Feynman trickdifferentiation under integral signFubinilog integralparametric integration
Answer: Frullani-Type Log Integral via Feynman
Key Idea / Intuition
The integrand involves lnx in the denominator, which is the classic signal to use Feynman's trick (differentiation under the integral sign). The key observation is that lnxxaโxbโ can be written as โซbaโxtdt, 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 xโ(0,1), lnx<0, and:
lnxxaโxbโ=โซbaโxtdt
because dtdโxt=xtlnx, so โซbaโxtlnxdt=xaโxb.
Step 2: Swap the order of integration.
I=โซ01โโซbaโxtdtdx=โซbaโ(โซ01โxtdx)dt
The interchange is justified by Fubini's theorem since xt is non-negative and integrable on [0,1]ร[b,a] for t>โ1.