Answer: The Integral That Knows Its Own Interval
Key Idea / Intuition
At first glance, the integrand has a singularity at both x=0 (where lnxโโโ) and x=1 (where xโ1โ0). But both are removable in the sense that the integrand stays integrable โ the two singularities "cooperate." The key trick is to expand 1โx1โ as a geometric series and integrate term by term, turning the integral into a famous sum: โn=1โโn21โ=6ฯ2โ.
Formal Proof / Solution
Step 1: Rewrite the integrand.
Note that xโ1lnxโ=1โxโlnxโ, and for 0<x<1 we have the geometric series:
1โx1โ=โn=0โโxn.
So:
xโ1lnxโ=โlnxโ
โn=0โโxn=โn=0โโ(โxnlnx).
Step 2: Check that term-by-term integration is valid.
Each term โxnlnxโฅ0 on (0,1) (since lnxโค0 there). By the Monotone Convergence Theorem, we may interchange sum and integral:
I=โn=0โโโซ01โ(โxnlnx)dx.
Step 3: Compute each term.
For fixed nโฅ0:
โซ01โxn(โlnx)dx.
Use the substitution x=eโt, dx=โeโtdt:
โซ0โโeโntโ
tโ
eโtdt=โซ0โโteโ(n+1)tdt=(n+1)21โ,
where we used โซ0โโteโatdt=a21โ for a>0.
Step 4: Sum the series.
I=โn=0โโ(n+1)21โ=โm=1โโm21โ=6ฯ2โ.
Conclusion:
I=โซ01โxโ1lnxโdx=6ฯ2โ.โ
Why this is beautiful: The integral secretly encodes all the information of the Basel problem. Both singularities at x=0 and x=1 are integrable (the integrand extends continuously to the value 1 at x=1 and vanishes at x=0), and the geometric series expansion converts the analytic problem into an arithmetic one.