Answer: Sophomore's Dream Integral
Key Idea / Intuition
The trick is to expand xx=exlnx as a power series in xlnx, then integrate term by term. Each resulting integral โซ01โxn(lnx)ndx can be evaluated by the substitution x=eโt, turning it into a Gamma integral. The two integrals โซ01โxxdx and โซ01โxโxdx combine beautifully into a sum known as the Sophomore's Dream, named after Johann Bernoulli (1697).
Formal Proof / Solution
Step 1: Expand xx as a series
xx=exlnx=โn=0โโn!(xlnx)nโ
So:
โซ01โxxdx=โn=0โโn!1โโซ01โxn(lnx)ndx.
Step 2: Evaluate โซ01โxn(lnx)ndx
Substitute x=eโt, so lnx=โt, dx=โeโtdt, and the limits go from t=โ to t=0:
โซ01โxn(lnx)ndx=โซโ0โeโnt(โt)n(โeโt)dt=(โ1)nโซ0โโtneโ(n+1)tdt.
Now substitute u=(n+1)t:
=(โ1)nโ
(n+1)n+11โโซ0โโuneโudu=(โ1)nโ
(n+1)n+1n!โ.
Step 3: Sum the series for โซ01โxxdx
โซ01โxxdx=โn=0โโn!1โโ
(โ1)nโ
(n+1)n+1n!โ=โn=0โโ(n+1)n+1(โ1)nโ=โn=1โโnn(โ1)nโ1โ.
That is:
โซ01โxxdx=1โ221โ+331โโ441โ+โฏ
Step 4: Handle โซ01โxโxdx
Similarly, xโx=eโxlnx, so:
โซ01โxโxdx=โn=0โโn!(โ1)nโโซ01โxn(lnx)ndx=โn=0โโn!(โ1)nโโ
(โ1)nโ
(n+1)n+1n!โ=โn=0โโ(n+1)n+11โ.
So:
โซ01โxโxdx=โn=1โโnn1โ=1+221โ+331โ+441โ+โฏ
Step 5: Final Answer
I=โซ01โxxdx+โซ01โxโxdx=n=1โโโnn(โ1)nโ1โ+n=1โโโnn1โโ
Each piece individually is already a beautiful result. Numerically:
- โซ01โxโxdxโ1.2913
- โซ01โxxdxโ0.7834
- Their sum โ2.0747
These two identities together are called Sophomore's Dream โ a playful name because they look too clean to be true, yet follow from a surprisingly elementary calculation.