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$$I=\int_{0}^{1}{\ln(x)\over (1+x)^3}dx$$

Recall

$${1\over (1+x)^3}=\sum_{n=0}^{\infty}{(-1)^n(n+1)(n+2)\over 2}x^n$$

$$\int_{0}^{1}x^n\ln(x)dx=-{1\over (n+1)^2}$$

Substitute in

$$I=\sum_{0}^{\infty}{(-1)^n(n+1)(n+2)\over 2}\int_{0}^{1}x^n\ln(x)dx$$

$$I=-\sum_{n=0}^{\infty}{(-1)^n(n+1)(n+2)\over 2(1+n)^2}$$

$$\int_{0}^{1}{\ln(x)\over (1+x)^3}dx=-\sum_{n=0}^{\infty}{(-1)^n(n+2)\over 2(1+n)}$$

Can somebody help me here. I don't understand why it is incorrect here. Where did I go wrong?


I still don't get it, because these two work perfectly fine

$$\int_{0}^{1}{\ln(x)\over 1+x}dx=\sum_{n=0}^{\infty}(-1)^n\int_{0}^{1}x^n\ln(x)dx=-\sum_{n=0}^{\infty}{(-1)^n\over (n+1)^2}$$

$$\int_{0}^{1}{\ln(x)\over (1+x)^2}dx=\sum_{n=0}^{\infty}(-1)^n(n+1)\int_{0}^{1}x^n\ln(x)dx=-\sum_{n=0}^{\infty}{(-1)^n(n+1)\over (n+1)^2}$$

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    The bounds of your integrals are wrong. $\int_0^\infty x^n \ln x dx$ does not converge for $n\geq 0$, let alone equals $\frac{-1}{(n+1)^2}$ the correct bounds are $\int_0^1$. – Clement C. Jun 03 '16 at 23:19
  • I just correct them. Please help me check again, I have been here for 2 hours still can't find where I go wrong – gymbvghjkgkjkhgfkl Jun 03 '16 at 23:22
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    But then, your equality after "Substitute in" does not hold anymore. $I$ is defined as an integral $\int_0^\infty$, so you can't magically equate it to the same thing with $\int_0^1$ (which you would need for your series expansion). – Clement C. Jun 03 '16 at 23:25
  • OK, I see you edited all integrals in your question. This looks more plausible now. – Clement C. Jun 03 '16 at 23:28
  • LHS=-0.596573... And RHS=-0.8469... I check it with a calculator. – gymbvghjkgkjkhgfkl Jun 03 '16 at 23:34
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    I think you have a deeper problem here, and your calculator must be wrong. The RHS is not even convergent (the series clearly diverges, as its general term does not even go to $0$). The first and most obvious check here should be: you switched the order of integral and sum, what allowed you to do so? (This is not an operator you can always perform, and it seems likely thatin this case, well, it's not actually one you were allowed to.) – Clement C. Jun 03 '16 at 23:36
  • Are all my steps correct? – gymbvghjkgkjkhgfkl Jun 03 '16 at 23:37
  • Well, no, clearly (otherwise, the result would be). Read my comment above: what allowed you to swap integral and sum? Can you justify this step? – Clement C. Jun 03 '16 at 23:38
  • I guess: You made the substitution $u=\ln x$ and then you expanded $(1+x)^3$ (which is $(1+e^{-u})^3$ after the substitution) in a geometric series and then you used the gamma function? AM I right? if yes, since $\ln x$ is negative on $(0,1)$, you have to substitute $u^2=-\ln x ,,, (+ve)$. – Mohammad W. Alomari Jun 04 '16 at 00:43
  • In total agreement with @ClementC., I say that the equation is not even grammatical, ’cause the right-hand side is not convergent. – Lubin Jun 04 '16 at 00:48

2 Answers2

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You are working on the assumption that

\begin{align*} &\int_{0}^{1} \left( \sum_{n=0}^{\infty} \frac{(-1)^n(n+1)(n+2)}{2} x^n \right) \log x \, \mathrm{d}x \\ &\hspace{5em} = \sum_{n=0}^{\infty} \frac{(-1)^n(n+1)(n+2)}{2} \int_{0}^{1} x^n \log x \, \mathrm{d}x. \tag{1} \end{align*}

But this is not true because the latter sum does not converge in ordinary sense. We can, however, give an alternative meaning to this formula, which eventually leads to the correct answer. Notice that for $r \in (0, 1)$ the following holds

\begin{align*} &\int_{0}^{r} \left( \sum_{n=0}^{\infty} \frac{(-1)^n(n+1)(n+2)}{2} x^n \right) \log x \, \mathrm{d}x \\ &\hspace{5em} = \sum_{n=0}^{\infty} \frac{(-1)^n(n+1)(n+2)}{2} \int_{0}^{r} x^n \log x \, \mathrm{d}x \end{align*}

by the Fubini's theorem. So the issue of convergence occurs when you take limit as $r \uparrow 1$. However, this also shows that $\text{(1)}$ becomes true in Abel sense. So we have

$$ \text{(1)} = - \frac{1}{2} \sum_{n=0}^{\infty}(-1)^{n} \left(1 + \frac{1}{n+1} \right) = - \frac{1}{2} \left( \frac{1}{2} + \log 2 \right) \quad \text{in Abel sense.} $$

Here, we utilized that

$$ 1 - 1 + 1 - 1 + \cdots = \frac{1}{2} \quad \text{in Abel sense.} $$

Sangchul Lee
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  • (+1) @Chinacat: this is a useful lemma also in your previous question (http://math.stackexchange.com/questions/1811405/showing-that-int-01xx-1x2-over-x13-cdot1-over-lnxdx-ln) – Jack D'Aurizio Jun 04 '16 at 17:24
3

$\newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{\mathrm{i}} \newcommand{\iff}{\Leftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(\, #1 \,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\, #2 \,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert}$ The problem is related to the power $-3$ in $\pars{1 + x}^{-3}$ which does not permit to integrate by parts to get rid of it. One alternative is to consider one factor $\pars{a + x}^{-1}$ in the integral such that we arrive to the original one by differentiated it twice respect of $a$. With the above mentioned factor you get a convergent series.

However, there is an easy way which doesn't involve the evaluation of any integral or/and series:

\begin{align} \color{#f00}{\int_{0}^{1}{\ln\pars{x} \over \pars{1 + x}^{3}}\,\dd x} & = \half\,\lim_{a \to 1}\,\partiald[2]{}{a} \int_{0}^{1}{\ln\pars{x} \over a + x}\,\dd x = -\,\half\,\lim_{a \to 1}\,\partiald[2]{}{a} \int_{0}^{1}{\ln\pars{x} \over 1 - x/\pars{-a}}\,{\dd x \over -a} \\[3mm] & = -\,\half\,\lim_{a \to 1}\,\partiald[2]{}{a} \int_{0}^{-1/a}{\ln\pars{-ax} \over 1 - x}\,\dd x = -\,\half\,\lim_{a \to 1}\,\partiald[2]{}{a} \int_{0}^{-1/a}{\ln\pars{1 - x} \over x}\,\dd x \\[3mm] & = \half\,\lim_{a \to 1}\,\partiald{}{a} \bracks{{\ln\pars{1 + 1/a} \over a}} = \color{#f00}{-\,{1 \over 4}\bracks{2\ln\pars{2} + 1}} \end{align}

Felix Marin
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