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Im trying to do the following integration by hand,

$\int_0^\infty \! n^2 \ln(1-e^{-an}) \, \mathrm{d} n$

I have tried to use integration by parts and substitution, but each time it gets to complicated and messy (polylog terms etc...), is there any straight forward way to solve this?

Fabian
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user57142
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  • Try justifying the power series expansion $$\log(1-x) = -\sum_{k=1}^{\infty}\frac{x^k}{k}$$ (hint: $e^{-an}$ is small and always confined to a small positive interval when $n$ is larger than any fixed value). Now plug in the power series and you'll have a much more tractable problem. – A Blumenthal Jan 22 '13 at 22:46

5 Answers5

2

I will write your integral as

$$\int_0^{\infty} dx \: x^2 \log{(1-e^{-a x})} = \frac{1}{3} \int_0^{\infty} d(x^3) \log{(1-e^{-a x})} $$

Now integrate by parts:

$$ = \frac{1}{3} [x^3 \log{(1-e^{-a x})}]_0^{\infty} - \frac{1}{3} \int_0^{\infty} dx\: x^3 \frac{d}{dx} \log{(1-e^{-a x})} $$

The term in the brackets goes to zero at $\infty$ and $0$ (why?), so we get

$$ = -\frac{a}{3} \int_0^{\infty} dx\: x^3 e^{-a x} (1-e^{-a x})^{-1} $$

For some values of $a$ (which ones?), we may Taylor expand the term in parentheses inside the integral and get

$$ = -\frac{a}{3} \int_0^{\infty} dx\: x^3 e^{-a x} \sum_{k=0}^{\infty} e^{-k a x} $$

Because integral and sum are absolutely convergent (application of Fubini's theorem), we may interchange order of sum and integral and get:

$$ -\frac{a}{3} \sum_{k=0}^{\infty} \int_0^{\infty} dx\: x^3 e^{-(k+1) a x} $$

These integrals are well-known:

$$ \int_0^{\infty} dx\: x^3 e^{-(k+1) a x} = \frac{3!}{a^4 (k+1)^4} $$

so we now have

$$\int_0^{\infty} dx \: x^2 \log{(1-e^{-a x})} = -\frac{2}{a^3} \sum_{k=0}^{\infty} \frac{1}{(k+1)^4} = -\frac{\pi^4}{45 a^3} $$

Ron Gordon
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1

Using the power series for $\log(1-x)$: $$\int_{0}^{\infty}n^2\log(1-e^{-\alpha n})\,\mathrm{d}n=-\int_{0}^{\infty}n^2\sum_{k=1}^{\infty}\frac{e^{-k\alpha n}}{k}\,\mathrm{d}n\\=-\int_{0}^{\infty}\sum_{k=1}^{\infty}\frac{\partial^2}{\partial\alpha^2}\left(\frac{e^{-kn\alpha}}{k^3}\right)\,\mathrm{d}n\\=-\frac{\partial^2}{\partial\alpha^2}\sum_{k=1}^{\infty}\int_{0}^{\infty}\frac{e^{-kn\alpha}}{k^3}\,\mathrm{d}n\\=-\frac{\partial^2}{\partial\alpha^2}\sum_{k=1}^{\infty}\left(-\frac{e^{-kn\alpha}}{\alpha k^4}\right)_0^{\infty}\\=-\frac{\partial^2}{\partial\alpha^2}\sum_{k=1}^{\infty}\frac{1}{\alpha k^4}\\=-\sum_{k=1}^{\infty}\frac{\partial^2}{\partial\alpha^2}\left(\frac{\alpha^{-1}}{ k^4}\right)\\=-2\sum_{k=1}^{\infty}\frac{\alpha^{-3}}{k^4}=-\frac{2\zeta(4)}{\alpha^3}\\=-\frac{\pi^4}{45\alpha^3}.$$

Ian Mateus
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Integration by parts yields $$ \begin{align} \int_0^\infty n^2 e^{-n}\,\mathrm{d}n &=\left.-n^2e^{-n}\right]_0^\infty+\int_0^\infty2n\,e^{-n}\,\mathrm{d}n\\ &=0+\left.-2n\,e^{-n}\vphantom{n^2}\right]_0^\infty+\int_0^\infty 2\,e^{-n}\,\mathrm{d}n\\ &=2\tag{1} \end{align} $$ Apply $(1)$ and $\log(1-x)=-\sum\limits_{k=1}^\infty\dfrac{x^k}{k}$ to $$ \begin{align} \int_0^\infty n^2\log(1-e^{-an})\,\mathrm{d}n &=-\int_0^\infty n^2\sum_{k=1}^\infty\frac1ke^{-kan}\,\mathrm{d}n\\ &=-\sum_{k=1}^\infty\frac1k\frac2{(ka)^3}\\ &=-\frac2{a^3}\zeta(4)\\ &=-\frac{\pi^4}{45a^3}\tag{2} \end{align} $$ Using $\zeta(4)$ from this answer.

robjohn
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Partial integration:

$$\int_0^{\infty}n^2\cdot \ln(1-e^{-an})dn=\underbrace{\left[\frac{x^3}{3}\ln(1-e^{-an})\right]_0^{\infty}}_{=\;0}-\frac{1}{3}\int_0^{\infty}n^3\left(\frac{a}{e^{an}-1}\right)dn$$

Let $s=an:$

$$\int_0^{\infty}n^2\cdot \ln(1-e^{-an})dn=-\frac{1}{3a^3}\int_0^{\infty}\frac{s^3}{e^{s}-1}ds$$

Using the well-known relation

$$\Gamma(z)\zeta (z)=\int_0^{\infty}\frac{s^{z-1}}{e^s-1}ds\qquad(\Re (z)>1)$$

We get,

$$\int_0^{\infty}n^2\cdot \ln(1-e^{-an})dn=-\frac{1}{3a^3}\Gamma(4)\zeta(4)=-\frac{\pi^4}{45a^3}$$

L. F.
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This is a generalization. By expanding the logarithm in its Taylor series (the same method in the other answers) you'll get that $$ \int_0^\infty x^{n-1}\log(1-e^{-\alpha x})dx=-\frac{1}{\alpha^n}\zeta(n+1)\Gamma(n)$$ Your case is $n=3$

dot dot
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