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How do we prove that:

$$\int_{0}^{1}\ln{x}\left({1\over \ln{x}}+{1\over 1-x}\right)^2\, dx =\color{blue}{\gamma-1}?\tag1$$

The only idea came to mind was this series

$$\sum_{n=1}^{\infty}{1\over 2^k(1+x^{-1/2^k})}={x\over 1-x}-{1\over \ln{x}}\tag2$$

Or expanded $(1)$

$$\int_0^1 \left({1\over \ln x} + {2 \over 1-x}+{\ln x \over (1-x)^2} \right)\,dx=\gamma-1\tag3$$

$$\int_0^1 {\ln x \over (1-x)^2}\,dx=\sum_{n=0}^\infty (1+n)\int_0^1 x^n\ln x \,dx = \sum_{n=0}^\infty (1+n)\cdot{-1\over (1+n)^2}\tag4$$

But $(4)$ diverges!

$\int {1\over 1-x} \, dx=-\ln(1-x)$

$\int_0^1 {2\over 1-x} \, dx$ also diverges

$\int{1\over \ln x} dx = \ln(\ln x )+\ln x +{\ln^2 x\over 2\cdot2!}+{\ln^3 x \over 3\cdot 3!}+\cdots$

$\int_0^1 {1\over \ln x} \, dx$ diverges too.

How do we go about integrating $(1)$?

Help needed, thanks!

yoniLavi
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3 Answers3

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$\newcommand{\angles}[1]{\left\langle\,{#1}\,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{\mathrm{i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\Li}[1]{\,\mathrm{Li}} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$

The Question:$\ds{\quad\int_{0}^{1}\ln\pars{x} \bracks{{1 \over \ln\pars{x}} + {1\over 1-x}}^{2}\,\dd x = \color{blue}{\gamma - 1}\,?}$.

\begin{align} &\color{#f00}{\int_{0}^{1}\ln\pars{x} \bracks{{1 \over \ln\pars{x}} + {1\over 1-x}}^{2}\,\dd x} = \int_{0}^{1}\bracks{{1 \over \ln\pars{x}} + {2 \over 1 - x} + {\ln\pars{x} \over \pars{1 - x}^{2}}}\,\dd x \end{align} When $\ds{x \lesssim 1}$, both $\ds{1 \over \ln\pars{x}}$ and $\ds{\ln\pars{x} \over \pars{1 - x}^{2}}$ are $\ds{\sim\,-\,{1 \over 1 - x}}$ such that the splitting of the original integral in three 'pieces' leads to divergent integrals albeit the sum of them converges. The above mentioned behaviour, when $\ds{x\lesssim 1}$, sugests the following splitting: \begin{align} &\color{#f00}{\int_{0}^{1}\ln\pars{x} \bracks{{1 \over \ln\pars{x}} + {1\over 1-x}}^{2}\,\dd x} \\[3mm] = &\ \underbrace{\int_{0}^{1}\bracks{{1 \over \ln\pars{x}} + {1 \over 1 - x}}\,\dd x} _{\ds{J_{1}}}\ +\ \underbrace{\int_{0}^{1}\bracks{{1 \over 1 - x} + {\ln\pars{x} \over \pars{1 - x}^{2} }}\,\dd x}_{\ds{J_{2}}}\ =\ J_{1} + J_{2}\tag{1} \end{align}


  1. $\ds{\large J_{1} =\, ?}$. \begin{align} &\int_{0}^{1}\bracks{{1 \over \ln\pars{x}} + {1 \over 1 - x}}\,\dd x = \int_{0}^{1}\int_{0}^{\infty}\bracks{-x^{y} + \expo{-\pars{1 - x}y}} \,\dd y\,\dd x \\[3mm] = &\ \int_{0}^{\infty}\int_{0}^{1}\bracks{-x^{y} + \expo{-\pars{1 - x}y}} \,\dd x\,\dd y = \int_{0}^{\infty}\bracks{-\,{1 \over y + 1} + \expo{-y}\,{\expo{y} - 1 \over y}}\,\dd y \\[3mm] = &\ \lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}\bracks{% -\,{1 \over y + 1} + {1 \over y} - {\expo{-y} \over y}}\,\dd y \\[3mm] = &\ \lim_{\epsilon \to 0^{+}}\bracks{-\ln\pars{\epsilon \over 1 + \epsilon} + \ln\pars{\epsilon}\expo{-\epsilon} - \int_{\epsilon}^{\infty}\ln\pars{y}\expo{-y}\,\dd y} = -\,\lim_{\epsilon \to 0}\partiald{}{\epsilon} \int_{0}^{\infty}y^{\epsilon}\expo{-y}\,\dd y \\[3mm] = &\ -\Gamma\,'\pars{1} = -\Gamma\pars{1}\Psi\pars{1} \end{align} \begin{equation}\fbox{$\ds{\ J_{1} = \int_{0}^{1}\bracks{{1 \over \ln\pars{x}} + {1 \over 1 - x}}\,\dd x = \color{#f00}{\gamma}\ }$}\tag{2} \end{equation}
  2. $\ds{\large J_{2} =\, ?}$. Note that \begin{align} \int{\ln\pars{x} \over \pars{1 - x}^{2}}\,\dd x & = \int\ln\pars{x}\,\dd\pars{1 \over 1 - x} = {\ln\pars{x} \over 1 - x} - \int{1 \over 1 - x}\,{1 \over x}\,\dd x \\[3mm] & = {\ln\pars{x} \over 1 - x} - \int\pars{{1 \over 1 - x} + {1 \over x}}\,\dd x \\[3mm] \mbox{such that}\quad & \int\bracks{{1 \over 1 - x} + {\ln\pars{x} \over \pars{1 - x}^{2} }}\,\dd x = {\ln\pars{x} \over 1 - x} - \ln\pars{x} \\[3mm] \mbox{and}\quad & \left\lbrace\begin{array}{rcl} \ds{\lim_{x \to 1}\bracks{{\ln\pars{x} \over 1 - x} - \ln\pars{x}}} & \ds{=} & \ds{\color{#f00}{-1}} \\[2mm] \ds{\lim_{x \to 0^{+}}\bracks{{\ln\pars{x} \over 1 - x} - \ln\pars{x}}} & \ds{=} & \ds{\color{#f00}{0}} \end{array}\right. \\[3mm] \imp\quad & \fbox{$\ds{\ J_{2} = \int_{0}^{1}\bracks{{1 \over 1 - x} + {\ln\pars{x} \over \pars{1 - x}^{2} }}\,\dd x = \color{#f00}{-1} - \color{#f00}{0} = \color{#f00}{-1}\ }$}\tag{3} \end{align}


With $\pars{1}$, $\pars{2}$ and $\pars{3}$: $$ \color{#f00}{\int_{0}^{1}\ln\pars{x} \bracks{{1 \over \ln\pars{x}} + {1\over 1-x}}^{2}\,\dd x} = J_{1} + J_{2} = \color{#f00}{\gamma - 1} $$
Felix Marin
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Observe that $$ \int_{0}^{1}\left(\frac{1}{1-x}+\frac{\log\left(x\right)}{\left(1-x\right)^{2}}\right)dx\stackrel{x\rightarrow1-x}{=}\int_{0}^{1}\left(\frac{1}{x}+\frac{\log\left(1-x\right)}{x^{2}}\right)dx.$$ Fix $0<a<1$. We have $$I(a)=\int_{a}^{1}\left(\frac{1}{x}+\frac{\log\left(1-x\right)}{x^{2}}\right)dx $$ $$=\frac{-a\log\left(a\right)-\left(a-1\right)\log\left(1-a\right)+a\log\left(a\right)}{a}=-\frac{\left(a-1\right)\log\left(1-a\right)}{a}\underset{a\rightarrow0^{+}}{\rightarrow}-1.$$ The identity $$\int_{0}^{1}\left(\frac{1}{\log\left(x\right)}+\frac{1}{1-x}\right)dx=\gamma$$ is classical. See for example here.

Marco Cantarini
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A simple but very effective suggestion: always try to work with convergent series/integrals when possible.

We are interested in: $$ \int_{0}^{1}\left(\frac{1}{\log x}+\frac{2}{1-x}+\frac{\log x}{(1-x)^2}\right)\,dx=\gamma+\int_{0}^{1}\left(\frac{1}{1-x}+\frac{\log x}{(1-x)^2}\right)\,dx $$ and we may notice that: $$\begin{eqnarray*} \int_{0}^{1}\left(\frac{1}{1-x}+\frac{\log x}{(1-x)^2}\right)\,dx &=& \int_{0}^{1}\frac{x+\log(1-x)}{x^2}\,dx\\&=&-\int_{0}^{1}\sum_{k\geq 2}\frac{x^{k-2}}{k}\,dx\\&=&-\sum_{k\geq 2}\frac{1}{k(k-1)} \\&=&-\sum_{k\geq 1}\left(\frac{1}{k}-\frac{1}{k+1}\right)=\color{blue}{-1}.\end{eqnarray*}$$

We have to be extra-careful in dealing with slow-convergent series: otherwise, the risk is to prove $0=1$ or something like that.

Jack D'Aurizio
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