Feynman differentiationBeta functiondigamma functionparametric integral
Answer: Integral of ln(x)/sqrt(x(1-x))
Key Idea / Intuition
The weight 1/x(1โx)โ is the density of a Beta(1/2,1/2) distribution (up to a constant), and the integral โซ01โxsโ1(1โx)tโ1dx=B(s,t)=ฮ(s)ฮ(t)/ฮ(s+t) is the Beta function. The trick is to differentiate the Beta function with respect to a parameter: write xsโ1 inside the integral, differentiate in s, and then evaluate at s=1/2. The answer emerges from the digamma function ฯ=ฮโฒ/ฮ.
Sanity check: The integrand ln(x)/x(1โx)โ is negative on (0,1) since lnx<0 there, so a negative answer is correct.
The beautiful punchline: A seemingly complicated integral collapses to โ2ฯln2 โ ฯ appears from the Beta function, and ln2 from the digamma difference. Two transcendental constants from one elegant differentiation trick.