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By integration by parts and the substitution $x = \sin t$ we can easily calculate the integral $\int_{0}^{1} \ln (x+ \sqrt{1-x^2})dx$ which equals to $\sqrt{2} \ln (\sqrt{2} +1) -1.$

I’ve tried to use the same substitution $x = \sin t$ to calculate the integral $ \int_{0}^{1} \frac {\ln (x+ \sqrt{1-x^2})}{x}dx,$ which becomes

$$ \int_{0}^{\frac {\pi}{2}} \frac {\ln \sin (t+ \frac {\pi}{4})}{\sin t}dt$$

It seems difficult to solve the particular integral. Any help?

Zacky
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Steven
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7 Answers7

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Split the integral at $\frac{1}{\sqrt{2}}$ and use the substitution $x = \sqrt{1-y^2}$ in the second part to obtain \begin{align} I &\equiv \int \limits_0^1 \frac{\ln(x+\sqrt{1-x^2})}{x} \, \mathrm{d} x = \int \limits_0^{\frac{1}{\sqrt{2}}} \frac{\ln(x+\sqrt{1-x^2})}{x} \, \mathrm{d} x + \int \limits_{\frac{1}{\sqrt{2}}}^1 \frac{\ln(x+\sqrt{1-x^2})}{x} \, \mathrm{d} x \\ &= \int \limits_0^{\frac{1}{\sqrt{2}}} \frac{\ln(x+\sqrt{1-x^2})}{x} \, \mathrm{d} x + \int \limits_0^{\frac{1}{\sqrt{2}}} \frac{y \ln(y+\sqrt{1-y^2})}{1-y^2} \, \mathrm{d} y = \int \limits_0^{\frac{1}{\sqrt{2}}} \frac{ \ln(x+\sqrt{1-x^2})}{x(1-x^2)} \, \mathrm{d} x \, . \end{align} Now let $x = \sin (t/2)$ to find \begin{align} I &= \frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln \left(\sin\left(\frac{t}{2}\right) + \cos\left(\frac{t}{2}\right)\right)}{\sin\left(\frac{t}{2}\right)\cos\left(\frac{t}{2}\right)} \, \mathrm{d} t = \frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln \left[\left(\sin\left(\frac{t}{2}\right) + \cos\left(\frac{t}{2}\right)\right)^2\right]}{2\sin\left(\frac{t}{2}\right)\cos\left(\frac{t}{2}\right)} \, \mathrm{d} t \\ &= \frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln\left(1+2\sin\left(\frac{t}{2}\right)\cos\left(\frac{t}{2}\right)\right)}{2\sin\left(\frac{t}{2}\right)\cos\left(\frac{t}{2}\right)} \, \mathrm{d} t = \frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln\left(1+\sin(t)\right)}{\sin(t)} \, \mathrm{d} t \\ &=\frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln\left(1+\cos(t)\right)}{\cos(t)} \, \mathrm{d} t \, . \end{align} Define (idea from this question) $$ f(a) \equiv \frac{1}{2} \int \limits_0^{\frac{\pi}{2}} \frac{\ln\left(1+\cos(a)\cos(t)\right)}{\cos(t)} \, \mathrm{d} t $$ for $ a \in [0,\frac{\pi}{2}]$ and observe that $f(0)=I$ and $f(\frac{\pi}{2}) = 0$. Compute (using $\tan(\frac{t}{2}) = s$) \begin{align} f'(a) &= - \frac{\sin(a)}{2} \int \limits_0^{\frac{\pi}{2}} \frac{1}{1+\cos(a)\cos(t)} \, \mathrm{d} t = - \sin(a) \int \limits_0^1 \frac{\mathrm{d} s}{1+\cos(a) + (1-\cos(a))s^2} \\ &= - \frac{\sin(a)}{1+\cos(a)} \sqrt{\frac{1+\cos(a)}{1-\cos(a)}} \arctan \left(\sqrt{\frac{1-\cos(a)}{1+\cos(a)}}\right) \\ &= - \frac{\sin(a)}{\sqrt{1-\cos^2 (a)}} \arctan\left(\tan\left(\frac{a}{2}\right)\right) = - \frac{a}{2} \, . \end{align} And finally, $$ I = f(0) = f \left(\frac{\pi}{2}\right) + \int \limits_{\frac{\pi}{2}}^0 f'(a) \, \mathrm{d} a = 0 + \int \limits_0^{\frac{\pi}{2}} \frac{a}{2} \, \mathrm{d} a = \frac{\pi^2}{16} \, .$$

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    A small addition: the substitution $\cos(t) = \operatorname{sech}(z)$ in the last version of $I$ yields the nice result $$\int \limits_0^\infty \ln(1+\operatorname{sech} (z)) , \mathrm{d} z = \frac{\pi^2}{8} , .$$ – ComplexYetTrivial Jun 20 '18 at 22:18
8

Version 1. $$\int_{0}^{1}\frac{\log(x+\sqrt{1-x^2})}{x}\,dx = \int_{0}^{\pi/2}\log(\sin\theta+\cos\theta)\cot(\theta)\,d\theta \tag{1}$$ by enforcing the substitution $\theta\to\frac{\pi}{2}-\theta$ and averaging turns out to be equivalent to $$ \int_{0}^{\pi/2}\frac{\log(\sin\theta+\cos\theta)}{2\sin\theta\cos\theta}\,d\theta\stackrel{\theta\mapsto 2\arctan u}{=}\int_{0}^{1}\frac{\log(1+2t-t^2)-\log(1+t^2)}{2t(1-t^4)}\,dt\tag{2} $$ which can be managed by partial fraction decomposition, through the dilogarithm functional identities $(3)-(7)$, since $$ \int\frac{\log(1-t)}{t}\,dt = C-\text{Li}_2(t).\tag{3} $$ The same applies is we avoid the initial symmetrization, since $$ \int_{0}^{\pi/2}\frac{\log(\sin\theta+\cos\theta)}{\tan\theta}\,d\theta=\int_{0}^{1}\left[\log(1+2t-t^2)-\log(1+t^2)\right]\frac{1-t^2}{t(1+t^2)}\,dt .\tag{4}$$


Version 2. By immediately substituting $\theta=\arctan u$ in $(1)$, the original integral is converted into $$ \int_{0}^{+\infty}\frac{\log(1+u)-\frac{1}{2}\log(1+u^2)}{u(1+u^2)}\,du $$ which by Feynman's trick equals $$ \int_{0}^{1}\frac{\pi+2a\log a}{2(1+a^2)}\,da +\frac{1}{4}\int_{0}^{1}\frac{\log a}{1-a}\,da=\frac{\pi^2}{8}-\frac{\pi^2}{48}-\frac{\pi^2}{24}=\color{blue}{\frac{\pi^2}{16}}.\tag{5}$$ (Poly)logarithmic integrals always are a tricky thing, one never knows in advance what is the best moment for enforcing a substitution or exploiting some symmetry. In this case the usual tangent half-angle substitution just introduces a detour in a straightforward solution.


Version 3. By considering the Fourier series of $\log\sin$ and $\log\cos$ we have that, in a distributional sense related to $L^2(-\pi/2,\pi/2)$, $$ \cot\theta = 2 \sum_{k\geq 1} \sin(2k\theta) $$ $$ \log(\sin\theta+\cos\theta)=-\frac{\log 2}{2}-\sum_{k\geq 1}\frac{\cos(2k\theta+k\pi/2)}{k} $$ hence by Parseval's theorem $$ \int_{0}^{\pi/2}\log(\sin\theta+\cos\theta)\cot(\theta)\,d\theta =\frac{\pi}{4}\sum_{\substack{k\geq 1\\k\text{ odd}}}\frac{(-1)^{(k-1)/2}}{k}=\frac{\pi}{4}\cdot\frac{\pi}{4} = \color{red}{\frac{\pi^2}{16}}\tag{6}$$ ... WOW! This approach allows a simple and explicit evaluation of many integrals of the form $\int_{0}^{\pi/2}\log(\sin\theta+\cos\theta)\,\omega(\theta)\,d\theta$, thus many integrals of the form $\int_{0}^{1}\log(x+\sqrt{1-x^2})\,w(x)\,dx$. "Thinking backwards", the original problem can be probably tackled also by computing the moments $\int_{0}^{1}x^{2m+1} \log(x+\sqrt{1-x^2})\,dx$, then performing an interpolation/analytic continuation.

Jack D'Aurizio
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  • Hey, Jack! I have a question, since you have insane experience in integration. What do you think about the possibility of doing the integration by using Fourier series (especially for $\log(\cos\theta +\sin\theta) $)? That was my initial approach but failed. Do you think that an approach with Fourier series will get to somewhere? – Shashi Jun 21 '18 at 05:15
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    @Shashi: you are definitely right, Fourier or Fourier-Legendre expansions deserve a try. I need to sleep a few hours, but after my resurrection I will expand this answer, if such approach(es) is(are) successful. – Jack D'Aurizio Jun 21 '18 at 07:09
  • Many thanks! I would love to see it! – Shashi Jun 21 '18 at 07:54
  • @Shashi: you were so much right. Answer updated. – Jack D'Aurizio Jun 21 '18 at 15:13
  • Just Woooow, I did not upvote first because the first method of yours was beyond my understanding. But I like this one! Again, many thanks! (+1) – Shashi Jun 21 '18 at 15:24
  • What I was trying was just to expand the log in fourier series and with some care exchange order of integration and series but that made the whole process rather heavy. Totally forgot about the use of Parseval! – Shashi Jun 21 '18 at 15:26
8

Let $I(a)=\int_0^1 \frac{\ln(a x+\sqrt{1-x^2})}{x}dx$. Then, $I(0) = \int_0^1 \frac{\ln\sqrt{1-x^2}}{x}dx \overset{x^2\to x} =-\frac{\pi^2}{24}$

$$I’(a)=\int_0^1 \frac{dx}{a x+\sqrt{1-x^2}} =\frac1{1+a^2}\left(\frac\pi2+a\ln a \right)$$

and

$$\int_0^1 \frac{\ln(x+\sqrt{1-x^2})}{x}dx =I(1)= I(0)+\int_0^1I’(a)da \\ \hspace{20mm}= -\frac{\pi^2}{24}+ \frac\pi2\int_0^1 \frac{da}{1+a^2} + \int_0^1 \frac{a\ln a}{1+a^2}da= \frac{\pi^2}{16} $$

Quanto
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6

Here is a way to calculate the integral without Feynman's trick or trigonometric substitutions.

By using the substitution previously used by Shashi we have: $$\underbrace{\int _0^1\frac{\ln \left(x+\sqrt{1-x^2}\right)}{x}\:dx}_{x=\frac{1}{\sqrt{1+t^2}}}=\underbrace{\int _0^{\infty }\frac{t\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{1+t^2}\:dt}_{t=\frac{1}{t}}$$ $$\int _0^{\infty }\frac{t\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{1+t^2}\:dt=\int _0^{\infty }\frac{\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{t}\:dt-\int _0^{\infty \:}\frac{t\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{1+t^2}\:dt$$ $$\int _0^{\infty }\frac{t\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{1+t^2}\:dt=\frac{1}{2}\int _0^{\infty }\frac{\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{t}\:dt$$ $$=\frac{1}{2}\int _0^1\frac{\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{t}\:dt+\frac{1}{2}\underbrace{\int _1^{\infty }\frac{\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{t}\:dt}_{t=\frac{1}{t}}=\int _0^1\frac{\ln \left(\frac{1+t}{\sqrt{1+t^2}}\right)}{t}\:dt$$ $$=\int _0^1\frac{\ln \left(1+t\right)}{t}\:dt-\frac{1}{2}\underbrace{\int _0^1\frac{\ln \left(1+t^2\right)}{t}\:dt}_{t=t^2}$$ $$=\frac{3}{4}\int _0^1\frac{\ln \left(1+t\right)}{t}\:dt=\frac{3}{4}\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k^2}=\frac{3}{8}\zeta \left(2\right)$$ Thus: $$\int _0^1\frac{\ln \left(x+\sqrt{1-x^2}\right)}{x}\:dx=\frac{3}{8}\zeta \left(2\right)$$

Dennis Orton
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5

As James Arathoon mentioned in the comments, by the substitution $t= \sqrt[]{\frac {1-x^2}{x^2}}$ the integral is equal to: \begin{align} I:=\int^1_0 \frac{\log(x+\sqrt[]{1-x^2} )}{x}\,dx=\int^\infty_0 \frac{t\log\left( \frac{t+1}{\sqrt[]{t^2+1}}\right)}{t^2+1}\,dt \end{align} One can rewrite it a bit: \begin{align} I=\frac 1 2 \int^\infty_0 \frac{t\log\left( \frac{(t+1)^2}{t^2+1}\right)}{t^2+1}\,dt = \frac 1 2 \int^\infty_0 \frac{t\log\left( 1+\frac{2t}{t^2+1}\right)}{t^2+1}\,dt \end{align} Now define the following function $F:[0, 1]\to\mathbb R$ as follows: \begin{align} F(a) := \frac 1 2 \int^\infty_0 \frac{t\log\left( 1+\frac{2at}{t^2+1}\right)}{t^2+1}\,dt \end{align} Using Feynman's Trick one gets: \begin{align} F'(a) = \int^\infty_0 \frac{t^2}{(t^2+1)(t^2+2at+1)}\,dt \end{align} This integral is not very hard to compute, for instance one can do it by partial fraction decomposition or contour integration to get: \begin{align} F'(a) =\frac{\arctan\left(\frac{\sqrt[]{1-a^2}}{a} \right)}{2\ \sqrt[]{1-a^2}} \end{align} We know that: \begin{align} I = F(1) = \int^1_0 F'(a)\,da = \frac{1}{2}\int^1_0 \frac{\arctan\left(\frac{\sqrt[]{1-a^2}}{a} \right)}{\sqrt[]{1-a^2}}\,da \end{align} This looks a bit scary, but hey it is very innocent after setting $a=\cos(x)$, because then one gets: \begin{align} I = \frac{1}{2}\int^0_{\pi/2} \frac{\arctan\left(\tan(x)\right)}{\sin(x)}(-\sin(x))\,dx = \frac{1}{2}\int^{\pi/2}_0 x\,dx = \frac{\pi^2}{16} \end{align}

Shashi
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4

Though there are already 6 wonderful solutions, I want to share mine with you now. Wish that you can enjoy it.

Letting $x=\cos \theta$ yields

$$ I=\int_{0}^{\frac{\pi}{2}} \frac{\ln (\cos \theta+\sin \theta)}{\cos \theta}\sin \theta d \theta $$

and letting $x=\sin \theta$ yields $$ I=\int_{0}^{\frac{\pi}{2}} \frac{\ln (\sin \theta+\cos \theta)}{\sin \theta} \cos \theta d \theta $$ Combining them gives $$ \begin{aligned} 2 I &=\int_{0}^{\frac{\pi}{2}} \frac{\ln (\sin \theta+\cos \theta)}{\sin \theta \cos \theta} d \theta \\ &=\int_{0}^{\frac{\pi}{2}} \frac{\ln (1+\sin 2 \theta)}{\sin 2 \theta} d \theta \\ &\stackrel{2\theta\mapsto\theta}{=} \frac{1}{2} \int_{0}^{\pi} \frac{\ln (1+\sin \theta)}{\sin \theta} d \theta \\ &=\int_{0}^{\frac{\pi}{2}} \frac{\ln (1+\sin \theta)}{\sin \theta} d \theta \quad \textrm{( By symmetry)}\\ &\stackrel{\theta\mapsto \frac{\pi}{2} -\theta}{=} \int_{0}^{\frac{\pi}{2}} \frac{\ln (1+\cos \theta)}{\cos \theta} d \theta \\ &=\frac{\pi^{2}}{8} \end{aligned} $$

Putting $a=0$ in my answer, we get $2 I=\dfrac{\pi^{2}}{8}$ and hence $\boxed{I=\frac{\pi^{2}}{16}}$.

:|D Wish you enjoy my solution!

Gary
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Lai
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2

First we establish that $$\int_0^{1}\frac{\ln(x+\sqrt{1-x^2})}{x}dx=\frac{\sqrt{\pi}}{4}\color{green}{\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{n}\frac{\Gamma\left(\frac{n}{2}\right)}{\Gamma\left(\frac{n+1}{2}\right)}}$$ So we proceed by substituting $x=\cos y$, then we have $$\int_0^{\frac{\pi}{2}}\frac{\ln\left(x+\sqrt{1-x^2}\right)}{x}dx=\int_0^{\frac{\pi}{2}}\frac{\ln\left(\cos y+\sin y\right)}{\cos y}\sin ydy$$ make the change of variable $y\mapsto \frac{\pi}{2} -y$ and hence of adding the obtained integral with latter integral, we get $$\int_0^{\frac{\pi}{2}}\frac{\ln\left(\cos y+\sin y\right)}{\cos y}\sin ydy=\frac{1}{2}\int_0^{\frac{\pi}{2}}\frac{\ln\left(1+\sin y\right)}{\sin y}dy$$ For $ 0 < y< \frac{\pi}{2}$ , $ 0< \sin y <1$ and hence last integral reduces to( by series expansion ) $$\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{2n}\int_0^{\frac{\pi}{2}}\sin ^{n-1} y dy\overset{\text{Wallis' Int}}{=}\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{4n}\frac{\Gamma\left(\frac{1}{2}\right)\Gamma\left(\frac{n}{2}\right)}{\Gamma\left(\frac{1}{2}+\frac{n}{2}\right)}\\ \hspace{4.75cm}=\frac{\sqrt{\pi}}{4}{\color{green}{\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{n}\frac{\Gamma\left(\frac{n}{2}\right)}{\Gamma\left(\frac{n+1}{2}\right)}}}$$ Now split the sum into even and odd parity, giving us $$\sum_{n=1}^{\infty}\frac{\Gamma\left(n-\frac{1}{2}\right)}{(2n-1)\Gamma(n)}-\sum_{n=1}^{\infty}\frac{\Gamma(n)}{2n\Gamma\left(n+\frac{1}{2}\right)}$$ Now, we evaluate the former sum $$\sum_{n=1}^{\infty}\frac{\Gamma\left(n-\frac{1}{2}\right)}{(2n-1)\Gamma(n)}=\sum_{n=0}^{\infty}\frac{\Gamma\left(n+\frac{1}{2}\right)}{(2n+1)\Gamma(n+1)}=\sqrt{\pi}{\color{red}{\sum_{n=0}^{\infty}\frac{1}{(2n+1)4^n}{2n\choose n}}}=\pi^{1/2}{\color{red}{\left[\frac{\pi}{2}\right]}}$$ By generating function of central binomial coefficients we $\displaystyle \sum_{n\geq 0}\frac{x^n}{4^n}{2n\choose n}=\frac{1}{\sqrt{1-x}}$. Replacing $x$ by $x^2$ on integrating from $ 0$ to $1$ gives $${\color{red}{\sum_{n=0}^{\infty}\frac{1}{(2n+1)4^n}{2n\choose n}}} =\int_0^1\frac{dx}{\sqrt{1-x^2}}={\color{red}{\frac{\pi}{2}}}$$ Further, we evaluate the latter sum $$\sum_{n=1}^{\infty}\frac{\Gamma(n)}{2n\Gamma\left(n+\frac{1}{2}\right)}=\frac{\pi^{-1/2}}{2}\color{blue}{\sum_{n=1}^{\infty}\frac{4^n}{n^2}{2n\choose n}^{-1}}=\frac{\pi^{-1/2}}{2}\color{blue}{\left[\frac{\pi^2}{2}\right]}$$ we use the generating function $\displaystyle \arcsin^2(x)=\frac{1}{2}\sum_{n=1}^{\infty}\frac{(2x)^{2n}}{n^2{2n\choose n}}$ (see here). Set $x=1$ we have our answer $\frac{\pi^2}{4}$. Therefore our final answer for the series $$\sum_{n\geq 1}\frac{(-1)^{n+1}}{n}\frac{\Gamma\left(\frac{n}{2}\right)}{\Gamma\left(\frac{n+1}{2}\right)}=\frac{\pi^{3/2}}{2}-\frac{\pi^{3/2}}{4}=\frac{\pi^{3/2}}{4}$$ On multiply by $\frac{\pi^{1/2}}{4}$ gives us

$$\int_0^1\frac{\ln\left(x+\sqrt{1-x^2}\right)}{x}dx=\frac{\pi^2}{16}$$

If one is curious to derive the cited generating function then it quite easy to see by Lehmer identity, AMM, 1985 $$\sum_{m\geq 1}\frac{(2x)^{2m}}{m{2m\choose m}}=\frac{2x\arcsin(x)}{\sqrt{1-x^2}}$$ Dividing by by $x$ and hence on integrating gives us the desired form. For more interesting series on central binomial coefficients due to Lehmer, see here.

If we replace $-x^2$ by $x^2$, then the following equality holds. $$\int_0^1\frac{\log\left(x+\sqrt{1+x^2}\right)}{x}dx=\frac{\pi^2}{12}-\frac{\operatorname{Li}_2\left(3-2\sqrt 2\right)}{2}-\frac{\log^2(1+\sqrt 2)}{2}+\log(2)\log(1+\sqrt 2)$$

Naren
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