๐Ÿงฎ Brain Teaser

The Dirichlet Beta Integral

Compute the integral:

I=โˆซ01lnโกxx2โˆ’1โ€‰dxI = \int_0^1 \frac{\ln x}{x^2 - 1}\, dx

geometric seriesdifferentiation under integral signBasel problemseries summationpi squared

Answer: The Dirichlet Beta Integral

Key Idea / Intuition

Near x=1x=1 the denominator x2โˆ’1x^2-1 vanishes, but so does the numerator lnโกx\ln x, so the integrand is actually continuous there โ€” no real singularity. The trick is to expand 11โˆ’x2\frac{1}{1-x^2} as a geometric series in x2x^2, interchange sum and integral, and recognise the resulting series as a classical constant: ฯ€28\frac{\pi^2}{8}.


Formal Proof / Solution

Step 1: Rewrite the sign.

Note x2โˆ’1<0x^2 - 1 < 0 on (0,1)(0,1) and lnโกx<0\ln x < 0 on (0,1)(0,1), so the integrand is positive. Write:

I=โˆซ01lnโกxx2โˆ’1โ€‰dx=โˆซ01โˆ’lnโกx1โˆ’x2โ€‰dxI = \int_0^1 \frac{\ln x}{x^2-1}\,dx = \int_0^1 \frac{-\ln x}{1-x^2}\,dx

Step 2: Expand as a geometric series.

For 0โ‰คx<10 \le x < 1:

11โˆ’x2=โˆ‘n=0โˆžx2n\frac{1}{1-x^2} = \sum_{n=0}^{\infty} x^{2n}

So:

I=โˆ’โˆซ01lnโกxโˆ‘n=0โˆžx2nโ€‰dx=โˆ‘n=0โˆž(โˆ’โˆซ01x2nlnโกxโ€‰dx)I = -\int_0^1 \ln x \sum_{n=0}^{\infty} x^{2n}\,dx = \sum_{n=0}^{\infty} \left(-\int_0^1 x^{2n}\ln x\,dx\right)

The interchange is justified by the monotone convergence theorem (all terms are positive).

Step 3: Evaluate each term.

For any ฮฑ>โˆ’1\alpha > -1:

โˆซ01xฮฑlnโกxโ€‰dx=โˆ’1(ฮฑ+1)2\int_0^1 x^\alpha \ln x\,dx = \frac{-1}{(\alpha+1)^2}

(Differentiate โˆซ01xฮฑdx=1ฮฑ+1\int_0^1 x^\alpha dx = \frac{1}{\alpha+1} with respect to ฮฑ\alpha.)

With ฮฑ=2n\alpha = 2n:

โˆ’โˆซ01x2nlnโกxโ€‰dx=1(2n+1)2-\int_0^1 x^{2n}\ln x\,dx = \frac{1}{(2n+1)^2}

Step 4: Sum the series.

I=โˆ‘n=0โˆž1(2n+1)2=1+132+152+โ‹ฏI = \sum_{n=0}^{\infty} \frac{1}{(2n+1)^2} = 1 + \frac{1}{3^2} + \frac{1}{5^2} + \cdots

This is the Leibniz/Dirichlet beta sum. Since โˆ‘n=1โˆž1n2=ฯ€26\sum_{n=1}^\infty \frac{1}{n^2} = \frac{\pi^2}{6} and the even terms contribute 14โ‹…ฯ€26=ฯ€224\frac{1}{4}\cdot\frac{\pi^2}{6} = \frac{\pi^2}{24}:

โˆ‘n=0โˆž1(2n+1)2=ฯ€26โˆ’ฯ€224=ฯ€28\sum_{n=0}^{\infty}\frac{1}{(2n+1)^2} = \frac{\pi^2}{6} - \frac{\pi^2}{24} = \frac{\pi^2}{8}

Result:

I=ฯ€28\boxed{I = \dfrac{\pi^2}{8}}

Type: IntegrationEdit on GitHub โ†—