x \over x + 1} - \ln^{3}\pars{x}}{\dd x \over x}} \end{array}\right.\label{1}\tag{1} \end{align}
$\bbox[15px,#ffe,border:1px dotted navy]{\ds{\mc{I}_{1} =\ {\large ?}}}$. \begin{align} \mc{I}_{1} & \equiv \int_{0}^{1}{\ln^{2}\pars{x}\ln\pars{1 + x} \over x}\,\dd x = \int_{0}^{-1}{\ln^{2}\pars{-x}\ln\pars{1 - x} \over x}\,\dd x \\[5mm] & = -\int_{0}^{-1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{-x}\,\dd x = 2\int_{0}^{-1}{\mrm{Li}_{2}\pars{x} \over x}\,\ln\pars{-x}\,\dd x \\[5mm] & = 2\int_{0}^{-1}\mrm{Li}_{3}'\pars{x}\,\ln\pars{-x}\,\dd x = -2\int_{0}^{-1}{\mrm{Li}_{3}\pars{x} \over x}\,\dd x = -2\int_{0}^{-1}\mrm{Li}_{4}'\pars{x}\,\dd x \\[5mm] & = -2\,\mrm{Li}_{4}\pars{-1} = \bbox[15px,#ffe,border:1px dotted navy]{\ds{7\pi^{4} \over 360}} \label{I1}\tag{I1} \end{align}
$\bbox[15px,#ffe,border:1px dotted navy]{\ds{\mc{I}_{2} =\ {\large ?}}}$. \begin{align} \mc{I}_{2} & \equiv {1 \over 3}\int_{0}^{1}{\ln^{3}\pars{1 + x} \over x}\,\dd x = {1 \over 3}\int_{1}^{2}{\ln^{3}\pars{x} \over x - 1}\,\dd x = {1 \over 3}\int_{1}^{1/2}{\ln^{3}\pars{1/x} \over 1/x - 1} \pars{-\,{1 \over x^{2}}}\,\dd x \\[5mm] = &\ -\,{1 \over 3}\int_{1/2}^{1}{\ln^{3}\pars{x} \over x\pars{1 - x}}\,\dd x = -\,{1 \over 3}\int_{1/2}^{1}{\ln^{3}\pars{x} \over x}\,\dd x - {1 \over 3}\int_{1/2}^{1}{\ln^{3}\pars{x} \over 1 - x}\,\dd x \\[5mm] & = {1 \over 12}\,\ln^{4}\pars{2} - {1 \over 3}\bracks{\ln^{4}\pars{2} + 3\int_{1/2}^{1}{\ln\pars{1 - x} \over x}\,\ln^{2}\pars{x}\,\dd x} \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} + \int_{1/2}^{1}\mrm{Li}_{2}'\pars{x}\,\ln^{2}\pars{x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} - \,\mrm{Li}_{2}\pars{1 \over 2}\ln^{2}\pars{2} -2\int_{1/2}^{1}{\mrm{Li}_{2}\pars{x} \over x}\,\ln\pars{x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} - \,\mrm{Li}_{2}\pars{1 \over 2}\ln^{2}\pars{2} -2\int_{1/2}^{1}\mrm{Li}_{3}'\pars{x}\,\ln\pars{x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} - \,\mrm{Li}_{2}\pars{1 \over 2}\ln^{2}\pars{2} - 2\,\mrm{Li}_{3}\pars{1 \over 2}\ln\pars{2} + 2\int_{1/2}^{1}{\mrm{Li}_{3}\pars{x} \over x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} - \,\mrm{Li}_{2}\pars{1 \over 2}\ln^{2}\pars{2} - 2\,\mrm{Li}_{3}\pars{1 \over 2}\ln\pars{2} + 2\int_{1/2}^{1}\mrm{Li}_{4}'\pars{x}\,\dd x \\[5mm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} - \,\mrm{Li}_{2}\pars{1 \over 2}\ln^{2}\pars{2} - 2\,\mrm{Li}_{3}\pars{1 \over 2}\ln\pars{2} + 2\mrm{Li}_{4}\pars{1} - 2\mrm{Li}_{4}\pars{1 \over 2} \end{align} By using the well know values of $\ds{\,\mrm{Li}_{2}\pars{1/2}}$ and $\ds{\,\mrm{Li}_{3}\pars{1/2}}$ and $\ds{\,\mrm{Li}_{4}\pars{1} = \zeta\pars{4} = \pi^{4}/90}$: \begin{equation} \mc{I}_{2} = \bbox[15px,#ffe,border:1px dotted navy]{\ds{{\pi^{4} \over 45} + {\pi^{2}\ln^{2}\pars{2} \over 12} - {\ln^{4}\pars{2} \over 12} - {7\ln\pars{2} \over 4}\,\zeta\pars{3} - 2\,\mrm{Li}_{4}\pars{1 \over 2}}}\label{I2}\tag{I2} \end{equation}
$\bbox[15px,#ffe,border:1px dotted navy]{\ds{\mc{I}_{3} =\ {\large ?}}}$. \begin{align} \mc{I}_{3} & \equiv {1 \over 3}\int_{0}^{1}\bracks{\ln^{3}\pars{x \over x + 1} - \ln^{3}\pars{x}}{\dd x \over x} = {1 \over 3}\,\lim_{\epsilon \to 0^{+}}\bracks{% \int_{\epsilon}^{1}\ln^{3}\pars{x \over x + 1}\,{\dd x \over x} - \int_{\epsilon}^{1}{\ln^{3}\pars{x} \over x}\,\dd x} \end{align} In the RHS first integral I'll make the change of variables $\ds{x/\pars{1 + x} \mapsto x}$ such that \begin{align} \mc{I}_{3} & = {1 \over 3}\,\lim_{\epsilon \to 0^{+}}\bracks{% \int_{\epsilon/\pars{1 + \epsilon}}^{1/2}{\ln^{3}\pars{x} \over x - x^{2}} \,\dd x - \int_{\epsilon}^{1}{\ln^{3}\pars{x} \over x}\,\dd x} \\[5mm] & = {1 \over 3}\,\ \underbrace{\lim_{\epsilon \to 0^{+}} \int_{\epsilon/\pars{1 + \epsilon}}^{\epsilon} {\ln^{3}\pars{x} \over x - x^{2}}\,\dd x}_{\ds{=\ 0}}\ +\ {1 \over 3}\int_{0}^{1/2}\bracks{% {\ln^{3}\pars{x} \over x - x^{2}} - {\ln^{3}\pars{x} \over x}}\dd x - {1 \over 3}\int_{1/2}^{1}{\ln^{3}\pars{x} \over x}\,\dd x \\[5mm] & = {1 \over 3}\int_{0}^{1/2}{\ln^{3}\pars{x} \over 1 - x}\,\dd x\ -\ \underbrace{{1 \over 3}\int_{1/2}^{1}{\ln^{3}\pars{x} \over x}\,\dd x} _{\ds{-\,{1 \over 12}\,\ln^{4}\pars{2}}} \end{align} The remaining integral can be evaluated by successive integration by parts: A procedure I already exploited in the $\ds{\,\mc{I}_{2}}$-evaluation $\pars{~\mbox{see}\ \eqref{I2}~}$. Indeed, they are rather similar. Therefore, \begin{equation} \mc{I}_{3} = \bbox[15px,#ffe,border:1px dotted navy]{\ds{% {\pi^{2}\ln^{2}\pars{2} \over 12} - {\ln^{4}\pars{2} \over 12} - {7\ln\pars{2} \over 4}\,\zeta\pars{3} - 2\,\mrm{Li}_{4}\pars{1 \over 2}}}\label{I3}\tag{I3} \end{equation}
By replacing $\ds{\,\mc{I}_{1},\,\mc{I}_{2}\ \mbox{and}\ \,\mc{I}_{3}}$ $\pars{~\mbox{see expressions}\ \eqref{I1},\eqref{I2}\ \mbox{and}\ \eqref{I3}~}$ in \eqref{1}: $$ \int_{0}^{1}{\ln\pars{x}\ln^{2}\pars{1 + x} \over x}\,\dd x = \bbox[15px,#ffe,border:1px dotted navy]{\ds{{\pi^{4} \over 24} + {\pi^{2}\ln^{2}\pars{2} \over 6} - {\ln^{4}\pars{2} \over 6} - {7\ln\pars{2} \over 2}\,\zeta\pars{3} - 4\,\mrm{Li}_{4}\pars{1 \over 2}}} $$
Felix Marin
  • 89,464
3

Here is an independent solution: \begin{align} I&=\int_0^1\frac{\ln y\ln^2(1+y)}{y}\ dy\overset{y=\frac{1-x}{x}}{=}\int_{1/2}^1\frac{\ln(1-x)\ln^2x-\ln^3x}{x(1-x)}\ dx\\ &=\underbrace{\int_{1/2}^1\frac{\ln(1-x)\ln^2x}{x}}_{IBP}-\int_{1/2}^1\frac{\ln^3x}{1-x}-\underbrace{\int_{1/2}^1\frac{\ln^3x}{x}\ dx}_{-(\ln^42)/4}+\int_{1/2}^1\frac{\ln(1-x)\ln^2x}{1-x}\ dx\\ &=-\frac23\int_{1/2}^1\frac{\ln^3x}{1-x}\ dx-\frac{\ln^42}{12}+\int_{1/2}^1\frac{\ln(1-x)\ln^2x}{1-x}\ dx\tag{1} \end{align}


The first integral:

\begin{align} I_1&=\int_{1/2}^1\frac{\ln^3x}{1-x}\ dx=\sum_{n=1}^\infty\int_{1/2}^{1}x^{n-1}\ln^3x\ dx\\ &=\sum_{n=1}^\infty\left(\frac{\ln^32}{n2^n}+\frac{3\ln^22}{n^22^n}+\frac{6\ln2}{n^32^n}+\frac{6}{n^42^n}-\frac{6}{n^4}\right)\\ &=\boxed{\ln^42+3\ln^22\operatorname{Li_2}\left(\frac12\right)+6\ln2\operatorname{Li_3}\left(\frac12\right)+6\operatorname{Li_4}\left(\frac12\right)-6\zeta(4)} \end{align}


The second integral:

\begin{align} I_2&=\int_{1/2}^1\frac{\ln(1-x)\ln^2x}{1-x}\ dx\overset{IBP}{=}\frac{\ln^42}{2}+\int_{1/2}^1\frac{\ln x\ln^2(1-x)}{x}\ dx\\ &\overset{x\mapsto1-x}{=}\frac{\ln^42}{2}+\int_{0}^{1/2}\frac{\ln(1-x)\ln^2x}{1-x}\ dx\\ I_2+I_2&=\frac{\ln^42}{2}+\int_{0}^1\frac{\ln(1-x)\ln^2x}{1-x}\ dx\\ 2I_2&=\frac{\ln^42}{2}-\sum_{n=1}^\infty H_n\int_0^1 x^n\ln^2x\ dx=\frac{\ln^42}{2}-2\sum_{n=1}^\infty\frac{H_n}{(n+1)^3}\\ &=\frac{\ln^42}{2}-2\sum_{n=1}^\infty\frac{H_n}{n^3}+2\zeta(4)=\frac{\ln^42}{2}-2*\frac54\zeta(4)+2\zeta(4)\\ &=\frac{\ln^42}{2}-\frac12\zeta(4)\\ I_2&=\boxed{\frac{\ln^42}{4}-\frac14\zeta(4)} \end{align}


Plugging the boxed results of $I_1$ and $I_2$ in $(1)$ and using $\operatorname{Li}_2(1/2)=\frac12\zeta(2)-\frac12\ln^22$ and $\operatorname{Li}_3(1/2)=\frac78\zeta(3)-\frac12\ln2\zeta(2)+\frac16\ln^32$ we get

$$I=-4\operatorname{Li}_4\left(\frac12\right)+\frac{15}4\zeta(4)-\frac72\ln2\zeta(3)+\ln^22\zeta(2)-\frac16\ln^42$$

Ali Shadhar
  • 25,498
2

\begin{align*} J&=\int_0^1 \frac{\ln^2(1+x)\ln x}{x}\,dx\\ &\overset{IBP}=\frac{1}{2}\Big[\ln^2 x\ln^2(1+x)\Big]_0^1-\int_0^1 \frac{\ln(1+x)\ln^2 x}{1+x}\,dx \\ &=-\int_0^1 \frac{\ln(1+x)\ln^2 x}{1+x}\,dx \\ M&=\int_0^1 \frac{\ln(1+x)\ln^2 x}{1+x}\,dx \\ U&=\int_0^1 \frac{\ln^3\left(\frac{x}{1+x}\right)}{1+x}\,dx\\ &\overset{y=\frac{x}{1+x}}=\int_0^{\frac{1}{2}}\frac{\ln^3 x}{1-x}\,dx\\ U&=\int_0^1 \frac{\ln^3 x}{1+x}\,dx-\int_0^1 \frac{\ln^3(1+x)}{1+x}\,dx-3\int_0^1 \frac{\ln^2 x\ln(1+x)}{1+x}\,dx+3\int_0^1 \frac{\ln^2(1+x)\ln x}{1+x}\,dx\\ &=\int_0^1 \frac{\ln^3 x}{1+x}\,dx-\frac{1}{4}\ln^4 2-3M+\Big[\ln^3(1+x)\ln x\Big]_0^1-\int_0^1 \frac{\ln^3(1+t)}{t}\,dt\\ &\overset{x=\frac{1}{1+t}}=\int_0^1 \frac{\ln^3 x}{1+x}\,dx-\frac{1}{4}\ln^4 2-3M+\int_{\frac{1}{2}}^1 \frac{\ln^3 x}{x(1-x)}\,dx\\ &=\int_0^1 \frac{\ln^3 x}{1+x}\,dx-\frac{1}{4}\ln^4 2-3M+\int_{\frac{1}{2}}^1 \frac{\ln^3 x}{x}\,dx-\int_{\frac{1}{2}}^1 \frac{\ln^3 x}{1-x}\,dx\\ &=2\int_0^1 \frac{\ln^3 x}{1-x^2}\,dx-\frac{1}{2}\ln^4 2-3M-\int_0^{\frac{1}{2}} \frac{\ln^3 x}{1-x}\,dx\\ &=\left(2\int_0^1 \frac{\ln^3 x}{1-x}\,dx-\int_0^1 \frac{2t\ln^3 t}{1-t}\,dt\right)-\frac{1}{2}\ln^4 2-3M-\int_0^{\frac{1}{2}} \frac{\ln^3 x}{1-x}\,dx\\ &\overset{x=t^2}=\frac{15}{8}\int_0^1 \frac{\ln^3 x}{1-x}\,dx-\frac{1}{2}\ln^4 2-3M-\int_0^{\frac{1}{2}} \frac{\ln^3 x}{1-x}\,dx\\ \end{align*}

Therefore, \begin{align*} M&=\frac{5}{8}\int_0^1 \frac{\ln^3 x}{1-x}\,dx-\frac{1}{6}\ln^4 2-\frac{2}{3}\int_0^{\frac{1}{2}} \frac{\ln^3 x}{1-x}\,dx\\ \int_0^{\frac{1}{2}} \frac{\ln^3 x}{1-x}\,dx&\overset{y=2x}=\frac{1}{2}\int_0^1 \frac{\ln^3\left(\frac{1}{2}x\right)}{1-\frac{1}{2}x}\,dx\\ &=\frac{1}{2}\int_0^1 \frac{\ln^3 x}{1-\frac{1}{2}x}\,dx-\frac{\ln^3 2}{2}\int_0^1 \frac{1}{1-\frac{1}{2}x}\,dx-\\ &\frac{3\ln 2}{2}\int_0^1 \frac{\ln^2 x}{1-\frac{1}{2}x}dx+\frac{3\ln^2 2}{2}\int_0^1 \frac{\ln x}{1-\frac{1}{2}x}dx\\ &=-6\text{Li}_4\left(\frac{1}{2}\right)-\ln^4 2-6\ln 2\text{Li}_3\left(\frac{1}{2}\right)-3\ln^2 2 \text{Li}_2\left(\frac{1}{2}\right)\\ &=-6\text{Li}_4\left(\frac{1}{2}\right)-\frac{21\zeta(3)}{4}\ln 2+\frac{\pi^2 \ln^2 2 }{4}-\frac{\ln^4 2}{2}\\ M&=4\text{Li}_4\left(\frac{1}{2}\right)-\frac{\pi^4}{24}+\frac{7\zeta(3)\ln 2}{2}-\frac{\pi^2 \ln^2 2}{6}+\frac{\ln^4 2}{6}\\ J&=\boxed{\frac{\pi^4}{24}-4\text{Li}_4\left(\frac{1}{2}\right)-\frac{7\zeta(3)\ln 2}{2}+\frac{\pi^2 \ln^2 2}{6}-\frac{\ln^4 2}{6}} \end{align*}

NB: I assume, $r\geq 1,0< a\leq 1$, integers \begin{align*} \int_0^1 \frac{\ln^r x }{1-ax}\,dx&=\frac{(-1)^r r!}{a}\text{Li}_{r+1}(a)\\ \text{Li}_2\left(\frac{1}{2}\right)&=\frac{\pi^2}{12}-\frac{\ln^2 2}{2},\text{Li}_2(1)=\zeta(2)=\frac{\pi^2}{6}\\ \text{Li}_3(1)&=\zeta(3),\text{Li}_3\left(\frac{1}{2}\right)=\frac{7\zeta(3)}{8}+\frac{\ln^3 2}{6}-\frac{\pi^2\ln 2}{12},\text{Li}_4(1)=\zeta(4)=\frac{\pi^4}{90} \end{align*}

FDP
  • 13,647
2

Here is a solution without using Euler sums

By integration by parts we have

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

For $I$, start with the algebraic identity $$a^2b=\frac13a^3-\frac13b^3+ab^2-\frac13(a-b)^3$$

where if we set $a=\ln x$ and $b=\ln(1+x)$ we have

$$I=\int_0^1\frac{\ln^2x\ln(1+x)}{1+x}\ dx$$ $$=\frac13\underbrace{\int_0^1\frac{\ln^3x}{1+x}\ dx}_{I_1}-\frac13\underbrace{\int_0^1\frac{\ln^3(1+x)}{1+x}\ dx}_{I_2}+\underbrace{\int_0^1\frac{\ln x\ln^2(1+x)}{1+x}\ dx}_{I_3}-\frac13\underbrace{\int_0^1\frac{\ln^3\left(\frac{x}{1+x}\right)}{1+x}\ dx}_{I_4}$$

$$I_1=\sum_{n=1}^\infty(-1)^{n-1}\int_0^1 x^{n-1}\ln^3x\ dx=6\sum_{n=1}^\infty\frac{(-1)^n}{n^4}=-\frac{21}4\zeta(4)$$

$$I_2=\frac14\ln^42$$

$$I_3\overset{IBP}{=}-\frac13\int_0^1\frac{\ln^3(1+x)}{x}\ dx=2\operatorname{Li}_4\left(\frac{1}{2}\right)-\frac12\zeta(4)+\frac74\ln2\zeta(3)-\frac12\ln^22\zeta(2)+\frac1{12}\ln^42$$

Where the last result follows from using the generalization

$$\int_0^1\frac{\ln^n(1+x)}{x}\ dx=\frac{\ln^{n+1}(2)}{n+1}+n!\zeta(n+1)+\sum_{k=0}^n k!{n\choose k}\ln^{n-k}(2)\operatorname{Li}_{k+1}\left(\frac12\right)$$

For $I_4$ , let $\frac{x}{1+x}\to x$

$$I_4=\int_0^{1/2}\frac{\ln^3x}{1-x}\ dx=-6\operatorname{Li}_4\left(\frac{1}{2}\right)-\frac{21}4\ln2\zeta(3)+\frac32\ln^22\zeta(2)-\frac1{12}\ln^42$$

which follows from using the generalization

$$\int_0^{1/2}\frac{\ln^n x}{1-x}\ dx=-\sum_{k=0}^n{n\choose k}(-\ln(2))^{n-k}(-1)^k k!\operatorname{Li}_{k+1}\left(\frac12\right)$$

which can be found on the same link above ( check $(3)$).

Combine these results we get

$$I=4\operatorname{Li_4}\left(\frac12\right)-\frac{15}4\zeta(4)+\frac72\ln2\zeta(3)-\ln^22\zeta(2)+\frac{1}{6}\ln^42$$

Giving us

$$\int_0^1\frac{\ln x\ln^2(1+x)}{x}\ dx=-4\operatorname{Li_4}\left(\frac12\right)+\frac{15}4\zeta(4)-\frac72\ln2\zeta(3)+\ln^22\zeta(2)-\frac{1}{6}\ln^42$$

Ali Shadhar
  • 25,498
2

Here is a magical way of extracting the value of the desired integral https://math.stackexchange.com/q/3531878.

user97357329
  • 5,319
2

Note \begin{align} I=&\int_{0}^{1}\frac{\ln x\ln^2(1+x)}{x}\>{dx} \\ \overset{ibp} =&-\int_0^1 \frac{\ln^2x \ln (1+x)}{1+x}\overset{ x\to \frac{x}{1-x} }{dx} = J_1 -J_2 -\frac14\ln^4 2\tag1 \end{align} where \begin{align} J_1=& \int_0^{1/2} \frac{\ln^2x\ln(1-x)}{1-x} dx\\ = &\int_0^{1} \frac{\ln^2x\ln(1-x)}{1-x} dx - J_1- \frac12\ln^42\\ =&\>\frac12\left(\int_0^1 \frac{\ln^2x}{1-x}\int_0^1 \frac {-x}{1-x t}dt\>dx - \frac12\ln^42\right)\\ =&\>\frac12\int_0^1 \frac{1}{1-t}\left(\int_0^1 \frac {\ln^2x}{1-tx}dx - 2Li_3(1)\right) dt - \frac14\ln^42\\ =&\>\int_0^1\frac{Li_3(t)}{t}dt + \int_0^1\frac{Li_3(t)-Li_3(1)}{1-t}\>\overset{ibp}{dt} - \frac14\ln^42\\ = &\>Li_4(1) - \frac12Li_2^2(1) - \frac14\ln^42 = -\frac{\pi^4}{360} - \frac14\ln^42\\ \\ J_2=& \>2 \int_0^{1/2} \frac{\ln x\ln^2(1-x)}{1-x}\>\overset{ibp}{dx}\\ =&-\frac23\ln^42 + \frac23 \int_0^{1/2} \frac{\ln^3(1-x)}{x} \>\overset{x\to 1-x}{dx} \\ = & -\frac23\ln^42 -4Li_4(1) -\frac23\int_0^{1/2} \frac{\ln^3x}{1-x} \overset{x\to x/2}{dx} \\ =&-4Li_4(1) +4Li_4(\frac12)+4\ln2Li_3(\frac12) +2\ln^2Li_2(\frac12)\\ = & \>4Li_4(\frac12)+\frac72\ln2\zeta(3)-\frac{2\pi^4}{45}-\frac{\pi^2}6\ln^22-\frac13\ln^42\\ \\ \end{align} Substitute $J_1$ and $J_2$ into (1) to obtain $$I = -4Li_4(\frac12)-\frac72\ln2\zeta(3)+\frac{\pi^4}{24}+\frac{\pi^2}6\ln^22-\frac1{6}\ln^42 $$

Quanto
  • 97,352