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Show that $$\int\limits_0^\pi{\frac{{{x^2}}}{{\sqrt 5-2\cos x}}}\operatorname d\!x =\frac{{{\pi^3}}}{{15}}+2\pi \ln^2 \left({\frac{{1+\sqrt 5 }}{2}}\right).$$

I don't have any idea how to start, but maybe I could use the Polylogarithm.

epimorphic
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math110
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3 Answers3

36

This is a more difficult integral than it appears. Let's define

$$J(a) = \int_{-\pi}^{\pi} dx \frac{e^{i a x}}{\sqrt{5}-2 \cos{x}}$$

Then the integral we seek is

$$-\frac12 J''(0) = \int_0^{\pi} dx \frac{x^2}{\sqrt{5}-2 \cos{x}}$$

To evaluate $J(a)$, consider the following contour integral in the complex plane:

$$\oint_C dz \frac{z^a}{z^2-\sqrt{5} z+1}$$

where $C$ is a "keyhole" unit circle, with the keyhole being about the negative real axis, as pictured below.

enter image description here

By the residue theorem, this contour integral is equal to

$$-i 2 \pi \phi^a$$

where $\phi = (\sqrt{5}-1)/2$ is the golden ratio. On the other hand, the integral is also equal to

$$-i J(a) + i 2 \sin{\pi a} \, \int_0^1 dx \frac{x^a}{x^2+\sqrt{5} x+1}$$

Note that the portion of the integral that goes about the center goes to zero. Therefore we have

$$J(a) = 2 \pi \phi^a + 2 \sin{\pi a} \, \int_0^1 dx \frac{x^a}{x^2+\sqrt{5} x+1}$$

With some quick work, the integral we seek is then

$$-\frac12 J''(0) = -\pi \log^2{\phi} - 2 \pi \int_0^1 dx \frac{\log{x}}{x^2+\sqrt{5} x+1} $$

Using the fact that

$$\frac{1}{x^2+\sqrt{5} x+1} = \frac{1}{x+\phi}-\frac{1}{x+1/\phi}$$

$$\int_0^1 dx \frac{\log{x}}{x+a} = \text{Li}_2{\left ( -\frac{1}{a}\right)}$$

$$\text{Li}_2{\left ( -\frac{1}{\phi}\right)} = -\frac{\pi^2}{10} - \log^2{\phi}$$

$$\text{Li}_2{\left ( -\phi\right)} = -\frac{\pi^2}{15} +\frac12 \log^2{\phi}$$

We finally have

$$-\frac12 J''(0) = -\pi \log^2{\phi} - 2 \pi \left [\left ( -\frac{\pi^2}{10} - \log^2{\phi} \right ) - \left ( -\frac{\pi^2}{15} +\frac12 \log^2{\phi} \right ) \right ]$$

or

$$ \int_0^{\pi} dx \frac{x^2}{\sqrt{5}-2 \cos{x}} = 2 \pi \log^2{\phi} + \frac{\pi^3}{15}$$

as was to be shown.

Ron Gordon
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  • 3
    Amazing answer! – Spine Feast Sep 23 '13 at 23:04
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    @DepeHb: thanks very much. I hope to be able to derive the dilog results from scratch and provide a more self-contained answer. – Ron Gordon Sep 24 '13 at 11:33
  • Play around with the common functional equations of the dilogarithm and you'll be able to determine those dilogarithm values. And sometimes you'll see this integral generalized as $ \displaystyle \int_{0}^{\pi} \frac{x^{2}}{1-2a \cos x+a^{2}} \ dx$, although this integral is not quite in that form. – Random Variable Sep 24 '13 at 14:25
  • @RandomVariable: thanks, that's great. – Ron Gordon Sep 24 '13 at 14:30
  • @RandomVariable: actually, I totally see where these terms come from, because the functional equation that's relevant here involves $\text{Li}_2(x) + \text{Li}_2(1-x)$, which simplifies when $x$ is the golden ratio or its reciprocal. – Ron Gordon Sep 24 '13 at 18:10
  • You mentioned in another thread about wanting to see Feymnan evaluate this integral without using contour integration. By using the fact that $ 1+2 \sum_{k=1}^{\infty} a^{k} \cos(kx) = \frac{1-a^{2}}{1-2a \cos x + a^{2}}$ for $|a| <1$, it's not too difficult to show that $\int_{0}^{\pi} \frac{x^{2}}{1-2a \cos x +a^{2}} \ dx = \frac{1}{1-a^{2}} \Big( \frac{\pi^{3}}{3} +4 \pi \text{Li}_{2}(-a) \Big). $ Can that be used to evaluate this integral? – Random Variable Feb 04 '14 at 01:42
  • @RandomVariable: at this point, you tell me. Off the top of my head, although it looks good, what about the condition that $|a|\lt 1$? – Ron Gordon Feb 04 '14 at 01:55
  • For $|a| >1$, $1+2 \sum_{k=1}^{\infty} (\frac{1}{a})^{k} \cos(kx) = \frac{a^{2}-1}{1-2a \cos x + a^{2}}$. – Random Variable Feb 04 '14 at 02:01
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    @RandomVariable: Again, good idea, although in this case, the fraction doesn't fit the given integrand for any value of $a$. – Ron Gordon Feb 04 '14 at 02:06
  • I realized that. But the answer has that basic form so I thought maybe I was overlooking something. – Random Variable Feb 04 '14 at 02:10
  • @RandomVariable: Maybe's there's something more general into which your form may be adapted into the current problem. – Ron Gordon Feb 04 '14 at 02:13
  • I don’t understand why $ -i J(a) + i 2 \sin{\pi a} , \int_0^1 dx \frac{x^a}{x^2+\sqrt{5} x+1} = \oint_C dz \frac{z^a}{z^2-\sqrt{5} z+1} $ – Zau May 22 '16 at 09:28
  • @ZackNi: sorry to hear it. Look at the diagram. Note that the integral about the small circle centered at the origin goes to zero. – Ron Gordon May 22 '16 at 13:44
  • Why the coefficient of the second term is $2 \sin{\pi a} ,$? Is the reason that when $a$ is not an integer the integration will cross a branch cut? – Zau May 24 '16 at 06:54
  • @ZackNi: the $\sin{\pi a}$ term reflects the traversal up and back about the branch cut, $e^{i \pi a}$ up and $e^{-i \pi a}$ back. – Ron Gordon May 24 '16 at 09:44
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Using the identity $$ \sum_{k=0}^{\infty} a^{k} \cos(kx) = \frac{1- a \cos x}{1-2a \cos x + a^{2}} \ \ ( |a| <1) ,$$

one finds that $$ 1 + 2 \sum_{k=1}^{\infty} a^{k} \cos(kx) = \frac{1-a^{2}}{1-2a \cos x +a^{2}}.$$

Therefore

$$ \begin{align} \int_{0}^{\pi} \frac{x^{2}}{1-2a \cos x+a^{2}} \ dx &= \frac{1}{1-a^{2}} \Big( \int_{0}^{\pi} x^{2} \ dx + 2 \int_{0}^{\pi}x^{2} \sum_{k=1}^{\pi} a^{k} \cos (kx) \ dx \Big) \\ &= \frac{1}{1-a^{2}} \Big(\frac{\pi^{3}}{3} + 2 \sum_{k=1}^{\infty} a^{k} \int_{0}^{\pi} x^{2} \cos(kx) \ dx \Big) \\ &=\frac{1}{1-a^{2}} \Big( \frac{\pi^{3}}{3} + 2 \sum_{k=1}^{\infty}a^{k} \frac{2 \pi (-1)^{k}}{k^{2}} \Big) \\ &= \frac{1}{1-a^{2}} \Big( \frac{\pi^{3}}{3} +4 \pi \sum_{k=1}^{\infty}\frac{(-a)^{k}}{k^{2}} \Big) \\ &= \frac{1}{1-a^{2}} \Big(\frac{\pi^{3}}{3} + 4 \pi \ \text{Li}_{2}(-a) \Big) . \end{align}$$

Now express the integral as $$ \frac{1}{1+a^{2}} \int_{0}^{\pi} \frac{x^{2}}{1- \frac{2a}{1+a^{2}} \cos x} \ dx$$

and let $ \displaystyle a = \frac{1}{\varphi}$ where $\varphi$ is the golden ratio.

Then we have$$ \begin{align} \frac{1}{1+\varphi^{-2}} \int_{0}^{\pi} \frac{x^{2}}{1-\frac{2 \varphi^{-1}}{1+\varphi^{-2}} \cos x} \ dx &= \frac{1}{1+\varphi^{-2}} \int_{0}^{\pi} \frac{x^{2}}{1-\frac{2}{\sqrt{5}} \cos x} \ dx \\ &=\frac{\sqrt{5}}{1+\varphi^{-2}} \int_{0}^{\pi} \frac{x^{2}}{\sqrt{5}-2 \cos x} \ dx \\ &= \frac{1}{1-\varphi^{-2}} \Big(\frac{\pi^{3}}{3} + 4 \pi \ \text{Li}_{2} (- \frac{1}{\varphi}) \Big) \\ &= \frac{1}{1-\varphi^{-2}} \Big(\frac{\pi^{3}}{15} + 2 \pi \ln^{2} (\varphi) \Big) \end{align} $$

which implies $$ \begin{align} \int_{0}^{\pi} \frac{x^{2}}{\sqrt{5}-2 \cos x} \ dx &= \frac{1}{\sqrt{5}} \frac{1+\varphi^{-2}}{1- \varphi^{-2}} \Big(\frac{\pi^{3}}{15} + 2 \pi \ln^{2} (\varphi) \Big) \\ & = \frac{1}{\sqrt{5}} \sqrt{5}\Big(\frac{\pi^{3}}{15} + 2 \pi \ln^{2} (\varphi) \Big) \\ &= \frac{\pi^{3}}{15} + 2 \pi \ln^{2} (\varphi) . \end{align} $$

  • 3
    Nice job Feynman! – Ron Gordon Feb 04 '14 at 12:32
  • Thanks. But I'm no Feynman. Not even remotely close. – Random Variable Feb 04 '14 at 17:38
  • I hope you got the context (see the comment I made in the DUPLICATE entry about Feynman and integrals). That said, you may be no Feynman (and neither am I), but at least you did what nobody else bothered or was able to do for a while. (Although do not claim it is a completely non-complex method: try deriving the original series expression without complex numbers.) – Ron Gordon Feb 04 '14 at 17:42
  • I knew the comment was made in jest. And challenge accepted. I'll edit my post if I come up with something. – Random Variable Feb 04 '14 at 17:47
  • I just noticed that someone edited this thread right after my post and removed the $\textit{integration}$ and $\textit{definite-integrals}$ tags. I was wondering why I couldn't seem to find this thread anywhere. – Random Variable Feb 04 '14 at 18:30
  • This could easily turn into a pissing match. If these tags are deleted again (as was my contour integration tag), we should notify the moderators to prevent further vandalism. – Ron Gordon Feb 04 '14 at 18:50
7

$\newcommand{\+}{^{\dagger}} \newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\down}{\downarrow} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\isdiv}{\,\left.\right\vert\,} \newcommand{\ket}[1]{\left\vert #1\right\rangle} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left( #1 \right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert} \newcommand{\wt}[1]{\widetilde{#1}}$ $\ds{\color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} ={\pi^{3} \over 15} + 2\pi\,\ln^{2}\pars{1 + \sqrt 5 \over 2}:\ {\large ?}}$

$$ \color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} =\half\int_{-\pi}^{\pi}{x^{2} \over 2\varphi - 1 - 2\cos\pars{x}}\,\dd x\tag{1} $$ where $\ds{\varphi \equiv {1 + \root{5} \over 2} \approx 1.6180}$ is the Golden Ratio.

\begin{align} &\color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} =\half \int_{\verts{z}\ =\ 1 \atop {\vphantom{\Huge A}\verts{{\rm Arg}\pars{z}}\ <\ \pi}} {-\ln^{2}\pars{z} \over 2\varphi - 1 -2\,\pars{z^{2} + 1}/\pars{2z}} \,{\dd z \over \ic z} \\[3mm]&=-\,\half\,\ic \int_{\verts{z}\ =\ 1 \atop {\vphantom{\Huge A}\verts{{\rm Arg}\pars{z}}\ <\ \pi}} {\ln^{2}\pars{z} \over z^{2} - \pars{2\varphi - 1}z + 1} \,\dd z\tag{2} \end{align} Zeros $\ds{z_{\pm}}$ of $\ds{z^{2} - \pars{2\varphi - 1}z + 1 = 0}$ are given by: $$ z_{+} = \varphi > 1\,;\qquad\qquad z_{-} = {1 \over \varphi}\,,\quad 0 < z_{-} < 1 $$

Expression $\pars{2}$ is reduced to: \begin{align} &\color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} =-\,\half\,\ic\braces{2\pi\ic\lim_{z \to z_{-}}\bracks{% {\pars{z - z_{-}}\ln^{2}\pars{z} \over z^{2} - \pars{2\varphi - 1}z + 1}}} \\[3mm]&\mbox{}+ \half\,\ic\int_{-1}^{0} {\bracks{\ln\pars{-x} + \ic\pi}^{2} \over x^{2} - \pars{2\varphi - 1}x + 1}\,\dd x + \half\,\ic\int_{0}^{-1} {\bracks{\ln\pars{-x} - \ic\pi}^{2} \over x^{2} - \pars{2\varphi - 1}x + 1}\,\dd x \\[3mm]&=\pi\,{\ln^{2}\pars{1/\varphi} \over 2\pars{1/\varphi} - \pars{2\varphi - 1}} + \half\,\ic\int_{0}^{-1} {-4\pi\ic\ln\pars{-x} \over x^{2} - \pars{2\varphi - 1}x + 1}\,\dd x\tag{3} \end{align}

Since $\ds{2\,{1 \over \varphi} - \pars{2\varphi - 1} = -1}$, expression $\pars{3}$ becomes: \begin{align} &\color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} =-\pi\ln^{2}\pars{\varphi} -2\pi\int_{0}^{1}{\ln\pars{x} \over x^{2} + \pars{2\varphi - 1}x + 1}\,\dd x \tag{4} \end{align} Roots of $\ds{x^{2} + \pars{2\varphi - 1}x + 1 = 0}$ are $\ds{-\varphi}$ and $\ds{-\,{1 \over \varphi}}$ such that $\pars{4}$ is written as:

\begin{align} &\color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} \\[3mm]&=-\pi\ln^{2}\pars{\varphi} - 2\pi\int_{0}^{1}\ln\pars{x}\bracks{% \pars{{1 \over x + \varphi} - {1 \over x + 1/\varphi}}\ \overbrace{\pars{{1 \over \varphi} - \varphi}^{-1}}^{\ds{=\ -1}}}\,\dd x \\[3mm]&=-\pi\ln^{2}\pars{\varphi} + 2\pi\bracks{% \int_{0}^{1}{\ln\pars{x} \over \varphi + x}\,\dd x -\int_{0}^{1}{\ln\pars{x} \over 1/\varphi + x}\,\dd x}\tag{5} \end{align}

With $\ds{a > 0}$: \begin{align} \int_{0}^{1}{\ln\pars{x} \over a + x}\,\dd x&= -\int_{0}^{1}{\ln\pars{-a\bracks{-x/a}} \over 1 - \pars{-x/a}}\, \pars{-\,{\dd x \over a}} =-\int_{0}^{-1/a}{\ln\pars{-ax} \over 1 - x}\,\dd x \\[3mm]&=\left.\vphantom{\LARGE A} \ln\pars{1 - x}\ln\pars{-ax}\,\right\vert_{\,x\ =\ 0}^{\,x\ =\ -1/a} -\int_{0}^{-1/a}\ln\pars{1 - x}\,{-a \over -ax}\,\dd x \\[3mm]&=\int_{0}^{-1/a}{-\ln\pars{1 - x} \over x}\,\dd x =\int_{0}^{-1/a}{{\rm Li}_{1}\pars{x} \over x}\,\dd x\tag{6} \end{align} where $\ds{{\rm Li}_{s}\pars{z}}$ is the Polylogarithm Function which satisfies the recurrence relation $${\rm Li}_{s + 1}\pars{z} = \int_{0}^{z}{{\rm Li}_{s}\pars{t} \over t}\,\dd t\qquad\mbox{and} \qquad -\ln\pars{1 - z} = {\rm Li}_{1}\pars{z} $$ $$ \mbox{Expression}\ \pars{6}\ \mbox{becomes}\quad \begin{array}{|c|}\hline\\ \quad\int_{0}^{1}{\ln\pars{x} \over x + a}\,\dd x ={\rm Li}_{2}\pars{-\,{1 \over a}}\quad \\ \\ \hline \end{array} \,,\qquad\qquad{\rm Li}_{2}\pars{0} = 0 $$ such that $\ds{\pars{~\mbox{see expression}\ \pars{5}~}}$ $$ \int_{0}^{1}{\ln\pars{x} \over x + \varphi}\,\dd x -\int_{0}^{1}{\ln\pars{x} \over x + 1/\varphi}\,\dd x ={\rm Li}_{2}\pars{-\,{1 \over \varphi}} -{\rm Li}_{2}\pars{-\varphi} $$

Expression $\pars{5}$ is reduced to: $$ \color{#c00000}{\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} =-\pi\ln^{2}\pars{\varphi} + 2\pi\bracks{% {\rm Li}_{2}\pars{-\,{1 \over \varphi}} - {\rm Li}_{2}\pars{-\varphi}}\tag{7} $$ With the identities \begin{align}&\left.\begin{array}{rcl} {\rm L_{i}}_{2}\pars{-\,{1 \over \varphi}} & = & -\,{\pi^{2} \over 15} + \half\,\ln^{2}\pars{\varphi} \\[1mm] {\rm L_{i}}_{2}\pars{-\varphi} & = & -\,{\pi^{2} \over 10} - \ln^{2}\pars{\varphi} \\[5mm] \mbox{we find}\quad {\rm Li}_{2}\pars{-\,{1 \over \varphi}} - {\rm Li}_{2}\pars{-\varphi} & = & {\pi^{2} \over 30} + {3 \over 2}\,\ln^{2}\pars{\varphi} \end{array}\right\rbrace \end{align}

the final result is given by: $$ \color{#00f}{\large\int_{0}^{\pi}{x^{2} \over \sqrt 5 - 2\cos\pars{x}}\,\dd x} ={\pi^{3} \over 15} + 2\pi^{2}\ln\pars{\varphi} =\color{#00f}{\large{\pi^{3} \over 15} + 2\pi\ln^{2}\pars{\root{5} + 1 \over 2}} $$

Felix Marin
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