๐Ÿงฎ Brain Teaser

The Integral That Cancels Its Own Tail

Evaluate:

I=โˆซ01xaโˆ’xblnโกxโ€‰dx,a,b>โˆ’1.I = \int_0^1 \frac{x^a - x^b}{\ln x}\, dx, \qquad a, b > -1.

Feynman trickdifferentiation under integral signFubinilog integralparametric integration

Answer: Frullani-Type Log Integral via Feynman

Key Idea / Intuition

The integrand involves lnโกx\ln x in the denominator, which is the classic signal to use Feynman's trick (differentiation under the integral sign). The key observation is that xaโˆ’xblnโกx\frac{x^a - x^b}{\ln x} can be written as โˆซbaxtโ€‰dt\int_b^a x^t\, dt, converting a single nasty integral into a double integral that factors cleanly. Swapping the order of integration then reduces everything to an elementary computation.


Formal Proof / Solution

Step 1: Rewrite the integrand as a parameter integral.

Recall that for xโˆˆ(0,1)x \in (0,1), lnโกx<0\ln x < 0, and:

xaโˆ’xblnโกx=โˆซbaxtโ€‰dt\frac{x^a - x^b}{\ln x} = \int_b^a x^t\, dt

because ddtxt=xtlnโกx\frac{d}{dt} x^t = x^t \ln x, so โˆซbaxtlnโกxโ€‰dt=xaโˆ’xb\int_b^a x^t \ln x\, dt = x^a - x^b.

Step 2: Swap the order of integration.

I=โˆซ01โˆซbaxtโ€‰dtโ€‰dx=โˆซba(โˆซ01xtโ€‰dx)dtI = \int_0^1 \int_b^a x^t\, dt\, dx = \int_b^a \left(\int_0^1 x^t\, dx\right) dt

The interchange is justified by Fubini's theorem since xtx^t is non-negative and integrable on [0,1]ร—[b,a][0,1]\times[b,a] for t>โˆ’1t > -1.

Step 3: Evaluate the inner integral.

โˆซ01xtโ€‰dx=1t+1,t>โˆ’1.\int_0^1 x^t\, dx = \frac{1}{t+1}, \qquad t > -1.

Step 4: Evaluate the outer integral.

I=โˆซbadtt+1=lnโก(t+1)โˆฃba=lnโก(a+1)โˆ’lnโก(b+1)=lnโกโ€‰โฃa+1b+1.I = \int_b^a \frac{dt}{t+1} = \ln(t+1)\Big|_b^a = \ln(a+1) - \ln(b+1) = \ln\!\frac{a+1}{b+1}.

Result:

I=lnโกa+1b+1\boxed{I = \ln\frac{a+1}{b+1}}

Sanity check: If a=ba = b, then I=0I = 0 trivially. โœ“ If b=0b = 0, I=lnโก(a+1)I = \ln(a+1), which matches the known integral โˆซ01xaโˆ’1lnโกxโ€‰dx=lnโก(a+1)\int_0^1 \frac{x^a - 1}{\ln x}\,dx = \ln(a+1). โœ“

Type: IntegrationEdit on GitHub โ†—