1

I have been attempting to solve this integral for several days in preparation for an exam and keep reaching dead ends.

I(a,b) = $\int_0^{\pi/2} \ln(a^{2}\cos^2(x)+b^{2}\sin^2(x)) dx$, where $a,b>0$

My best approach so far is defining:

$F(x) = I(x, b)$

Then, I know:

$F(b) = I(b, b) = \pi/2 * \ln(b^2)$

Then I am now attempting to find $F'(x)$ using differentiation under the integral sign, and integrating from b to a.

This is where I am stuck - no matter what I do, I cannot solve the integral. Am I in the right direction or should this be solved in a different manner? I also considered something elliptical due to the acos, bsin in the original integral, yet it has also reached a dead end.

Did
  • 279,727
  • Which formula did you get for $F'$? (Unrelated: Please use \ln, \cos and \sin.) – Did Sep 14 '16 at 08:15
  • $\int_{tan(0)}^{tan(\pi/4)} {\frac {2y(1-t^2)2dt}{y^2(1-t^2)+b^24t}}$ – Dean Leitersdorf Sep 14 '16 at 08:54
  • Is this solvable, assuming a,b>0? Wolfram gives weird results @Did – Dean Leitersdorf Sep 14 '16 at 08:56
  • I fail to understand the formula in your comment. Computing $F'$ correctly and applying some routine changes of variables, one can get $$\int_0^{\pi/2}\ln(a^2 \cos^2x+b^2\sin^2x),dx=\pi\ln\left(\frac{a+b}2\right)$$ – Did Sep 14 '16 at 09:16
  • How did u solve that integral?? – Dean Leitersdorf Sep 14 '16 at 09:36
  • I differentiated with respect to a – Dean Leitersdorf Sep 14 '16 at 09:37
  • As I said, I computed $F′$ correctly and applied some routine changes of variables. Note that the formula you suggested for $F'$ is still a mystery. – Did Sep 14 '16 at 09:38
  • You computed $F`$ with respect to what variable? – Dean Leitersdorf Sep 14 '16 at 09:40
  • What? You defined $F$ in your post as a function of one variable. – Did Sep 14 '16 at 09:41
  • I would very very much appreciate it if you could explain how you got that? I cannot see how to do it after many days of trying... – Dean Leitersdorf Sep 14 '16 at 09:54
  • @DeanLeitersdorf Did is saying that you probably made a mistake in your differentiation, and that you should try and do it again – ShakesBeer Sep 14 '16 at 13:02
  • @Shakespeare Thanks. I have tried and gotten the same differentiation 3 days in a row now.. If there is a mistake - I cannot see it – Dean Leitersdorf Sep 14 '16 at 18:36
  • Sorry but you still show 0% of what you tried. If you are getting "the same differentiation 3 days in a row now", just show it, otherwise it is impossible to see where "there is a mistake". The result of your refusal to do so is that answers with different, possibly more sophisticated than you can digest, methods accumulate in the posts below, thus failing to answer the question you ask. – Did Sep 17 '16 at 12:20

4 Answers4

6

Maybe someone is interested in a more "outside the box approach"

Let us define

$$F(a,b)=\int_0^{\pi/2}\log(a^2\cos(x)^2+b^2\sin(x)^2)dx$$

Now

$$ \partial_aF(a,b)=2a\int_0^{\pi/2}\frac{\cos(x)^2}{a^2\cos(x)^2+b^2\sin(x)^2}dx $$

$$ \partial_bF(a,b)=2b\int_0^{\pi/2}\frac{\sin(x)^2}{a^2\cos(x)^2+b^2\sin(x)^2}dx $$

which leads immediatly to the follwoing partial differential equation

$$ a \partial_aF(a,b)+b\partial_bF(a,b)=\pi $$

by seperation of variables the homogenous solution to the above problem is given by $F_h(a,b)=C\frac{b}{a}$ where $C$ is some constant.

By inspection it is also straightforward to see that the particular solution with the required symmetry $a \leftrightarrow b$ is given by $F_p(a,b)=\pi \log(D(a+b))$. Here $D$ is another free parameter which appears through the invariance under scaling of our DE.

The constants of integration might be fixed by the requirement $F(a,a)=\pi \log(a)$ which induces $C=0$ and $D=1/2$. It follows that

$$ F(a,b)=F_h(a,b)+F_p(a,b)=\pi\log\left(\frac{a+b}{2}\right) $$

Edit: I'm totally aware that (also on this site) there are much simpler approaches to such integrals, i was just in the mood to try something different

tired
  • 12,325
2

The integral can be deduced from the Bronstein integral \begin{equation*} \int_{0}^{\pi}\ln(a^{2}+b^{2}-2ab\cos x)\, dx = 2\pi\ln(\max\{a,b\}) \end{equation*} where $0<a,b \in\mathbb{R}$.

See Bronstein Integral 21.42

Assume that $b>a$ (otherwise change $x$ to $\dfrac{\pi}{2}-x$). Then we get \begin{gather*} \int_{0}^{\pi/2}\ln(a^{2}\cos^{2}x+b^{2}\sin^{2}x)\, dx = \int_{0}^{\pi/2}\ln\left(\dfrac{b^{2}+a^{2}}{2}-\dfrac{b^{2}-a^{2}}{2}\cos(2x)\right)\, dx =\\[2ex] \dfrac{1}{2}\int_{0}^{\pi}\ln\left(\left(\dfrac{b+a}{2}\right)^{2}+\left(\dfrac{b-a}{2}\right)^{2}-2\dfrac{b+a}{2}\dfrac{b-a}{2}\cos x\right)\, dx = \pi\ln\left(\max\left\{\dfrac{b+a}{2},\dfrac{b-a}{2}\right\}\right) = \\[2ex]\pi\ln\left(\dfrac{a+b}{2}\right). \end{gather*}

JanG
  • 4,577
1

Through the substitutions $x=\arctan(t)$ and $t\leftrightarrow\frac{1}{t}$we have $$\begin{eqnarray*} I(a,b) &=& \int_{0}^{+\infty}\frac{\log(b^2+a^2 t^2)-\log(1+t^2)}{1+t^2}\,dt\\ &=&\int_{0}^{+\infty}\frac{\log(a^2+b^2 t^2)-\log(1+t^2)}{1+t^2}\,dt=I(b,a)\end{eqnarray*}$$

where $$ \frac{\partial}{\partial b} I(a,b) = \int_{0}^{+\infty}\frac{2 b}{\left(1+t^2\right) \left(b^2+a^2 t^2\right)}\,dt =\frac{\pi}{a+b}=\frac{\partial}{\partial a} I(a,b). $$ It follows that $I(a,b) = C+\pi\log(a+b) $, and by setting $a=b=1$ it is trivial that such a constant $C$ has to be $-\pi\log(2)$, since $I(1,1)=0$.

Jack D'Aurizio
  • 353,855
0

I would use the substitution $\sin(x)=u$. Then we get

$$I(a,b) = \int_0^{\pi/2} \ln(a^2 \, \cos^2(x)+b^2 \, \sin^2(x)) dx = \int_0^{1} \frac{\ln(a^2 \, (1-u^2)+b^2 \, u^2)}{\sqrt{1-u^2}} \, du$$

Then using integration by parts with

$$\frac{d}{dx}(\ln(a^2 \, (1-u^2)+b^2 \, u^2))= \frac{2\,(a^2-b^2)\,u}{b^2+(a^2-b^2)\,u^2}$$ $$\int\frac{1}{\sqrt{1-u^2}}\,du=\arcsin(u)$$

$$I(a,b) = \frac{1}{2}\pi\ln(b^2) - \int_0^{1} \frac{2\,(a^2-b^2)\,u}{b^2+(a^2-b^2)\,u^2} \, \arcsin(u) \, du = \\ \frac{1}{2}\pi\ln(b^2) - \int_0^{1} \frac{2\,\arcsin(u)}{u}\,du + \int_0^{1} \frac{2\,b^2}{u\,(b^2+(a^2-b^2)\,u^2)} \, \arcsin(u) \, du$$

According to Mathematica, the first integral gives

$$\int_0^{1} \frac{2\,\arcsin(u)}{u}\,du = \pi \ln(2)$$

The second integral can also be evaluated with Mathematica, but it gives me quite the cumbersome result. Maybe there is a simpler way to do this.

Michael_K
  • 789
  • This seems a bit too complex - this question was solved during a test in less than 20 min on paper (no solutions uploaded sadly) - I feel like there should be an easy way – Dean Leitersdorf Sep 14 '16 at 08:57