๐Ÿงฎ Brain Teaser

The Integral That Swaps Its Limits

Evaluate the following integral:

I=โˆซ01xโˆ’1lnโกxโ€‰dxI = \int_0^1 \frac{x - 1}{\ln x}\, dx

Feynman techniquedifferentiation under integral signlogarithmparametric integral

Answer: The Integral That Swaps Its Limits

Key Idea / Intuition

The integrand has no elementary antiderivative in terms of xx alone โ€” but it has a hidden parameter waiting to be introduced. The classic Feynman/Leibniz trick is to replace the numerator xโˆ’1x - 1 with xtโˆ’1x^t - 1 for a parameter tt, differentiate under the integral sign with respect to tt, evaluate the resulting clean integral, then integrate back in tt. The result is a logarithm that evaluates to lnโก2\ln 2.


Formal Proof / Solution

Step 1: Introduce a parameter.

Define

I(t)=โˆซ01xtโˆ’1lnโกxโ€‰dx,tโ‰ฅ0.I(t) = \int_0^1 \frac{x^t - 1}{\ln x}\, dx, \qquad t \geq 0.

Note I(0)=0I(0) = 0 and I(1)=II(1) = I (our target).

Step 2: Differentiate under the integral sign.

Iโ€ฒ(t)=ddtโˆซ01xtโˆ’1lnโกxโ€‰dx=โˆซ01โˆ‚โˆ‚t(xtโˆ’1)โ‹…1lnโกxโ€‰dx.I'(t) = \frac{d}{dt} \int_0^1 \frac{x^t - 1}{\ln x}\, dx = \int_0^1 \frac{\partial}{\partial t}(x^t - 1) \cdot \frac{1}{\ln x}\, dx.

Since โˆ‚โˆ‚txt=xtlnโกx\frac{\partial}{\partial t} x^t = x^t \ln x, we get

Iโ€ฒ(t)=โˆซ01xtlnโกxlnโกxโ€‰dx=โˆซ01xtโ€‰dx=1t+1.I'(t) = \int_0^1 \frac{x^t \ln x}{\ln x}\, dx = \int_0^1 x^t\, dx = \frac{1}{t+1}.

Step 3: Integrate back.

I(t)=โˆซ0t1s+1โ€‰ds+C=lnโก(t+1)+C.I(t) = \int_0^t \frac{1}{s+1}\, ds + C = \ln(t+1) + C.

Using I(0)=0I(0) = 0: C=0C = 0. So

I(t)=lnโก(t+1).I(t) = \ln(t+1).

Step 4: Evaluate at t=1t = 1.

I=I(1)=lnโก2.I = I(1) = \ln 2.

Verification of the trick's validity: The interchange of differentiation and integration is justified by dominated convergence on [0,1][0,1], since โˆฃxtlnโกxโˆฃ|x^t \ln x| is integrable uniformly for tt in any compact set. Also note that xtโˆ’1lnโกxโ†’0\frac{x^t - 1}{\ln x} \to 0 as xโ†’0+x \to 0^+ and equals tt at x=1x = 1 by L'Hรดpital, so the integrand is bounded and continuous on (0,1](0,1].

Answer:

I=lnโก2\boxed{I = \ln 2}

Type: IntegrationEdit on GitHub โ†—