Another beautiful integral (Part 2)

Question

One of the ways of calculating the integral in closed form is to think of crafitly using the geometric series, but even so it seems evil enough.

$$\int_0^1\int_0^1\int_0^1\int_0^1\frac{1}{(1+x) (1+y) (1+z)(1+w) (1+ x y z w)} \ dx \ dy \ dz \ dw$$

Maybe you can guide me, bless me with another precious hints, clues. Thanks MSE users!

Supplementary question: How about the generalization?

$$\int_0^1\int_0^1\cdots\int_0^1\frac{1}{(1+x_1) (1+x_2)\cdots (1+x_n)(1+ x_1 x_2 \cdots x_n)} \ dx_1 \ dx_2 \cdots \ dx_n$$

Answer 1

This response will only address the $n=4$ case,

$$I_{4}:=\int_{[0,1]^{4}}\frac{\mathrm{d}x\,\mathrm{d}y\,\mathrm{d}z\,\mathrm{d}w}{\left(1+x\right)\left(1+y\right)\left(1+z\right)\left(1+w\right)\left(1+xyzw\right)}.\tag{1}$$

According to WolframAlpha, the multiple integral $(1)$ above has the approximate numerical value $I_{4}\approx0.223076.$

Starting with the substitution $w=\frac{1-t}{1+xyzt}$, we can whittle the multiple integral down to the following double integral:

$$\begin{align} I_{4} &=\small{\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}z\int_{0}^{1}\frac{\mathrm{d}w}{\left(1+x\right)\left(1+y\right)\left(1+z\right)\left(1+w\right)\left(1+xyzw\right)}}\\ &=\small{\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}z\int_{0}^{1}\frac{\mathrm{d}t}{\left(1+x\right)\left(1+y\right)\left(1+z\right)\left(2-t+xyzt\right)}}\\ &=\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}z\,\frac{\ln{(2)}-\ln{\left(1+xyz\right)}}{\left(1+x\right)\left(1+y\right)\left(1+z\right)\left(1-xyz\right)}\\ &=\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\int_{0}^{xy}\mathrm{d}v\,\frac{\ln{\left(\frac{2}{1+v}\right)}}{\left(1+x\right)\left(1+y\right)\left(xy+v\right)\left(1-v\right)};~~~\small{\left[xyz=v\right]}\\ &=\int_{0}^{1}\mathrm{d}x\int_{0}^{x}\mathrm{d}u\int_{0}^{u}\mathrm{d}v\,\frac{\ln{\left(\frac{2}{1+v}\right)}}{\left(1+x\right)\left(x+u\right)\left(u+v\right)\left(1-v\right)};~~~\small{\left[xy=u\right]}\\ &=\int_{0}^{1}\mathrm{d}x\int_{0}^{x}\mathrm{d}v\int_{v}^{x}\mathrm{d}u\,\frac{\ln{\left(\frac{2}{1+v}\right)}}{\left(1+x\right)\left(x+u\right)\left(u+v\right)\left(1-v\right)}\\ &=\int_{0}^{1}\mathrm{d}v\int_{v}^{1}\mathrm{d}x\int_{v}^{x}\mathrm{d}u\,\frac{\ln{\left(\frac{2}{1+v}\right)}}{\left(1+x\right)\left(x+u\right)\left(u+v\right)\left(1-v\right)}\\ &=\int_{0}^{1}\mathrm{d}v\int_{v}^{1}\mathrm{d}u\int_{u}^{1}\mathrm{d}x\,\frac{\ln{\left(\frac{2}{1+v}\right)}}{\left(1+x\right)\left(x+u\right)\left(u+v\right)\left(1-v\right)}\\ &=\int_{0}^{1}\mathrm{d}v\int_{v}^{1}\mathrm{d}u\,\frac{\ln{\left(\frac{(1+u)^2}{4u}\right)}\ln{\left(\frac{2}{1+v}\right)}}{\left(1-u\right)\left(u+v\right)\left(1-v\right)}\\ &=\int_{0}^{1}\mathrm{d}u\int_{0}^{u}\mathrm{d}v\,\frac{\ln{\left(\frac{(1+u)^2}{4u}\right)}\ln{\left(\frac{2}{1+v}\right)}}{\left(1-u\right)\left(u+v\right)\left(1-v\right)}.\tag{2}\\ \end{align}$$

WolframAlpha's numerical approximation of the iterated integral obtained in the last line of $(2)$ is consistent with the original approximation stated above, so I am reasonably confident that I haven't made any errors so far.

Continuing, transforming variables and changing the order of integration yields the following equivalent double integral representation of $I_{4}$:

$$\begin{align} I_{4} &=\int_{0}^{1}\mathrm{d}u\int_{0}^{u}\mathrm{d}v\,\frac{\ln{\left(\frac{(1+u)^2}{4u}\right)}\ln{\left(\frac{2}{1+v}\right)}}{\left(1-u\right)\left(u+v\right)\left(1-v\right)}\\ &=\int_{0}^{1}\mathrm{d}u\int_{\frac{1-u}{1+u}}^{1}\mathrm{d}y\,\frac{\ln{\left(\frac{(1+u)^2}{4u}\right)}\ln{\left(1+y\right)}}{\left(1-u\right)\left(u+\frac{1-y}{1+y}\right)y\left(1+y\right)};~~~\small{\left[\frac{1-v}{1+v}=y\right]}\\ &=-\frac12\int_{0}^{1}\mathrm{d}x\int_{x}^{1}\mathrm{d}y\,\frac{\ln{\left(1-x^2\right)}\ln{\left(1+y\right)}}{xy\left(1-xy\right)};~~~\small{\left[\frac{1-u}{1+u}=x\right]}\\ &=-\frac12\int_{0}^{1}\mathrm{d}y\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1-x^2\right)}\ln{\left(1+y\right)}}{xy\left(1-xy\right)}.\tag{3}\\ \end{align}$$

Now, the dilogarithm function $\operatorname{Li}_{2}{\left(z\right)}$ for complex argument is traditionally defined via the integral representation

$$\operatorname{Li}_{2}{\left(z\right)}:=-\int_{0}^{z}\frac{\ln{\left(1-t\right)}}{t}\,\mathrm{d}t;~~~\small{z\in\mathbb{C}\setminus(1,\infty)}.\tag{4}$$

The following indefinite integral may then be confirmed by differentiated both sides of the equation:

$$\small{\int\frac{\ln{\left(c+dx\right)}}{a+bx}\,\mathrm{d}x=\frac{\operatorname{Li}_{2}{\left(\frac{b\left(c+dx\right)}{bc-ad}\right)}+\ln{\left(c+dx\right)}\ln{\left(\frac{d\left(a+bx\right)}{ad-bc}\right)}}{b}+\color{grey}{constant}.}\tag{5}$$

Next, splitting up the logarithm function of $x$ in the numerator and applying partial fraction decomposition to the rational part, we find

$$\begin{align} I_{4} &=-\frac12\int_{0}^{1}\mathrm{d}y\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1-x^2\right)}\ln{\left(1+y\right)}}{xy\left(1-xy\right)}\\ &=-\frac12\int_{0}^{1}\mathrm{d}y\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1+x\right)}\ln{\left(1+y\right)}}{xy\left(1-xy\right)}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1-x\right)}\ln{\left(1+y\right)}}{xy\left(1-xy\right)}\\ &=-\frac12\int_{0}^{1}\mathrm{d}y\,\ln{\left(1+y\right)}\int_{0}^{y}\mathrm{d}x\,\left[\frac{1}{1-xy}+\frac{1}{xy}\right]\ln{\left(1+x\right)}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\ln{\left(1+y\right)}\int_{0}^{y}\mathrm{d}x\,\left[\frac{1}{1-xy}+\frac{1}{xy}\right]\ln{\left(1-x\right)}\\ &=-\frac12\int_{0}^{1}\mathrm{d}y\,\ln{\left(1+y\right)}\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1+x\right)}}{1-xy}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1+x\right)}}{x}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\ln{\left(1+y\right)}\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1-x\right)}}{1-xy}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\int_{0}^{y}\mathrm{d}x\,\frac{\ln{\left(1-x\right)}}{x}\\ &=\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[-\int_{0}^{y}\mathrm{d}x\,\frac{y\ln{\left(1+x\right)}}{1-xy}\right]\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\ln{\left(1+y\right)}\int_{1-y}^{1}\mathrm{d}t\,\frac{\ln{\left(t\right)}}{1-y\left(1-t\right)};~~~\small{\left[1-x=t\right]}\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &=\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(y\right)}+\ln{\left(1-y\right)}\ln{\left(1+y\right)}-\operatorname{Li}_{2}{\left(\frac{y}{1+y}\right)}\right]\\ &~~~~~-\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\int_{1-y}^{1}\mathrm{d}t\,\frac{\left(\frac{y}{1-y}\right)\ln{\left(t\right)}}{1+\left(\frac{y}{1-y}\right)t}\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &=\small{\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(y\right)}+\ln{\left(1-y\right)}\ln{\left(1+y\right)}+\operatorname{Li}_{2}{\left(-y\right)}+\frac12\ln^{2}{\left(1+y\right)}\right]}\\ &~~~~~\small{-\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(\frac{y}{y-1}\right)}-\operatorname{Li}_{2}{\left(-y\right)}-\ln{\left(1-y\right)}\ln{\left(1+y\right)}\right]}\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &=\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(y\right)}+\operatorname{Li}_{2}{\left(-y\right)}+\ln{\left(1-y\right)}\ln{\left(1+y\right)}\right]\\ &~~~~~+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}\\ &~~~~~\small{+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(y\right)}+\frac12\ln^{2}{\left(1-y\right)}+\operatorname{Li}_{2}{\left(-y\right)}+\ln{\left(1-y\right)}\ln{\left(1+y\right)}\right]}\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &=\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}}{y}\left[\operatorname{Li}_{2}{\left(y\right)}+\operatorname{Li}_{2}{\left(-y\right)}+\ln{\left(1-y\right)}\ln{\left(1+y\right)}\right]\\ &~~~~~+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{y}\\ &~~~~~+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &=\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}\\ &~~~~~+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{y}\\ &~~~~~+\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\ln^{2}{\left(1+y\right)}}{y}.\tag{6}\\ \end{align}$$

And so we have reduced our multiple integral to a sum of five single-variable polylogarithmic integrals. Instead of attempting to evaluate each of these in turn, we'll save much energy if we make a few rearrangements first.

$$\begin{align} I_{4} &=\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}\\ &~~~~~+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{y}\\ &~~~~~+\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\ln^{2}{\left(1+y\right)}}{y}\\ &=\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &~~~~~+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}+\frac14\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{y}\\ &~~~~~\small{+\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y^2\right)}-\ln^{3}{\left(1-y\right)}-\ln^{3}{\left(1+y\right)}-3\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{3y}}\\ &=-\frac34\int_{0}^{1}\mathrm{d}y\,\frac{(-2)\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &~~~~~-\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}-\frac{1}{12}\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}\\ &~~~~~+\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y^2\right)}}{y}-\frac34\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{2}{\left(1-y\right)}\ln{\left(1+y\right)}}{y}\\ &=-\frac34\left[\operatorname{Li}_{2}{\left(-y\right)}^{2}\right]_{0}^{1}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &~~~~~\small{-\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}-\frac{1}{12}\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}+\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y^2\right)}}{y}}\\ &~~~~~-\frac18\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y^2\right)}-\ln^{3}{\left(\frac{1-y}{1+y}\right)}-2\ln^{3}{\left(1+y\right)}}{y}\\ &=-\frac34\left[\operatorname{Li}_{2}{\left(-1\right)}\right]^{2}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &~~~~~-\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}+\frac16\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}\\ &~~~~~+\frac{5}{24}\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y^2\right)}}{y}+\frac18\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(\frac{1-y}{1+y}\right)}}{y}\\ &=-\frac34\left[\operatorname{Li}_{2}{\left(-1\right)}\right]^{2}+\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+y\right)}\operatorname{Li}_{2}{\left(y\right)}}{y}\\ &~~~~~-\frac13\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}+\frac16\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}\\ &~~~~~+\frac{5}{48}\int_{0}^{1}\mathrm{d}z\,\frac{\ln^{3}{\left(1-z\right)}}{z};~~~\small{\left[y=\sqrt{z}\right]}\\ &~~~~~-\int_{0}^{1}\mathrm{d}y\,\frac{\left[\frac12\ln{\left(\frac{1+y}{1-y}\right)}\right]^{3}}{y}\\ &=-\frac34\left[\operatorname{Li}_{2}{\left(-1\right)}\right]^{2}-\frac32\operatorname{Li}_{2}{\left(1\right)}\operatorname{Li}_{2}{\left(-1\right)}-\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}\\ &~~~~~-\frac{11}{48}\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}+\frac16\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}-\int_{0}^{1}\mathrm{d}y\,\frac{\left[\operatorname{arctanh}{\left(y\right)}\right]^{3}}{y}.\tag{7}\\ \end{align}$$

The first two logarithmic integrals can immediately be written as Nielsen generalized polylogarithms. It's also not difficult to reduce the third logarithmic integral to Nielsen polylogarithms:

$$\begin{align} \int_{0}^{1}\mathrm{d}y\,\frac{\left[\operatorname{arctanh}{\left(y\right)}\right]^{3}}{y} &=\int_{0}^{1}\mathrm{d}y\,\frac{\left[\frac12\ln{\left(\frac{1+y}{1-y}\right)}\right]^{3}}{y}\\ &=-\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(\frac{1-y}{1+y}\right)}}{8y}\\ &=-\frac14\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{3}{\left(x\right)}}{1-x^2};~~~\small{\left[\frac{1-y}{1+y}=x\right]}\\ &=-\frac18\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{3}{\left(x\right)}}{1-x}-\frac18\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{3}{\left(x\right)}}{1+x}\\ &=-\frac38\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{2}{\left(x\right)}\ln{\left(1-x\right)}}{x}+\frac38\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{2}{\left(x\right)}\ln{\left(1+x\right)}}{x}\\ &=\frac34\,S_{3,1}{\left(1\right)}-\frac34\,S_{3,1}{\left(-1\right)}.\tag{8}\\ \end{align}$$

This just leaves the dilogarithmic integral to evaluate.

$$\begin{align} \int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y} &=-\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}}{y}\int_{0}^{1}\mathrm{d}x\,\frac{\ln{\left(1+yx\right)}}{x}\\ &=-\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\ln{\left(1+xy\right)}}{xy}\\ &=:-\int_{0}^{1}\mathrm{d}x\,\frac{J{\left(-x\right)}}{x}\\ &=-\int_{0}^{1}\mathrm{d}x\,\frac{S_{1,2}{\left(-x\right)}}{x}-\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{Li}_{3}{\left(-x\right)}}{x}\\ &=-S_{2,2}{\left(-1\right)}-\operatorname{Li}_{4}{\left(-1\right)}.\tag{9}\\ \end{align}$$

(See Appendix 2 for definition and evaluation of the auxiliary function $J{(a)}$ used above.)

Putting everything together, we arrive at

$$\begin{align} I_{4} &=-\frac34\left[\operatorname{Li}_{2}{\left(-1\right)}\right]^{2}-\frac32\operatorname{Li}_{2}{\left(1\right)}\operatorname{Li}_{2}{\left(-1\right)}\\ &~~~~~-\frac32\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}\operatorname{Li}_{2}{\left(-y\right)}}{y}\\ &~~~~~-\frac{11}{48}\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1-y\right)}}{y}+\frac16\int_{0}^{1}\mathrm{d}y\,\frac{\ln^{3}{\left(1+y\right)}}{y}\\ &~~~~~-\int_{0}^{1}\mathrm{d}y\,\frac{\left[\operatorname{arctanh}{\left(y\right)}\right]^{3}}{y}\\ &=-\frac34\left[\operatorname{Li}_{2}{\left(-1\right)}\right]^{2}-\frac32\operatorname{Li}_{2}{\left(1\right)}\operatorname{Li}_{2}{\left(-1\right)}\\ &~~~~~+\frac32\,S_{2,2}{\left(-1\right)}+\frac32\operatorname{Li}_{4}{\left(-1\right)}\\ &~~~~~+\frac{11}{8}\,S_{1,3}{\left(1\right)}-S_{1,3}{\left(-1\right)}\\ &~~~~~-\frac34\,S_{3,1}{\left(1\right)}+\frac34\,S_{3,1}{\left(-1\right)}\\ &=\frac32\,S_{2,2}{\left(-1\right)}+\frac{11}{8}\,S_{1,3}{\left(1\right)}-S_{1,3}{\left(-1\right)}-\frac{7\pi^4}{480}.\\ \end{align}$$

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Appendix 1.

The Nielsen generalized polylogarithm may be defined for positive integer indices via the integral representation

$$S_{n,p}{\left(z\right)}:=\frac{\left(-1\right)^{n+p-1}n}{n!\,p!}\int_{0}^{1}\frac{\ln^{n-1}{\left(t\right)}\ln^{p}{\left(1-zt\right)}}{t}\,\mathrm{d}t;~~~\small{n,p\in\mathbb{N}^{+}}.$$

Setting $n=1$,

$$S_{1,p}{\left(z\right)}:=\frac{\left(-1\right)^{p}}{p!}\int_{0}^{1}\frac{\ln^{p}{\left(1-zt\right)}}{t}\,\mathrm{d}t;~~~\small{p\in\mathbb{N}^{+}}.$$

Setting $p=1$,

$$S_{n,1}{\left(z\right)}=\frac{\left(-1\right)^{n}n}{n!}\int_{0}^{1}\frac{\ln^{n-1}{\left(t\right)}\ln{\left(1-zt\right)}}{t}\,\mathrm{d}t;~~~\small{n\in\mathbb{N}^{+}}.$$

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Appendix 2.

Define the real function $J:(-\infty,1]\to\mathbb{R}$ via the integral representation

$$J{\left(a\right)}:=\int_{0}^{1}\frac{\ln{\left(1-y\right)}\ln{\left(1-ay\right)}}{y}\,\mathrm{d}y;~~~\small{a\le1}.$$

Then, for $a\le1$ we have

$$\begin{align} J{\left(a\right)} &=\int_{0}^{1}\frac{\ln{\left(1-y\right)}\ln{\left(1-ay\right)}}{y}\,\mathrm{d}y\\ &=\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1-y\right)}}{y}\int_{0}^{1}\mathrm{d}x\,\frac{ay}{ayx-1}\\ &=-a\int_{0}^{1}\mathrm{d}y\int_{0}^{1}\mathrm{d}x\,\frac{\ln{\left(1-y\right)}}{1-ayx}\\ &=-\int_{0}^{1}\mathrm{d}x\int_{0}^{1}\mathrm{d}y\,\frac{a\ln{\left(1-y\right)}}{1-axy}\\ &=-\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{Li}_{2}{\left(\frac{ax}{ax-1}\right)}}{x}\\ &=\int_{0}^{1}\mathrm{d}x\,\frac{\frac12\ln^{2}{\left(1-ax\right)}+\operatorname{Li}_{2}{\left(ax\right)}}{x}\\ &=\frac12\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{2}{\left(1-ax\right)}}{x}+\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{Li}_{2}{\left(ax\right)}}{x}\\ &=S_{1,2}{\left(a\right)}+\operatorname{Li}_{3}{\left(a\right)}.\\ \end{align}$$

Answer 2

From this paper page $105$ we have

$$\overline{H}_n-\ln2=(-1)^{n-1}\int_0^1\frac{x^n}{1+x}dx$$

$$\Longrightarrow (\overline{H}_n-\ln2)^4=\int_{[0,1]^4}\frac{(xyzw)^n}{(1+x)(1+y)(1+z)(1+w)}\ dx\ dy\ dz\ dw$$

now multiply both sides by $(-1)^n$ then $\sum_{n=0}^\infty$ we get

$$I=\int_{[0,1]^4}\frac{\ dx\ dy\ dz\ dw}{(1+x)(1+y)(1+z)(1+w)(1+xyzw)}=\sum_{n=0}^\infty(-1)^n(\overline{H}_n-\ln2)^4=S$$

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Lets calculate $S$

$$S=\sum_{n=0}^\infty(-1)^n(\overline{H}_n-\ln2)^2\color{blue}{(\overline{H}_n-\ln2)^2}$$

$$=\sum_{n=0}^\infty(-1)^n(\overline{H}_n-\ln2)^2\left(\color{blue}{\int_0^1\int_0^1\frac{(xy)^n}{(1+x)(1+y)}dx\ dy}\right)$$

$$=\int_0^1\int_0^1\frac{dx\ dy}{(1+x)(1+y)}\left(\sum_{n=0}^\infty(\overline{H}_n-\ln2)^2(-xy)^n\right)$$

In the same paper, page $97$ Eq$(13)$ we have

$$\sum_{n=0}^\infty(\overline{H}_n-\ln2)^2t^n=\frac{1}{1-t}\left(\operatorname{Li}_2(t)-2\operatorname{Li}_2\left(\frac{1+t}{2}\right)+\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22\right)$$

Therefore,

$$S=\int_0^1\int_0^1\frac{\operatorname{Li}_2(-xy)-2\operatorname{Li}_2\left(\frac{1-xy}{2}\right)+\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22}{(1+x)(1+y)(1+xy)}\ dx\ dy,\qquad xy=u$$

$$=\int_0^1\int_0^x\frac{\operatorname{Li}_2(-u)-2\operatorname{Li}_2\left(\frac{1-u}{2}\right)+\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22}{(1+x)(x+u)(1+u)}\ dx\ du$$

$$=\int_0^1\color{blue}{\int_u^1\frac{1}{(1+x)(x+u)}}\frac{\operatorname{Li}_2(-u)-2\operatorname{Li}_2\left(\frac{1-u}{2}\right)+\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22}{1+u}\ dx\ du$$

$$=\int_0^1\color{blue}{\frac{\ln\left(\frac{(1+u)^2}{4u}\right)}{1-u}}\frac{\operatorname{Li}_2(-u)-2\operatorname{Li}_2\left(\frac{1-u}{2}\right)+\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22}{1+u}\ du$$

now set $u=\frac{1-x}{1+x}$

$$\Longrightarrow S=-\frac12\int_0^1\frac{\ln(1-x^2)}{x}\left[\operatorname{Li}_2\left(-\frac{1-x}{1+x}\right)-2\operatorname{Li}_2\left(\frac{x}{1+x}\right)+2\operatorname{Li}_2\left(\frac{1}{2}\right)+\ln^22\right]\ dx$$

apply integration by parts

$$\Longrightarrow S=\frac14\ln^22\zeta(2)+\frac12\int_0^1\frac{\operatorname{Li}_2(x^2)}{1-x^2}\left(\frac{\ln(1+x)}{x}-\ln2\right)\ dx$$

The latter integral was nicely calculated by Cornel here

$$\int_0^1\frac{\operatorname{Li}_2(x^2)}{1-x^2}\left(\frac{\ln(1+x)}{x}-\ln2\right)\ dx$$ $$=\frac{1}{6}\ln ^42-\frac{7 }{2}\zeta (4)+\frac{7}{2}\ln2\zeta (3)-\frac{3}{2}\ln ^22\zeta (2)+4 \operatorname{Li}_4\left(\frac{1}{2}\right)$$

$$\Longrightarrow S=\frac{1}{12}\ln ^42-\frac{7 }{4}\zeta (4)+\frac{7}{4}\ln2\zeta (3)-\frac{1}{2}\ln ^22\zeta (2)+2 \operatorname{Li}_4\left(\frac{1}{2}\right)=I$$

Answer 3

See here for explanations.

Let $I(n)=\int_{(0,1)^n} \frac{ \prod_1^n dx_i}{(1+\prod_1^n x_i)\prod_1^n (1+x_i)}$ denotes generalized integral that OP mentioned, then:

• $\small I(1)=\frac{1}{2},\ I(2)=\frac{\pi ^2}{24},\ I(3)=\frac{3 \log ^2(2)}{2}-\frac{\pi ^2}{24}$

• $\small I(4)=2 \text{Li}_4\left(\frac{1}{2}\right)+\frac{7}{4} \zeta (3) \log (2)-\frac{7 \pi ^4}{360}+\frac{\log ^4(2)}{12}-\frac{1}{12} \pi ^2 \log ^2(2)$

• $\small I(5)=-20 \text{Li}_4\left(\frac{1}{2}\right)-\frac{45}{4} \zeta (3) \log (2)+\frac{259 \pi ^4}{1440}+\frac{5 \log ^4(2)}{3}+\frac{5}{12} \pi ^2 \log ^2(2)$

• $\small I(6)=-33\zeta(\bar5,1)+60 \text{Li}_6\left(\frac{1}{2}\right)+30 \text{Li}_4\left(\frac{1}{2}\right) \log ^2(2)+60 \text{Li}_5\left(\frac{1}{2}\right) \log (2)\\\small+\frac{771 \zeta (3)^2}{64}+\frac{35}{4} \zeta (3) \log ^3(2)-\frac{29 \pi ^6}{360}+\frac{5 \log ^6(2)}{6}-\frac{5}{8} \pi ^2 \log ^4(2)$

• $\scriptsize I(7)=1729\zeta(\bar5,1)+\frac{35}{3} \pi ^2 \text{Li}_4\left(\frac{1}{2}\right)-3360 \text{Li}_6\left(\frac{1}{2}\right)-420 \text{Li}_4\left(\frac{1}{2}\right) \log ^2(2)-1680 \text{Li}_5\left(\frac{1}{2}\right) \log (2)-\frac{5397 \zeta (3)^2}{8}-\frac{315}{4} \zeta (3) \log ^3(2)+7 \pi ^2 \zeta (3) \log (2)-\frac{50813}{32} \zeta (5) \log (2)+\frac{1589281 \pi ^6}{362880}-\frac{1}{3} 14 \log ^6(2)+\frac{175}{36} \pi ^2 \log ^4(2)+\frac{4739 \pi ^4 \log ^2(2)}{1440}$

Answer 4

Here is a physicist's point of view.

As suggested by OP, i will use the simplest, geometric series approach.

Let us now look at the general case.

$$I_n=\int_0^1...\int_0^1\frac{dx_1...dx_n}{(1+x_1)...(1+x_n)(1+x_1...x_n)}$$

Let's use geometric series

$$\frac{1}{1+x_1...x_n}=1+\sum_{\nu=1}^{\infty}(-1)^\nu(x_1...x_n)^\nu$$

Now let's put the last result into $I_n$ and use the following simple result

$$\int_0^1\frac{x^\nu}{1+x}=(-1)^\nu\left [\ln2+\sum_{k=1}^\nu\frac{(-1)^k}{k} \right ] $$ After some simple calculations(I'll skip them) we reach the end result

$$I_n=\ln^n2+\sum_{\nu=1}^\infty(-1)^{\nu(n-1)}\left [\ln2+\sum_{k=1}^\nu\frac{(-1)^k}{k} \right ]^n$$

It is obvious that $I_n$ converges asymptotically to $\ln^n2$. Already at moderate values of $n$, $\ln^n2$ gives a good approximation.

For example,in case of $n=4$ worked out by David H if we use computed by him value $I_{4}\approx0.223076$, absolute error, if we use $\ln^42$ instead of $I_4$, is about 0.008