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\begin{equation} \int_0^\infty\frac{1-e^{-x}(1+x )}{x(e^{x}-1)(e^{x}+e^{-x})}dx \end{equation}

My colleague got this problem from his friend but he didn't know the answer so he asked my help. Unfortunately, after hours of tired effort I was unable to crack this integral. I was unable to find a way to evaluate it from online search either. I used to be good at solving this kind of problem but now I feel so embarrassed by my stupidity. I'm stuck and I badly need your help. It's a humbling request to ask people here being so kind to help me out. Thank you.

zyx
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    That is a lot of text not having with the problem to do. Please tell us instead what you have tried. – mickep Jun 07 '16 at 09:25
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    @mickep Thank for your comment but what kind of useless effort did you expect me to put in my answer? Even if I put it there, I'm afraid it's still of no use. – Sophie Agnesi Jun 07 '16 at 09:36
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    Well, you could for one thing mention that you are looking for answers in terms of elementary functions only, or perhaps with Beta and Polygamma functions. THAT would have been useful information. – mickep Jun 07 '16 at 11:16
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    I'm quite sure the use of the Hurwitz zeta function can be avoided after using substitution $y=e^{-x}$ and applying the Feynman's method as shown in @OlivierOloa's answer – Anastasiya-Romanova 秀 Jun 07 '16 at 11:29
  • @zyx Of course you may, feel free to edit it. – Sophie Agnesi Jun 09 '16 at 08:06

5 Answers5

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Hint. An approach. One may consider $$ I(s):=\int_0^\infty x^{s-1}\frac{1-e^{-x}(1+x )}{(e^{x}-1)(e^{x}+e^{-x})}dx,\quad s>0, \tag1 $$ which one may rewrite as $I_1(s)+I_2(s)$ with

$$ \begin{align} I_1(s):=&\frac12\int_0^\infty x^{s-1}\frac{1-e^{-x}(1+x )}{(e^{x}-1)}dx\\\\ I_2(s):=&-\frac12\int_0^\infty x^{s-1}\frac{\left(1-e^{-x}(1+x )\right)(1-e^{-x})}{(e^{x}+e^{-x})}dx \end{align} $$ each of the preceding integrals is a linear combination of the standard evaluations $$ \begin{align} a(s,r)=&\int_0^\infty x^{s-1}\frac{e^{-rx}}{(e^{x}-1)}dx=\Gamma(s)\zeta(s,r+1) \\\\ b(s,r)=&\int_0^\infty x^{s-1}\frac{e^{-rx}}{(e^{x}+e^{-x})}dx=\Gamma(s) \left(4^{-s}\zeta\left(s,\frac{1+r}{4}\right)-4^{-s}\zeta\left(s,\frac{3+r}{4}\right)\right) \end{align} $$ where $\zeta(\cdot,\cdot)$ is the Hurwitz zeta function.

Finally one gets that $2I(s)$ is equal to $$ a(s,0)-a(s,1)-a(s+1,1)-b(s,0)+2b(s,1)+b(s+1,1)-b(s,2)-b(s+1,2) $$ which as $s \to 0^+$ gives $I(0)=I$:

$$ I=\int_0^\infty\frac{1-e^{-x}(1+x )}{x(e^{x}-1)(e^{x}+e^{-x})}dx=\frac{\pi}8-\frac{\gamma}2+\frac12\ln \pi-\frac34\ln 2 $$

confirming @Claude Leibovici's announced result, where $\gamma$ is the Euler-Mascheroni constant.

Olivier Oloa
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  • Ah. I find you're really a master of this "Hurwitz zeta function", after reviewing some of your past posts :) – Vim Jun 07 '16 at 10:16
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    I'm unhappy with the use of a special function like Hurwitz zeta function to evaluate this integral, but the answer is gratefully received nonetheless. Upvoted. – Sophie Agnesi Jun 07 '16 at 10:24
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    @Sophie, since $\gamma$ is involved in the final result, a path that avoids special functions seems unlikely. Olivier, nice use of Mellin! – J. M. ain't a mathematician Jun 07 '16 at 10:39
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    This is a beautiful and elegant solution, indeed. Thanks for providing it ! – Claude Leibovici Jun 07 '16 at 10:55
  • @J.M. You seem to misunderstand my comment. I didn't object to the use of all special functions. I feel the Hurwitz zeta function or the Lerch zeta function is less familiar with the other special functions like the beta function or the polygamma function. I still appreciate this answer, though. – Sophie Agnesi Jun 07 '16 at 11:00
  • @SophieAgnesi : when expanding as Taylor series in $\exp$ the quotient of $\exp$, you'll get the Hurwitz zeta at $s=2$ and $a=1/4,1/2$, or the Dirichlet beta at $s= 2$ : $\sum_{n=1}^\infty (-1)^{n}(2n+1)^{-2}$ and $\zeta(2) = \sum_{n=1}^\infty n^{-2}$ – reuns Jun 07 '16 at 13:56
  • note that you can prove the values of those series with the residue theorem (proving implicitely the functional equation for $\zeta$ functions) , and Taylor expanding (in $x$ this time) $\frac{x}{e^x-1}$ and $\frac{x}{e^x-e^{-x}}$ (no need for the full Taylor series, only the first 2 coefs). so what I mean is that there is no elementary answer anyway – reuns Jun 07 '16 at 14:00
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    @SophieAgnesi Do note that you can click the checkmark button to mark this answer as "accepted". It's right below the up/down voting. – Simply Beautiful Art Jun 07 '16 at 21:01
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    @SimpleArt Why would I do that if this answer doesn't satisfy me?? Don't get me wrong Olivier, I do appreciate your answer. – Sophie Agnesi Jun 08 '16 at 02:01
  • @SophieAgnesi : see what I wrote, you have to be satisfied of this answer, because there is no much simpler way – reuns Jun 08 '16 at 11:35
  • @SophieAgnesi Ok, as you wish. I just personally am very satisfied with this answer. :) – Simply Beautiful Art Jun 08 '16 at 12:11
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This is not an answer but just a result.

Being unable to crack this integral, I made a numerical evaluation and I gave the result to the inverse symbolic calculator. The result is apparently $$\frac{1}{8} \left(\pi +\log \left(\frac{\pi ^4}{64} \right)-4 \gamma\right)$$ ($\gamma$ being Euler's constant).

This is correct at least for $500$ significant figures.

Now, I am curious to see how the problem could be tackled.

11

Here is an elementary way:

Denote the wanted integral by $I$. First we note that we can write your integrand as $$ \frac{2+x+xe^x}{2x(1+e^{2x})}-\frac{1}{2}\frac{1}{e^x-1}. $$ Now, we have two diverging parts, but since $$ \gamma=\int_0^{+\infty}\frac{1}{e^x-1}-\frac{1}{xe^x}\,dx, $$ we add and subtract with $1/(2xe^x)$. We get $$ I=-\frac{\gamma}{2}+\int_0^{+\infty}\frac{x(e^{-x}+e^{-2x})-(e^{-x}-e^{-2x})+(e^{-2x}-e^{-3x})}{2x(1+e^{-2x})}\,dx. $$ With $$ \frac{1}{1+e^{-2x}}=\sum_{k=0}^{+\infty}(-1)^ke^{-2kx}, $$ we find that $I+\gamma/2$ equals (no problem with convergence, so we can change order of integration and summation) $$ \frac{1}{2}\sum_{k=0}^{+\infty}(-1)^k\int_0^{+\infty} e^{-(1+2k)x}+e^{-(2+2k)x}-\frac{e^{-(1+2k)x}-e^{-(2+2k)x}}{x}+\frac{e^{-(2+2k)x}-e^{-(3+2k)x}}{x}\,dx. $$ All integrals are easily calculated (exponentials and Frullani), and we find that $I+\gamma/2$ equals $$ \frac{1}{2}\sum_{k=0}^{+\infty}(-1)^k\Bigl[\frac{1}{1+2k}+\frac{1}{2+2k}-\log\frac{2+2k}{1+2k}+\log\frac{3+2k}{2+2k}\Bigr] $$ The first two parts should be known from Maclaurin series of $\arctan x$ and $\log(1+x)$. The second two terms are combined and calculated using the Wallis product formula). The result of the series is $$ \frac{\pi}{8}+\frac{1}{4}\log 2+\frac{1}{2}\log\frac{\pi}{4}. $$ Thus, we have found that $$ I=\int_0^{+\infty}\frac{1-e^{-x}(1+x)}{x(e^x-1)(e^x+e^{-x})}\,dx=-\frac{\gamma}{2}+\frac{\pi}{8}+\frac{1}{4}\log 2+\frac{1}{2}\log\frac{\pi}{4}. $$

mickep
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I answer my own OP instead of improving it as a proof to user @mickep that I did give a try to this problem but I didn't want to post some useless efforts like "I tried substitution $x=\tan y$ then I failed... miserably". I consider putting this kind of effort is a a complete joke as shown in some posts with tag.

Okay, here is my try. Following user @Anastasiya-Romanova秀's suggestion, I use the substitution $y=e^{-x}$ and the original integral becomes

\begin{equation} \int_0^1\frac{y(y-1)-y^2\log y}{(1-y)(1+y^2)\log y}dy=-\int_0^1\frac{y}{1+y^2}\left(\frac{y}{1-y}+\frac{1}{\log y}\right)dy \end{equation}

Now, we consider the following parametric integral

\begin{equation} I(a):=\int_0^1\frac{y^{a-1}}{1+y^2}\left(\frac{y}{1-y}+\frac{1}{\log y}\right)dy \end{equation}

Differentiating $I(a)$ we get

\begin{align} I'(a)& =\int_0^1\left(\frac{\log y}{1-y}+1\right)\frac{y^{a-1}}{1+y^2}dy\\ &=\int_0^1\frac{y^{a}\log y}{1-y^4}dy+\int_0^1\frac{y^{a+1}\log y}{1-y^4}dy+\int_0^1\frac{y^{a-1}}{1+y^2}dy\\ &=\sum_{k=0}^\infty\int_0^1\left(y^{4k+a}\log y+y^{4k+a+1}\log y+(-1)^ky^{2k+a-1}\right)dy\\ &=\sum_{k=0}^\infty\left(-\frac{1}{(4k+a+1)^2}-\frac{1}{(4k+a+2)^2}+\frac{(-1)^k}{2k+a}\right)\\ &=\frac{1}{16}\left(-\psi_1\!\left(\frac{a+1}{4}\right)-\psi_1\!\left(\frac{a+2}{4}\right)+4\psi\!\left(\frac{a+2}{4}\right)-4\psi\!\left(\frac{a}{4}\right)\right) \end{align}

where I use the following relation

\begin{equation} \sum_{k=0}^\infty\frac{(-1)^k}{(z+k)^{m+1}}=\frac1{(-2)^{m+1}m!}\!\left(\psi_m\left(\frac{z}{2}\right)-\psi_m\!\left(\frac{z+1}{2}\right)\right) \end{equation}

Hence

\begin{equation} I(a)=\int_{\infty}^aI'(a)\ da=-\frac{1}{4}\psi\!\left(\frac{a+1}{4}\right)-\frac{1}{4}\psi\!\left(\frac{a+2}{4}\right)+\log\Gamma\!\left(\frac{a+2}{4}\right)-\log\Gamma\!\left(\frac{a}{4}\right) \end{equation}

Hence our considered problem is $\color{red}{-I(2)}$ which confirms user @ClaudeLeibovici's result.

\begin{align} \int_0^\infty\frac{1-e^{-x}(1+x )}{x(e^{x}-1)(e^{x}+e^{-x})}dx&=\frac{1}{4}\psi\!\left(\frac{3}{4}\right)+\frac{1}{4}\psi\!\left(1\right)+\log\Gamma\!\left(\frac{1}{2}\right)\\[10pt] &=\frac{1}{8}\left(\pi+\log\left(\frac{\pi ^4}{64}\right)-4\gamma\right) \end{align}

where I use special value of the digamma function

\begin{equation} \psi\!\left(\frac{1}{4}\right)=-\frac{\pi}{2}-3\log2-\gamma \end{equation}

and the reflection formula

\begin{equation} \psi\!\left(1-x\right)-\psi\!\left(x\right)=\pi\cot\pi x \end{equation}

Done!

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$$ \begin{align} \int_0^\infty\frac{1-e^{-x}(1+x)}{x(e^x-1)(e^x+e^{-x})}\,\mathrm{d}x &=\int_0^\infty\frac{e^x-(1+x)}{x(e^x-1)(e^{2x}+1)}\,\mathrm{d}x\tag{1}\\ &=\int_0^\infty\sum_{k=2}^\infty\frac{x^{k-1}}{k!}\frac1{(e^x-1)(e^{2x}+1)}\,\mathrm{d}x\tag{2}\\ &=\int_0^\infty\sum_{k=2}^\infty\frac{x^{k-1}}{k!}\,\frac12\left(\frac1{e^x-1}-\frac{1+e^x}{e^{2x}+1}\right)\mathrm{d}x\tag{3}\\ &=\int_0^\infty\sum_{k=2}^\infty\frac{x^{k-1}}{k!}\sum_{j=1}^\infty\left(e^{(1-4j)x}+e^{-4jx}\right)\mathrm{d}x\tag{4}\\ &=\sum_{j=1}^\infty\sum_{k=2}^\infty\left(\frac1{k(4j-1)^k}+\frac1{k(4j)^k}\right)\tag{5}\\ &=\sum_{j=1}^\infty\left[\log\left(\frac{4j-1}{4j-2}\right)-\frac1{4j-1}\right]\\ &+\sum_{j=1}^\infty\left[\log\left(\frac{4j}{4j-1}\right)-\frac1{4j}\right]\tag{6}\\ &=\sum_{j=1}^\infty\left[\log\left(\frac{j}{j-\frac12}\right)-\frac1{2j}+\frac14\left(\frac1j-\frac1{j-\frac14}\right)\right]\tag{7}\\[3pt] &=\log\left(\Gamma\left(\frac12\right)\right)-\frac\gamma2+\frac14H_{-1/4}\tag{8}\\[9pt] &=\frac12\log(\pi)-\frac\gamma2+\frac\pi8-\frac34\log(2)\tag{9} \end{align} $$ Explanation:
$(1)$: multiply numerator and denominator by $e^x$
$(2)$: expand $e^x-(1+x)$ into a power series
$(3)$: partial fractions
$(4)$: expand into a power series
$(5)$: perform the integration using the Gamma integral
$(6)$: use the power series for $\log(1+x)$
$(7)$: arithmetic
$(8)$: $\prod\limits_{k=1}^{n-1}(k+x)=\frac{\Gamma(n+x)}{\Gamma(1+x)}$, Gautschi's Inequality, $\lim\limits_{n\to\infty}\left(\sum\limits_{k=1}^n\frac1k-\log(n)\right)=\gamma$,
$\phantom{(8)\text{:}}$ and $(2)$ from this answer
$(9)$: $(11)$ from this answer

robjohn
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