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We already know that

\begin{align} \displaystyle & \int_{0}^{\pi/2} x \ln(2 \cos x)\:\mathrm{d}x = -\frac{7}{16} \zeta(3), \\\\ & \int_{0}^{\pi/2} x^2 \ln^2(2 \cos x)\:\mathrm{d}x = \frac{11 \pi}{16} \zeta(4). \end{align}

Does the following integral admit a closed form?

\begin{align} \displaystyle & \int_{0}^{\pi/2} x^3 \ln^3(2 \cos x)\:\mathrm{d}x \end{align}

Olivier Oloa
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  • Why are you asking for $2\cos x$? why not just $\cos x$? (Not that I can integrate it either, just a question) – chubakueno Jul 15 '14 at 00:23
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    @chubakueno - because without the $2$, you get an extra $\sim\log 4$ term. – Nathaniel Bubis Jul 15 '14 at 00:28
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    Olivier - Opened a bounty. If you have any additional insights, please add them to the question. – Nathaniel Bubis Jul 20 '14 at 03:37
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    Side note, $\zeta(4)=\pi^4/90$ – ClassicStyle Jul 24 '14 at 04:47
  • Search for a solution of the form $\quad\displaystyle\sum\alpha_k\cdot\zeta(k)\cdot\pi^{n-k},\quad$ where $\alpha_k\in\mathbb Q~$, and $~k\in\Big{3,5,7\Big}$. – Lucian Jul 24 '14 at 18:13
  • @Lucian Thanks. But this form is not sufficient. There is an extra constant. – Olivier Oloa Jul 24 '14 at 18:22
  • I'm able to write down the solution in terms of the generalized log-sine integral...but it's not a very useful identity. I've been searching around in the literature, and I have been having trouble finding evaluations of this integral with odd powers. Maybe there is some reason for this... – ClassicStyle Jul 24 '14 at 20:14

5 Answers5

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Proposition. $$ \int_{0}^{\pi/2} x^3 \ln^3(2 \cos x)\:{\mathrm{d}}x = \frac{45}{512} \zeta(7)-\frac{3\pi^2}{16} \zeta(5)-\frac{5\pi^4}{64} \zeta(3)-\frac{9}{4}\zeta(\bar{5},1,1) $$

where $\zeta(\bar{p},1,1)$ is the colored MZV (Multi Zeta Values) function of depth 3 and weight $p+2$ given by $$ \zeta(\bar{p},1,1) : = \sum_{n=1}^{\infty} \frac{(-1)^n}{n^{p}}\sum_{k=1}^{n-1}\frac{H_{k-1}}{k} $$ belonging to a family of functions introduced by L. Euler and also called Euler(-Zagier) sums.

We have a general result.

Theorem. Let $\ell$ be any positive integer. Then $$ \int_{0}^{\pi/2}\! \! x^{2\ell+1}\! \ln^{2\ell+1}(2 \cos x){\mathrm{d}}x \in \mathbb{Q} \!\left( \zeta(4\ell+3),\zeta(2)\zeta(4\ell+1), ... ,\zeta(4\ell)\zeta(3), \zeta(\overline{2\ell+3},\{1\}_{2\ell})\right) $$

It is remarkable that there is only one constant $$ \zeta(\overline{2\ell+3},\{1\}_{2\ell})=\sum_{n_{1}> ...>n_{2\ell+1}>0} \frac{(-1)^{n_1}}{n_1^{2\ell+3} n_2\cdots n_{2\ell+1}} $$ for each integral of the considered form. The question of whether one can reduce this constant to colored MZVs/MZVs of lower depths is still subject to a conjecture (Zagier).

This paper may be useful, another one and of course Hoffman's site which has a list of many related references.

Olivier Oloa
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11

We can try the harmonic analysis path. Since: $$\log(2\cos x)=\sum_{n=1}^{+\infty}\frac{(-1)^{n+1}}{n}\cos(2nx),$$ $$\log(2\sin x)=-\sum_{n=1}^{+\infty}\frac{\cos(2nx)}{n},\tag{1}$$ we have, as an example: $$\int_{0}^{\pi/2}\log^3(2\sin x)dx=-\frac{3\pi}{4}\zeta(3)$$ since $$\int_{0}^{\pi/2}\cos(2n_1 x)\cos(2n_2 x)\cos(2n_3 x)\,dx = \frac{\pi}{8}\delta_{2\cdot\max n_i=(n_1+n_2+n_3)}\tag{2}$$ Now: $$\pi/2-x = \frac{\pi}{4}+\frac{2}{\pi}\sum_{m=0}^{+\infty}\frac{\cos((4m+2)x)}{(2m+1)^2}\tag{3}$$ hence by multiplying $(1)$ and $(3)$ we can write the Fouries cosine series of $(\pi/2-x)\log(2\sin x)$ over $(0,\pi/2)$ and grab from $(2)$ a combinatorial equivalent for $$\int_{0}^{\pi/2}\left((\pi/2-x)\log(2\sin x)\right)^3\,dx.$$ With the aid of Mathematica I got: $$(\pi/2-x)\log(2\sin x)=\sum_{n=0}^{+\infty}\frac{\cos((2n+1)x)}{\pi(2n+1)^2}\left(-(2n+1)\left(\psi'\left(\frac{2n+1}{2}\right)-\psi'\left(-\frac{2n+1}{2}\right)\right)+2\left(2\gamma+\psi\left(\frac{2n+1}{2}\right)+\psi\left(-\frac{2n+1}{2}\right)\right)\right),$$

$$(\pi/2-x)\log(2\sin x)=\sum_{n=0}^{+\infty}\frac{\cos((2n+1)x)}{\pi(2n+1)^2}\left(2 H_{\frac{2n+1}{2}}-(2n+1)\left(\psi'\left(\frac{2n+1}{2}\right)-\psi'\left(-\frac{2n+1}{2}\right)\right)\right).$$

$$(\pi/2-x)\log(2\sin x)=\sum_{n=0}^{+\infty}\frac{\cos((2n+1)x)}{\pi(2n+1)^2}\left(-4\log 2+\sum_{j=0}^n\frac{4}{2j+1}+\frac{4}{2n+1}+(2n+1)\sum_{j=0}^{n}\frac{8}{(2j+1)^2}\right).\tag{1}$$

So we have the Fourier cosine series of $(\pi/2-x)\log(2\sin x)$ but the path does not look promising from here. However, if we replace $\pi/2-x$ with a periodic continuation we get the way nicer identity:

$$(\pi/2-x)\log(2\sin x)=-\left(\sum_{n=1}^{+\infty}\frac{\sin(2nx)}{n}\right)\left(\sum_{n=1}^{+\infty}\frac{\cos(2nx)}{n}\right)\tag{2}$$

that directly leads to:

$$f(x)=(\pi/2-x)\log(2\sin x)=-\sum_{n=1}^{+\infty}\frac{H_{n-1}}{n}\sin(2nx).\tag{3}$$

Now since $\int_{0}^{\pi/2}\sin(2mx)dx=\frac{\mathbb{1}_{m\equiv 1\pmod{2}}}{m}$ and $\int_{0}^{\pi/2}\sin(2ax)\sin(2bx)dx=\frac{\pi}{4}\delta_{a,b}$, the first two identites are easily proven. Now the three-terms integral $$\int_{0}^{\pi/2}\sin(2ax)\sin(2bx)\sin(2cx)dx$$ is a linear combination of $\frac{1}{a+b+c},\frac{1}{-a+b+c},\frac{1}{a-b+c},\frac{1}{a+b-c}$ depending on the parity of $a,b,c$, so it is quite difficult to find, explicitly, the Fourier cosine series of $f(x)^2$ or the integral $\int_{0}^{\pi/2}f(x)^3\,dx$, but still not impossible. In particular, by this answer we know that the Taylor coefficients of the powers of $\log(1-x)$ depends on the generalized harmonic numbers. In our case, $$-\log(1-x)=\sum_{n=1}^{+\infty}\frac{1}{n}x^n,$$ $$\log(1-x)^2 = \sum_{n=2}^{+\infty}\frac{2H_{n-1}}{n}x^n,$$ $$-\log(1-x)^3 = \sum_{n=3}^{+\infty}\frac{3H_{n-1}^2-3H_{n-1}^{(2)}}{n}x^n,$$ $$\log(1-x)^4 = \sum_{n=4}^{+\infty}\frac{4H_{n-1}^3+8H_{n-1}^{(3)}-12 H_{n-1}H_{n-1}^{(2)}}{n}x^n\tag{4}$$ hence we can just find a closed form for $$\int_{0}^{\pi/2}x^3 (1-2\cos x)^n dx$$ and sum everything through the third previous identity. Ugh.

Jack D'Aurizio
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  • Interesting! I didn't take the same path ... – Olivier Oloa Jul 23 '14 at 22:49
  • I'll confess, I don't find this approach as it stands very satisfactory since it doesn't seem easy to generalize as one considers higher powers of $\log$. (Though the natural rebuttal is "Why do you expect there to be a 'nice' pattern for higher powers?") – Semiclassical Jul 24 '14 at 14:19
  • @Jack D'Aurizio I'm really impressed by the work you have accomplished! – Olivier Oloa Jul 24 '14 at 14:41
  • I confess I believed that the Fourier cosine series of $(\pi/2-x)\log(2\sin x)$ were nicer. Anyway, I still believe that by replacing $(\pi/2-x)$ with $\sum_{j=1}^{+\infty}\frac{\sin(2jx)}{j}$ we can get something interesting. – Jack D'Aurizio Jul 24 '14 at 16:15
  • I do agree that harmonic analysis makes sense as the way to think about the integrals. But my preference is always to find a generating function / parametric differentiation approach, so my preference would be to solve a single master integral instead. (Not that I have a candidate...) – Semiclassical Jul 24 '14 at 17:43
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    @Semiclassical: Harmonic analysis, however, shows that the first two identities follow from $\sum_{n=1}^{+\infty}\frac{H_{2n}}{n^2}=\frac{11}{4}\zeta(3)$ and $\sum_{n=1}^{+\infty}\frac{H_{n-1}^2}{n^2}=\frac{11}{4}\zeta(4)$, quite remarkable, don't you think? – Jack D'Aurizio Jul 24 '14 at 17:55
  • @Jack D'Aurizio The case of $x\ln(2\cos x)$, being non-linear, is atypical. All the even cases are "OK". The odd cases (except for $n=1$) should be new. – Olivier Oloa Jul 24 '14 at 18:33
  • I just remembered, from http://math.stackexchange.com/questions/627936/how-find-this-sum-i-n-sum-k-0n-frach-k1h-n-k1k2, that the Taylor coefficients of $\log(1+x)^3$ are known as functions of the generalized harmonic numbers. This may lead to a closed form in a very straightforward way. Keep trying. – Jack D'Aurizio Jul 24 '14 at 18:34
  • @Jack D'Aurizio Nice job! Thanks! Do you allow me to give another answer? – Olivier Oloa Jul 24 '14 at 19:12
  • @OlivierOloa: for sure, I'm really curious: do you cracked the general case by exploiting the explicit form for the coefficient of the Taylor series of $\log(1+x)^k$? – Jack D'Aurizio Jul 24 '14 at 19:21
  • @Jack D'Aurizio Yes. But there is really a sort of irreducible complexity. – Olivier Oloa Jul 24 '14 at 19:27
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    I bet this is due to the fact that $$\sum_{i+j+k+\ldots=n}\frac{1}{ijk\ldots}$$ becomes harder and harder to express in a closed form as the number of variables increases. – Jack D'Aurizio Jul 24 '14 at 19:33
  • @Jack D'Aurizio Please, did you test numerical values? It seems your last integral doesn't match the first one. – Olivier Oloa Jul 24 '14 at 22:34
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This may very well have a closed form, but getting there could prove daunting.

Here is a method I learned from Nick Strehle a good while ago.

It does get messy though. I offer it as something to consider and of interest. Other contributors will more than likely present a better, more efficient, approach.

Consider $$f(z)=z^{2}\log^{4}(1+e^{2iz})$$ and integrate around a rectangular contour with bottom vertices and quarter-circle indents, due to branches, around $\pm \pi/2$ and with upper vertices $\pm \frac{\pi}{2}+Ri$.

The vertical sides contribute:

$$i\int_{0}^{\infty}f(iy+\frac{\pi}{2})dy-i\int_{0}^{\infty}f(iy-\frac{\pi}{2})dy$$

$$=-2\pi \int_{0}^{\infty}y\log^{4}(1-e^{-2y})dy$$

The upper horizontal side tends to 0, as do the indents.

The bottom horizontal side:

$$\int_{\frac{-\pi}{2}}^{\frac{\pi}{2}}x^{2}(\log(2\cos(x))+xi)^{4}dx$$

$$=2\int_{0}^{\frac{\pi}{2}}\left[x^{6}-6x^{4}\log^{2}(2\cos(x))+x^{2}\log^{4}(2\cos(x))+4x^{3}\log^{3}(2\cos(x))i\\-4x^{5}\log(2\cos(x))i\right]dx$$

Now, by Cauchy, these sum to 0. Putting them together and solving for the integral in question, hopefully, gives the result. But, there appears to be some issues.

The messy contributions from the vertical sides result in log integrals.

Take $x=e^{-2y}, \;\ dy=\frac{-1}{2x}dx$

for instance, $\displaystyle \int_{0}^{\infty}y\log^{4}(1-e^{-2y})dy=1/4\int_{0}^{1}\frac{\log(x)\log^{4}(1-x)}{x}dx$.

I have not attempted it, but this looks like it can probably be done by diffing the Beta function. Multiple derivatives will lead to messy calculations, so Maple or Mathematica will prove invaluable here.

Cody
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  • Dear Cody, thank you for the interest. But please I don't understand what is your answer. – Olivier Oloa Jul 18 '14 at 10:08
  • I am sorry, but I did not finish. After I got into I saw there is a lot of work to get to the solution. Besides, it looks like I may have ran into a problem because expanding the $\log(1+e^{2ix})$ terms results in the vertical sides terms all becoming real. Yet, the integrand we need in the expansion of the $(\log(2\cos(x))+xi)^{4}$ is imaginary. It is a cool method though and works with many integrals like this. Do you happen to know what the closed form is?. Assuming it has one. This one appears to be pretty tough. – Cody Jul 18 '14 at 19:07
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    @Cody: The last integral you mention is treatable since it is essentially, up to the change of variable $x\to(1-x)$, $$\sum_{n=1}^{+\infty}\frac{H_n}{(n+1)^5}=\frac{\pi^6-630\zeta(3)^2}{1260}.$$ – Jack D'Aurizio Jul 23 '14 at 18:21
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Using the Fourier series of $\ln^3(2\cos x):$ $$ \ln^3(2\cos x)=3x^2\ln(2\cos x)+3\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n}\cos(2nx),$$ we get $$ \int_0^{\frac{\pi}{2}}x^3\ln^3(2\cos x)\,dx$$ $$=3\int_0^{\frac{\pi}{2}}x^5\ln(2\cos x)\,dx+3\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n}\int_0^{\frac{\pi}{2}}x^3\cos(2nx)\,dx.$$

By using the Fourier series of $\ln(2\cos x)$, we get the first integral:

$$\int_0^{\frac{\pi}{2}}x^5\ln(2\cos x)\,dx=\frac{45}{8}\zeta(2)\zeta(5)-\frac{225}{32}\zeta(3)\zeta(4)-\frac{1905}{512}\zeta(7).$$

For the other integral,

$$\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n}\int_0^{\frac{\pi}{2}}x^3\cos(2nx)\,dx$$

$$\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n}\left(\frac{9\zeta(2)(-1)^n}{8n^2}-\frac{3(-1)^n}{8n^4}+\frac{3}{8n^4}\right)$$

$$=\frac{9}{8}\zeta(2)\sum_{n=1}^\infty\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^3}-\frac38\sum_{n=1}^\infty\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^5}+\frac38\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^5}.$$


The first sum:

$$\sum_{n=1}^\infty\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^3}=\frac12\sum_{n=1}^\infty(H_{n-1}^2-H_{n-1}^{(2)})\int_0^1 x^{n-1}\ln^2(x)\, dx$$

$$=\frac12\int_0^1 \ln^2(x)\left(\sum_{n=1}^\infty(H_{n-1}^2-H_{n-1}^{(2)})x^{n-1}\right)\, dx$$

$$=\frac12\int_0^1 \ln^2(x)\left(\frac{\ln^2(1-x)}{1-x}\right)\, dx$$

$$\overset{1-x\to x}{=}\frac12\int_0^1\frac{\ln^2(x)\ln^2(1-x)}{x}\, dx$$

$$=\sum_{n=1}^{\infty}\frac{H_{n-1}}{n}\int_0^1 x^{n-1} \ln^2(x)\, dx$$

$$=2\sum_{n=1}^{\infty}\frac{H_{n-1}}{n^4}$$

$$=4\zeta(5)-2\zeta(2)\zeta(3).$$

The second sum: Similarly,

$$\sum_{n=1}^\infty\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^5}=\frac1{24}\int_0^1\frac{\ln^4(x)\ln^2(1-x)}{1-x}\, dx$$

$$=10\zeta(7)-4\zeta(2)\zeta(5)-\frac52\zeta(3)\zeta(4),$$

which follows from beta function.

The third sum: Using the fact

$$\sum_{k=1}^{n-1}\frac{H_{k-1}}{k}=\frac{H_{n-1}^2-H_{n-1}^{(2)}}{2},$$

the sum can be written as

$$\sum_{n=1}^\infty(-1)^n\frac{H_{n-1}^2-H_{n-1}^{(2)}}{n^5}=2\sum_{n=1}^{\infty}\frac{(-1)^n}{n^5}\sum_{k=1}^{n-1}\frac{H_{k-1}}{k}=2\zeta(\bar{5},1,1)$$

putting all together, we get

$$\int_{0}^{\frac{\pi}{2}} x^3 \ln^3(2 \cos x)\, dx = \frac{45}{512} \zeta(7)-\frac{9}{8} \zeta(2)\zeta(5)-\frac{225}{32} \zeta(3)\zeta(4)-\frac{9}{4}\zeta(\bar{5},1,1),$$

which matches Olivier's result above.


In my opinion, the sum $\zeta(\bar{5},1,1)$ seems more complicated than the main integral itself but I just wanted to prove the relation between the two.

Ali Shadhar
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Another observation: writing $(2\cos x)^\mu = e^{\mu \log{2\cos x}}$, we observe that the beta-function integral $$\int_0^{\pi/2} \cos^\mu x\,dx = 2^{\mu-1}\text{B}\left(\frac{\mu+1}{2},\frac{\mu+1}{2}\right)$$ serves as a generating function in powers of $\mu$ for all integrals of the form $\int_0^{\pi/2}\log^k (2\cos x)\,dx$. So all that remains for these integrals is to expand this beta function in powers of $\mu$---a task which seems, unfortunately, easier said than done (if someone knows a good result, let me know!). But it appars plausible that this approach can be refined to allow powers of $x^l$ in the integrand as well, and therefore the desired case of $k=l=3$ in particular.

Semiclassical
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