Evaluate $$\int_0^\infty\frac{\ln x}{1+x^2}\ dx$$
I don't know where to start with this so either the full evaluation or any hints or pushes in the right direction would be appreciated. Thanks.
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Check this. – Mhenni Benghorbal Aug 26 '14 at 19:20
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@ Tunk-Fey A question formulated like this lacks context and it shows no own effort. According to the rules of this forum it should have been closed instead of being edited by the moderation. – Dr. Wolfgang Hintze May 12 '20 at 11:28
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Oh, this was a question in my Calculus exam... It brought back good/bad memories :D – MR_BD Oct 25 '23 at 21:12
7 Answers
Hint
Write $$\int_0^\infty\frac{\ln x}{(1+x^2)}dx=\int_0^1\frac{\ln x}{(1+x^2)}dx+\int_1^\infty\frac{\ln x}{(1+x^2)}dx$$ For the second integral make a change of variable $x=\frac{1}{y}$ and see the beauty of the result.
I am sure that you can take from here.

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3@orion. I really appreciate your comment ! What I learnt is that simple is beautiful and vice-versa. And don't forget how old I am ! Cheers. – Claude Leibovici May 25 '14 at 11:41
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@SantoshLinkha. Nice but don't you think that, by the end, we are doing exactly the same thing ? I should enjoy a discussion with you on this topic. Cheers. – Claude Leibovici May 25 '14 at 11:46
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@ClaudeLeibovici I suddenly feel sportive and decided to add another method. By the way, I saw this problem first on Integration Bee on MIT. – S L May 25 '14 at 11:48
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@SantoshLinkha. Your answer is very nice and be sure I appreciate it. But I am serious when I ask for your opinion on the question : are we or not doing the same ? Cheers. – Claude Leibovici May 25 '14 at 11:51
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@ClaudeLeibovici yep!! we are just a little different approach :) cheers!! – S L May 25 '14 at 11:52
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@JackD'Aurizio. Long time no speak ! By the way, what do you mean ? Cheers :) – Claude Leibovici May 25 '14 at 12:35
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@ClaudeLeibovici: it was just a way to appreciate your elegance :) – Jack D'Aurizio May 25 '14 at 13:08
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@OlivierOloa. Many thanks for your kind words but don't kidd the old man ! – Claude Leibovici Dec 23 '17 at 08:58
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@mike. $\int_0^1\frac{\ln x}{1+x^2}dx=-C$ where $C$ is Catalan constant. $(C \sim 0.915966)$. – Claude Leibovici Dec 20 '20 at 05:49
In general $$ \mathcal{I}(\alpha)=\int_0^\infty\frac{\ln x}{x^2+\alpha^2}\ dx $$ can be evaluated by using substitution $u=\dfrac{\alpha^2}{x}\;\Rightarrow\;x=\dfrac{\alpha^2}{u}\;\Rightarrow\;dx=-\dfrac{\alpha^2}{u^2}\ du$, then \begin{align} \mathcal{I}(\alpha)&=\int_0^\infty\frac{\ln \left(\dfrac{\alpha^2}{u}\right)}{\left(\dfrac{\alpha^2}{u}\right)^2+\alpha^2}\cdot \dfrac{\alpha^2}{u^2}\ du\\ &=\int_0^\infty\frac{2\ln \alpha-\ln u}{\alpha^2+u^2}\ du\\ &=2\ln \alpha\int_0^\infty\frac{1}{\alpha^2+u^2}\ du-\int_0^\infty\frac{\ln u}{u^2+\alpha^2}\ du\\ &=2\ln \alpha\int_0^\infty\frac{1}{\alpha^2+u^2}\ du-\mathcal{I}(\alpha)\\ \mathcal{I}(\alpha)&=\ln \alpha\int_0^\infty\frac{1}{\alpha^2+u^2}\ du. \end{align} The last integral can easily be evaluated since it is a common integral. Using substitution $u=\tan\theta$, the integral turns out to be \begin{align} \mathcal{I}(\alpha)&=\frac{\ln \alpha}{\alpha}\int_0^{\Large\frac\pi2} \ d\theta\\ &=\large\color{blue}{\frac{\pi\ln \alpha}{2\alpha}}. \end{align} Thus $$ \mathcal{I}(1)=\int_0^\infty\frac{\ln x}{x^2+1}\ dx=\large\color{blue}{0}. $$

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3+1 for generalizing the result, and for your nice typesetting skills :) – David H May 25 '14 at 13:02
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1@Tunk-Fey. This is very elegant. Thanks for this nice answer. – Claude Leibovici May 25 '14 at 13:14
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An easier substitution would have been $x \mapsto au$, with the same points as above =) – N3buchadnezzar Mar 27 '17 at 14:03
Here's another very short solution.
The substitution $x \to e^t$ transforms the integral to
$$\int_{-\infty}^{\infty} \frac{t}{e^t+e^{-t}}\,dt$$
which is zero by the anti-symmetry of the integrand.

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5I think the only reason this answer has less upvotes is because it was late to the game... this is very slick!!!! – coreyman317 Mar 31 '19 at 20:36
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3@ coreyman317 Thanks for your remark. The voting scheme sometimes produces peculiar results, so it should not be takes too seriously. – Dr. Wolfgang Hintze Apr 02 '19 at 09:25
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Here is one appraoch!!
changing $x = \tan \theta$ $$\int_{0}^{\pi/2} \frac{\log(\tan\theta)}{\sec^2 \theta} \sec^2 \theta d\theta = \int_0^{\pi/2} \log (\sin \theta) d\theta - \int_{0}^{\pi/2} \log (\cos \theta) d\theta $$
By changing $\theta \to \pi/2 - \theta$ on the latter integrand, we get $$\int_0^{\pi/2} \log (\sin \theta) d\theta - \int_{0}^{\pi/2} \log (\cos (\pi/2-\theta)) d\theta = \int_0^{\pi/2} \log (\sin \theta) d\theta - \int_{0}^{\pi/2} \log (\sin \theta) d\theta = 0$$

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$\newcommand{\+}{^{\dagger}} \newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\down}{\downarrow} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\isdiv}{\,\left.\right\vert\,} \newcommand{\ket}[1]{\left\vert #1\right\rangle} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(\, #1 \,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert} \newcommand{\wt}[1]{\widetilde{#1}}$ $$ \color{#66f}{\Large I}\equiv\ \overbrace{\int_{0}^{\infty}{\ln\pars{x} \over 1 + x^{2}}\,\dd x} ^{\ds{x \mapsto {1 \over x}}}\ =\ \int_{\infty}^{0}{\ln\pars{1/x} \over 1 + \pars{1/x}^{2}} \,\pars{-\,{\dd x \over x^{2}}} =-\int_{0}^{\infty}{\ln\pars{x} \over 1 + x^{2}}\,\dd x=\color{#66f}{\Large -I} $$
$$ \imp\ \color{#66f}{\Large I} + \color{#66f}{\Large I}=0\ \imp\ \color{#66f}{\Large I\equiv\int_{0}^{\infty}{\ln\pars{x} \over 1 + x^{2}}\,\dd x =\color{#c00000}{0}} $$

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Here's another general result, consider for $|a|\le 1$:
\begin{align*} I(a,b) &= \int_{0}^{\infty} \, \frac{x^a}{b^2+x^2}\, dx \\ &= \frac{b^{a-1}}{2} \int_{0}^{\infty} \, \frac{t^{(a-1)/2}}{1+t}\, dt \tag{1}\\ &= \frac{b^{a-1}}{2}\, \mathrm{B}\left(\frac{1+a}{2},\frac{1-a}{2}\right) \tag 2\\ &= \frac{b^{a-1}}{2}\, \frac{\pi}{\displaystyle \cos{\left(\frac{\pi}{2}a\right)}} \tag 3 \end{align*} $(1)$ is by subst. $\displaystyle x=b\sqrt{t}$
$(2)$ is by the definition of Beta function: $\displaystyle \mathrm{B}(a,b)=\int_{0}^{\infty} \, \frac{x^{a-1}}{(1+x)^{a+b}} \, dx$
$(3)$ is by using $\displaystyle \mathrm{B}(a,b)=\frac{\Gamma{(a)}\Gamma{(b)}}{\Gamma{(a+b)}}$ and Euler's reflection formula $\displaystyle \Gamma{(a)}\Gamma{(1-a)}=\frac{\pi}{\sin{\displaystyle \left({\pi}\, a\right)}}$
Hence,
\begin{align*} \int_{0}^{\infty} \, \frac{x^a \left(\log{x}\right)^n}{b^2+x^2}\, dx &= \frac{\partial^{n} }{\partial a^n} \left(\frac{b^{a-1}}{2}\, \frac{\pi}{\cos{\displaystyle \left(\frac{\pi}{2}a\right)}}\right) \end{align*} and when $b=1, n=1, a= 0$, the result is $0$
Update:
An even better result:
\begin{align*} \int_{0}^{\infty} \, \frac{x^a \left(\log{x}\right)^n}{b^c+x^c}\, dx &= \frac{\partial^{n} }{\partial a^n} \left(\frac{b^{a+1-c}}{c}\, \frac{\pi}{\sin{\displaystyle \left(\frac{1+a}{c}\pi\right)}}\right) \end{align*} where $\displaystyle 0<\frac{1+a}{c}<1$

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How did you get the value of the integral after "hence"? Where $\log^n$ was added – ClassicStyle Jul 13 '14 at 04:39
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Another general approach :
Consider $$ \int_0^\infty\frac{x^{b-1}}{a^2+x^2}\ dx.\tag1 $$ Rewrite $(1)$ as \begin{align} \int_0^\infty\frac{x^{b-1}}{a^2+x^2}\ dx&=\frac1{a^2}\int_0^\infty\frac{x^{b-1}}{1+\left(\frac{x}{a}\right)^2}\ dx.\tag2 \end{align} Putting $x=ay\;\color{blue}{\Rightarrow}\;dx=a\ dy$ yields \begin{align} \int_0^\infty\frac{x^{b-1}}{a^2+x^2}\ dx&=a^{b-2}\int_0^\infty\frac{y^{b-1}}{1+y^2}\ dy, \end{align} where \begin{align} \int_0^\infty\frac{y^{b-1}}{1+y^2}\ dy=\frac{\pi}{2\sin\left(\frac{b\pi}{2}\right)}. \end{align} Hence \begin{align} \int_0^\infty\frac{x^{b-1}}{a^2+x^2}\ dx&=\frac\pi2\cdot\frac{a^{b-2}}{\sin\left(\frac{b\pi}{2}\right)}.\tag3 \end{align} Differentiating $(3)$ with respect to $b$ and setting $b=1$ yields \begin{align} \int_0^\infty\frac{\partial}{\partial b}\left[\frac{x^{b-1}}{a^2+x^2}\right]_{b=1}\ dx&=\frac\pi2\frac{\partial}{\partial b}\left[\frac{a^{b-2}}{\sin\left(\frac{b\pi}{2}\right)}\right]_{b=1}\\ \int_0^\infty\frac{\ln x}{x^2+a^2}\ dx&=\large\color{blue}{\frac{\pi\ln a}{2a}}. \end{align} Thus $$ \int_0^\infty\frac{\ln x}{x^2+1}\ dx=\large\color{blue}{0}. $$
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Nice, is there a close form of $I=\int_0^1\dfrac{\ln x}{x^2+1}dx=-\int_1^{+\infty}\dfrac{\ln x}{x^2+1}dx$ ? – user50618 Jul 29 '14 at 12:32
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1I have just tried Mathematica and it gave: $\int_0^1 \frac{\ln x}{1+x^2} , dx=-catalan$, it is a constant defined on wikpedia:http://en.wikipedia.org/wiki/Catalan's_constant – user50618 Jul 29 '14 at 12:59
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