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Proof of the integral $$\int_0^\infty\frac{\ln x}{x^3-1}\mathrm{d}x=\frac{4\pi^2}{27}$$ I try to substitute $u = \ln x$. Then $x = e^u,\>\mathrm{d}x = e^u\mathrm{d}u$ and the limits $(0,\infty)\to (-\infty,\infty)$. The integral becomes $$\int_{-\infty}^\infty \frac{ue^u}{e^{3u}-1}\mathrm{d}u.$$

amWhy
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Visage Livre
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9 Answers9

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Split the integral to simplify as follows

\begin{align}\int_0^\infty\frac{\ln x}{x^3-1}{d}x = &\int_0^1\frac{\ln x}{x^3-1}{d}x + \int_1^\infty\overset{x\to \frac1x}{\frac{\ln x}{x^3-1}}{d}x =\int_0^1\frac{(1+x)\ln x}{x^3-1}{d}x \\ = &\int_0^1\frac{(x^2+x+1)\ln x}{x^3-1}{d}x - \int_0^1\overset{x^3\to x}{\frac{x^2\ln x}{x^3-1}}{d}x\\ =&\int_0^1\frac{\ln x}{x-1}{d}x-\frac19 \int_0^1\frac{\ln x}{x-1}{d}x =\frac89 \int_0^1\frac{\ln x}{x-1}{d}x\\ =&\frac89\cdot \frac{\pi^2}6 =\frac{4\pi^2}{27} \end{align}

Integrate $\int_0^1\frac{\ln x}{x-1}{d}x=\frac{\pi^2}6$

Quanto
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Writing $$\frac 1{x^3-1}=\frac{1}{(a-1) (a-b) (x-a)}+\frac{1}{(b-1) (b-a) (x-b)}+\frac{1}{(a-1) (b-1) (x-1)}$$ where $$a=-\frac{1}{2}-\frac{i \sqrt{3}}{2} \qquad \text{and} \qquad b=-\frac{1}{2}+\frac{i \sqrt{3}}{2}$$ we face three integrals $$I(c)=\int \frac{\log(x)}{x-c}\,dx=\text{Li}_2\left(\frac{x}{c}\right)+\log (x) \log \left(1-\frac{x}{c}\right)$$ $$J(c)=\int_0^t \frac{\log(x)}{x-c}\,dx=\text{Li}_2\left(\frac{t}{c}\right)+\log (t) \log \left(1-\frac{t}{c}\right)$$ Recombining the three terms, computing at the bounds and using the values of the polylogarithms leads to $$\int_0^\infty\frac{\ln(x)}{x^3-1}dx=\frac{5 \pi ^2}{54}-\left(-\frac{\pi ^2}{18} \right)=\frac{4 \pi ^2}{27}$$

  • Hi Claude! Happy New Year my friend. I just presented a solution using contour integration without first making the substitution. While this does involve cutting the plane and integrating on the classical keyhole contour (with a deformation around $z=1+i0^-$), the approach is straightforward and fairly efficient. I'd enjoy hearing your thoughts. ;-) – Mark Viola Feb 14 '21 at 16:40
  • @MarkViola. Hi Mark ! Happy New Year for you and family. I enjoy your anwers. For this one, may I confess that in the area of contour integration, my level is $Z^{--}$ ? – Claude Leibovici Feb 15 '21 at 07:53
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Carrying on from where the OP left off, we have

$$\begin{align} \int_{-\infty}^\infty{ue^u\over e^{3u}-1}du &=\int_0^\infty{ue^u\over e^{3u}-1}du+\int_{-\infty}^0{ue^u\over e^{3u}-1}du\\ &=\int_0^\infty{ue^{-2u}\over1-e^{-3u}}du+\int_\infty^0{ue^{-u}\over e^{-3u}-1}du\\ &=\int_0^\infty{ue^{-2u}\over1-e^{-3u}}du+\int_0^\infty{ue^{-u}\over1-e^{-3u}}du\\ &=\int_0^\infty u(e^{-2u}+e^{-5u}+e^{-8u}+\cdots+e^{-u}+e^{-4u}+e^{-7u}+\cdots)du\\ &={1\over2^2}+{1\over5^2}+{1\over8^2}+\cdots+1+{1\over4^2}+{1\over7^2}+\cdots\\ &=\left(1+{1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots \right)-\left({1\over3^2}+{1\over6^2}+{1\over9^2}+\cdots \right)\\ &=\left(1+{1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots \right)-{1\over9}\left(1+{1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots \right)\\ &={8\over9}\zeta(2)\\ &={8\over9}{\pi^2\over6}\\ &={4\pi^2\over27} \end{align}$$

Remark: The final step(s) require knowing that $\zeta(2)=\pi^2/6$, which may not be in the OP's toolbox. All other steps are standard manipulations of (improper) integrals and infinite series, with the geometric series rearing its beautiful head in the middle.

Barry Cipra
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$ \newcommand{\Res}[1]{\underset{#1}{\operatorname{Res}}} $For completeness, I feel that I should post a complex solution. The exponential substitution in the question makes this problem more amenable to contour integration, because it means that we don't have to work around branch cuts.

Let $f(z)=\dfrac{z^2e^z}{e^{3z}-1}$ (yes, $z^2$ and not $z$). We'll integrate $f(z)$ around the indented rectangular contour shown below:

indented rectangular contour

We'll take the limit as the left and right sides $L$ and $R$ of the rectangle move out to infinity and the indentations $I_1$ and $I_2$ shrink to zero radius. The top and bottom sides ($T_+,T_-,B_+,B_-$) will always have imaginary parts $\pm 2\pi$.

It's not too hard to see that $\int_L f(z) \, dz$ and $\int_R f(z) \, dz$ vanish in the limit. By a standard indented contour argument, we have $\int_{I_1} f(z) \, dz \to -\pi i \Res{z=2\pi i} f(z)$ and $\int_{I_2} f(z) \, dz \to -\pi i \Res{z=-2\pi i}f(z)$ (because we're going clockwise around both poles). Finally, in the limit we have

$$ \int_{T_-+T_+} f(z) \, dz \to -\textrm{p.v.}\int_{-\infty}^\infty \frac{(u+2\pi i)^2e^u}{e^{3u}-1} \, du $$

and

$$ \int_{B_-+B_+} f(z) \, dz \to \textrm{p.v.}\int_{-\infty}^\infty \frac{(u-2\pi i)^2e^u}{e^{3u}-1} \, du $$

By the residue theorem we have therefore have:

$$ \textrm{p.v.}\int_{-\infty}^\infty \left[\frac{(u-2\pi i)^2e^u}{e^{3u}-1} -\frac{(u+2\pi i)^2e^u}{e^{3u}-1}\right] \, du=\pi i \left[\Res{z=2\pi i} f(z)+\Res{z=-2\pi i} f(z)\right]+2\pi i \left[\Res{z=2\pi i/3} f(z)+\Res{z=-2\pi i/3} f(z)+\Res{z=4\pi i/3}f(z)+\Res{z=-4\pi i/3}f(z)\right] \, . $$

Canceling terms on the left-hand side gives

$$ -8 \pi i \int_{-\infty}^\infty \frac{ue^u}{e^{3u}-1} \, du=\pi i \left[\Res{z=2\pi i} f(z)+\Res{z=-2\pi i} f(z)\right]+2\pi i \left[\Res{z=2\pi i/3} f(z)+\Res{z=-2\pi i/3} f(z)+\Res{z=4\pi i/3}f(z)+\Res{z=-4\pi i/3}f(z)\right] $$

Note that this integral is legitimately convergent so we no longer need to be considering principal values. It follows that

$$ \int_{-\infty}^\infty \frac{ue^u}{e^{3u}-1}\, du=-\frac{1}{8}\left[\Res{z=2\pi i} f(z)+\Res{z=-2\pi i} f(z)\right]-\frac{1}{4} \left[\Res{z=2\pi i/3} f(z)+\Res{z=-2\pi i/3} f(z)+\Res{z=4\pi i/3}f(z)+\Res{z=-4\pi i/3}f(z)\right] \, . $$

So we just need to compute these residues! Letting $\omega=e^{2\pi i/3}$ be a primitive cube root of unity and letting $k$ be a nonzero integer (so that $f$ has a simple pole at $\dfrac{2\pi i k}{3}$), we have:

$$ \begin{align*} \Res{z=2\pi i k / 3} f(z)&=\lim_{z \to 2\pi i k / 3} \left(z-\frac{2\pi i k}{3}\right)\frac{z^2e^z}{e^{3z}-1}\\ &=\left(\frac{2\pi i k}{3}\right)^2\omega^k\lim_{z \to 2\pi i k/3} \frac{z-2 \pi i k/3}{e^{3z}-1}&&\\ &=\left(\frac{2\pi i k}{3}\right)^2\omega^k\left(\frac{1}{3}\right)&&\text{(by L'Hôpital)}\\ &=-\frac{4}{27}\pi^2 k^2 \omega^k \, . \end{align*} $$

Now, the residues in the expression for the integral can be combined in pairs symmetric about $z=0$:

\begin{align*} \Res{z=2\pi i} f(z)+\Res{z=-2\pi i}f(z)&=-\frac{4}{27}\pi^2 \cdot 9\omega^3-\frac{4}{27}\pi^2 \cdot 9\omega^3\\ &=-\frac{8}{3}\pi^2&&\text{(}\omega\text{ is a cube root of unity)}\\ \Res{z=2\pi i/3} f(z)+\Res{z=-2\pi i/3} f(z)&=-\frac{4}{27}\pi^2\omega-\frac{4}{27}\pi^2\omega^{-1}\\ &=-\frac{4}{27}\pi^2(\omega+\omega^{-1})\\ &=\frac{4}{27}\pi^2&&\text{(}\omega+\omega^{-1}=-1\text{)}\\ \Res{z=4\pi i/3} f(z)+\Res{z=-4\pi i/3} f(z)&=-\frac{4}{27}\pi^2\cdot 4\omega^2-\frac{4}{27}\pi^2\cdot 4\omega^{-2}\\ &=-\frac{16}{27}\pi^2(\omega^{-1}+\omega)&&\text{(}\omega^2=\omega^{-1}\text{)}\\ &=\frac{16}{27}\pi^2 \, . \end{align*}

Putting all this together, we have

\begin{align*} \int_{-\infty}^\infty \frac{ue^u}{e^{3u}-1} \, du &= -\frac{1}{8}\left(-\frac{8}{3}\pi^2\right)-\frac{1}{4}\left(\frac{4}{27}\pi^2\right)-\frac{1}{4}\left(\frac{16}{27}\pi^2\right)\\ &=\frac{1}{3}\pi^2-\frac{1}{27}\pi^2-\frac{4}{27}\pi^2\\ &=\frac{4}{27}\pi^2 \end{align*}

as desired.

Micah
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  • I just presented a solution using contour integration without first making the substitution. While this does involve cutting the plane and integrating on the classical keyhole contour (with a deformation around $z=1+i0^-$), the approach is straightforward and fairly efficient. I'd enjoy hearing your thoughts. ;-) – Mark Viola Feb 14 '21 at 16:39
  • @MarkViola: I agree that it's possible! I chose to use the substitution because 1) by integrating over two periods we can get some added symmetry which lets us avoid computing the integral $\textrm{p.v.}\int_0^\infty \frac{1}{x^3-1} , dx$, and 2) I can't rigorously justify indented keyhole contours to my satisfaction without either thinking about Riemann surfaces or arguing that they're equivalent to something like the result of my substitution anyway. But your answer looks a lot cleaner than I was expecting from the straightforward approach... – Micah Feb 14 '21 at 19:06
  • @micha Thank you for the reply! Much appreciated. It is always great to see two different approaches that result in the same final answer. Stay safe and healthy. – Mark Viola Feb 14 '21 at 19:19
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I thought it might be instructive to present an approach that relies on straightforward contour integration. To that end, we now proceed.

Let $I$ be the integral given by

$$I=\int_0^\infty \frac{\log(x)}{x^3-1}\,dx$$

Now, moving to the complex plane, we analyze the contour integral $J$ given by

$$J=\oint_C \frac{\log^2(z)}{z^3-1}\,dz$$

where $C$ is the classical keyhole contour with a semi-circular deformation at $z=1+i0^-$. That is, $J$ is given by

$$\begin{align} J&=\int_0^\infty \frac{\log^2(x)}{x^3-1}\,dx-\text{PV}\int_0^\infty\frac{(\log(x)+i2\pi)^2}{x^3-1}\,dx+i\frac{4\pi^3}3\\\\ &=-i4\pi I+4\pi^2\text{PV}\int_0^\infty \frac1{x^3-1}\,dx+i\frac{4\pi^3}3\\\\ &=-i4\pi I-\frac{4\pi^3}{3\sqrt3}+i\frac{4\pi^3}3\tag1 \end{align}$$

Rearranging $(1)$ reveals that the integral of interest can by written in terms of $J$ as

$$I=i\frac1{4\pi}J+i \frac{\pi^2}{3\sqrt 3}+\frac{\pi^2}{3}\tag2$$

Now, applying the residue theorem we see that $\frac{iJ}{4\pi}$ is given by

$$\begin{align} \frac{iJ}{4\pi}&=-\frac12 \left(\text{Res}\left(\frac{\log^2(z)}{z^3-1}, z=e^{i2\pi/3}\right)+\text{Res}\left(\frac{\log^2(z)}{z^3-1}, z=e^{i4\pi/3}\right)\right)\\\\ &=-\frac{4\pi^2}{27}\left(\frac54+i\frac{3\sqrt{3}}{4}\right)\tag3 \end{align}$$

Using $(3)$ in $(2)$ yields the coveted result

$$I=\frac{4\pi^2}{27}$$

as expected!

Mark Viola
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  • Very nice! Contour integration is magic! – NoName Feb 14 '21 at 16:50
  • @NoName Thank you! It is a very powerful methodology. – Mark Viola Feb 14 '21 at 16:51
  • Why $i4\pi^3/3$? – J.G. Feb 14 '21 at 18:27
  • @J.G. Good question. This comes from integrating over the semi-circular deformation around $z=1+i0^-$. So, $-\lim_{\varepsilon\to 0^+}\int_\pi^{2\pi} \frac{(\log(e^{i2\pi}(1+\varepsilon e^{i\phi}))^2}{(1+\varepsilon e^{i\phi})^3-1},i\varepsilon e^{i\phi},d\phi=i\frac{4\pi^3}{3}$. – Mark Viola Feb 14 '21 at 18:34
  • @MarkViola I see, it boils down to $2\pi i\lim_{\epsilon\to 0}\left.\left(\int_{\phi=0}^{\phi=\pi}\frac{\ln zdz}{z^3-1}-\int_{\phi=0}^{\phi=\pi}\frac{\ln(ze^{2\pi i})dz}{z^3-1}\right)\right|_{z=1+\epsilon e^{i\phi}}$. – J.G. Feb 14 '21 at 18:44
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    @j.g. Thank you for pointing out the errata! Much appreciated. I've made so many arithmetic mistakes that the number of such should be included in the study of large numbers. Stay safe and healthy my friend. – Mark Viola Feb 14 '21 at 19:53
  • @VisageLivre Hi! I hope you're staying safe and healthy during the pandemic. If you would, please let me know how I can improve my answer. I really want to give you the best answer I can. And feel free to up vote an answer as you see fit. ;-) – Mark Viola Jun 02 '21 at 16:39
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I will present two methods to evaluate this integral.

Method 1:-

Consider the integral $$I(m,n)=\int_{0}^{\infty}\frac{x^{m-1}}{x^{n}-1}dx=\frac{-\pi}{n}\cot\frac{m\pi}{n}$$ where $m<n$

Differentiate both sides w.r.t $m$

$$I^{'}(m,n)=\int_{0}^{\infty}\frac{x^{m-1}\ln(x)}{x^{n}-1}dx= \frac{\pi^2}{n^2}\csc^{2}\frac{m\pi}{n}$$

Let $m=1$ and $n=3$ , we obtain our required integral as $\frac{4\pi^2}{27}$

Method 2:-

Let $$J_{k,a}=\int_{0}^{\infty}\frac{\ln^{k-1}(z)}{z^{a}-(-1)^k}dz$$ where $k\in N$ and $a>1$

$$J_{k,a}=\int_{0}^{1}\frac{\ln^{k-1}(z)}{z^{a}-(-1)^k}dz +\int_{1}^{\infty}\frac{\ln^{k-1}(z)}{z^{a}-(-1)^k}dz$$

Let $k=\frac{1}{u}$ in second integral

$$J_{k,a}=\int_{0}^{1}\frac{\ln^{k-1}(z)}{z^{a}-(-1)^k}dz +\int_{0}^{1}\frac{\ln^{k-1}(u)}{u^{-a}-(-1)^k}\frac{1}{u^2}du$$

Using Geometric series and Changing order of Integration and Summation (by Monotone convergence theorem) and after applying repeated integration by parts we get,

$$J_{k,a}=(k-1)!\sum_{n=0}^{\infty}\frac{(-1)^{nk}}{(an+1)^k} + (k-1)!\sum_{n=1}^{\infty}\frac{(-1)^{nk}}{(1-an)^k}$$

$$J_{k,a}=(k-1)!\sum_{n=0}^{\infty}\frac{(-1)^{nk}}{(an+1)^k} + (k-1)!\sum_{n= -\infty}^{-1}\frac{(-1)^{nk}}{(an+1)^k}$$

$$J_{k,a}=(k-1)!\sum_{n= -\infty}^{\infty}\frac{(-1)^{nk}}{(an+1)^k}$$

Required integral is $J_{2,3}$

$$J_{2,3}=\sum_{n= -\infty}^{\infty} \frac{1}{(3n+1)^2}$$

Using $$\sum_{n= -\infty}^{\infty} \frac{1}{(an+1)^2}=\frac{\pi^2}{a^2}\csc^{2}\frac{\pi}{a}$$

Therefore $J_{2,3}=\frac{4\pi^2}{27}$

K.defaoite
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user6262
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Let $\displaystyle I = \int_0^\infty\frac{\ln x}{x^3-1}\mathrm{d}x= \int_0^1\frac{\ln x}{x^3-1}\mathrm{d}x + \int_1^\infty\frac{\ln x}{x^3-1}\mathrm{d}x.$

Let $\displaystyle x \mapsto \frac{1}{x}$ in the last integral then:

$\displaystyle I = \int_0^1\frac{\ln x}{x^3-1}\mathrm{d}x - \int_0^1\frac{\ln \frac{1}{x}}{1/x^3-1} \cdot \frac{1}{x^2}\mathrm{d}x =\int_0^1\frac{\ln x}{x^3-1}\mathrm{d}x - \int_0^1\frac{\ln x}{\frac{1}{x}-x^2} \mathrm{d}x$

$\displaystyle I =\int_0^1\frac{\ln x}{x^3-1}\mathrm{d}x - \int_0^1\frac{\ln x}{\frac{1}{x}-x^2} \,\mathrm{d}x = \int_0^1\frac{(x+1)\ln x}{x^3-1}\,\mathrm{d}x$.

Consider the geometric series expansion:

$\displaystyle \frac{(x+1)\ln{x}}{x^3-1} = (x+1) \ln{x} \sum_{k \ge 0} x^{3k} = \sum_{k \ge 0} x^{3k+1}\ln{x}+\sum_{k \ge 0} x^{3k}\ln{x}$

Since $x \in (0, 1)$ we can write $I = \displaystyle \sum_{k \ge 0} \int_0^1 x^{3k+1}\ln{x}\,\mathrm{d}x+\sum_{k \ge 0} \int_0^1 x^{3k}\ln{x}\,\mathrm{d}x$

Consider $\displaystyle f(m) = \int_0^1 x^m \,{dx} = \frac{1}{1+m}.$ Then $\displaystyle f^{(n)}(m) = \int_0^1 x^m \ln^{n}{x} \,{dx} = \frac{(-1)^n n! }{(1+m)^{n+1}}.$

Applying this result with $n=1, ~m=3k, ~m=3k+1$ we have

$\displaystyle I = \sum_{k \ge 0} \frac{1}{(2 + 3 k)^2}+\sum_{k \ge 0} \frac{1}{(1 + 3 k)^2} := S_1 + S_2 $; separating odd/even terms:

$$\displaystyle S_1 = \sum_{k \ge 0} \frac{1}{(2 + 3 k)^2}= \sum_{k \ge 0} \frac{1}{(2 + 6 k)^2}+\sum_{k \ge 0} \frac{1}{(5 + 6 k)^2} \\ $$

$$\displaystyle S_2 = \sum_{k \ge 0} \frac{1}{(1 + 3 k)^2}= \sum_{k \ge 0} \frac{1}{(1+6k)^2}+\sum_{k \ge 0} \frac{1}{(4 + 6 k)^2} \\ $$

Therefore $\displaystyle I =\sum_{k \ge 0} \frac{1}{(2+ 6 k)^2}+\sum_{k \ge 0} \frac{1}{(5 + 6 k)^2}+\sum_{k \ge 0} \frac{1}{(1 + 6 k)^2}+\sum_{k \ge 0} \frac{1}{(4 + 6 k)^2}$

Let $\displaystyle \mu(m) = \sum_{k \ge 0} \frac{1}{(m+6k)^2}.$ Then $\displaystyle \zeta(2) = \sum_{k \ge 0} \frac{1}{(1+k)^2} $ can be rewritten as $\displaystyle \sum_{1 \le m\le 6}\mu(m)$.

But we seek this sum, with terms for $m=3,6$ removed, which tells us that

$$\begin{aligned} \displaystyle I & = \sum_{k \ge 0}\frac{1}{(k+1)^2}-\sum_{k \ge 0}\frac{1}{(6k+3)^2} -\sum_{k \ge 0}\frac{1}{(6k+6)^2} \\& = \left(1-\frac{1}{36}\right)\sum_{k \ge 0}\frac{1}{(k+1)^2}-\frac{1}{9}\sum_{k \ge 0}\frac{1}{(2k+1)^2} \end{aligned}$$

But $\displaystyle \sum_{k \ge 0} \frac{1}{(2k+1)^2} = \sum_{k \ge 0} \frac{1}{(k+1)^2}- \sum_{k \ge 0} \frac{1}{(2k+2)} = \sum_{k \ge 0} \frac{1}{(k+1)^2}- \frac{1}{4}\sum_{k \ge 0} \frac{1}{(k+1)^2}$

Putting this altogether $\displaystyle I = \left(1-\frac{1}{36}\right)\zeta(2)-\frac{1}{9}\cdot \left(\zeta(2)-\frac{1}{4} \zeta(2)\right) = \frac{8}{9} \zeta(2).$

Therefore $$I = \frac{4\pi^2}{27}.$$

NoName
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Using Psi-Gamma function: $$I=\int_{0}^{\infty} \frac{\log x}{x^3-1}dx$$ Let $x=e^t$, then $$I=\int_{-\infty}^{\infty} \frac{t e^t}{e^{3t}-1} dt= \int_{-\infty}^{0} \frac{t e^t}{e^{3t}-1} dt + \int_{0}^{\infty} \frac{t e^t}{e^{3t}-1} dt$$ In the first one take $t=-u$, then $$I=\int_{0}^{\infty} \frac{ue^{-u}}{1-e^{-3u}} du+\int_{0}^{\infty} \frac{t e^{-2t}}{1-e^{-3t}}dt.$$ Using IGP, we get $$I=\int_{0}^{\infty} \sum_{k=0}^{\infty} u e^{-(3k+1)u}+\sum_{0}^{\infty} t e^{-(3k+2)t} dt=\sum_{k=0}^{\infty} \frac{1}{(3k+1)^2}+\sum_{k=0}^{\infty}\frac{1}{(3k+1)^2}.$$ In terms of Psi-Gamma (Poly Gamma) functions:https://en.wikipedia.org/wiki/Polygamma_function, we can write $$I=\frac{1}{9}[\psi^1(1/3)+\psi^1(2/3)]$$ Using $$(-1)^m \psi^m(1-z)-\psi^m(z)=\pi^2 \frac{d^m}{dz^m} \cot (\pi z)$$ we get $$I=\frac{1}{9} \pi^2 \csc^2(\pi/3)= \frac{4 \pi^2}{27}.$$

Z Ahmed
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By my post, the general integral is $$\int_{0}^{\infty} \frac{\ln x}{x^{n}-1} d x =\left(\frac{\pi}{n}\right)^{2} \csc ^{2}\left(\frac{\pi}{n}\right)$$ Putting $n=3$, we have $$\int_0^\infty\frac{\ln x}{x^3-1}\mathrm{d}x=\frac{4\pi^2}{27}$$

Lai
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