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We have the following result ($\text{Li}_{n}$ being the polylogarithm):

$$\tag{*}\small{ \int_0^1 \log^2 (1-x) \log^2 x \log^3(1+x) \frac{dx}{x} = -168 \text{Li}_5(\frac{1}{2}) \zeta (3)+96 \text{Li}_4(\frac{1}{2}){}^2-\frac{19}{15} \pi ^4 \text{Li}_4(\frac{1}{2})+\\ 12 \pi ^2 \text{Li}_6(\frac{1}{2})+8 \text{Li}_4(\frac{1}{2}) \log ^4(2)-2 \pi ^2 \text{Li}_4(\frac{1}{2}) \log ^2(2)+12 \pi ^2 \text{Li}_5(\frac{1}{2}) \log (2)+\frac{87 \pi ^2 \zeta (3)^2}{16}+\\ \frac{447 \zeta (3) \zeta (5)}{16}+\frac{7}{5} \zeta (3) \log ^5(2)-\frac{7}{12} \pi ^2 \zeta (3) \log ^3(2)-\frac{133}{120} \pi ^4 \zeta (3) \log (2)-\frac{\pi ^8}{9600}+\frac{\log ^8(2)}{6}- \\ \frac{1}{6} \pi ^2 \log ^6(2)-\frac{1}{90} \pi ^4 \log ^4(2)+\frac{19}{360} \pi ^6 \log ^2(2) }$$

This is extremely amazing: almost all other similar integrals are not expressible via ordinary polylogarithm.

The solution is however non-trivial. There are two methods: first is to find enough linear relations between similar integrals, once the rank is high enough, solving the system gives $(*)$; second method is to convert the integral into multiple zeta values, then use known linear relations between them. None of these methods can explain the result's simplicity.

Question: Is there a simpler method to prove (*), or a conceptual explanation of its elegance?

Any thought is welcomed. Thank you very much.


I wrote a Mathematica package, it can calculate the integral in subject and many similar ones. The following command calculates $(*)$:

MZIntegrate[Log[1-x]^2*Log[x]^2*Log[1+x]^3/x, {x,0,1}]

It can also solve some other integrals.

The package can be obtained here. I hope it can benefit those interested in related integral/series.


Remarks on the question:

  • It's known that $\zeta(\bar{3},1,\bar{3},1)$ is very reminiscent to the RHS of $(*)$. But both the simplicity of $\zeta(\bar{3},1,\bar{3},1)$ and its connection to the integral are elusive to me.
  • (Added by Iridescent) This contains nearly all known general formulas of these log integrals. However it does not help much on solving OP's problem.
pisco
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  • Is $\displaystyle \int_0^1 \frac{\log^3 (1-x) \log^2 x \log^2(1+x)}{x} dx$ closed-form nice ? – FDP Jul 21 '20 at 08:06
  • @User628759 Thanks for reminding me. Of course this one is also nice. I almost forgot it. :) – pisco Jul 27 '20 at 08:31
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    @pisco It's too long. Maybe for a holiday. – Felix Marin Jul 27 '20 at 18:26
  • @pisco As far as I can tell, you've created the (multiple-zeta-functions) tag. I just wanted to let you know about the related post on meta: https://math.meta.stackexchange.com/questions/31103/tag-management-2020/32291#32291 – Martin Sleziak Aug 03 '20 at 05:06
  • @MartinSleziak Thanks for notifying me. I added my comment there. – pisco Aug 03 '20 at 06:55
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    Using Numerical integration=0.0195146628496465 – hwood87 Aug 05 '20 at 01:48
  • It's nice how if you convert the $\pi^{2n}$ to even zeta terms, the arguments of all zetas, index of polylog and the power of $\log(2)$ (i.e. an index of $\mathrm{Li}_1(1/2)$), sum to $8$. – Benedict W. J. Irwin Aug 06 '20 at 08:13
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    @BenedictW.J.Irwin Nice observation. $8$ is called the weight of the integral. It is actually a general phenomenon that $\int_0^1 (\log^a x \log^b (1-x) \log^c(1+x))/x dx$ should have weight $a+b+c+1$. For example, here is a weight $5$ case. In general, such integral becomes more difficult as weight increases. – pisco Aug 06 '20 at 08:38
  • @pisco I'm fascinated by the announcement of a Mathematica packe that solves many log integrals. I have tried to download your MVZ package but the reference you gave above (https://www.researchgate.net/publication/342344452_Mathematica_package_MultipleZetaValues) contains a link to the same page. I don't see any button to download the package. Please help. – Dr. Wolfgang Hintze Aug 10 '20 at 09:25
  • @pisco Thank you very much for your hints, I have the package installed. – Dr. Wolfgang Hintze Aug 10 '20 at 19:46
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    @pisco I have tried some examples and was worried a little that sometimes MZIntegrate returns a nice answer even if the integral is divergent. Look here $\text{MV} \int_0^1 \frac{\log ^2(x+1) \log ^2(1-x)}{1-x} , dx =4 \text{Li}_5\left(\frac{1}{2}\right)-\frac{\pi ^2 \zeta (3)}{3}+\frac{\zeta (5)}{8}+2 \zeta (3) \log ^2(2)+\frac{\log ^5(2)}{10}-\frac{1}{9} \pi ^2 \log ^3(2)-\frac{1}{180} \pi ^4 \log (2) $ – Dr. Wolfgang Hintze Aug 10 '20 at 20:37
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    @Dr.WolfgangHintze This is expected. MZIntegrate calculates a regularized value of the integral, which coincides with the values for convergent integrals. See the documentation pdf for details. – pisco Aug 11 '20 at 02:59
  • "almost all other similar integrals are not expressible via ordinary polylogarithm" — I wonder if there is a rigorous proof of that statement even for some of similar integrals, or it is just an assumption based on failure of integer relations algorithms (such as PSLQ) to find plausible closed forms. – Vladimir Reshetnikov Feb 06 '21 at 19:15
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    @VladimirReshetnikov You're right, it is just an assumption. For a statements such as "XX is not expressible via XXX", a rigorous proof is probably exceedingly difficult. Even the simplest, $\zeta(3)$ is not expressible as $r \pi^3, r\in \mathbb{Q}$ is not proved. However, PSLQ numerical evidence (plus some other deep theoretical reasons) is extensive enough to confer faith on this assumption. – pisco Feb 06 '21 at 19:52
  • My favorite statement that hasn't been disproved (and unlikely to be disproved soon, according to people familiar with the area), but whose possibility of being true most people still decisively reject following their common sense is $\pi^{\pi^{\pi^\pi}}!!\in\mathbb N.$ A common reaction is "Whaddayamean it might be true???" – Vladimir Reshetnikov Feb 06 '21 at 21:31

2 Answers2

19

Here are some ideas towards explaining the form of the right hand side. I'm a bit stuck and my main approach hasn't worked out. This may just be rephrasing things in terms of other log-integrals, but hopefully this is a useful way of looking at the problem.

Taking the integral $$ I = \int_0^1 \log^2(1-x) \log^2(x) \log^3(1+x) \frac{dx}{x} $$ we can also rewrite this as $$ I = \int_0^\infty \log^2(1-e^{-x}) \log^2(e^{-x}) \log^3(1+e^{-x}) \; dx $$ which is suited for interpretation as a Mellin transform. Specifically, the power of $x$, is controlled by the power on $\log(x)$ in the original integral format as $$ I = \int_0^\infty x^2 \log^2(1-e^{-x})\log^3(1+e^{-x}) \; dx $$ according to Mathematica we have in general a result for the Mellin transform of the other components $$ \mathcal{M}[\log^n(1\pm e^{-x})](s) = (-1)^n n! \Gamma(s) S_{s,n}(\mp 1) $$ invoking the Neilsen Generalisation of the polylogarithm, $S_{s,n}$. This does recreate the series expansion for $\log(1+e^{-x})$ but the series for $\log(1-e^{-x})$ has a $\log(x)$ term, which might be causing a problem.

We could toy with the idea of a formal series via the Ramanujan Master Theorem, using these Mellin transforms $$ \log^n(1\pm e^{-x}) = \sum_{k=0}^\infty \frac{(-1)^{k+n} n!}{k!} S_{-k,n}(\mp 1)x^k $$ and then the Cauchy product $$ \log^a(1 + e^{-x})\log^b(1 - e^{-x}) = \left( \sum_{k=0}^\infty \frac{(-1)^{k+a} a!}{k!} S_{-k,a}(-1)x^k \right)\left( \sum_{k=0}^\infty \frac{(-1)^{k+b} b!}{k!} S_{-k,b}(1)x^k \right) $$ $$ \log^a(1 + e^{-x})\log^b(1 - e^{-x}) = \sum_{k=0}^\infty \left(\sum_{l=0}^k \frac{(-1)^{a+b+k} a! b!}{l!(k-l)!} S_{-l,a}(-1) S_{l-k,b}(1)\right) x^k $$ alternatively $$ \log^a(1 + e^{-x})\log^b(1 - e^{-x}) = \sum_{k=0}^\infty \frac{(-1)^k}{k!} \left(\sum_{l=0}^k (-1)^{a+b} a! b! \binom{k}{l} S_{-l,a}(-1) S_{l-k,b}(1)\right) x^k $$ plausibly leading to (via RMT) $$ \mathcal{M}\left[ \log^a(1 + e^{-x})\log^b(1 - e^{-x})\right](s) = \Gamma(s) \sum_{l=0}^{-s} (-1)^{a+b} a! b! \binom{-s}{l} S_{-l,a}(-1) S_{l-k,b}(1) $$ then we would conceptually have (with some dodgy negative parts) an answer for the integral as a sum over (four?) pairs of generalized Polylogs, specifically in the case that $s=3$.

This motivates an expression in terms of pairs of $S_{n,k}(z)$, we can guess a term and quickly find $$ -8\cdot3 \cdot 19 S_{2,2}(1)S_{1,3}(-1) = -\frac{19}{15} \pi ^4 \text{Li}_4\left(\frac{1}{2}\right)-\frac{133}{120} \pi ^4 \zeta (3) \log (2)+\frac{19 \pi ^8}{1350}+\frac{19}{360} \pi ^6 \log ^2(2)-\frac{19}{360} \pi ^4 \log ^4(2) $$ this covers a few of the terms in your expression R.H.S. It is likely that other terms contribute to $\pi^8$ for example. I can't get an explicit value for $S_{2,3}(-1)$ to explore this further, but I would assume this holds a $\mathrm{Li}_5(1/2)$ term among others, and the other factor is $S_{1,2}(1) = \zeta(3)$. Perhaps your linear combinations method can be rephrased in terms of the generalized polylogarithm?

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    Thank you very much for the answer, it contains some ideas that are new to me (especially the RMT part), I will contemplate them thoroughly. – pisco Aug 08 '20 at 04:11
  • @pisco Thank you very much for the bounty. I had hoped a very elegant answer would appear in the last few days. I plan to look at this again, and see if I can get a clearer result. It's a fascinating area of study. – Benedict W. J. Irwin Aug 11 '20 at 16:46
4

Some values of $\text{Li}_k(z)$ are presented in the table $(1).$

\begin{vmatrix} \hspace{-5mu}^{\overline{\hspace{52pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{64pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{186pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{64pt}}}\hspace{-8mu} \\[-4pt] \text{Li}_k(z) & z = -1 & z = \dfrac12 & z = 1 \\[-0pt] \hspace{-5mu}^{\overline{\hspace{52pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{64pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{186pt}}}\hspace{-10mu} &\hspace{-10mu}^{\overline{\hspace{64pt}}}\hspace{-8mu} \\[-2pt] k=1 & -\log(2) & \log(2) & \infty \\[4pt] k=2 & -\dfrac{\pi^2}{12} & \dfrac{\pi^2}{12} - \dfrac12 \log^2(2) & \dfrac{\pi^2}{6} \\[4pt] k=3 & -\dfrac34 \zeta(3) & -\dfrac1{12} \pi^2 \log(2) + \dfrac16 \log^3(2) + \dfrac{21}{24} \zeta(3)) & \zeta(3) \\[4pt] k=4 & -\dfrac{7 \pi^4}{720} & \text{Li}_4\left(\dfrac12\right) & \dfrac{\pi^4}{90} \\[4pt] k=5 & -\dfrac{15}{16} \zeta(5) & \text{Li}_5\left(\dfrac12\right) & \zeta(5)\\[-2pt] \hspace{-7mu}\_\_\_\_\_\_\_\_\_\_\_\hspace{-9mu} &\hspace{-9mu}\_\_\_\_\_\_\_\_\_\_\_\_\_\hspace{-9mu} &\hspace{-9mu} \_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\hspace{-9mu} & \hspace{-11mu}\_\_\_\_\_\_\_\_\_\_\_\_\_\hspace{-5mu} \tag1 \end{vmatrix}

Also, are known the next antiderivatives below.

$$\int\dfrac{\log (1-x)\log^2 (x)}x\,\text dx = -2\,\text{Li}_4(x)+2\text{Li}_3(x)\log(x)-\text{Li}_2(x)\log^2(x) + \text{const},\tag2$$

Antiderivative 1.0

$$\begin{align} &\int\dfrac{\log^3(1+x)}{1-x}\,\text dx = -6\text{ Li}_4\dfrac {1+x}2 +6\text{ Li}_3\dfrac{1+x}2\log(1+x)\\[4pt] &-3\text{Li}_2\dfrac{1+x}2\log^2(1+x) - \log\dfrac{1-x}2\log^3(1+x)+\text{const}, \end{align}\tag3$$

Antiderivative 2.0

$$\begin{align} &\int\dfrac{\log^2 (1+x) \log(1-x)}{1+x}\,\text dx = -2\text{ Li}_4\dfrac{1+x} 2 +2\text{ Li}_3 \dfrac {1+x} 2 \log(1+x)\\[4pt] &-\text{Li}_2 \dfrac{1+x} 2\log^2(1+x)+\dfrac13\log(2)\log^3(1+x)+\text{const}. \end{align}\tag4$$

Antiderivative 3.0

\begin{align} &\int_0^1 \log(1-x) \log^3(1+x)\,\frac{\log (1-x) \log^2 (x)}{x}\,\text dx \\[5mm] &\overset{IBP(2)}{=\!=\!=\!=}\, \log (1-x) \log^3(1+x) \left(-2\,\text{Li}_4(x)+2\text{Li}_3(x)\log(x)-\text{Li}_2(x)\log^2(x)\right)\bigg|_0^1\\[4pt] &-\int_0^1 \left(-2\,\text{Li}_4(x)+2\text{Li}_3(x)\log(x) -\text{Li}_2(x)\log^2(x)\right) \frac{\log^3(1+x)}{1-x}\,\text dx\\[4pt] &-3\int_0^1 \left(-2\,\text{Li}_4(x)+2\text{Li}_3(1+x)\log(x) -\text{Li}_2(x)\log^2(x)\right) \frac{\log (1- x) \log^2 (1+x)}{1+x} \,\text dx\\[4pt] & \overset{(3),(4)}{=\!=\!=\!=}\, \int_0^1 \left(-2\,\text{Li}_4(x) + 2\text{Li}_3(x)\log(x) - \text{Li}_2(x)\log^2(x)\right)\text{ d}\Bigl(\log(1-x)\log^3(1+x)\Bigr), \end{align} without suitable continuation.