🧮 Brain Teaser

The Integral That Knows Euler's Constant

Evaluate the integral

I=∫01ln⁡ ⁣(−ln⁡x) dx.I = \int_0^1 \ln\!\left(-\ln x\right)\, dx.

Express your answer in terms of classical constants.

Gamma functionEuler-Mascheroni constantdigamma functiondifferentiation under integral signsubstitution

Answer: The Integral That Knows Euler's Constant

Key Idea / Intuition

The substitution x=e−tx = e^{-t} converts this into a classical integral over [0,∞)[0,\infty) involving e−tln⁡te^{-t}\ln t. That integral is exactly the definition of −γ-\gamma (the negative of the Euler–Mascheroni constant), which emerges from differentiating the Gamma function at s=1s=1. So the answer is −γ-\gamma — a beautifully clean connection between a seemingly innocuous log-log integral and one of the most mysterious constants in mathematics.


Formal Proof / Solution

Step 1: Substitution.

Let x=e−tx = e^{-t}, so t=−ln⁡xt = -\ln x and dx=−e−t dtdx = -e^{-t}\,dt. When x=0x=0, t=∞t=\infty; when x=1x=1, t=0t=0. Then

I=∫∞0ln⁡(t)⋅e−t⋅(−dt)=∫0∞e−tln⁡t dt.I = \int_{\infty}^{0} \ln(t)\cdot e^{-t}\cdot(-dt) = \int_0^{\infty} e^{-t}\ln t\, dt.

Step 2: Recognize the Gamma derivative.

Recall the Gamma function:

Γ(s)=∫0∞ts−1e−t dt.\Gamma(s) = \int_0^{\infty} t^{s-1} e^{-t}\, dt.

Differentiating under the integral sign with respect to ss:

Γ′(s)=∫0∞ts−1e−tln⁡t dt.\Gamma'(s) = \int_0^{\infty} t^{s-1} e^{-t} \ln t\, dt.

Setting s=1s = 1 (so ts−1=1t^{s-1} = 1):

Γ′(1)=∫0∞e−tln⁡t dt=I.\Gamma'(1) = \int_0^{\infty} e^{-t} \ln t\, dt = I.

Step 3: Evaluate Γ′(1)\Gamma'(1).

The digamma function is ψ(s)=Γ′(s)/Γ(s)\psi(s) = \Gamma'(s)/\Gamma(s), so

Γ′(1)=Γ(1)⋅ψ(1)=1⋅(−γ)=−γ,\Gamma'(1) = \Gamma(1)\cdot\psi(1) = 1\cdot(-\gamma) = -\gamma,

where γ≈0.5772…\gamma \approx 0.5772\ldots is the Euler–Mascheroni constant, defined by ψ(1)=−γ\psi(1) = -\gamma.

Conclusion.

I=−γ.\boxed{I = -\gamma}.

This is a beautiful result: the integral ∫01ln⁡(−ln⁡x) dx\int_0^1 \ln(-\ln x)\,dx distills the Euler–Mascheroni constant, which normally appears as the limit γ=lim⁡n→∞(Hn−ln⁡n)\gamma = \lim_{n\to\infty}(H_n - \ln n), into a single clean definite integral.

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