๐Ÿงฎ Brain Teaser

The Integral That Knows Its Own Interval

Evaluate: I=โˆซ01lnโกxxโˆ’1โ€‰dx.I = \int_0^1 \frac{\ln x}{x - 1}\, dx.

Is this finite? If so, find its exact value.

geometric seriesBasel problemimproper integralmonotone convergenceseries and integrals

Answer: The Integral That Knows Its Own Interval

Key Idea / Intuition

At first glance, the integrand has a singularity at both x=0x = 0 (where lnโกxโ†’โˆ’โˆž\ln x \to -\infty) and x=1x = 1 (where xโˆ’1โ†’0x - 1 \to 0). But both are removable in the sense that the integrand stays integrable โ€” the two singularities "cooperate." The key trick is to expand 11โˆ’x\frac{1}{1-x} as a geometric series and integrate term by term, turning the integral into a famous sum: โˆ‘n=1โˆž1n2=ฯ€26\sum_{n=1}^\infty \frac{1}{n^2} = \frac{\pi^2}{6}.


Formal Proof / Solution

Step 1: Rewrite the integrand.

Note that lnโกxxโˆ’1=โˆ’lnโกx1โˆ’x\frac{\ln x}{x-1} = \frac{-\ln x}{1-x}, and for 0<x<10 < x < 1 we have the geometric series: 11โˆ’x=โˆ‘n=0โˆžxn.\frac{1}{1-x} = \sum_{n=0}^{\infty} x^n.

So: lnโกxxโˆ’1=โˆ’lnโกxโ‹…โˆ‘n=0โˆžxn=โˆ‘n=0โˆž(โˆ’xnlnโกx).\frac{\ln x}{x-1} = -\ln x \cdot \sum_{n=0}^{\infty} x^n = \sum_{n=0}^{\infty} (-x^n \ln x).

Step 2: Check that term-by-term integration is valid.

Each term โˆ’xnlnโกxโ‰ฅ0-x^n \ln x \geq 0 on (0,1)(0,1) (since lnโกxโ‰ค0\ln x \leq 0 there). By the Monotone Convergence Theorem, we may interchange sum and integral: I=โˆ‘n=0โˆžโˆซ01(โˆ’xnlnโกx)โ€‰dx.I = \sum_{n=0}^{\infty} \int_0^1 (-x^n \ln x)\, dx.

Step 3: Compute each term.

For fixed nโ‰ฅ0n \geq 0: โˆซ01xn(โˆ’lnโกx)โ€‰dx.\int_0^1 x^n (-\ln x)\, dx.

Use the substitution x=eโˆ’tx = e^{-t}, dx=โˆ’eโˆ’tโ€‰dtdx = -e^{-t}\,dt: โˆซ0โˆžeโˆ’ntโ‹…tโ‹…eโˆ’tโ€‰dt=โˆซ0โˆžtโ€‰eโˆ’(n+1)tโ€‰dt=1(n+1)2,\int_0^\infty e^{-nt} \cdot t \cdot e^{-t}\, dt = \int_0^\infty t\, e^{-(n+1)t}\, dt = \frac{1}{(n+1)^2},

where we used โˆซ0โˆžtโ€‰eโˆ’atโ€‰dt=1a2\int_0^\infty t\, e^{-at}\, dt = \frac{1}{a^2} for a>0a > 0.

Step 4: Sum the series.

I=โˆ‘n=0โˆž1(n+1)2=โˆ‘m=1โˆž1m2=ฯ€26.I = \sum_{n=0}^{\infty} \frac{1}{(n+1)^2} = \sum_{m=1}^{\infty} \frac{1}{m^2} = \frac{\pi^2}{6}.

Conclusion: I=โˆซ01lnโกxxโˆ’1โ€‰dx=ฯ€26.\boxed{I = \int_0^1 \frac{\ln x}{x-1}\,dx = \frac{\pi^2}{6}.}

Why this is beautiful: The integral secretly encodes all the information of the Basel problem. Both singularities at x=0x=0 and x=1x=1 are integrable (the integrand extends continuously to the value 11 at x=1x=1 and vanishes at x=0x=0), and the geometric series expansion converts the analytic problem into an arithmetic one.

Type: IntegrationEdit on GitHub โ†—