Advanced Integration

Techniques

Advanced approaches for solving many complex integrals using special functions and some
transformations

Second Version

ZAID ALYAFEAI
YEMEN

mailto:[email protected]
Contents

1 Differentiation under the integral sign 10

1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2 Laplace Transform 14

2.1 Basic Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

2.1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

2.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.3 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.4 Inverse Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.4.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.5 Interesting results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.5.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.5.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2.5.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

3 Gamma Function 19

3.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.5 Extension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.5.1 Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.5.2 Reduction formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.6 Other Representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.6.1 Euler Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.6.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.6.3 Weierstrass Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.7 Laurent expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

3.9 More values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

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 3.10 Legendre Duplication Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.11 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.12 Eulers Reflection Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

3.13 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

3.14 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4 Beta Function 33

4.1 Representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.1.1 First integral formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.1.2 Second integral formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.1.3 Geometric representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

4.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

4.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

4.10 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

5 Digamma function 39

5.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

5.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

5.3 Difference formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

5.3.1 First difference formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

5.3.2 Second difference formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

5.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

5.5 Series Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

5.6 Some Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

5.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

5.8 Integral representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

5.8.1 First Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

5.8.2 Second Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

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 5.8.3 Third Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

5.8.4 Fourth Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

5.9 Gauss Digamma theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

5.10 More results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

5.11 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

5.12 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

5.13 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

5.14 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

5.15 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

6 Zeta function 54

6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

6.2 Bernoulli numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

6.3 Relation between zeta and Bernoulli numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

6.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

6.5 Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

6.6 Hurwitz zeta and polygamma functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

6.6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

6.6.2 Relation between zeta and polygamma . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

6.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

7 Dirichlet eta function 61

7.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

7.2 Relation to Zeta function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

7.3 Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

8 Polylogarithm 63

8.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

8.2 Relation to other functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

8.3 Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

8.4 Square formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

8.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

8.6 Dilogarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

8.6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

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 8.6.2 First functional equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

8.6.3 Second functional equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

8.6.4 Third functional equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

8.6.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

8.6.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

8.6.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

8.6.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70

9 Ordinary Hypergeometric function 71

9.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

9.2 Some expansions using the hypergeomtric function . . . . . . . . . . . . . . . . . . . . . . . . 71

9.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

9.4 Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

9.5 Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74

9.6 Special values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

10 Error Function 77

10.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

10.2 Complementary error function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

10.3 Imaginary error function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

10.4 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

10.5 Relation to other functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

10.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79

10.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79

10.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80

10.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

10.10Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82

11 Exponential integral function 83

11.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

11.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

11.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

11.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

11.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

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 11.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

11.7 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

12 Complete Elliptic Integral 88

12.1 Complete elliptic of first kind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

12.2 Complete elliptic of second kind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

12.3 Hypergeometric representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

12.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89

12.5 Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89

12.6 Special values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92

12.7 Differentiation of elliptic integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

13 Euler sums 97

13.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

13.2 Generating function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

13.3 Integral representation of Harmonic numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

13.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

13.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

13.6 General formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

13.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

13.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

13.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

13.10Relation to polygamma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

13.11Integral representation for r=1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

13.12Symmetric formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

13.13Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

14 Sine Integral function 109

14.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

14.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

14.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

14.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

14.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

14.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112

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 14.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113

14.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

15 Cosine Integral function 116

15.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

15.2 Relation to Euler constant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

15.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

15.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

15.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

15.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

15.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

15.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121

16 Integrals involving Cosine and Sine Integrals 122

16.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

16.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123

17 Logarithm Integral function 125

17.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

17.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

17.3 Find the integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

17.4 Find the integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127

17.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

17.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

18 Clausen functions 131

18.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

18.2 Duplication formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

18.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

18.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

19 Clausen Integral function 135

19.1 Definiton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

19.2 Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

19.3 Duplication formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

6
 19.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

19.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

19.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

19.7 Second Integral representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

19.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140

20 Barnes G function 142

20.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142

20.1.1 Functional equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142

20.2 Reflection formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143

20.3 Values at positive integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

20.4 Relation to Hyperfactorial function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

20.5 Loggamma integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

20.6 Glaisher-Kinkelin constant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

20.7 Relation to Glaisher-Kinkelin constant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

20.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

20.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

20.10Relation to Howrtiz zeta function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

20.11Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

7
Acknowledgement

I want to offer my sincerest gratitude to all those who supported me during my journey to finish this

book. Especially my parents, sisters and friends who supported the idea of this book. I also want to

thank my Math teachers at King Fahd University because I wouldnt be able to learn the advanced

without having knowledge of the elementary. I also want to extend my thanks to all my friends on the

different math forums like MMF, MHB and stack exchange without them I wouldnt be learning any

thing.

Reviewers

A special thank for Mohammad Nather Shaaban for reviewing some parts of the book.

What is new?

Basically, there are 5 new functions added to the book. The Cosine and Sine Integral functions, the

Clausen functions, the logarithm integral function and the Barnes G function. The structure of the book

is basically the same. Many typos and computation mistakes were corrected.

The future work

I have a plan to add many other sections. Basically Ill try to focus on transformations like Mellin and

fourier transforms. Also many other functions like the Jacobi theta function and q-series. Also I am

thinking of adding a long section about contour integration.

8
Introduction

This book is a summary of working on advanced integrations for around four years. It collects many

examples that I gathered during that period. The approaches taken to solve the integrals arent neces-

sarily the only and best methods but they are offered for the sake of explaining the topic. Most of the

content of this book I already wrote on mathhelpboards.com during the past three years but I thought

that publishing it using a pdf would be easier to read and distribute. The motivation behind this book is

to allow those who are interested in solving complicated integrals to be able to use the different methods

to solve them efficiently. When I started learning about these techniques I would suffer to get enough

information about all the required approaches so I tried to collect every thing in just one book. You are

free to distribute this book and use any of the methods to solve the integrals or use the same techniques.

The methods used are not necessarily new or ground-breaking but as I said they introduce the concept

as easy as possible.

To follow this book you have to be know the basic integration techniques like integration by parts, by

substitution and by partial fractions. I dont assume that the readers know any other stuff from any

other topics or advanced courses from mathematics. Usually the details that require deep knowledge of

analysis or advanced topics are left or just touched upon lightly to give the reader some hints but not

going into details.

After reading this book you should be able to solve many advanced integrals that you might face

in engineering courses. I hope you enjoy reading this book and if you have any suggestions, com-

ments or correction I will be happy to recieve them through my email mailto:[email protected]

or this email mailto:[email protected]. Also I am avilable as a staff member at http://www.

mathhelpboards.com if you have some questions that I could reply to you directly using Latex.

9
1 Differentiation under the integral sign

This is one of the most commonly used techniques to solve a numerous number of questions.

Assume that we have the following function of two variables

b
f (x, y) dx
a

Then we can differentiate with respect to y provided that f is continuous and has a partial continuous

derivative on a chosen interval

b
F (y) = fy (x, y) dx
a

Now using this in many problems is not that clear you have to think a lot to get the required answer

because many integrals are usually in one variable so you need to introduce the second variable and

assume it is a function of two variables.

1.1 Example

Assume we want to solve the following integral

1 x2 1
dx
0 log(x)
That seems very difficult to solve but using this technique we can solve it easily. The crux move is to

decide where to put the second variable! So the problem with the integral is that we have a logarithm

in the denominator which makes the problem so difficult to tackle! Remember that we can get a natural

logarithm if we differentiate exponential functions i.e F (a) = 2a F (a) = log(a) 2a

Applying this to our problem

1 xa 1
F (a) = dx
0 log(x)
Now we take the partial derivative with respect to a

1 xa 1 1 1
F (a) = ( ) dx = xa dx =
0 a log(x) 0 a+1
Integrate with respect to a

F (a) = log (a + 1) + C

10
To find the value of the constant put a = 0

F (0) = log(1) + C C = 0

This implies that

1 xa 1
dx = log (a + 1)
0 log(x)
By this powerful method we were not only able to solve the integral we also found a general formula for

some a where the function is differentiable in the second variable.

To solve our original integral put a = 2

1 x2 1
dx = log (2 + 1) = log(3)
0 log(x)

1.2 Example

Find the following integral

2 x
dx
0 tan x
So where do we put the variable a here? that doesnt seem to be straight forward , how do we proceed ?

Let us try the following

2 arctan(a tan(x))
F (a) = dx
0 tan(x)
Now differentiate with respect to a

1
F (a) =
2
dx
0 1 + (a tan(x))2
It can be proved that

2 1
dx =
0 1 + (a tan(x))2 2(1 + a)
Now Integrate both sides

F (a) = log(1 + a) + C
2
Substitute a = 0 to find C = 0

11

2 arctan(a tan(x))
dx = log(1 + a)
0 tan(x) 2
Put a = 1 in order to get our original integral

2 x
dx = log(2)
0 tan(x) 2

1.3 Example
sin(x)
dx
0 x
This problem can be solved by many ways , but here we will try to solve it by differentiation. So as I

showed in the previous examples it is generally not easy to find the function to differentiate. Actually

this step might require trial and error techniques until we get the desired result, so dont just give up if

an approach doesnt work!

Let us try this one

sin(ax)
F (a) = dx
0 x
If we differentiated with respect to a we would get the following

F (a) = cos(ax) dx
0

But unfortunately this integral doesnt converge, so this is not the correct one. Actually, the previous

theorem will not work here because the integral is improper.

So let us try the following

sin(x)eax
F (a) = dx
0 x
Take the derivative

F (a) = sin(x)eax dx
0

Use integration by parts twice

1
F (a) = sin(x)eax dx =
0 a2 + 1
Integrate both sides

12
 F (a) = arctan(a) + C

To find the value of the constant take the limit as a grows large

C = lim F (a) + arctan(a) =
a 2
So we get our F (a) as the following

F (a) = arctan(a) +
2
For a = 0 we have

sin(x)
=
0 x 2

13
2 Laplace Transform

2.1 Basic Introduction

Laplace transform is a powerful integral transform. It can be used in many applications. For example, it

can be used to solve Differential Equations and its rules can be used to solve integration problems.

The basic definition of Laplace transform

F (s) = L(f (t)) = est f (t) dt
0

This integral will converge when

Re(s) > a , f (t) M eat

Let us see the Laplace transform for some functions

2.1.1 Example

Find the Laplace transform of the following functions

1. f (t) = 1

1
F (s) = est dt =
0 s

2. For f (t) = tn where n 0

We can prove using integration by parts

n!
F (s) = est tn dt =
0 sn+1

3. For the geometric function f (t) = cos(at), Use integration by parts

s
F (s) = est cos(at) dt =
0 s2 + a2

14
2.2 Example

Find the following integral

e2t t3 dt
0

We can directly use the formula in the previous example

n!
est tn dt =
0 sn+1
Here we have s = 2 and n = 3

3! 3
e2t t3 dt = =
0 23+1 8

2.3 Convolution

Define the following integral

t
(f g)(t) = f (s)g(t s) ds
0

Then we have the following

L ((f g)(t)) = L(f (t))L(g(t))

2.4 Inverse Laplace transform

So, basically you are given F (s) and we want to get f (t) this is denoted by

L(f (t)) = F (s) L1 (F (s)) = f (t)

2.4.1 Example

Find the inverse Laplace transform of

1. F (s) = 1
s3

We use the results applied previously

2! 1 1
L(t2 ) = 3
L(t2 ) = 3
s 2 s

15
 Now take the inverse to both sides

t2 1
= L1 ( 3 )
2 s

2. F (s) = s
s2 +4

we can use the Laplace of cosine to deduce

s
cos(2t) = L1 ( )
s2 + 4

Exercises

Find the Laplace transform

sin(at)

Find the inverse Laplace

1
sn+1

2.5 Interesting results

2.5.1 Example

Prove the following

1 (x)(y)
(x, y) = tx1 (1 t)y1 dt =
0 (x + y)
is the Beta function and is the Gamma function. We will take enough time and examples to explain both

functions in the next sections.

proof

We need convolution rule we described earlier

Let us choose some functions f and g

f (t) = tx , g(t) = ty

Hence we get

t
(tx ty ) = sx (t s)y ds
0

So by the convolution rule we have the following

16
 L (tx ty ) = L(tx )L(ty )

We can now use the Laplace of the power

x! y!
L (tx ty ) =
sx+y+2
Notice that we need to find the inverse of Laplace L1

x! y! x! y!
L1 (L(tx ty )) = L1 ( ) = tx+y+1
sx+y+2 (x + y + 1)!
So we have the following

x! y!
(tx ty ) = tx+y+1
(x + y + 1)!
By definition we have

x! y! t
tx+y+1 = sx (t s)y ds
(x + y + 1)! 0

Now put t = 1 we get

x! y! 1
= sx (1 s)y ds
(x + y + 1)! 0

By using that n! = (n + 1) we deduce that

1 (x + 1)(y + 1)
sx (1 s)y ds =
0 (x + y + 2)
which can be written as

1 (x)(y)
sx1 (1 s)y1 ds =
0 (x + y)

2.5.2 Example

Prove the following

f (t)
dt = L(f (t)) ds
0 t 0

proof

we know from the definition

17

L(f (t)) ds = ( est f (t) dt) ds
0 0 0

Now by the Fubini theorem we can rearrange the double integral

f (t) ( est ds) dt
0 0

The integral inside the parenthesis

1
est ds =
0 t
Now substitute this value in the integral

f (t)
dt
0 t

2.5.3 Example

Find the following integral

sin(t)
dt
0 t
This is not the first time we see this integral and not the last . We have seen that we can find it using

differentiation under the integral sign.

Let us use the previous example

sin(t)
dt = L(sin(t)) ds
0 t 0

We can prove that

1
L(sin(t)) =
s2 + 1
Substitute in our integral

ds
= tan1 (s)s= tan1 (s)s=0 =
0 1 + s2 2

18
3 Gamma Function

The gamma function is used to solve many interesting integrals, here we try to define some basic prop-

erties, prove some of them and take some examples.

3.1 Definition

(x + 1) = et tx dt
0

For the first glance that just looks like the Laplace Transform, actually they are closely related.

So let us for simplicity assume that x = n where n 0 (is an integer )

(n + 1) = et tn dt
0

We can use the Laplace transform

n!
et tn = s=1 = n!
0 sn+1
So we see that there is a relation between the gamma function and the factorial. We will assume for the

time being that the gamma function is defined as the following

n! = (n + 1)

This definition is somehow limited but it will be soon replaced by a stronger one.

3.2 Example

Find the following integrals

et t4 dt
0

By definition this can be replaced by

et t4 dt = (4 + 1) = 4! = 24
0

19
3.3 Example

Solving the following integrals

1.

et t dt
2

0

We need a substitution before we go ahead, so let us start by putting x = t2 so the integral becomes

1 x 21 12 1 1
e x x dt = (1 + 0) =
2 0 2 2

2.
1
log(t) t2 dt
0

we use the substitution t = e 2

x

1 1 3x
log(t) t2 dt = e 2 x dx
0 4 0

Using another substitution t = 3x

2

1 x (2) 1
e x dx = =
9 0 9 9

It is an important thing to get used to the symbol . I am sure that you are saying that this seems

elementary, but my main aim here is to let you practice the new symbol and get used to solving some

problems using it.

3.4 Exercises

Prove that

(5) (2) 1
=
(7) 30
Find the following integral

e 60 t t20 dt
1

0

20
3.5 Extension

For simplicity we assumed that the gamma function only works for positive integers. This definition

was so helpful as we assumed the relation between gamma and factorial. Actually, this restricts the

gamma function, we want to exploit the real strength of this function. Hence, we must extend the gamma

function to work for all real numbers except for some values. Actually we will see soon that we can

extend it to work for all complex numbers except where the function has poles.

3.5.1 Theorem

Using the integral representation we can extend the gamma function to x > 1.

proof

We need only consider the case when 1 < x < 0.

Near infinity we have the following

et tx dt et dt <
0 

Near zero when x = z we have the following

 et  1
dt dt <
0 tz 0 tz

3.5.2 Reduction formula

(x + 1) = x(x)

This can be proved through integration by parts for x > 0. Actually this representation allows us to

extend the gamma function for all real numbers for non-negative integers. In terms of complex analysis

this function is analytic except at non-positive integers where it has poles.

3.6 Other Representations

3.6.1 Euler Representation

z
1 (1 + k )
1
nz n k
(z) = lim =
k=1 k + z z k=1 1 + kz
n z

proof

Note that

n
(z + n + 1) = (z + 1) (k + z)
k=1

21
Which indicates that

n
(z + n + 1)
(k + z) =
k=1 z(z)
Also note that

n
k = n!
k=1

Hence we have

nz n k nz n!
lim = (z) lim
k=1 k + z
n z n (z + n + 1)

Hence we must show that

nz n!
lim =1
n (z + n + 1)

Note that by Stirling formula

(z + n + 1) 2(n + z)n+z+1/2 e(n+z)

and

n! 2nn+1/2 en

Hence we have by

nz ( 2nn+1/2 en ) nn
lim = lim =1
n 2(n + z)n+z+1/2 e(n+z) n (n + z)n ez
Note that
z n
lim (1 + ) = ez
n n
To prove the other product formula note that

z
n
1 z nk=1 (1 + k)
(1 + ) = n = (n + 1)z nz
k=1 k k=1 k z
Hence we deduce

z z
k=1 (1 + k1 ) n 1 1 (1 + k )
n 1
nz n k
lim = lim =
k=1 k + z k=1 1 + k z k=1 1 + kz
n z z
n z

22
3.6.2 Example

Prove that

(x)(y) z z
= [(1 + ) (1 )]
(x + z)(y z) k=0 x+k y+k
proof

Start by

nz n k
(z) = lim
k=1 k + z
n z

We have

x y

(x)(y) ( nx nk=1 k
k+x
) ( ny n
k=1 k
k+y
)
= lim
(x + z)(y z) n ( nx+z n
k=1 k+x+z ) ( yz
nyz
x+z
k
k=1
n k
k+yz
)
By simplifications we have

(x)(y) (x + z)(y z) n (k + x + z)(k + y z)

= lim
(x + z)(y z) n xy k=1 (k + x)(k + y)
This simplifies to

(x)(y) (k + x + z)(k + y z) z z
= = [(1 + ) (1 )]
(x + z)(y z) k=0 (k + x)(k + y) k=0 x+k y+k

3.6.3 Weierstrass Representation

ez z 1 z/n
(z) = (1 + ) e
z n=1 n
where is the Euler constant

proof

Take logarithm to the Euler representation

n n
z
log z(z) = lim z (log (1 + k) log(k)) log (1 + )
n
k=1 k=1 k
Note the alternating sum

n
(log (1 + k) log(k)) = log(n + 1)
k=1

Hence we have

23
 n
z
log z(z) = lim z log(n + 1) log (1 + )
n
k=1 k
Now we can use the harmonic numbers

n
1
Hn =
k=1 n
Add and subtract zHn+1

n
z 1 z z
log z(z) = lim z log(n + 1) zHn+1 + [log (1 + ) + ] +
n
k=1 k k n +1
The last term goes to zero and by definition we have the Euler constant

= lim Hn log(n)
n

Hence the first term is the Euler constant

z 1 z
log z(z) = z + log (1 + ) +
k=1 k k
By taking the exponent of both sides

z 1 z
z(z) = ez (1 + ) e k
k=1 k

3.7 Laurent expansion

1 1
(z) = + ( 2 + (2))z + O(z 2 )
z 2!
proof

Note that f (z) = (z + 1) has a Maclurain expansion near 0

(k) (1) k
(z + 1) = z
k=0 k!
For the first term

f (0) = (1 + 0) = 1

For the second term

f (0)
= (1)
1!

24
To find the derivative, note that by the Weierstrass representation

z 1 z
log (z) = z log(z) + log (1 + ) +
n=1 n n
By taking the derivaive we have

(z) 1
1
= + z
(z) z k=1 k(z + k)
Hence we have

1
(1) = 1 + = 1 + 1 =
k=1 k(1 + k)

For the third term

f (0) (1)
=
2! 2
Taking the second derivative

(z)(z) ( (z))2 1
1
= +
(z)
2 z 2
k=1 (z + k)
2

Which indicates that

1
(1) = ( (z))2 + 1 + = 2 + (2)
k=1 (1 + k) 2

Hence we deduce that

1 2
(z + 1) = 1 z + ( + (2))z 2 + O(z 3 )
2!
Dividing by z we get our result.

3.8 Example

Find the integral

et
dt
0 t
Now according to our definition this is equal to ( 21 ) but this value can be represented using elementary

functions as follows

Let us first make a substitution t=x

ex dx
2
2
0

25
Now to find this integral we need to do a simple trick, start by the following

2
ex dx) = ( ex dx) ( ex dx)
2 2 2
(
0 0 0

Since x is a dummy variable we can put

ex dx) ( ey dy)
2 2
(
0 0

Now since they are two independent variables we can do the following

e(x +y 2 )
2
dy dx
0 0

Now by polar substitution we get

er r dr d
2 2

0 0

The inner integral is 21 , hence we get

2 1
d =
0 2 4
So we have

2

ex dx) =
2
(
0 4
Take the square root to both sides

ex dx =
2

0 2

ex dx =
2
2
0

So we have our result

1
( ) =
2

3.9 More values

We can use the reduction formula and the value of (1/2) to deduce other values. Assume that we want

to find

26
 3
( )
2
If we used this property we get

1 1 1
(1 + ) = ( ) =
2 2 2 2
Not all the time the result will be reduced to a simpler form as the previous example. For example we

dont know how to express ( 41 ) in a simpler form but we can approximate its value

1
( ) 3.6256
4
Hence we just solve some integrals in terms of gamma function since we dont know a simpler form.

For example solve the integral

et t 4 dt
1

0

we know by definition of gamma function that this reduces to

5 ( 41 )
et t 4 dt = ( ) =
1

0 4 4

We have seen that ( 21 ) = but what about ( 1
2
)?

By the reduction formula

1 1 1
(1 ) = ( )
2 2 2
so we have that

1
( ) = 2
2
Then we can prove that any fraction where the denominator equals to 2 and the numerator is odd can be

reduced into

2n + 1 1
( ) = C ( ) , C Q , n Z
2 2

27
3.10 Legendre Duplication Formula
1 (2n)!
( + n) = n
2 4 n!
proof

For the proof we use induction by assuming n 0. If n = 0 we have our basic identity

1
( ) =
2
Now we need to prove that

1 (2n)! 1 (2n + 2)!

( + n) = n ( + n + 1) = n+1
2 4 n! 2 4 (n + 1)!
Now we use the reduction formula

1 1 + 2n 1
( + n + 1) = ( + n)
2 2 2
By the inductive step we have

1 + 2n 1 1 + 2n (2n)!
( + n) = n
2 2 2 4 n!
We can multiply and divide by 2n + 2

1 + 2n (2n)! 2n + 2 (2n + 2)!

n = n+1
2 4 n! 2n + 2 4 (n + 1)!

3.11 Example

et cosh(a t)
dt
0 t
we have a hyperbolic function

We know that we can expand cosh using power series

x2n
cosh(x) =
n=0 (2n)!

Let x = a t

a2n tn
cosh(a t) =
n=0 (2n)!

Substituting back in the integral we have

28

a2n tn
et dt
0 n=0 (2n)! t

Now since the series is always positive we can swap the integral and the series

a2n
et tn 2 dt]
1
[
n=0 (2n)! 0

Hence we have by using the gamma function

a2n ( 21 + n)

n=0 (2n!)
Using LDF (Legendre Duplication Formula) we get

a2n (2n)!
( n )
n=0 (2n!) 4 n!
By further simplification

a2n
n
n=0 4 n!

Now that looks familiar since we know that

zn
= ez
n=0 n!
a2
Putting z = 4
and multiplying by we get

2 n
( a4 ) a2
= e 4

n=0 n!
So we have finally that

et cosh(a t) a2
dt = e 4
0 t

3.12 Eulers Reflection Formula

(z) (1 z) = , z Z
sin (z)
proof

We have to use the sine infinite product formula

1
1 z2
= (1 2 )
sin(z) z n=1 n

29
Now we start by noting that

(z)(1 z) = z(z)(z)

Now using the Weierstrass formula we have

ez z 1 z/n ez z 1 z/n
z(z)(z) = z (1 + ) e (1 ) e
z n=1 n z n=1 n
This simplifies to

1
1 z2
(1 2 ) =
z n=1 n sin(z)

3.13 Example

Find the following

1.
3 1
( ) ( )
4 4

The first example we can write

1 1
(1 ) ( )
4 4

Now by ERF (Euler reflection formula) we have the following

1 1
(1 ) ( ) = = 2
4 4 sin ( 4 )

2.
1+i 1i
( ) ( )
2 2

Using the same idea for the second one

1+i 1+i
( ) (1 )
2 2

This expression simplifies to

=
sin ( (1+i) ) cos ( i
2
)
2

30
 By geometry to hyperbolic conversions we get

= sech ( )
cosh ( 2 )
2

3.14 Example

Find the integral

a+1
log (x)dx
a

Let the following

a+1
f (a) = log (x)dx
a

Differentiate both sides

f (a) = log (1 + a) log (a) = log(a)

Integrate both sides

f (a) = a log(a) a + C

Let a 0

We have

1
C= log (x) dx
0

By the reflection formula

1 1 1 1
log (x) dx = log dx log sin(x) dx log (1 x) dx
0 0 0 0

Which implies that

1 1 1 1
2 log (x) dx = log dx log sin(x) dx = log(2) log 2 sin(x) dx
0 0 0 0

Note that this is the Clausen Integral

1 2 2 2
log 2 sin(x) dx = log 2 sin(x/2) dx = cl2 (2) = 0
0 0

31
Hence we finalize by

1 1
log (x) dx = log(2)
0 2

32
4 Beta Function

4.1 Representations

4.1.1 First integral formula

1
tx1 (1 t)y1 dt = B(x, y)
0

It is related to the gamma function through the identity

(x)(y)
(x, y) =
(x + y)
We have proved this identity earlier when we discussed convolution.

We shall realize the symmetry of beta function that is to say

(x, y) = (y, x)

Beta function has many other representations all can be deduced through substitutions

4.1.2 Second integral formula

tx1
B(x, y) = dt
0 (1 + t)x+y

4.1.3 Geometric representation

2
B(x, y) = 2 cos2x1 (t) sin2y1 (t) dt
0

The proofs are left to the reader as practice.

4.2 Example

Prove the following

1
dz =
0 z2 + 1 2
proof

Put z = t

1 t2
1

dt
2 0 t+1

33
We can use the second integral representation by finding the values of x and y

1 1
x1= x=
2 2

1
x+y =1 y =
2
Hence we have

1 t2 B( 21 , 12 ) ( 12 ) ( 12 )
1

dt = = = =
2 0 (t + 1) 2 2 2 2

4.3 Example
1
dz
0 (z 2 + 1)2
Using the same substitution as the previous example we get

1 t2
1

dt
2 0 (t + 1)2
Then we can find the values of x and y

1 1
x1= x=
2 2

3
x+y =2 y =
2
Then

1 t2 B( 12 , 32 ) ( 21 ) ( 32 ) ( 21 ) ( 12 )
1

dt = = = =
2 0 (t + 1)2 2 2 4 4

4.4 Example

Find the generalization

1 1
dx , n >
0 (x2 + 1)n 2
Using the same substitution again

1 t2
1

dt
2 0 (t + 1)n

34
Then we can find the values of x and y

1 1
x1= x=
2 2

1
x+y =n y =n
2
Then

1 t2 ( 12 ) (n 21 )
1

dt =
2 0 (t + 1)n 2(n)
Now by LDF

1 (2n 2)! (2n 1)
(n ) = n1 =
2 4 (n 1)! 4n1 (n)
Substituting in our integral we have the following

1 t2 2 (2n 1)
1

dt =
2 0 (t + 1) n 4n 2 (n)

1 (2n 1)
dx = 2n1 2
0 (x2 + 1)n 2 (n)
It is easy to see that for n Z+ we get a multiplied by some rational number.

4.5 Example
1 zn (2n)!!
dz = 2
0 1z (2n + 1)!!
Where the double factorial !! is defined as the following

n (n 2) 5 3 1 ; if n is odd






n!! = n (n 2) 6 4 2 ; if n is even









1 ; if n = 0

The integral in hand can be rewritten as

1
z n (1 z) 2 dz
1

0

We find the variables x and y

35
 x1=n x=n+1

1 1
y1= y=
2 2
This can be written as

1 1
z n (1 z) 2 dz = B(n + 1, )
1

0 2
By some simplifications

1 ( 12 ) (n + 1) (n + 1)
B (n + 1, ) = =
2 (n + 2 )
3
(n + 12 ) (n + 12 )
Now you shall realize that we must use LDF

(n + 1) 2 n! 2 22n (n!)2
= =
(n + 21 ) (n + 12 ) (2n + 1) (2n)!
4n n!
(2n)!
Now we should separate odd and even terms in the denominator

22n (n (n 1) 3 2 1)2
2
(2n (2n 2) 4 2)((2n + 1) (2n 1) 3 1)
We insert 22n into the square to obtain

(2n (2n 2) 6 4 2)2 (2n)!!

2 =2
(2n (2n 2) 4 2)((2n + 1) (2n 1) 3 1) (2n + 1)!!

4.6 Example

Find the following integral

n
x2 2

(1 + ) dx
n1
First we shall realize the evenness of the integral

n
x2 2

2 (1 + ) dx
0 n1
x2
Let t = n1

t 2
1

n 1 n dt
0 (1 + t) 2

36
Now we see that our integral becomes so familiar

1 n1 (n 1) ( n1 )
n 1B ( , )= 2
2 2 ( n2 )

4.7 Example

Find the following integral

xp
dx
0 x3 + 1
Let us do the substitution x3 = t

t 3
p+2
1
dt
3 0 t+1
Now we should find x, y

1p
x=
3

1p
y+x=1 y =1
3
so we have our beta representation of the integral

B ( 1p , 1p ) ( 1p ) (1 1p
)
3 3
= 3 3
3 3
Now we should use ERF

( 1p ) (1 1p
) p
3 3
= = csc ( )
3 3 sin ( (1p)
3
) 3 3

4.8 Example

Now let us try to find

2

sin3 z dz
0

Rewrite as

2 3
sin 2 z cos0 z dx
0

37
This is the Geometric representation

3 5
2x 1 = x=
2 4

1
2y 1 = 0 y =
2
Then

2 3 B ( 45 , 12 ) ( 54 ) ( 12 )
sin 2 z dz = =
0 2 2 ( 74 )

4.9 Example

Find the following integral

(sin z)i (cos z)i dz

2

0

This is the geometric representation

1+i
2x 1 = i x =
2

1i
2y 1 = i y =
2
Then

1 1+i 1i
( ) ( )
2 2 2
Now we see that we have to use ERF

1 1+i 1+i
( ) (1 )= (1+i)
= sech ( )
2 2 2 2 sin ( 2 ) 2 2

4.10 Exercise

Prove

x2m+1 m! (n m 2)!
dx =
0 (ax + c)
2 n 2(n 1)! am+1 cnm1

38
5 Digamma function

5.1 Definition
(x)
(x) =
(x)
We call digamma function the logarithmic derivative of the gamma function. Using this we can define

the derivative of the gamma function.

(x) = (x) (x)

5.2 Example

Find the derivative of

(2x + 1)
f (x) =
(x)
We can use the differentiation rule for quotients

2 (2x + 1)(x) (x)(2x + 1)

2 (x)
which can be rewritten as

2(2x + 1)(2x + 1)(x) (x)(x)(2x + 1) (2x + 1)

= (2(2x + 1) (x))
2 (x) (x)

5.3 Difference formulas

5.3.1 First difference formula

(1 x) (x) = cot(x)

proof

We know by ERF that

(x)(1 x) = csc(x)

Now differentiate both sides

39
 (x)(x)(1 x) (1 x)(x)(1 x) = 2 csc(x) cot(x)

Which can be simplified

(x)(1 x) ((1 x) (x)) = 2 csc(x) cot(x)

Further simplifications using ERF results in

(1 x) (x) = cot(x)

5.3.2 Second difference formula

1
(1 + x) (x) =
x
proof

Let us start by the following

(1 + x)
=x
(x)
Now differentiate both sides

(1 + x)
((1 + x) (x)) = 1
(x)
Which simplifies to

(x) 1
(1 + x) (x) = =
(1 + x) x

5.4 Example

Find the following integral

log(x)
dx
0 (1 + x2 )2
Consider the general case

xa
dx
0 (1 + x2 )2
Use the following substitution x2 = t

40
 a1
1 t 2
dt
2 0 (1 + t)2
By the beta function this is equivalent to

a1
1 t 2 1 a+1 a+1 1 a+1 a+1
dt = B ( ,2 ) = ( ) (2 )
2 0 (1 + t)2 2 2 2 2 2 2
Differentiate with respect to a

a1
1 log(t) t 2 1 a+1 a+1 a+1 a+1
F (a) = dt = ( ) (2 ) [ ( ) (2 )]
4 0 (1 + t)2 4 2 2 2 2
Now put a = 0

1 log(t) t 2
1
1 1 3 1 3
dt = ( ) ( ) [ ( ) ( )]
4 0 (1 + t) 2 4 2 2 2 2
Now we use our second difference formula

1 3 1 1
( ) ( ) = ( (1 + ) ( )) = 2
2 2 2 2
Also by some gamma manipulation we have

1 3 1 1
( ) ( ) = 2 ( ) =
2 2 2 2 2
The integral reduces to

1 log(t) t 2
1

dt =
4 0 (1 + t)2 4
Putting x2 = t we have our result

log(x)
dx =
0 (1 + x )
2 2 4

5.5 Series Representation

1 x
(x) = +
x n=1 n(n + x)
proof

We start by taking the logarithm of the Weierstrass representation of the gamma function

x x
log ((x)) = x log(x) + log (1 + )+
n=1 n n

41
Now we shall differentiate with respect to x

1
1 1
(x) = + nx +
x n=1 1 + n n
Further simplification will result in the following

1 x
(x) = +
x n=1 n(n + x)

5.6 Some Values

Find the values of

1. (1)

1
(1) = 1 +
n=1 n(n + 1)

It should be easy to prove that

1
=1
n=1 n(n + 1)

Hence we have

(1) =

2. ( 12 )

1 1
( ) = 2 +
2 n=1 n(2n + 1)

We need to find

1

n=1 n(2n + 1)

We can start by

xn
= log(1 x)
n=1 n

So we can prove easily that

42

1
= 2 2 log(2)
n=1 n(2n + 1)

Hence

1
( ) = 2 log(2)
2

5.7 Example

Prove that

1 1 1
+ dx =
0 log(x) 1 x
proof

Let x = et

1 et
dt
0 et 1 t
Let the following

ts
F (s) = ts1 et dt = (s + 1)(s + 1) (s)
0 et 1
Hence the limit

1 1
lim (s + 1) ((s + 1) ) = lim (s + 1)
s0 s s0 s
Use the expansion of the zeta function

1 n
(s + 1) = + (s)n
s n=0 n!
Hence the limit is equal to 0 = .

5.8 Integral representations

5.8.1 First Integral representation

ez (1 + z)a
(a) = dz
0 z
We begin with the double integral

43
 t ez etz
exz dx dz = dz
0 1 0 z
Using fubini theorem we also have

t t 1
exz dz dx = dx = log t
1 0 1 x
Hence we have the following

ez etz
dz = log(t)
0 z
We also know that

(a) = ta1 et log t dt
0

Hence we have

ez etz ta1 et ez ta1 et(z+1)

(a) = ta1 et ( dz) dt = dz dt
0 0 z 0 0 z
Now we can use the fubini theorem

ta1 et ez ta1 et(z+1)

(a) = dt dz
0 0 z

1 z a1 t
(a) = (e t e dt ta1 et(z+1) dt) dz
0 z 0 0

But we can easily deduce using Laplace that

ta1 et(z+1) dt = (a) (z + 1)a
0

Aslo we have

ta1 et dt = (a)
0

Hence we can simplify our integral to the following

ez (1 + z)a
(a) = (a) dz
0 z

(a) ez (1 + z)a
= (a) = dz
(a) 0 z

44
5.8.2 Second Integral representation
1 1 xs
(s + 1) = + dx
0 1x
proof

This can be done by noting that

s
(s + 1) = +
n=1 n(n + s)
It is left as an exercise to prove that

1 1 xs
s
= dx
n=1 n(n + s) 0 1x

5.8.3 Third Integral representation

et e(at)
(a) = dt
0 t 1 et
proof

Let et = x

1 1 xa1
dx
0 log(x) 1 x
By adding and subtracting 1

1 1 1 1 1 xa1
+ dx + dx
0 log(x) 1 x 0 1x
Using the second integral representation

1 1 1
+ dx + + (a)
0 log(x) 1 x
We have already proved that

1 1 1
+ dx =
0 log(x) 1 x
Finally we get

et e(at)
dt = + + (a) = (a)
0 t 1 et

45
5.8.4 Fourth Integral representation

Prove that

1 t
(z) = log(z) 2 dt ; Rez > 0
2z 0 (t2 + z 2 )(e2 1)
We prove that

t 1
2 dt = log(z) (z)
0 (t2 + z 2 )(e2 1) 2z
First note that

2
= coth(t) 1
e2t 1
Also note that

1 2t 1
coth(t) = + 2 2
t k=1 k + t
Hence we conclude that

2t 1 2t2 1
= t +
e2t 1 k=1 k 2 + t2
Substitute the value in the integral

1 1 2t2 1
{ t+ } dt
0 t2 +z
2 k=1 k 2 + t2
The first integral

1 1 1
dt =
0 t +z
2 2 2z
Since the second integral is divergent we put

N t 1
dt = log(N 2 + z 2 ) log(z)
0 t2 +z 2 2
Also for the series

2 N t2 N
1
dt =
k=1 0 (t2 + z 2 )(t2 + k 2 ) k=1 k + z
Which simplifies to

46
 N N
1 1 N z N
z
= = HN
k=1 k + z k=1 k k=1 k(k + z) k=1 k(k + z)

Now take the limit

N
1 z
lim log(N 2 + z 2 ) + log(z) + HN
N 2 k=1 k(k + z)
Or

z
lim HN log(N ) + log(z)
N k=1 k(k + z)
This simplifies to

z 1
log(z) + = log(z) (z)
k=1 k(k + z) z
Collecting the results we have

t 1 1 1
2 dt = log(z) + (z) = log(z) (z)
0 (t2 + z 2 )(e2 1) 2z z 2z

5.9 Gauss Digamma theorem

Let p/q be a rational number with 0 < p < q then

q/21
p p 2pk k
( ) = log(2q) cot ( ) + 2 cos ( ) log [sin ( )]
q 2 q k=1 q q
proof

The proof is omitted.

5.10 More results

Assume that p = 1 and q > 1 is an integer then

q/21
1 2k k
( ) = log(2q) cot ( ) + 2 cos ( ) log [sin ( )]
q 2 q k=1 q q
So for example

47
 1 1
( ) = (6 3 9 log(3))
3 6
1 1
( ) = (2 6 log(2))
4 2
1 1 3
( ) = 3 2 log(2) log(3)
6 2 2

5.11 Example

Find the following integral

eat log(t) dt
0

We start by considering

F (b) = eat tb dt
0

Now use the substitution x = at we get

1 x b
F (b) = ex ( ) dx
a 0 a
We can use the gamma function

1 b
(b + 1)
x x
F (b) = e ( ) dx =
a 0 a ab+1
Now differentiate with respect to b

1 x x b (b + 1)(b + 1) log(a)(b + 1)
F (b) = ex log ( ) ( ) dx =
a 0 a a ab+1 ab+1
Now put b = 0 and at = x

(1) log(a) + log(a)

eat log(t) dt = =
0 a a

5.12 Example

Prove the following

1 (1 xa )(1 xb )(1 xc ) (b + c + 1)(c + a + 1)(a + b + 1)

dx = log { }
0 (1 x)( log x) (a + 1)(b + 1)(c + 1)(a + b + c + 1)
proof

48
First note that since there is a log in the denominator that gives as an idea to use differentiation under

the integral sign.

Let

1 (1 xa )(1 xb )(1 xc )
F (c) = dx
0 (1 x)( log x)
Differentiate with respect to c

1 (1 xa )(1 xb )xc
F (c) = dx
0 (1 x)
By expanding

1 (1 xa xb + xa+b )xc 1 xc xa+c xb+c + xa+b+c

F (c) = dx = dx
0 (1 x) 0 (1 x)
We can add and subtract one to use the second integral representation

1 (xc 1) + (1 xa+c ) + (1 xb+c ) + (xa+b+c 1)

F (c) = dx
0 (1 x)
Distribute the integral over the terms

1 1 xc 1 1 xa+c 1 1 xb+c 1 1 xa+b+c

F (c) = dx + dx + dx dx
0 1x 0 1x 0 1x 0 1x
Which simplifies to

F (c) = (c + 1) + (a + c + 1) + (b + c + 1) (a + b + c + 1)

Integrate with respect to c

F (c) = log [(c + 1)] + log [(a + c + 1)] + log [(b + c + 1)] log [(a + b + c + 1)] + e

Which reduces to

(a + c + 1)(b + c + 1)
log [ ]+e
(c + 1)(a + b + c + 1)
Now put c = 0 we have

(a + 1)(b + 1)
0 = log [ ]+e
(a + b + 1)
The constant

49
 (a + 1)(b + 1)
e = log [ ]
(a + b + 1)
So we have the following

(a + c + 1)(b + c + 1) (a + 1)(b + 1)
F (c) = log [ ] log [ ]
(c + 1)(a + b + c + 1) (a + b + 1)
Hence we have the result

1 (1 xa )(1 xb )(1 xc ) (b + c + 1)(c + a + 1)(a + b + 1)

dx = log { }
0 (1 x)( log x) (a + 1)(b + 1)(c + 1)(a + b + c + 1)

5.13 Example

Find the following integral

1 dx
(ebx )
0 1 + ax x
Let us first use the substitution t = ax

1 dt
(e a
bt
)
0 1+t t
Add and subtract et

1 dt
(et et + e a
bt
)
0 1+t t
Separate into two integrals

e a et
bt
1 dt
t
(e ) + dt
0 1+t t 0 t
The first integral is a representation of the Euler constant when a = 1

1 dt
(et ) =
0 1+t t
We also proved

e a et
bt
b a
dt = log ( ) = log ( )
0 t a b
Hence the result

1 dx a
(ebx ) = log ( )
0 1 + ax x b

50
5.14 Example

Find the following integral

1
eax ( coth(x)) dx
0 x
By using the exponential representation of the hyperbolic functions

1 1 + e2x
eax ( ) dx
0 x 1 e2x
Now let 2x = t so we have

1 1 + et
e( 2 ) (
at
) dt
0 t 2(1 et )

e( 2 ) e( 2 ) + e( 2 t)
at at at

dt
0 t 2(1 et )
By adding and subtracting some terms

et + e( 2 ) et e( 2 ) + e( 2 ) e 2 + e( 2 )t
at at at at at

dt
0 t 2(1 et )
Separate the integrals

et e( 2 ) e( 2 ) e( 2 t) e( 2 ) et
at at at at

t
dt + t
dt + dt
0 t 1e 0 2(1 e ) 0 t
By using the third integral representation

et e( 2 )
at
a
t
dt = ( )
0 t 1e 2
The second integral reduces to

e( 2 ) e( 2 t) e( 2 )
at at at
1
t
= dt =
0 2(1 e ) 0 2 a
The third integral

e( 2 ) et
at
a
dt = log ( )
0 t 2
By collecting the results

1 a a 1
eax ( coth(x)) dx = ( ) log ( ) +
0 x 2 2 a

51
5.15 Example

Prove that

x dx 1 1 a 1 a 2
= ( + ) ( ) a
0 x2 + 1 sinh(ax) 2 2 2 2 2
proof

x dx x dx
=
0 x2 + 1 sinh(ax) 0 x + a sinh(x)
2 2

sin(xt)
= eat dt dx
0 0 sinh(x)
sin(xt)
= eat dx dt
0 0 sinh(x)

= eat tanh ( t) dt
2 0 2
2
zx
= e tanh(x) dt ; z = a
0
ezx (1 e2x )
= dx
0 e2x + 1

By splitting the integral we have

ezx
2x
dx = ex(2n+z) dx
0 e +1 n0 0
(1)n
=
n0 2n + z
1 1 z z
= ( ( + ) ( ))
4 2 4 4

ex(z+2) (1)n
dx =
0 e2x + 1 n0 z + 2 + 2n
1 1 z z
= ( ( + ) + (1 + ))
4 2 4 4

Hence we have

x dx 1 1 z z z
= (2 ( + ) (1 + ) ( ))
0 x2 + 1 sinh(ax) 4 2 4 4 4
1 1 z 1 z
= ( + ) ( )z
2 2 4 2 4
1 1 a 1 a 2
= ( + ) ( ) a
2 2 2 2 2

52
Let a = /2

x dx 1 1 1 1 1
= ( + ) ( )1
0 x2 + 1 sinh( 2 x) 2 2 4 2 4

= cot(/4) 1
2

= 1
2

53
6 Zeta function

Zeta function is one of the most important mathematical functions. The study of zeta function isnt

exclusive to analysis. It also extends to number theory and the most celebrating theorem of Riemann.

6.1 Definition

1
(s) = s
n=1 n

6.2 Bernoulli numbers

We define the Bernoulli numbers Bk as

x Bk k
= x
e 1 k=0 k!
x

Now let us derive some values for the Bernoulli numbers , rewrite the power series as

Bk k
x = (ex 1) x
k=0 k!

By expansion

1 2 1 3 1 4 B2 2 B3 3
x = (x + x + x + x + ) (B0 + B1 x + x + x + )
2! 3! 4! 2! 3!
By multiplying we get

B0 2 B0 B2 B1 3 B0 B1 B2 B3 4
x = B0 x + (B1 + )x + ( + + )x + ( + + + )x +
2! 3! 2! 2! 4! 3! 2! 2! 3!
By comparing the terms we get the following values

1 1 1
B0 = 1 , B 1 = + B2 = , B 3 = 0 , B 4 = ,
2 6 30
Actually we also deduce that

B2k+1 = 0 , k Z+

54
6.3 Relation between zeta and Bernoulli numbers

According to Euler we have the following relation

22k1 2k
(2k) = (1)k1 B2k
(2k)!
proof

We start by the product formula of the sine function

sin(z) z2
= (1 2 2 )
z n=1 n
Take the logarithm to both sides

z2
log(sin(z)) log(z) = log (1 )
n=1 n2 2
By differentiation with respect to z

z
1 2 2
cot(z) = 2 n z2
z n=1 1 n2 2

By simple algebraical manipulation we have

z2 1
z cot(z) = 1 2 2 2 z2
n=1 n 1 2 n2
Now using the power series expansion

1 1
z2
= z 2k , z < n
1 2 n2 k=0 n 2k 2k

z2 1 1
1
= 2k+2 2k+2 z 2k+2 = 2k 2k z 2k
n 1 2 n2 k=0 n
2 2 z 2
k=1 n

So the sums becomes

1 z 2k
z cot(z) = 1 2 2k 2k
n=1 k=1 n

Now if we invert the order of summation we have

1 z 2k (2k) 2k
z cot(z) = 1 2 2k 2k
= 1 2 2k
z
k=1 n=1 n k=1

Euler didnt stop here, he used power series for z cot(z) using the Bernoulli numbers.

Start by the equation

55

x Bk k
= x
e 1 k=0 k!
x

By putting x = 2iz we have

2iz Bk k
= (2iz)
e2iz 1 k=0 k!
Which can be reduced directly to the following by noticing that B2k+1 = 0

22k 2k
z cot(z) = 1 (1)k1 B2k z
k=1 (2k)!
The result is immediate by comparing the two different representations.

6.4 Exercise

Find the values of

(4) , (6) , B5 , B6

6.5 Integral representation

1 ts1
(s) = dt
(s) 0 et 1
proof

Start by the integral representation

et ts1
dt
0 1 et
Using the power expansion

1
= ent
1 et n=0
Hence we have

et ts1 ( ent ) dt
0 n=0

By swapping the series and integral

1
ts1 e(n+1)t dt = (s) = (s)(s)
n=0 (n + 1)
0 s
n=0

56
6.6 Hurwitz zeta and polygamma functions

Hurwitz zeta is a generalization of the zeta function by adding a parameter .

6.6.1 Definition

1
(a, z) = ; (a, 1) = (a)
n=0 (n + z)a
Let us define the polygamma function as the function produced by differentiating the Digamma function

and it is often denoted by

n (z) n 0

We define the digamma function by setting n = 0 so its denoted by 0 (z) .

Other values can be found by the following recurrence relation

n (z) = n+1 (z)

So we have

1 (z) = 0 (z)

6.6.2 Relation between zeta and polygamma

n1

n (z) = (1)n+1 n! (n + 1, z)

22n2 2n
2n1 (1) = (1)n1 B2n
n
proof

We have already proved the following relation

1 z
0 (z) = +
z n=1 n(n + z)
This can be written as the following

1 1
0 (z) = +
k=0 k + 1 k+z
By differentiating with respect to z

57

1
1 (z) =
k=0 (k + z)
2

1
2 (z) = 2
k=0 (k + z)3

1
3 (z) = 2 3
k=0 (k + z)
4

1
4 (z) = 2 3 4
k=0 (k + z)
5

Continue like that to obtain

1
n (z) = (1)n+1 n!
k=0 (k + z)n+1
We realize the RHS is just the Hurwitz zeta function

n (z) = (1)n+1 n! (n + 1, z)

By setting z = 1 we have an equation in terms of the ordinary zeta function

n (1) = (1)n+1 n! (n + 1)

Now since we already proved in the preceding section that

22k1 2k
(2k) = (1)k1 B2k
(2k)!
we can easily verify the following

22n1 2n 22n2 2n
2n1 (1) = (2n 1)! (1)n1 B2n = (1)n1 B2n
(2n)! n
This can be used to deduce some values for the polygamma function

2 4
1 (1) = , 3 (1) =
6 15

Other values can be evaluated in terms of the zeta function

2 (1) = 2(3) , 4 (1) = 24(5)

58
6.7 Example

Prove that

2 3
x sin(x) cos(x) log(sin x) log(cos x) dx =
0 16 192
proof

Start by the transformation x

2
x

2 2
x sin(x) cos(x) log(sin x) log(cos x) dx = sin(x) cos(x) log(sin x) log(cos x) dx
0 4 0
We need to find

2
sin(x) cos(x) log(sin x) log(cos x) dx
0

Let us start by the following

2 (a)(b)
F (a, b) = 2 sin2a1 (x) cos2b1 (x) dx =
0 (a + b)
Now let us differentiate with respect to a

(a)(b) (0 (a) 0 (a + b))

2
(F (a, b)) = 4 sin2a1 (x) cos2b1 (x) log(sin x) dx =
a 0 (a + b)
Differentiate again but this time with respect to b

2
(Fa (a, b)) = 8 sin2a1 (x) cos2b1 (x) log(sin x) log(cos x)dx
b 0

(a)(b) (02 (a + b) + 0 (a)0 (b) 0 (a)0 (a + b) 0 (b)0 (a + b) + 1 (a + b))

=
(a + b)
Putting a = b = 1 we have the following

02 (2) + 02 (1) 0 (1)0 (2) 0 (1)(2) 1 (2)

2
sin(x) cos(x) log(sin x) log(cos x)dx =
0 8

By simple algebra we arrive to

(0 (2) 0 (1))2 1 (2)

2
sin(x) cos(x) log(sin x) log(cos x)dx =
0 8
We already know that 0 (1) = and 0 (2) = 1

Now to evaluate 1 (2) , we have to use the zeta function we have already established the following

relation

59

1
1 (z) =
k=0 (n + z)
2

Now putting z = 2 we have the following

1
1 (2) =
k=0 (k + 2)2
Let us write the first few terms in the expansion

1 1 1 1
= 2 + 2 + 2 +
k=0 (k + 2) 2 2 3 4
we see this is similar to (2) but we are missing the first term

2
1 (2) = (2) 1 = 1
6
Collecting all these results together we have

2 1 2
sin(x) cos(x) log(sin x) log(cos x)dx =
0 4 48
Finally we get our result

2 3
x sin(x) cos(x) log(sin x) log(cos x) dx =
0 16 192

60
7 Dirichlet eta function

Dirichlet eta function is the alternating form of the zeta function.

7.1 Definition

(1)n1
(s) =
n=1 ns
The alternating form of the zeta function is easier to compute once we have established the main results

of the zeta function because the alternating form is related to the zeta function through the relation

7.2 Relation to Zeta function

(s) = (1 21s ) (s)

proof

We will start by the RHS

(1 21s ) (s) = (s) 21s (s)

Which can be written as sums of series

1 1 1
s

n=1 n 2s1 n=1 ns

1 1
2
n=1 n s
n=1 (2n) s

Clearly we can see that we are subtracting even terms twice , this is equivalent to

1 1

n=1 (2n 1) s
n=1 (2n) s

This looks easier to understand if we write the terms

1 1 1 1 1
(1 + s
+ s + ) ( s + s + s + )
3 5 2 4 6
Rearranging the terms we establish the alternating form

1 1 1 (1)n1
1 + + = = (s)
2s 3s 4s n=1 ns

61
7.3 Integral representation
ts1
(s) (s) = dt
0 et + 1
proof

Start by the RHS

ts1 et ts1
dt = dt
0 e +1
t 0 1 + et
Now using the power expansion we arrive to

et ts1 dt ( (1)n ent )
0 n=0

(1)
n
e(n+1)t ts1 dt
n=0 0

Using Laplace transform we can solve the inner integral

(s)
e(n+1)t ts1 dt =
0 (n + 1)s
Hence we have the following

(1)n (1)n1
(s) = (s) = (s) (s)
n=0 (n + 1)
s ns
n=1

An easy result of the above integral

t 2
dt = (2) (2) =
0 et +1 12

62
8 Polylogarithm

8.1 Definition

zk
Lin (z) = n
k=1 k

The name contains two parts, (poly) because we can choose different n and produce many functions and

(logarithm) because we can express Li1 (z) = log(1 z).

8.2 Relation to other functions

We can relate it to the Zeta function

1
Lin (1) = n
= (n)
k=1 k

In particular we have for n = 2

2
Li2 (1) = (2) =
6
Also we can relate it to the eta function though z = 1

(1)k
Lin (1) = n
= (n)
k=1 k

Also we can relate it to logarithms by putting n = 1

zk
Li 1 (z) =
n=1 k

The power expansion on the left is famous

zk
= log(1 z)
k=1 k

8.3 Integral representation

z Li n (t)
Li n+1 (z) = dt
0 t
proof

Using the series representation we have

z 1 tk
1 z
zk
( n ) dt = n tk1 dt = n+1 = Li n+1 (z)
0 t k=1 k k=1 k 0 k=1 k

63
8.4 Square formula

Li n (z) + Li n (z) = 21n Li n (z 2 )

proof

As usual we write the series representation of the LHS

z k (z)k
n
+ n
k=1 k k=1 k

Listing the first few terms

z2 z3 z2 z3
z+ + + + (z + + )
2n 3n 2n 3n
The odd terms will cancel

z2 z4 z6
2 + 2 + 2 +
2n 4n 6n
Take 21n as a common factor

(z 2 )2 (z 2 )3 (z 2 )k
21n (z 2 + + + ) = 2 1n
= 21n Li n (z 2 )
2n 3n k=1 k n

8.5 Exercise

Prove that

z log(1 t)
Li 2 (z) = dt
0 t

64
8.6 Dilogarithms

Of all polylogarithms Li2 (z) is the most interesting one, in this section we will see why!

8.6.1 Definition
z log(1 t)
zk
Li2 (z) = 2
= dt
k=1 k 0 t
The curious reader should try to prove the integral representation using the recursive definition we

introduced in the previous section .

8.6.2 First functional equation

1 1 2
Li2 ( ) + Li2 (z) = log2 (z)
z 2 6
proof

We will start by the following

1 log(1 t)
1
z
Li2 ( ) = dt
z 0 t
Differentiate with respect to z

1 log (1 + z ) log (1 + z ) log(1 + z) log(z)

1 1
d 1
Li2 ( ) = 2 1
= =
dz z z z
z z
Now integrate with respect to z

1 z log(1 t) 1 1
Li2 ( )= dt log2 (z) + C = Li2 (z) log2 (z) + C
z 0 t 2 2
To find the constant C let z = 1

C = 2Li2 (1)

Now we must be aware that

2
C = 2Li2 (1) = 2(2) =
6
Which proves the result by simple rearrangement

1 1 2
Li2 ( ) + Li2 (z) = log2 (z)
z 2 6

65
8.6.3 Second functional equation

2
Li2 (z) + Li2 (1 z) = log(z) log(1 z) , 0 < z < 1
6
proof

Start by the following

z log(1 t)
Li2 (z) = dt
0 t
Now integrate by parts to obtain

z log(t)
Li2 (z) = dt log(z) log(1 z)
0 1t
By the change of variable t = 1 x we get

z log(t) 1z log(1 x)
dt = dx
0 1t 1 x
For 0 < z < 1

1 log(1 x) 1 log(1 x) 1z log(1 x)

dx = dx dx
1z x 0 x 0 x
Now it is easy to see that

1 log(1 x)
dx = Li2 (1) + Li2 (1 z)
1z x
Which implies that

Li2 (z) = Li2 (1) Li2 (1 z) log(z) log(1 z)

Li2 (z) + Li2 (1 z) = Li2 (1) log(z) log(1 z)

2
Now since Li2 (1) = (2) = 6

2
Li2 (z) + Li2 (1 z) = log(z) log(1 z)
6
We can easily deduce that for z = 1
2

1 2 1
2Li2 ( ) = log2 ( )
2 6 2

1 2 1 1
Li2 ( ) = log2 ( )
2 12 2 2

66
8.6.4 Third functional equation

z 1
Li2 (z) + Li2 ( ) = log2 (1 z) z < 1
z1 2
proof

Start by the following

z1 log(1 t)
z
z
Li2 ( ) = dt
z1 0 t
Differentiate both sides with respect to z

d z 1 log (1 z1
z
)
Li2 ( )=
dz z1 (z 1)
2 z
z1
Upon simplification we obtain

d z log(1 z)
Li2 ( )=
dz z1 z(z 1)
Using partial fractions decomposition

d z log(1 z) log(1 z)
Li2 ( )= +
dz z1 1z z
Integrate both sides with respect to z

z 1
Li2 ( ) = log2 (1 z) Li2 (z) + C
z1 2
Put z = 1 to find the constant

1 1
Li2 ( ) = log2 (2) Li2 (1) + C
2 2
Remember that

1 2 1 1 2
Li2 ( ) = log2 ( ) , Li2 (1) =
2 12 2 2 12
Hence we deduce that C = 0

z 1
Li2 ( ) = log2 (1 z) Li2 (z)
z1 2
Which can be written as

z 1
Li2 ( ) + Li2 (z) = log2 (1 z)
z1 2

67
8.6.5 Example

Prove that

51 2 51
Li2 ( )= log (
2
)
2 10 2
proof

First we add the two functional equations of this section to obtain

z 1 1
Li2 ( ) + Li2 (z 2 ) Li2 (z) = log2 (1 z)
z1 2 2

Now let z = 1 5
2

12 5+5 3 5 z 51 3 5
z2 = = = =
4 2 z1 1+ 5 2
Hence we have

3 3 5 51 1 5+1
Li2 ( ) Li2 ( ) = log (
2
)
2 2 2 2 2
We already established the following functional equation

2
Li2 (z) + Li2 (1 z) = log(z) log(1 z)
6

Put z = 3 5
2

3 5 51 2 3 5 51
Li2 ( ) + Li2 ( )= log ( ) log ( )
2 2 6 2 2

Solving the two representations for Li2 ( 51
2
) we get our result.

8.6.6 Example

Find the following integral

1 log(1 x) log(x)
I = dx
0 x
Integrate by parts

1 Li2 (t) 1
I = log(x)Li2 (x)10 + dt = Li3 (1) = 3 = (3)
0 t k=1 k

68
8.6.7 Example

Evaluate the following integral

x log2 (1 t)
dt , 0 < x < 1
0 t
Integrating by parts we get the following

x log2 (1 t) x Li (t)
2
dt = log(1 x)Li2 (x) dt
0 t 0 1t
Now we are left with the following integral

x Li2 (t) 1 Li (1 t)
2
dt = dt
0 1t 1x t
Using the first functional equation

2
1
6
Li2 (t) log(1 t) log(t)
dt
1x t

2 1 Li (t) 1 log(1 t) log(t)

2
log(1 x) dt dt
6 1x t 1x t
The first integral

1 Li2 (t)
dt = Li3 (1) Li3 (1 x)
1x t
The second integral is the same as the first exercise

1 log(1 t) log(t)
= Li3 (1) + log(1 x)Li2 (1 x) Li3 (1 x)
1x t
Collecting the results together we obtain

x Li2 (t) 2
dt = log(1 x) Li2 (1 x) log(1 x) + 2 Li3 (1 x) 2(3)
0 1t 6
Finally we have

x log2 (1 t) 2
dt = log(1 x)Li2 (x) + log(1 x) + Li2 (1 x) log(1 x) 2 Li3 (1 x) + 2(3)
0 t 6

69
8.6.8 Example

Find the following integral

a x
I(a) = dx
0 ex 1
1
Start by the power expansion of 1ex

a a
x
I(a) = dx = xex enx
0 ex 1 0 n=0

By swapping the integral and the summation

a
I(a) = xex(n+1) dx
n=0 0

The integral could be solved by parts

1 e(n+1)a ae(n+1)a
I(a) =
n=0 (n + 1) (n + 1)2 (n + 1)
2

Distribute the summation to obtain

I(a) = (2) + a log(1 ea ) Li2 (ea )

70
9 Ordinary Hypergeometric function

Ordinary or sometimes called the Gauss hypergoemtric function is a generalization of the power expan-

sion definition. Before we start with the definition we will explain some notations.

9.1 Definition

Define the raising factorial as follows

1 n=0
(z)n =


(z+n)
n>0
(z)
Using this definition have

(a)n (b)n z n
2 F1 (a, b; c; z) =
n=0 (c)n n!

9.2 Some expansions using the hypergeomtric function

We can represent famous functions using the hypergeomtric function

1. Logarithm

(1)n (1)n (z)n n! z n+1
z 2 F1 (1, 1; 2; z) = z = (1)n z n+1 = (1)n = log(1 + z)
n=0 (2)n n! n=0 (n + 1)! n=0 n+1

2. Power function

(a)n (1)n z n (a)n n
2 F1 (a, 1; 1; z) = = z = (1 z)a
n=0 (1)n n! n=0 n!

3. Sine inverse

( 12 )n ( 12 )n z 2n+1 ( 12 )n z 2n+1
1 3 5(2n 1) 2n+1
z 2 F1 ( 21 , 12 ; 32 ; z 2 ) = = = z
n=0 ( 32 )n n! n=0 2n + 1 n! n=0 2 n! (2n + 1)
n

Which can be written as

(2n)! (2n )
z 2 F1 ( 21 , 12 ; 32 ; z 2 ) = z 2n+1
=
n
z 2n+1 = arcsin(z)
n=0 4 n (n!) 2 (2n + 1) n=0 4 n (2n + 1)

Now we consider converting the Taylor expansion into the equivalent hypergeomtric representation

Suppose the following

71

2 F1 (a, b; c; z) = tk z k , t 0 = 1
k=0

Now consider the ratio

tk+1 (k + a)(k + b)
= z
tk (k + c)(k + 1)
Using this definition, we can easily find the terms a, b, c.

Let us consider some examples

1. Exponential function

f (z) = ez

The power expansion is

zk
f (z) = ez =
k=0 k!

Hence we have

tk+1 z
=
tk k+1

Comparing to our representation we conclude

ez = 2 F1 (, ; ; z)

2. Cosine function

(1)k z 2k
f (z) = cos(z) =
k=0 (2k)!

By the same approach

tk+1 1 1 z 2
= z=
tk (2k + 2)(2k + 1) (k + 1) (k + 21 ) 4

Hence we have

1 z 2
cos(z) = 2 F1 (, ; ; )
2 4

72
 3. Power function

(a)k k
f (z) = (1 z)a = z
k=0 k!

By the same approach

tk+1 (k + a) (k + a)(k + 1)
= z= z
tk (k + 1) (k + 1)(k + 1)

Hence we have

(1 z)a = 2 F1 (a, 1; 1; z)

9.3 Exercise

Find the hypergeoemtric representations of the following functions

arcsin(z), sin(z)

9.4 Integral representation

1 tb1 (1 t)cb1
(c b, b) 2 F1 (a, b; c; z) = dt
0 (1 tz)a
proof

Start by the RHS

1
tb1 (1 t)cb1 (1 tz)a dt
0

Using the expansion of (1 tz)a we have

1 (a)k
tb1 (1 t)cb1 (tz)k
0 k=0 k!
Interchanging the integral with the series

(a)k k 1
z tk+b1 (1 t)cb1 dt
k=0 k! 0

Recalling the beta function we have

(a)k (k + b)(c b) z k

n=0 (k + c) k!

73
Using the identity that

(b)(c b)
(c b, b) =
(c)
and

(z + k)
= (z)k
(z)
We deduce that

(a)k (k + b)(c) z k (a)k (b)k z k
(c b, b) = (c b, b)
k=0 (b)(k + c) k! k=0 (c)k k!

9.5 Transformations

1. Pfaff transformations

z
2 F1 (a, b; c; z) = (1 z)a 2 F1 (a, c b; c; )
z1

and

z
2 F1 (a, b; c; z) = (1 z)b 2 F1 (c a, b; c; )
z1

proof

Start by the integral representation

1 1 tb1 (1 t)cb1
2 F1 (a, b; c; z) = dt
(b, c b) 0 (1 tz)a

By the the transformation t 1 t

1 (1 t)b1 tcb1 1 (1 t)b1 tcb1

dt = dt
0 (1 (1 t)z) a 0 (1 z + tz)a

Which can be written as

(1 z)a 1 z a
t cb1
(1 t) b1
(1 t ) dt
(b, c b) 0 z1

Note this is the integral representation of

74
 z
(1 z)a 2 F1 (a, c b; c; )
z1

Also using that

2 F1 (a, b; c; z) = 2 F1 (b, a; c; z)

We deduce that

z
2 F1 (a, b; c; z) = (1 z)b 2 F1 (c a, b; c; )
z1

2. Euler transformation

2 F1 (a, b; c; z) = (1 z)cab 2 F1 (c a, c b; c; z)

proof

In the Pfaff transformations let z z

z1

z
2 F1 (a, b; c; ) = (1 z)a 2 F1 (a, c b; c; z)
z1

and

z
2 F1 (a, b; c; ) = (1 z)b 2 F1 (c a, b; c; z)
z1

By equating the two transformations

(1 z)a 2 F1 (a, c b; c; z) = (1 z)b 2 F1 (c a, b; c; z)

Now use the transformation b c b

(1 z)a 2 F1 (a, b; c; z) = (1 z)cb 2 F1 (c a, c b; c; z)

Which can be reduced to

2 F1 (a, b; c; z) = (1 z)cab 2 F1 (c a, c b; c; z)

75
 3. Quadratic transformation

a a 1 z2
= (1 z) 2 2 F1 ( , b ; b + ;
a
2 F1 (a, b; 2b; z) )
2 2 2 4z 4

4. Kummer

2 F1 (a, b; c; z) = 2 F1 (a, b; 1 + a + b c; 1 z)

9.6 Special values

1. At z = 1
(c)(c a b)
2 F1 (a, b; c; 1) =
(c a)(c a)

Start by the integral representation at z = 1

1 1
2 F1 (a, b; c; 1) = t (1 t)
b1 cba1
dt
(c b, b) 0

Now we can use the first integral representation of the beta function

1 (b)(c b a)
2 F1 (a, b; c; 1) =
(c b, b) (c a)

Which could be simplified to

(c) (b)(c b a) (c)(c a b)

2 F1 (a, b; c; 1) = =
(b)(c b) (c a) (c a)(c a)

2. At z = 1

(1 + a b) (1 + a2 )
2 F1 (a, b; 1 + a b; 1) =
(1 + a)(1 + a
2
b)

76
10 Error Function

The error function is an interesting function that has many applications in probability, statistics and

physics.

10.1 Definition
2 x
erf(x) = et dt
2

10.2 Complementary error function

erfc(x) = 1 erf(x)

10.3 Imaginary error function

erfi(x) = ierf(ix)

10.4 Properties

1. The error function is odd

2 x 2 x
et dt = et dt = erf(x)
2 2
erf(x) =
0 0

2. Real part and imaginary parts

erf(z) + erf(z)
R erf(z) =
2

erf(z) erf(z)
I erf(z) =
2i

Using complex variables it can be done using erf(z) = erf(z)

10.5 Relation to other functions

1. Hypergeomtric function

2x 1 3
erf(x) = 1 F1 ( , , x2 )
2 2

77
 proof

By expanding the hypergeometirc function

2x ( ) (x2 )k
1
2x 1 3
1 F1 ( , , x2 ) = 23 k
2 2 k=0 ( 2 ) k!
k

Which can be simplified to

2x 1 3 x (x2 )k
1 F1 ( , , x2 ) = 1
2 2 k=0 ( 2 + k)k!

Notice that this is actually the expanded error function

2 x 2 x (x2 )k 2 (x)2k+1
et dt =
2
dt =
0 0 k=0 k! k=0 (2k + 1)k!

2. Incomplete Gamma function

( 21 , x2 )
erf(x) = 1

proof

By the definition of the incomplete gamma function

1
t 2 et dt
1
( , x2 ) =
2 x 2

Let t = y 2

1
ey dy
2
( , x2 ) = 2
2 x

We need to get the interval (0, x)

1 x
ey dy 2 ey dy
2 2
( , x2 ) = 2
2 0 0

We have already proved that

ey dy =
2
2
0

Hence we have using the definition of the error function

78
 1
( , x2 ) = erf(x)
2

By rearrangements we get our result.

10.6 Example

Find the integral

x 2
I = et dt
0

The function has no elementary anti-derivative so we represent it using the error function.

Consider the imaginary error function

2 ix
et dt
2
erfi(x) = i
0
By differentiating both sides we have

d 2 2
erfi(x) = ex
dx
Hence we have

2 d
ex = erfi(x)
dx 2
By integrating both sides we have

x

2
et dt = erfi(x)
0 2

10.7 Example

Prove that

1
erfc(x) dx =
0
proof

Using the complementary error function

(1 erf(x)) dx
0

79
Integrating by parts we have

2

xex dx
2
I = x(1 erf(x)) ]0 +
0
Now we compute erf()

2 t2 2
erf() = e dt = =1
0 2
So the first term will go to zero. The integral can be solved by substitution

2 1
xex dx =
2
I=
0

10.8 Example

Prove that

2 2
2
erfc (x) dx =
0
proof

Integrate by parts

I = xerfc2 (x) ]0 2 xerfc (x)erfc(x) dx
0

The first integral goes to 0

I = 2 x erfc (x)erfc(x) dx
0

The derivative of the complementary error function

2
erfc (x) = (1 erf(x)) = ex
2

That results in

4
xex erfc(x) dx
2
I=
0
Integrate by parts again

2 4

I = ex erfc(x) ]0 e2t dt
2 2

80
At infinity the integral goes to 0. At 0 we get

2 2 2
ex erfc(x)]x=0 = (1 erf(0)) =
2

The integral can be evaluated to

2t2
e dt =
0 2 2
Collecting the results together we have

2 4 2 2
I= =
2 2

10.9 Example

Prove that

2 coth1 2
sin(x )erfc(x) dx =
2

0 4 2
proof

Using the substitution x = t

1
sin(t)t 2 erfc( t) dt
1

2 0
Consider the function

1
sin(t)t 2 erfc(a t) dt
1
I(a) =
2 0
Differentiating with respect to a we have

1 1 1
I (a) = sin(t)ea t dt = 4
2

0 a +1
Now integrating with respect to a

1 a dx
I(a) = +C
0 x4 + 1
To evaluate the constant we take a

1 dx
I() = +C
0 x4 + 1

81
The function has an anti-derivative and the value is

dx

1
=
0 x +1
4
2 2
Note that

erfc() = 0 C=
2 2
Finally we get

1 a dx
I(a) = +
0 x4 + 1 2 2
Let a = 1 in the integral

1 dx
1
I(1) = sin(x2 )erfc(x) dx =
0 2 2 0 x4 + 1
Also knowing that

1 1 dx + 2 coth1 2
=
0 x4 + 1 4 2
Hence we have the result

2 coth1 2
sin(x )erfc(x) dx =
2

0 4 2

10.10 Exercise

Can you find closed forms for

erfc3 (x) dx =?
0

erfc4 (x) dx =?
0

What about

erfcn (x) dx =?
0

82
11 Exponential integral function

11.1 Definition
et ext
E(x) = dt = dt
x t 1 t

11.2 Example

Prove that

lim [log(x) + E(x)] =

x0

proof

Integration by parts for E(x)

E(x) = et log(t) ]x + log(t)et dt
x

The limit at infinity goes to zero

E(x) = ex log(x) + log(t)et dt
x

Hence by taking the limit

lim [log(x) + E(x)] = lim (log(x) ex log(x)) + log(t)et dt
x0 x0 0

The first limit goes to 0

lim [log(x) + E(x)] = log(t)et dt = (1) =
x0 0

11.3 Example

Prove that for p > 0

(p)
xp1 E(ax) dx =
0 pap
proof

Integrating by parts we have

83
 1 1

xp1 E(ax) dx = xp E(ax) ]0 + xp1 eax dx
0 p ap 0
The first limit goes to 0

1 1 (p)
xp1 eax dx = p xp1 ex dx =
ap 0 pa 0 p ap

11.4 Example

Prove the general case

(p)
xp1 eax E(ax) dx =
0 sin(a) ap
proof

Switch to the integral representation

et
xp1 eax dt dx
0 ax t
Use the substitution t = ax y

eax(y1)
xp1 dy dx
0 1 y
By switching the two integrals

1
xp1 eax(y1) dx dy
1 y 0
By the Laplace identities

(p) 1
dy
ap 1 y(y 1)p
Now let y = 1/x

(p) 1 p1 p
x (1 x) dx
ap 0
Using the reflection formula for the Gamma function

(p) 1 p1 p (p)
p x (1 x) dx = p
a 0 sin(a) a

84
11.5 Example

Prove that

2
ez E 2 (z) dz =
0 6
proof

Using the integral representation

exz eyz
E 2 (z) = dx dy
1 1 xy

ez(x+y1)
ez E 2 (z) dz = dx dy dz
0 0 1 1 xy
Swap the integrals

1 1
ez(x+y1) dz dx dy
1 y 1 x 0

1 1
dx dy
1 y 1 x(x + y 1)
The inner integral is an elementary integral

1 log(y)
dx =
1 x(x + y 1) 1y
The integral becomes

log(y)
dy
1 y(y 1)
Now use the substitution y = 1/x

1 log(x) 1 log(1 x) 2
dx = dx = Li2 (1) =
0 (1 x) 0 x 6

11.6 Example

Prove that

2(p)
z p1 E 2 (z) dz = 2 F1 (p, p; p + 1; 1)
0 p2
proof

85
Consider

et
E 2 (z) = dt
z t
By differentiation with respect to z

2 ez E(z)
2E (z)E(z) =
z
Knowing that we can return to our integral by integration by parts

2 p1 z
z e E(z) dz
p 0
Write the integral representation

2 p1 z ezt
z e dtdz
p 0 1 t
Swap the two integrals

2 1 p1 z(1+t)
z e dz dt
p 1 t 0
The inner integral reduces to

2(p) dt

p 1 t(1 + t)p
Use the substitution t = 1/x

2(p) 1 xp1
dx
p 0 (1 + x)p

Using the integral representation of the Hypergeometric function

1 xb1 (1 x)cb1
(c b, b) 2 F1 (a, b; c; z) = dx
0 (1 xz)a
Let c = p + 1, b = p, a = p, z = 1

1 xp1
(1, p) 2 F1 (p, p; p + 1; 1) = dx
0 (1 + x)p
Hence the result

2(p)
z p1 E 2 (z) dz = 2 F1 (p, p; p + 1; 1)
0 p2

86
Where

(p) 1
(1, p) = =
(p + 1) p

11.7 Exercise

Find the integral fo n N

xn E 2 (x) dx
0

87
12 Complete Elliptic Integral

12.1 Complete elliptic of first kind

2 d 1 dx
K(k) = =
0 1 k 2 sin2 0 1 x2 1 k 2 x2

12.2 Complete elliptic of second kind

1 k 2 x2

2 1
E(k) = 1 k 2 sin2 d = dx
0 0 1 x2

12.3 Hypergeometric representation

1 1
K(k) = 2 F1 ( , , 1, k )
2
2 2 2
and

1 1
E(k) = 2 F1 ( , , 1, k )
2
2 2 2
proof

Using the integral representation of the hypergeometric function

1 tb1 (1 t)cb1
(c b, b) 2 F1 (a, b, c, z) = dt
0 (1 tz)a
Now use the substitution t = x2 and z = k 2

1 x2b1 (1 x2 )cb1
(c b, b) 2 F1 (a, b, c, k 2 ) = 2 dx
0 (1 k 2 x2 )a
Put a = 1
2
;b= 1
2
and c = 1

1 dx 1 1 1
= (1/2, 1/2) 2 F1 ( , , 1, k 2 )
0 1 x2 1k x
2 2 2 2 2
By the beta function we have

1 1 1
(1/2, 1/2) = 2 ( ) =
2 2 2 2
Hence the result

1 1
K(k) = 2 F1 ( , , 1, k )
2
2 2 2

88
By the same approach we have

1 1
E(k) = 2 F1 ( , , 1, k )
2
2 2 2

12.4 Example

Prove that

1
K(k) dk = 2G
0

G is the Catalans constant.

proof

Start by the integral representation

1 1 1
I = dx dk
0 0 1 x2 1 k 2 x2
Switching the two integrals

1 1 1 1
I = dk dx
0 1 x2 0 1 k 2 x2

1 arcsin x
I = dx
0 x 1 x2
Now let arcsin x = t hence we have x = sin t

2 t
I = dt
0 sin t
The previous integral is a representation of the constant

I
G= I = 2G
2

12.5 Identities

1. For k 1

k 1
K( k) = K
1 k k 1

and

89

k
E( k) = 1 k E
k 1

proof

Starting by the integral representation

1 dx
K(k) =
0 1 x2 1 k 2 x2

Use the substitution x = 1 y2

1 y dy

0 1 y2 1 (1 y 2 ) 1 k 2 (1 y 2 )

By cancelling the terms we have

1 dy

0 1 y2 1 k2 + k2 y2

Take 1 k 2 as a common factor

1 dy

k2
0
1 k2 1 y2 1 k2 1
y2

Comparing this to the integral representation we get

k2 1
K(k) = K
1 k2 k 1
2

We can finish by k k

k 1
K( k) = K
1 k k 1

Similarly for the second representation

1 1 kx2
E( k) = dx
0 1 x2

By using that x = 1 y2

1 1 k1
k
y k
E( k) = 1k dy = 1 k E
0 1y 2 k 1

90
2.

1 2 k
K(k) = K( )
k+1 1+k

proof

Start by the Quadratic transformation

4z 1 1
2 F1 (a, b, 2b, ) = (1 + z)2a 2 F1 (a, a b + , b + , z 2 ) .
(1 + z)2 2 2

Hence we can deduce by putting a = b = 1/2

2 k
K( ) = (1 + k)K(k)
1+k

Or we have

1 2 k
K(k) = K( )
k+1 1+k

3.

2 k 1+k 2 k
K( )= K( )
1+k 1k 1k

and

2 k 1k 2 k
E( )= E( )
1+k 1+k 1k

proof

Start by the following

2 k 1 1
K( )= dx
1+k 0 1 x2 1 4k
x2
(1+k)2

By some simplifications we have

2 k 1 1
E( ) = (1 + k) dx
1+k 0 1 x (1 + k)2 4k x2
2

Use x = 1 y2

1 1+k 1+k 1 1
dy = dy
0 1 y 2 (1 + k)2 4k (1 y 2 ) 1k 0 1 y2 1 + 4k
y2
(1k)2

91
 Hence we have

2 k 1+k 2 k
K( )= K( )
1+k 1k 1k

Similarly we have

2 k 1k 2 k
E( )= E( )
1+k 1+k 1k

12.6 Special values

1.
1 1
K(i) = 2 ( )
4 2 4
and

2 ( 41 ) 2 ( 34 )
E(i) = +
4 2 2

proof

By definition we have

1 dx 1 dx
K(i) = =
0 1x 1+x
2 2 0 1 x4

Let x = t we have dx = 14 t
4 3
4 dt

1 1 3
K(i) = t 4 (1 t) 2 dt
1

4 0

By beta function

( 41 ) ( 12 )
K(i) =
4 ( 34 )

By reflection formula

1 3
( ) ( ) = csc ( ) = 2
4 4 4

2 ( 41 ) ( 12 ) 2 ( 14 )
K(i) = =
4 2 4 2

92
 2 ( 41 ) 2 ( 34 )
E(i) = +
4 2 2

By definition we have

1 1 + x2
E(i) = dx
0 1 x2

Separating the two integrals

11 + x2 1 1 1 x2
E(i) = dx = dx + dx
0 1 x4 0 1 x4 0 1 x4

The first integral is K(i) for the second integral use x = 4 t

1 1 34 1 1
( 43 ) ( 12 ) 2 ( 34 )
t (1 t) 2 dt = =
4 0 4 ( 54 ) 2

Hence we have

2 ( 3 ) 2 ( 1 ) 2 ( 3 )
E(i) = K(i) + 4 = 4 + 4
2 4 2 2

2.
1 1 1
K ( ) = 2 ( )
2 4 4

and

1 2 ( 1 ) 2 ( 3 )
E ( ) = 4 + 4
2 8 2

proof

Start by the identity

1 k
K( k) = K
1 k k 1

For the value k = 1

1 1
K(i) = K ( )
2 2

Using the value for K(i)

93
 1 1 1
K ( ) = 2K(i) = 2 ( )
2 4 4

Similarly we have

1 2 ( 1 ) 2 ( 3 )
E ( ) = 4 + 4
2 8 2

3.

1+ 2 2 1
K (2 4 + 3 2) = ( )
4 2 4

and

2 ( ) ( )
2 1 2 3
E (2 4 + 3 2) = 4 + 4
1 + 2 8

proof

Start by the identity

1 2 k
K(k) = K( )
k+1 1+k
Hence we have for k = 1
2

1+ 2 1 1+ 2 2 1
K (2 4 + 3 2) = K ( ) = ( )
2 2 4 2 4
1
For the elliptic integral of second kind using the hypergeomtric representation with a = 2
and

b= 1
2

4z
2 F1 (1/2, 1/2, 1, ) = (1 + z)1 2 F1 (1/2, 1/2, 1, z 2 )
(1 + z)2

The later hypergeometric series can be written in terms of elliptic integrals using some general

contiguity relations

2
2 F1 (1/2, 1/2, 1, z )= (2E(k) + (k 2 1)K(k))
2

So we have

2 k
2E(k) + (k 2 1)K(k) = (k + 1)E ( )
1+k

94
 For k = 1
2

2 ( ) ( )
2 1 2 3
E (2 4 + 3 2) = 4 + 4
1 + 2 8

4.

2 2
K (2 4 3 2) =
4 2 ( 43 )

and

(2 + 2) ( 2 + 44 ( 34 ))
E (2 4 3 2) =
4 2 ( 34 )

proof

Start by the following identity

2 k 1+k 2 k
K( )= K( )
1+k 1k 1k

Let x = 1/ 2

2 2
K (2 4 3 2) =
4 2 ( 43 )

(2 + 2) ( 2 + 44 ( 34 ))
E (2 4 3 2) =
4 2 ( 34 )

12.7 Differentiation of elliptic integrals

Note We should remove the variable k and denote elliptic integrals E and K once there is no confusion.

It is assumed that the variable is k when we use these symbols.

Interestingly the derivative of elliptic integrals can be written in terms of elliptic integrals

Derivative of complete elliptic integral of second kind

d 1
1 k 2 x2
E= k
dx
dk 0 1 x2

d 1 k x2
E= dx
dk 0 1 x2 1 k 2 x2
Adding and subtracting 1 results in

1 1 1 k 2 x2 1 1 dx
dx
k 0 1x 2 k 0 1 x 1 k 2 x2
2

95
Upon realizing the relation to elliptic integrals we conclude

d EK
E=
dk k
For the complete elliptic integral of first kind we need more work

Start by the following

d 1 1 1
K= [ ] dx
dk 0 1x2 k 1 k 2 x2

d 1 kx2
K= dx
dk 0 1 x2 1 k 2 x2 (1 k 2 x2 )
Adding and subtracting 1 we have

1 1 1 kx2 1 1 1 dx K
dx =
k 0 1 x 1 k x (1 k x )
2 2 2 2 2 k 0 1 x 1 k x (1 k x ) k
2 2 2 2 2

Let us focus on the first integral

1 1
3
dx
0 1 x2 (1 k 2 x2 ) 2

Let x = t and we have dx = 1

2 t
dt

t 2
1
1 1
3 dx
2 0 1 t(1 k 2 t) 2
Using the hypergeometric integral representation

t 2
1
1 1 3 1
3 = 2 F1 ( , , 1, k )
2

2 0 1 t(1 k t) 2
2 2 2 2
Using the linear transformation

2 F1 (a, b, c, z) = (1 z)cab 2 F1 (c a, c b, c, z)

We get by putting k = 1 k2

3 1 1 1 1 E
2 F1 ( , , 1, k ) = 2 F1 ( , , 1, k ) = 2
2 2
2 2 2 1 k2 2 2 2 k
So finally we get

d 1 E
K = ( 2 K)
dk k k

96
13 Euler sums

13.1 Definition
(p)
(Hk )r
Sp r ,q =
k=1 kq
Where we define the general harmonic number

k k
(p) 1 (1) 1
Hk = p
; H k Hk =
n=1 n n=1 n

Euler sums were greatly studied by Euler, hence the name.

13.2 Generating function

Lip (x)
(p)
Hk x =
k

k=1 1x
Proof
(p)
Start by writing Hk as a sum

k
(p) 1 k
Hk x =
k
p
x
k=1 k=1 n=1 n

By interchanging the two series we have

xk 1 k
p
= p
x
n=1 k=n n n=1 n k=n

The inner sum is a geometric series

1 xn Lip (x)
=
1 x n=1 np 1x
We can use this to generate some more functions by integrating.

13.3 Integral representation of Harmonic numbers

1 1 xn
Hn = dx
0 1x
proof

We can use the geometric series of xn

1 1 xn 1
dx = xk xn+k dx
0 1x k=0 0

97

1 1
= Hn
k=0 k + 1 n+k+1

13.4 Example

Hn
2
= 2(3)
n=1 n

proof

Using the integral representation

1 1 1 xn 1 (2) Li (x)
2
dx = dx
0 1 x n=1 n 2 0 1x
Now use the functional equation

(2) Li2 (x) = Li2 (1 x) + log(x) log(1 x)

Hence we have

1 Li2 (1 x) + log(x) log(1 x)

dx
0 1x
The first integral

1 Li2 (1 x)
= Li3 (1) = (3)
0 1x
The Second integral using integration by parts

1 log(1 x) log(x) 1 Li (x)

2
dx = = (3)
0 x 0 x
Finally we have

Hn
2
= (3) + (3) = 2(3)
n=1 n

13.5 Example

Hk k 1
2
x = Li3 (x) Li3 (1 x) + log(1 x)Li2 (1 x) + log(x) log2 (1 x) + (3)
k=1 k 2
proof

In the general definition assume p = 1

98

log(1 x)
Hk x =
k

k=1 1x
Divide by x and integrate to get

Hk k 1
x = Li2 (x) + log2 (1 x)
k=1 k 2
Now divide by x and integrate again

Hk k 1 x log2 (1 t)
2
x = Li3 (x) + dt
k=1 k 2 0 t
Now let us look at the integral

x log2 (1 t)
dt
0 t
Integrating by parts

x log2 (1 t) x Li (t)
2
dt = log(1 x)Li2 (x) dt
0 t 0 1t
Use a change of variable in the integral

x Li2 (t) 1 Li (1 t)
2
dt = dt
0 1t 1x t
Now we can use the second functional equation of the dilogarithm

2
1
6
Li2 (t) log(1 t) log(t)
dt
1x t
Separate the integrals

2 1 Li (t) 1 log(1 t) log(t)

2
log(1 x) dt dt
6 1x t 1x t
The first integral

1 Li2 (t)
dt = Li3 (1) Li3 (1 x)
1x t
Use integration by parts in the second integral

1 log(1 t) log(t)
= Li3 (1) + log(1 x)Li2 (1 x) Li3 (1 x)
1x t
Collecting the results together we obtain

99
 x Li2 (t) 2
dt = log(1 x) Li2 (1 x) log(1 x) + 2 Li3 (1 x) 2(3)
0 1t 6
Hence we solved the integral

x log2 (1 t) 2
dt = log(1 x)Li2 (x) + log(1 x) + Li2 (1 x) log(1 x) 2 Li3 (1 x) + 2(3)
0 t 6

So we have got our Harmonic sum

Hk k 1 2
2
x = Li3 (x) + ( log(1 x)Li2 (x) + log(1 x) + Li2 (1 x) log(1 x) 2 Li3 (1 x) + 2(3))
k=1 k 2 6

Hk k 1
2
x = Li3 (x) Li3 (1 x) + log(1 x)Li2 (1 x) + log(x) log2 (1 x) + (3)
k=1 k 2

13.6 General formula

Hn q 1 q2
q
= (1 + ) (q + 1) (k + 1)(q k)
n=1 n 2 2 k=1
This can be proved using complex analysis.

13.7 Example
1 log2 (1 x) log(x) 4
=
0 x 180
proof

Using the generating function

log(1 x)
Hk x
k1
=
k=1 x(1 x)
By integrating both sides

Hk k 1
x = Li2 (x) + log2 (1 x)
k=1 k 2
Or

Hk k
log2 (1 x) = 2 x 2Li2 (x)
k=1 k

plugging this in our integral we have

100
 1
Hk k log(x)
2 ( x Li2 (x)) dx
0 k=1 k x
Which simplifies to

1 1
Hk log(x)
log(x)x dx 2 Li2 (x)
k1
2 dx
k=1 k 0 0 x
The second integral

1 log(x) 1 Li (x)
3
2 Li2 (x) dx = 2 dx = 2(4)
0 x 0 x
The first integral

1
Hk k1
2 x log(x) dx
k=1 k 0

Using integration by parts twice and the general formula for q = 3

Hk
2 3
= 5(4) + 2 (2)
k=1 k

Finally we get

1 log2 (1 x) log(x)
= 5(4) + 2 (2) + 2(4) = 2 (2) 3(4)
0 x

13.8 Example

Show that

log t log(a2 + b2 ) b
eat sin(bt) dt = ( + ) arctan ( )
0 t 2 a
Proof

We can start by the following integral

I(s) = ts1 eat sin(bt)dt
0

By using the the expansion of the sine function

(1)n (bt)2n+1
I(s) = ts1 eat
0 n=0 (2n + 2)
By swapping the summation and integration

101

(1)n (b)2n+1 1 (1)n (b)2n+1 (s + 2n + 1)
I(s) = ts+2n eat dt = s
n=0 (2n + 2) 0 a n=0 (2n + 2)a2n+1
By differentiating and plugging s = 0 we have

(1)n 0 (2n + 1) b 2n+1 (1)n b 2n+1
I (0) = ( ) log(a) ( )
n=0 2n + 1 a n=0 2n + 1 a

Now use that (n + 1) + = Hn

(1)n H2n b 2n+1 b
I (0) = ( ) log(a) arctan ( )
n=0 2n + 1 a a

(1)n H2n b 2n+1 b
I (0) = ( ) ( + log(a)) arctan ( )
n=0 2n + 1 a a
Now we look at the harmonic sum

1 1 t2k
(1) H2k x = (1) x
k 2k k 2k
dt
k=0 k=0 0 1t
Use the integral representation

1 1
(1) x (1 t ) dt
k 2k 2k

0 1 t k=0
Swap the series and the integral

1 1
(1) (x (xt) ) dt
k 2k 2k

0 1 t k=0
Evaluate the geometric series

1 1 1 1 x2 1 (1 t2 )
( ) dt = dt
0 1 t 1 + x2 1 + t 2 x2 1 + x2 0 (1 t)(1 + t2 x2 )
which simplifies to

x2 1 1+t x2 1 1 t
dt = ( + dt)
1 + x 0 (1 + t x )
2 2 2 1+x 2 0 1 + t 2 x2 1 + t 2 x2
Evaluating the integrals

1
(2x arctan(x) + log(1 + x2 ))
2(1 + x2 )
Using this we conclude by integrating

(1)k H2k 2k 1
x = log(1 + x2 ) arctan(x)
k=0 2k + 1 2

102
Hence the following

(1)k H2k b 2k+1 1 a2 + b2 b
( ) = log ( ) arctan ( )
k=0 2k + 1 a 2 a2 a
Substituting that in our integral

log t 1 a2 + b2 b
eat sin(bt) dt = ( log ( 2
) + + log(a)) arctan ( )
0 t 2 a a
log(a2 + b2 ) b
= ( + ) arctan ( )
2 a

13.9 Example

1 Lip (x) Liq (x) p1

1 p+q2
dx = (1)n1 (p n + 1)(q + n) (1) (n + 1)(p + q n)
p1
0 x n=1 2 n=1
p+q
+ (1) (1 +
p1
) (p + q + 1)
2

proof

We can see that

1 Lip (x) Liq (x)

1
dx = q p
0 x k=1 n=1 k n (n + k)
Let us first look at the following

1 Hk
C (, k) = ; C (1, k) =
n=1 n (n + k) k
This can be solved using

1 1 1
C (, k) = ( )
n=1 k n
1 n n+k
1 1
= () C ( 1, k)
k k
1 1 1
= () 2 ( 1) + 2 C ( 2, k)
k k k

1 1 (2) 1
= () 2 ( 1) + + (1) 1 + 1 C ( ( 1), k)
k k k k
1
( n + 1) Hk
= (1)n1 n
+ (1)1
n=1 k k

103
Hence we have the general formula

1
( n + 1) Hk
C (, k) = (1)n1 n
+ (1)1
n=1 k k

Dividing by k and summing w.r.t to k

C (, k) 1 Hk

= (1)n1 ( n + 1)( + n) + (1)1 +
k=1 k n=1 k=1 k
Now we use the general formula

Hn q 1 q2
q
= (1 + ) (q + 1) (k + 1)(q k)
n=1 n 2 2 k=1
Hence we have

Hn + 1 +2
+
= (1 + ) ( + + 1) (k + 1)( + k)
n=1 n 2 2 k=1
And the generalization is the following formula

C (, k) 1 1 +2
= (1) n1
( n + 1)( + n) (1) (n + 1)( + n)
1

k=1 k n=1 2 n=1

+
+ (1)1 (1 + ) ( + + 1)
2

We conclude by putting that

1 C (p, k)
q np (n + k)
=
k=1 n=1 k k=1 kq

13.10 Relation to polygamma

We can relate the generalized harmonic number to the polygamma function

(p) p1 (k + 1)
Hk = (p) + (1)p1
(p 1)!
proof

k
(p) 1 1
Hk = p
= (p) p
n=1 n n=k+1 n
Now change the index in the sum n = i + k + 1

k
(p) 1 1
Hk = = (p)
n=1 n p
i=0 (i + k + 1)p

104
We know that

p1 (k + 1) 1
(1)p = p1
(p 1)! i=0 (i + k + 1)
p

Hence we have

(p) p1 (k + 1)
Hk = (p) + (1)p1
(p 1)!
We can use that to obtain a nice integral representation.

13.11 Integral representation for r=1

(p) 1 Li (x) log(x)p1
Hk 1 q
= (p)(q) + (1) p
dx
k=1 k q (p 1)! 0 1x
proof

Note that

1 1 xa
0 (a + 1) = dx
0 1x
By differentiating with respect to a , p times we have

1 1 xa
p (a + 1) = dx
ap 0 1 x

1 xa log(x)p
p (a + 1) = dx
0 1x
Let a = k

1 xk log(x)p1
p1 (k + 1) = dx
0 1x
Use the relation to polygamma

1 1 xk log(x)p1
(p)
Hk = (p) + (1)p dx
(p 1)! 0 1x
Now divide by k q and sum with respect to k

(p) 1 Li (x) log(x)p1

H 1 q
kq = (p)(q) + (1)
p
dx
k=1 k (p 1)! 0 1x

105
13.12 Symmetric formula
(p)
H (q)
Hk
q
+ k
p
= (p)(q) + (p + q)
k=1 k k=1 k

proof

Take the leftmost series and swap the finite and infinite sums

1 1 1 1 1 i1 1
p q
= p q
p q
i=1 k=i i k i=1 k=1 i k i=1 i k=1 k

The second sum can be written as

1 i1 1 1 i
1 1
p q = p ( q p )
i=1 i k=1 k i=1 i k=1 k i
By separating and changing the index we get

(q)
Hk
p
(p + q)
k=1 k

Hence we have

(p) H (q)
H
kq = (p)(q) kp + (p + q)
k=1 k k=1 k

(p)
H (q)
Hk
q
+ kp = (p)(q) + (p + q)
k=1 k k=1 k

For the special case p = q = n

(n)
Hk 2 (n) + (2n)
n
=
k=1 k 2

13.13 Example
(3)
Hk 11(5)
2
= 2(2)(3)
k=1 k 2
proof

Using the symmetric formula

(3) H (2)
H
k2 = (2)(3) + (5) k3
k=1 k k=1 k

Using the integral formula on the second sum

(2) 1 Li (x) log(x)

Hk 3
= (2)(3) + dx
k=1 k 3 0 1x

106
Using integration by parts on the integral

1 Li3 (x) log(x) 1 Li (x)Li (1 x)

2 2
dx = dx
0 1x 0 x
Let us think of solving

1 Li2 (x)Li2 (1 x)
dx
0 x
Using the duplication formula

Li2 (1 x) = (2) Li2 (x) log(x) log(1 x)

1 Li2 (x)((2) Li2 (x) log(x) log(1 x))

dx
0 x
The first integral

1 Li2 (x)
(2) dx = (2)(3)
0 x
The third integral

1 Li2 (x) log(x) log(1 x) 1 1 Li22 (x)

dx = dx
0 x 2 0 x
Finally we get

1 Li3 (x) log(x) 3 1 Li22 (x)

dx = dx (2)(3)
0 1x 2 0 x
So

(2)
Hk 3 1 Li22 (x)
3
= dx
k=1 k 2 0 x
Hence we finally get that

(3)
Hk 3 1 Li22 (x)
2
= (2)(3) + (5) dx
k=1 k 2 0 x
Let us solve the integral

1 Li22 (x)
dx
0 x
By series expansion

107
 1
1 1
x n+k1
dx =
n=1 k=1 (nk) n=1 k=1 (nk) (n + k)
2 0 2

By some manipulations we get

1 k
1 1
1 1
3 2 (n + k)
= 3 2
3 n(n + k)
k=1 k n=1 n k=1 k n=1 n k=1 k n=1

This can be simplified to conclude that

1 Li22 (x) Hk
dx = (2)(3) 4
0 x k=1 k

Now using that

Hk
4
= 3(5) (2)(3)
k=1 k

Hence

1 Li22 (x)
dx = 2(2)(3) 3(5)
0 x
Finally we get

(3)
H 3 11(5)
k2 = (2)(3) + (5) (2(2)(3) 3(5)) = 2(2)(3)
k=1 k 2 2

108
14 Sine Integral function

14.1 Definition

We define the following

z sin(x)
Si(z) = dx
0 x
A closely related function is the following

sin(x)
si(z) = dx
z x
These functions are related through the equation

Si(z) = si(z) +
2
A closely related function is the sinc function

x=0
1
sinc(x) =





sin(x)
x0
x
Using that we conclude

d
Si(x) = sinc(x)
dx
For integration we have

Si(x) dx = cos(x) + x Si(x) + C

14.2 Example

Show that

sin(x)si(x) dx =
0 4
proof

Using integration by parts we get

sin(x) cos(x) 1 sin(2x)

dx = dx
0 x 2 0 x

109
Let 2x = t

1 sin(t)
dx =
2 0 t 4

14.3 Example

Prove

()
x1 si(x) dx = sin ( )
0 2
proof

Using the integral representation

sin(t)
x1 dt dx
0 x t
Let xy = t

sin(xy)
x1 dy dx
0 1 y
Switching the integrals we get

1
x1 sin(xy) dx dy
1 y 0
Now let xy = t

1
t1 sin(t) dt dy
1 y +1 0

The Mellin transform of the sine function is defined as

s
Ms (sin(x)) = xs1 sin(x) dx = (s) sin ( )
0 2
Hence we conclude that

1 ()
() sin ( ) +1
= sin ( )
2 1 y 2

110
14.4 Example

Show that

arctan()
e x si(x) dx =
0
proof

Use the integral representation

sin(t)
e x dt dx
0 x t
Let xy = t

sin(xy)
e x dy dx
0 1 y
Switching the integrals

1
e x sin(xy) dx dy
1 y 0
The inner integral is the laplace transform of the sine function

a
Ls (sin(at)) =
s2 + a2
Hence we conclude that

1 arctan()
dy =
1 y 2 + 2

14.5 Example

Prove the following

si(x) log(x) dx = + 1
0

proof We know that

()
x1 si(x) dx = sin ( )
0 2
Differentiate with respect to

111
 () ()() ()
x1 si(x) log(x)dx = 2
sin ( ) sin ( ) cos ( )
0 2 2 2 2
Let 1

si(x) log(x)dx = 1 (1) = 1 () = 1 +
0

14.6 Example

Find the integral

si(x) sin(px) dx
0

solution

Using integration by parts we get

si(x) cos(px) 1 sin(x)
[ ] + cos(px) dx
p 0
p 0 x
Taking the limits

si(x) cos(px) si(0)

lim = =
x0 p p 2p

si(x) cos(px)
lim =0
x p
Hence we get

1 sin(x)
+ cos(px) dx
2p p 0 x
The integral

sin(x) 1 sin((p + 1)x) sin((p 1)x)

cos(px) dx = dx
0 x 2 0 x
Separate the integrals

1 sin((p + 1)x) 1 sin((p 1)x)

I= dx dx
2 0 x 2 0 x
If p 1 > 0 we get

I= =0
4 4

112
If p 1 < 0

1 sin((p + 1)x) 1 sin((1 p)x)

I= dx + dx =
2 0 x 2 0 x 2
If p = 1 we have

1 sin(2x)
I= dx + 0 =
2 0 x 4
Finally we get

2p

p>1






si(x) sin(px)dx = p=1
0


4p






0 p<1

14.7 Example

Prove that for 0 < a < 2

si2 (x) cos(ax) dx = log(a + 1)
0 2a
proof

Using integration by parts we get

si2 (x) sin(ax) 2 si(x) sin(x)
[ ] sin(ax) dx
a 0
a 0 x
Taking the limits

si2 (x) sin(ax)

lim =0
x0 a

si2 (x) sin(ax)

lim =0
x a
Let the integral

si(x) sin(x)
I(a) = sin(ax) dx
0 x
Differentiate with respect to a

I (a) = si(x) sin(x) cos(ax) dx
0

113
Now use the product to sum trigonometric rules

1
I (a) = si(x)(sin((a + 1)x) sin((a 1)x)) dx
2 0
From the previous exercise we have

si(x) sin((a + 1)x)dx = ;a>0
0 4(a + 1)

si(x) sin((a + 1)x)dx = 0 ; a < 2
0

Hence we conclude that for 0 < a < 2

I (a) =
4(a + 1)
Integrate with respect to a

I(a) = log(a + 1) + C
4
Let a 0

I(0) = 0 + C C = 0

Hence we have

si(x) sin(x)
sin(ax) dx = log(a + 1)
0 x 4
Which implies that

2
si2 (x) cos(ax) dx = ( log(a + 1)) = log(a + 1)
0 a 4 2a

14.8 Example

Find the integral, for a 1

si(x) cos(ax) dx
0

solution

Use integration by parts to obtain

114
 1 sin(x) sin(ax)
dx
a 0 x
Let the integral

sin(x) sin(ax)
I(t) = etx dx
0 x
Differentiate with respect to t

I (t) = etx sin(x) sin(ax) dx
0

Use product to sum rules

1 tx
I (t) = e (cos((a + 1)x) cos((a 1)x)) dx
2 0
Now we can use the Laplace transform

1 t t
I (t) = ( 2 2 )
2 t + (a + 1) 2 t + (a 1)2
Integrate with respect to t

1 t2 + (a + 1)2
I(t) = log ( 2 )+C
4 t + (a 1)2
After verifying the constant goes to 0, we have

sin(x) sin(ax) 1 t2 + (a + 1)2

etx dx = log ( 2 )
0 x 4 t + (a 1)2
Let t 0

sin(x) sin(ax) 1 a+1 2

dx = log ( )
0 x 4 a1
We conclude that

1 a+1 2
si(x) cos(ax) dx = log ( )
0 4a a1

115
15 Cosine Integral function

15.1 Definition

Define

cos(t)
ci(x) = dt
x t
A related function is the following

x 1 cos(t)
Cin(x) = dt
0 t
The derivative is

d cos(x)
ci(x) =
dx x
The integral

ci(x) dx = xci(x) sin(x) + C

15.2 Relation to Euler constant

Prove that

lim Cin(z) log z =

z

proof

Write the integral representation

z 1 cos(t)
lim dt log z
z 0 t
Can be written

z 1 cos(t) z 1 1 cos(t)
lim dt dt = dt
z 0 t 0 1+t 0 t(1 + t) t
This is equivalent to

ts1
lim ts1 cos(t)dt
s0 0 (1 + t)
The first integral

116
 ts1
= (s)(1 s)
0 (1 + t)
The second integral

ts1 cos(t)dt = (s) cos(s/2)
0

Hence, it reduces to evaluating the limit

lim (s)(1 s) (s) cos(s/2)

s0

Using (s + 1) = s(s)

(1 s) cos(s/2)
lim
s0 s
Use LHospital rule

lim (1 s)(1 s) + (/2) sin(s/2) = (1) =

s0

15.3 Example

Prove the following

Cin(x) = ci(x) + log(x) +

Start by

x 1 cos(t)
Cin(x) = dt
0 t
Rewrite as

1 cos(t) 1 cos(t)
Cin(x) = dt dt
0 t x t
Which simplifies to

z 1 cos(t)
Cin(x) = lim [ dt log(z)] ci(x) + log(x)
z 0 t
The limit goes to the Euler Maschorinit constant

Cin(x) = ci(x) + log(x)

117
15.4 Example

Find the integral

ci(x) cos(px) dx
0

solution

Using integration by parts we get

ci(x) sin(px) 1 cos(x)
[ ] sin(px) dx
p 0
p 0 x
Taking the limits

ci(x) sin(px)
lim =0
x0 p

ci(x) sin(px)
lim =0
x p
Hence we get

1 cos(x)
sin(px) dx
p 0 x
The integral

cos(x) 1 sin((p 1)x) + sin((p + 1)x)

sin(px) dx = dx
0 x 2 0 x
Separate the integrals

1 sin((p + 1)x) 1 sin((p 1)x)

I= dx + dx
2 0 x 2 0 x
If p 1 > 0 we get

I= + =
4 4 2
If p 1 < 0

I= =0
4 4
If p = 1 we have

118
 1 sin(2x)
I= dx + 0 =
2 0 x 4
Finally we get

2p

p>1






ci(x) cos(px) dx = p=1
0


4p






0 p<1

15.5 Example

Find for p > 1

ci(px)ci(x) dx
0

solution

Let

I(p) = ci(px)ci(x) dx
0

Differentiate with respect to p

1
I (p) = cos(px)ci(x) dx
p 0
If p > 1 from the previous example we conclude that

1
I (p) = ( )= 2
p 2p 2p
Integrate with respect to p

I(p) = +C
2p
Take the limit p , so C = 0.

15.6 Example

Prove that

()
x1 ci(x) dx = cos ( )
0 2

119
proof

Use the integral representation

cos(t)
x1 dt dx
0 x t
Let t = yx

cos(yx)
x1 dy dx
0 1 y
Switch the integrals

1
x1 cos(yx) dx dy
1 y 0
Using the Mellin transform we get

1 ()
() cos ( ) 1+
dy = cos ( )
2 1 y 2

15.7 Example

Prove that

ci(x) log(x) dx =
0 2
proof

From the previous example we know

()
x1 ci(x) dx = cos ( )
0 2
Differentiate with respect to

() ()() ()
x1 ci(x) log(x) dx = cos ( ) cos ( ) + sin ( )
0 2 2 2 2 2
Take the limit 1

ci(x) log(x) dx = 0 0 + sin ( ) =
0 2 2 2

120
15.8 Example

Show that

1
ci(x)ex dx = log 1 + 2
0
proof

Use the integral representation

cos(yx)
ex dy dx
0 1 y
Switch the integrals

1
ex cos(yx) dx dy
1 y 0
Use the Laplace transformation

1 1
dy = log(1 + 2 ) = log 1 + 2
1 y(2+y )
2 2

121
16 Integrals involving Cosine and Sine Integrals

16.1 Example

Find the integral

si(qx)ci(x) dx
0

solution

Using the integral representation

cos(yx)
si(qx) dy dx
0 1 y
Switch the integrals

1
si(qx) cos(yx) dx dy
1 y 0
We also showed that

1 a+1
si(x) cos(ax) dx = log ( )
0 2a a1
Let a = y/q

q y+q
si(x) cos(yx/q) dx = log ( )
0 2y yq
Let x = tq

1 y+q
si(qt) cos(yt) dx = log ( )
0 2y yq
Substitue the value of the itnegral

1 1 y+q
log ( ) dy
2 1 y 2 yq
We can prove that the anti-derivative

log(y) 1 1 y+q
[ log(y 2 q 2 ) log ( )]
q 2q 2y yq 1
Which simplifies

1 y2 q2 1 y+q
[ log ( ) log ( )]
2q y2 2y yq 1

122
The limit y

1 y2 q2 1 y+q
lim log ( )+ log ( )=0
y 2q y 2 2y yq
The limit y 1
1 1 1+q
log (1 q 2 ) + log ( )
2q 2 1q
Can be written as

1 2 1 1+q 2
log (1 q 2 ) + log ( )
4q 4 1q

16.2 Example

Prove that

ci(x) 1
dx = {si()2 + ci()2 }
0 x+ 2
proof

Let the following

ci(x)
I() = dx
0 x+
Differentiate with respect to

1 cos(x)
I () = dx
0 x+
Let x + = t

1 cos((t ))
I () = dt
t
Use trignometric rules

1 cos(t) cos() + sin(t) sin()

I () = dt
t
Separate the integrals

cos() cos(t) sin() sin(t)

I () = dt + dt
t t
This simplifies to

123
 cos() sin()
I () = ci() si()

Integrate with respect to

1
I() = {si()2 + ci()2 } + C
2
If we have C = 0.

124
17 Logarithm Integral function

17.1 Definition

Define =

x dt
li(x) =
0 log(t)
The derivative is

d 1
li(z) =
dz log(z)
The integral

li(z) dz = zli(z) Ei(2 log z)

By using integration by parts

z x
li(z) dz = zli(z) dx
0 log(x)
In the integral let 2 log(x) = t

et
li(z) dz = zli(z) + dt = zli(z) Ei(2 log z)
2 log(z) t

17.2 Example

Prove that

1
li(x) dx = log(2)
0

proof

Let the following

1 x ea log(t) dt
I(a) = dx
0 0 log(t)
Differentiate with respect to a

1 x
I (a) = ta dt dx
0 0

125
 1 1
I (a) = 1a
x dx
a1 0
Which reduces to

1 1 1
I (a) = =
(a 1)(2 a) 2 a 1 a
Integrate with respect to a

1a
I(a) = log ( )+C
2a
Take the limit a we get C = 0

1 x ea log(t) dt 1a
dx = log ( )
0 0 log(t) 2a
Let a 0

1 1
li(x) dx = log ( ) = log(2)
0 2

17.3 Find the integral

1
xp1 li(x) dx
0

solution

Let the following

1 x ea log(t) dt
I(a) = xp1 dx
0 0 log(t)
Differentiate with respect to a

1 x
I (a) = xp1 ta dt dx
0 0

1 1
I (a) = x
pa
dx
a1 0
Which reduces to

1 1 1 1
I (a) = = { }
(a 1)(p a + 1) p p a + 1 1 a
Integrate with respect to a

126
 1 1a
I(a) = log ( )+C
p pa+1
Take the limit a we get C = 0

1 x ea log(t) dt 1 1a
xp1 dx = log ( )
0 0 log(t) p pa+1
Let a 0

1 x ea log(t) dt 1 1 1
xp1 dx = log ( ) = log (p + 1)
0 0 log(t) p p+1 p

17.4 Find the integral

1 1
li ( ) sin(a log(x)) dx
0 x
proof

Let the following

eb log(t) dt
1
1 x
I(b) = sin(a log(x)) dx
0 0 log(t)
Differentiate with respect to b

1
1
I (b) = tb dt dx
x
sin(a log(x))
0 0

1 1
I (b) = b1
x sin(a log(x)) dx
b1 0
Let log(x) = t

1
I (b) = etb sin(at) dt
1b 0
Using the Laplace transform

a
I (b) =
(b 1)(a2 + b2 )
Integrate with respect to b

a log(a2 + b2 ) a log(b 1)2 + 2 arctan(b/a)

I(b) = +C
2a2 + 2
Let b

127

0= +C
2(a2 + 1)
Hence we have

eb log(t) dt a log(a2 + b2 ) a log(b 1)2 + 2 arctan(b/a)

1
1 x
sin(a log(x)) dx =
0 0 log(t) 2a2 + 2 2(a2 + 1)
Let b 0

1 a log(a2 ) 1
sin(a log(x))li(x) dx = = (a log(a) )
0 2a2 + 2 2(a2 + 1) a2 + 1 2

17.5 Example

Find the integral

1 li(x) 1
logp1 ( ) dx
0 x x
proof

Let the following

1 1 x ea log(t) 1
I(a) = [ dt] logp1 ( ) dx
0 x 0 log(t) x
Differentiate with respect to a

1 1 x 1
I (a) = [ ta dt] logp1 ( ) dx
0 x 0 x

1 1
p1 1
I (a) = a
x log ( ) dx
a1 0 x
Let log(x) = t

1
I (a) = e(1a)t tp1 dt
a1 0

(p) (p)
I (a) = =
(1 a)(1 a)p (1 a)p+1
Integrate with respect to a

(p)
I(a) =
p(1 a)p

128
Let a 0, Hence

1 li(x) 1 (p)
logp1 ( ) dx =
0 x x p

17.6 Example

Prove that

1
li ( ) logp1 (x) dx = (p)
1 x sin(p)
proof

Let the following

I(a) = li (xa ) logp1 (x) dx
1

Differentiate with respect to a

xa
a
d d x dt
li (xa ) = =
da da 0 log(t) a
Hence we have

1
I (a) = xa logp1 (x) dx
a 1
Let log(x) = t

1
I (a) = e(a1)t tp1 dt
a 0
Using the Laplace transform

1
I (a) = (p)
a(a 1)p
Take the integral

1
I (a)da = (p) da
1 1 a(a 1)p
The left hand-side

1
I() I(1) = (p) da
1 a(a 1)p

129
Now since I() = 0

1
I(1) = (p) da
1 a(a 1)p
Which implies that

1 1
li ( ) logp1 (x) dx = (p) da
1 x 1 a(a 1)p
Now let t = a 1

tp
dt
0 t+1
Using the beta integral x + y = 1 and x 1 = p which implies that x = 1 p, y = p

Hence we have

tp
dt = (p, 1 p) = (p)(1 p) =
0 t+1 sin(p)
Finally we get

1
li ( ) logp1 (x) dx = (p)
1 x sin(p)

130
18 Clausen functions

18.1 Definition

Define

sin(k)
k=1
km
m is even
clm () =



cos(k)
k=1
km
m is odd

18.2 Duplication formula

clm (2) = 2m1 (clm () (1)m clm ( ))

proof

If m is even then

sin(k k) sin(k)
clim ( ) = m
= (1)k
k=1 k k=1 km
This implies

sin(k) sin(k) 1 sin(2k)
cl2 () + clim ( ) = (1)k m
+ m
= m1
k=1 k k=1 k 2 k=1 km
This implies that

clm (2) = 2m1 (clm () clm ( ))

If m is odd then

cos(k k) cos(k)
clim ( ) = m
= (1)k
k=1 k k=1 km

cos(k) k cos(k) 1 sin(2k)
+ (1) =
k=1 km k=1 km 2m1 k=1 k m
Which implies that

clm (2) = 2m1 (clm () + clm ( ))

Collecting the results we have

clm (2) = 2m1 (clm () (1)m clm ( ))

131
18.3 Example

Find the integral, for m is even

clm ()d
0

solution

Using the series representation

sin(k)
d
0 k=1 km
Swap the integral and the series

1
m sin(k)d
k=1 k 0

The integral

1
(1)k + 1
sin(k)d = [ cos(k)] =
0 k 0 k
We get the summation

(1)k + 1
= (m + 1) + (m + 1)
k=1 k m+1
Now use that

(s) = (1 21s )(s)

(1)k + 1
m+1
= (m + 1) + (1 2m )(m + 1) = (m + 1)(2 2m )
k=1 k

18.4 Example

Find the integral for m is even

clm ()en d
0

Using the series representation

sin(k) n
e d
0 k=1 km

132
Swap the integral and the series

1
m sin(k)en d
k=1 k 0

Using the Laplace transform we have

1
m1 (k 2 + n2 )
k=1 k
Add and subtract k 2 and divide by n2

1 k 2 + n2 k 2

n2 k=1 k m1 (k 2 + n2 )
Distribute the numerator

1 1 1
(m 1) m3 2
n 2 2
n k=1 k (k + n2 )
Continue this approach to conclude that

j
1 (1)j 1
(1) (2l +
l1
(m 1)) m(2j+1) 2
l=1 n 2l n 2j
k=1 k (k + n2 )
Let m 2j 1 = 1 which implies that j = m/2 1

m/21
1 (1)m/21 1
(1) (2l +
l1
(m 1))
l=1 n2l nm2 k=1 k(k 2 + n2 )
Now let us look at the sum

1 1 1 1
= { }
k=1 k(k 2 + n ) k=1 2ink k in k + in
2

Which can be written as

1 1 1 in in
= { + }
k=1 k(k + n ) 2n k=1 k k + in k in
2 2 2

According to the digamma function

1 1
= 2 { + (1 + in) + (1 in) + }
k=1 k(k 2 + n ) 2n
2

which simplifies to

1 (1 in) + (1 + in) + 2
2 + n2 )
=
k=1 k(k 2n2

133
Now we we can verify (1 in) = (1 + in)

Which suggests that

(1 + in) + (1 in) = 2R {(1 + in)}

Hence we have the sum

1 2R {(1 + in)} + 2 R {(1 + in)} + )
2 + n2 )
= =
k=1 k(k 2n2 n2
This concludes to

m/21
(m (2l 1)) R {(1 + in)} +
(1) + (1)m/21
l1

l=1 n2l nm

134
19 Clausen Integral function

19.1 Definiton

We define

sin(kx)
cl2 (x) =
k=1 k2

19.2 Integral representation

cl2 () = log [2 sin ( )] d
0 2
proof

Start by the following

eik cos(k)
sin(k)
Li2 (ei ) = 2
= 2
+ i
k=1 k k=1 k k=1 k2
By the integral definition of the dilogarithm

ei log(1 x)
Li2 (ei ) (2) = dx
1 x
Let x = ei

Li2 (ei ) (2) = i log(1 ei )d
0

Let us look at the following

1 ei = 1 cos() i sin() = 2 sin2 (/2) 2i sin(/2) cos(/2)

Which simplifies to

1 ei = 2 sin(/2) [sin(/2) i cos(/2)] = 2 sin(/2)e(i/2)()

Hence our integral

Li2 (ei ) (2) = i log [2 sin(/2)e(i/2)() ] d
0

Use the complex logarithm properties

1 1
Li2 (ei ) (2) = i log [2 sin(/2)] d + ( )2 2
0 4 4

135
By equating the imaginary parts we have our result.

We can see the special value

sin(k/2) (1)k
cl2 ( ) = = =G
k2 k=0 (2k + 1)
2 2
k=1

Where G is the Catalans constant.

19.3 Duplication formula

Prove the following

cl2 (2) = 2(cl2 () cl2 ( ))

proof

We provide a proof using the integral representation

2 t
cl2 (2) = log [2 sin ( )] dt
0 2
Let t = 2

2 log [2 sin ()] d
0

Use the double angle identity

2 log [4 sin ( ) cos ( )] d
0 2 2
Separate the logarithms

2 log [2 sin ( )] d 2 log [2 cos ( )] d
0 2 0 2
We can verify that

cl2 ( ) = log [2 cos ( )] d
0 2
Hence

cl2 (2) = 2(cl2 () cl2 ( ))

Using that we get the value

136
 3
cl2 (3) = 2cl2 ( ) 2cl2 ( )
2 2
Since cl2 (3) = 0
3
cl2 ( ) = cl2 ( ) = cl2 ( ) = G
2 2 2

19.4 Example

Prove that

2 5
cl2 (x)2 dx =
0 90
Using the series representation

2
1
sin(kx) sin(nx)dx
k=1 n=1 (nk)
2 0

Consider the integral

2 1 2
sin(kx) sin(nx) dx = cos((k n)x) cos((k + n)x) dx
0 2 0
We have two cases

If n = k then

1 2
1 cos(2nx) dx =
2 0
If n k

2
1 2 1 sin((k n)x) sin((k + n)x)
cos((k n)x) cos((k + n)x) dx = [ ] =0
2 0 2 kn k+n 0

Hence we have

nk
2 0
sin(kx) sin(nx) dx =
0



n=k

We can write the series as

1 1 1
= +
n=1 k=1 (nk) nk (nk)
2 2 4
n=1 n

Now since the integral n k goes to zero the result reduces to

137

1 5
4
= (4) =
n=1 n 90

19.5 Example

Prove that

/2 7 2
x log(sin x) dx = (3) log 2
0 16 8
proof

2 2 2
I = x log(sin x) dx = x log(2 sin x) log(2)
0 0 8
The integral reduces to

2 1 2
x log(2 sin x)dx = Cl2 (2) d
0 2 0

1 2 sin(2n)
= d
2 0 n=1 n2
1 (1)n 1 1
= 3
+ 3
4 n=1 n 4 n=1 n
7
= (3)
16

Collecting that together we have

7 2
I= (3) log(2)
16 8

19.6 Example

Prove that

/4
x cot(x) dx = log(2) + G/2
0 8
proof

Start by integration by parts

/4 /4
x cot(x) dx = log(2) log(sin x) dx
0 8 0

In the integral

138
 /4
log(sin x) dx
0

Let x t/2

1 /2
log(sin t/2) dt
2 0
Which can be written as

1 /2 1 /2
log(2 sin t/2) dt log(2) dt
2 0 2 0
Using the Clausen integral function we get

1
cl2 (/2) log(2)
2 4
Note that cl2 (/2) = G

We deduce that

/4
log(sin x) dx = G/2 log(2)
0 4
Collecting the results we have

/4
x cot(x) dx = log(2) + G/2 log(2) = log(2) + G/2
0 8 4 8

19.7 Second Integral representation

Prove that

1 log(x)
cl2 () = sin() dx
0 x2 2 cos()x + 1
proof

Note that

x2 2 cos()x + 1 = x2 (ei + ei )x + 1 = (x ei )(x ei )

This implies

1 1 1 1
= i i
{ }
x2 2 cos()x + 1 e e xe i x ei

139
Note that ei ei = 2i sin()

1 1 1 1
= { }
x2 2 cos()x + 1 2i sin() x e i x ei
Now use the geometric series

1 1 k i(k+1)
= { x e xk ei(k+1) }
x2 2 cos()x + 1 2i sin() k=0 k=0

1 1
= k1
x sin(k)
x2 2 cos()x + 1 sin() k=1
That implies

1 1
log(x)
sin() dx = sin(k) xk1 log(x) dx = cl2 ()
0 x 2 cos()x + 1
2
k=1 0

19.8 Example

Find the value of

2
cl2 ( )
3
proof

Use the second integral representation

3 1 log(x)
cl2 (2/3) = dx
2 0 x2 + x + 1
Use that

x3 1 = (x 1)(x2 + x + 1)

Hence

3 1 x1
cl2 (2/3) = log(x)dx
2 0 x3 1
Let x3 = t

1 1 t1/31 (t1/3 1)
cl2 (2/3) = log(t)dx
6 3 0 t1
Note that

140
 1 xs1
(s) = log(x) dx
0 1x
We deduce that

1
cl2 (2/3) = ( (2/3) (1/3))
6 3

141
20 Barnes G function

20.1 Definition
z + z 2 (1 + ) z n z2
G(z + 1) = (2)z/2 exp ( ) {(1 + ) exp ( z)}
2 n=1 n 2n

20.1.1 Functional equation

Prove that

G(z + 1) = (z)G(z)

proof

From the series representation we have

G(z + 1) k+z k 2z 1 2k
= 2 exp (z z + ) ( ) exp ( ).
G(z) 2 k=1 k + z 1 2k
This can be written as

G(z + 1) k+z k 1 + 2k z ez z 1 ( z )
= z 2 exp (z + ) ( ) exp ( ) (1 + ) (1 + ) e k
G(z) 2 k=1 k + z 1 2k k z k=1 k
Use the definition of the gamma function

G(z + 1) k+z k 1 + 2k z
= z(z) 2 exp (z + ) ( ) exp ( ) (1 + )
G(z) 2 k=1 k + z 1 2k k
It suffices to prove that

k+z k 1 + 2k z
z 2 exp (z + ) ( ) exp ( ) (1 + ) = 1
2 k=1 k + z 1 2k k
or

k+z k 1 + 2k z exp (z 2 )
( ) exp ( ) (1 + ) =
k=1 k+z1 2k k z 2
Start by

N
k+z k 1 + 2k z
lim ( ) exp ( ) (1 + )
N k=1 k+z1 2k k
Notice

142
 k=1 (k + z)k k=1 (1 + kz )
N N
N
k+z k z
( ) (1 + ) =
k=1 k+z1 k k=1 (k + z 1)k
N

k=1 (k + z)k k=1 (k + z)

N N
= 1
zN ! Nk=1 (k + z)
k+1

1 N 1
(N + z)N +1 N
k=1 (k + z) k=1 (k + z)
k
= 1
k=1 (k + z)
zN ! N k+1

1
(N + z)N +1 N
k=1 (k + z)
k+1
= 1
k=1 (k + z)
zN ! N k+1

(N + z)N +1
=
zN !

The second product

N
1 + 2k N
1 + 2k
) = e 2 HN N
1
exp ( ) = exp (
k=1 2k k=1 2k
Hence we have the following
(N + z)N +1
e 2 HN N
1

zN !
According to Stirling formula we have

(N + z)N +1 (N + z)N +1 1
e 2 HN N e 2 HN N
1 1

zN ! z(N /e)N
2N
By some simplifications we have

e 2 (HN log N ) exp ( 2 + z)

1
z z N 1
(1 + ) (1 + )
z N N 2 z 2
Where we used that

lim Hn log(n) =
n

and

z N
lim (1 + ) = ez
n N

20.2 Reflection formula

G(1 z) sin(z) cl2 (2z)
log { } = z log ( )+
G(1 + z) 2

143
proof

Start by the series expansion

exp ( zz 2(1+) )
2 n
z/2 2

G(1 z) (2) n=1 {(1 n ) exp ( 2n + z)}

z z
=
G(1 + z) (2)z/2 exp ( z+z2 (1+) ) {(1 + z )n exp ( z2 z)}
2 n=1 n 2n

This simplifies to

G(1 z) (n z)n 2z
= (2)z ez e
G(1 + z) n=1 (n + z)
n

Take the log of both sides

G(1 z) (n z)n 2z
log { } = z log(2) + z + log { e }
G(1 + z) n=1 (n + z)
n

Let the following

(n z)n 2z
f (z) = log { e } = n log(n z) n log(n + z) + 2z
n=1 (n + z)
n
n=1

Differentiate with respect to z

n n n(n + z) n(n z) + 2(n2 z 2 )
f (z) = +2=
n=1 n z n+z n=1 n2 z 2
Hence we have

2z 2

n=1 n z
2 2

Now we can use the following

2z 2
z cot z = 1 +
n=1 n z
2 2

Hence we conclude that

f (z) = z cot z 1

Integrate with respect to z

z
f (z) = x cot(x) dx z
0

Hence we have

144
 G(1 z) z
log { } = z log(2) + z cot(x) dx
G(1 + z) 0

Now use integration by parts for the integral

z z
x cot(x) dx = z log(sin z) log(sin x)dx (1)
0 0
z
= z log(2 sin z) log(2 sin x)dx (2)
0
1 2z x
= z log(2 sin z) log (2 sin ) dx (3)
2 0 2
cl2 (2z)
= z log(2 sin z) + (4)
2
(5)

That implies

G(1 z) cl2 (2z) sin(z) cl2 (2z)

log { } = z log(2 sin z) z log(2) + = z log ( )+
G(1 + z) 2 2

20.3 Values at positive integers

Prove that

n1
G(n) = (k)
k=1

proof

It can be proved by induction. For G(1) = 1, suppose

n1
G(n) = (k)
k=1

We want to show

n
G(n + 1) = (k)
k=1

By the functional equation

n1 n
G(n + 1) = (n)G(n) = (n) (k) = (k)
k=1 k=1

145
20.4 Relation to Hyperfactorial function

We define the hyperfactorial function as

n
H(n) = k k
k=1

Prove for n is a positive integer

(n!)n
G(n + 1) =
H(n)
proof

We can prove it by induction for n = 0 we have, G(1) = 1,

suppose that

(n)n1
G(n) =
H(n 1)
we want to show that

(n)n1
G(n + 1) = (n)G(n) = (n)
H(n 1)
Notice that

n
n1
k k H(n)
H(n 1) = k k = =
nn nn
We deduce that

(n)n nn (n!)n
G(n + 1) = (n)G(n) = =
H(n) H(n)

20.5 Loggamma integral

Prove that

z z z(z 1)
log (x)dx = log(2) + + z log (z) log G(z + 1)
0 2 2
proof

Take the log to the series representation

z z + z 2 (1 + ) z z2
log G(z + 1) = log(2) + n log (1 + ) + z
2 2 n=1 n 2n

146
Let the following

z z2
f (z) = n log (1 + )+ z
n=1 n 2n
Differentiate with respect to z

n z z2
f (z) = + 1=
n=1 z + n n n=1 n(n + z)

Now use the following

1 z
(z) = +
z n=1 n(n + z)
which implies that

z2
= z(z) + z + 1
n=1 n(n + z)

Hence we have

f (z) = z(z) + z + 1

Integrate with respect to z

z z 2
f (z) = x(x)dx + +z
0 2
which implies that

z z 2
f (z) = z log (z) log (x)dx + +z
0 2
Hence we have

z z + z 2 (1 + ) z z 2
log G(z + 1) = log(2) + z log (z) log (x)dx + +z
2 2 0 2
By some rearrangements we have

z z z(z 1)
log (x)dx = log(2) + + z log (z) log G(z + 1)
0 2 2

147
20.6 Glaisher-Kinkelin constant

We define the Glaisher-Kinkelin constant as

H(n)
A = lim
n nn2 /2+n/2+1/12 en2 /4

20.7 Relation to Glaisher-Kinkelin constant

Prove that

G(n + 1) e1/12
lim =
n (2)n/2 nn /21/12 e3n /4
2 2
A
proof

Use the relation to the hyperfactorial function

(n!)n
lim
n H(n)(2)n/2 nn /21/12 e3n /4
2 2

Now use the Stirling approximation

2
+n/2 n2 +1/12
(n!)n (2)n/2 nn e

Hence we deduce that

(2)n/2 nn +n/2 en +1/12

2 2
1
lim
n H(n) (2)n/2 nn2 /21/12 e3n2 /4
By simplifications we have

2
/2+n/2+1/12 n2 /4
nn e e1/12
e1/12 lim =
n H(n) A

20.8 Example

Prove that

2
(2) = (log(2) + 12 log A)
6
We already proved that

G(n + 1) 1
log [ ] log A
(2)n/2 nn2 /21/12 e3n2 /4 12

148
Let the following

G(n + 1)
f (n) = log [ ]
(2)n/2 nn2 /21/12 e3n2 /4
Use the series representation of the Barnes functions

(2)n/2 exp ( n+n 2(1+) )
2
n k n2
k=1 {(1 + k ) exp ( 2k n)}

f (n) = log
(2) n/2 nn2 /21/12 e3n2 /4


Which reduces to

n + n2 (1 + ) n n2 n2 1 3n2
f (n) = + {k log (1 + ) + n} ( ) log(n) +
2 k=1 k 2k 2 12 4
Differentiate with respect to n

1 n 1 3n
f (n) = n n + n(n) + n + 1 n log(n) + +
2 2 12n 2
Note that we already showed that

d n n2
{k log (1 + ) + n} = n(n) + n + 1
dn k=1 k 2k
By simplifications we have

1 1
f (n) = n(n) n log(n) + +
12n 2
Now use that

1 zdz
(n) = log(n) 2 dz
2n 0 (n2 + z 2 )(e2z 1)
Hence we deduce that

nzdz 1
f (n) = 2 dz +
0 (n2 + z 2 )(e2z 1) 12n
Integrate with respect to n

z log(n2 + z 2 ) 1
f (n) = dz + log(n) + C
0 (e 2z 1) 12
Take the limit n 0

1 z log(z 2 )
C = lim f (n) log(n) + dz
n0 12 0 (e2z 1)

149
Hence we have the limit

G(n + 1) 1 G(n + 1)
lim log(n) = lim log =0
n0 (2)n/2 nn2 /21/12 e3n2 /4 12 n0 (2) nn2 /2 e3n2 /4
n/2

Hence we see that

z log(z)
C = 2 dz
0 (e2z 1)
Finally we have

z log(n2 + z 2 ) 1 z log(z)
f (n) = dz + log(n) + 2 dz
0 (e 2z 1) 12 0 (e2z 1)

z2
z log (1 + n2
) z 1 z log(z)
f (n) = dz log(n2 ) dz + log(n) + 2 dz
0 (e2z 1) 0 (e2z 1) 12 0 (e2z 1)
Also we have

z 1
dz =
0 (e2z 1) 24
That simplifies to

z2
z log (1 + n2
) z log(z)
f (n) = dz + 2 dz
0 (e2z 1) 0 (e2z 1)
Take the limit n

z log(z) 1
2 dz = log A
0 (e 2z 1) 12
Now use that

z log(z) z log(z) 1
2 dz = 2 dz
0 (e 2z 1) 0 e 2z 1 e2z

=2 e2z(n+1) z log(z) dz
n=0 0

(2) log(2) + log(n)
=
n=1 2 2 n2
((2) log(2))(2) + (2)
=
2 2

Hence we conclude that

1
(2) = (log(2) (2))(2) + 2 2 ( log A) = (2)(log(2) + 12 log A)
12

150
20.9 Example

Prove that

1
(1) = log A
12
proof

Start by

m
m1s ms sms1
(s) = lim ( k s + ) , Re(s) > 3.
m
k=1 1s 2 12
Differentiate with respect to s

m
m1s m1s ms ms1 ms1
(s) = lim ( k s log(k) + log(m) + log(m) + log(m))
m
k=1 (1 s) 2 1s 2 12 12
Now let s 1

m
m2 m2 m 1 1
(1) = lim ( k log(k) + log(m) + log(m) + log(m))
m
k=1 4 2 2 12 12
Take the exponential of both sides

2
/2+m/21/12 m2 /4 2
/2+m/21/12 m2 /4
(1) mm e mm e e1/12
e =e 1/12
lim m k log(k)
=e 1/12
lim =
m e k=1 m H(m) A
We conclude that

1
(1) = log A
12

20.10 Relation to Howrtiz zeta function

Prove that

log G(z + 1) z log (z) = (1) (1, z)

proof

Start by the following

z s z 1s sin(s arctan(x/z))
(s, z) = + + 2 dx
2 s1 0 (z 2 + x2 )s/2 (e2x 1)
Take the derivative with respect to s and s 1

151
 z log(z) z 2 log(z) z 2 x log(x2 + z 2 ) + 2z arctan(x/z)
(1, z) = + + dx
2 2 4 0 (e2x 1)
Now use that

1 x
(z) = log(z) 2 dx
2z 0 (z 2 + x2 )(e2x 1)
Which implies that

2zx 1
dx = z log(z) z(z)
0 (z 2 + x2 )(e2x 1) 2
By taking the integral

x log(x2 + z 2 ) x log(x2 ) z z z
dx = x log(x) dx x(x) dx
0 (e 2x 1) 0 0 2
Which simplifies to

x log(x2 + z 2 ) z2 1 2 z z

dx = (1) + z log(z) z log (z) + log (x) dx
0 (e 2x 1) 4 2 0 2
Also we have

x 1
2 dx = log(z) (z)
0 (x2 + z 2 )(e2x 1) 2z
By integration we have

arctan(x/z) log(z)
2 dx = z + z log(z) + log (z) + C
0 (e2x 1) 2
Let z 1 to evaluate the constant

arctan(x/z) log(z) 1
2 dx = z + z log(z) + log (z) log(2)
0 (e 2x 1) 2 2
Multiply by z

z arctan(x/z) z log(z) z
2 dx = z 2 + z 2 log(z) + z log (z) log(2)
0 (e2x 1) 2 2
Substitute both integrals in our formula

z z z(1 z)
log (x) dx = log(2) + (1) + (1, z)
0 2 2
We also showed that

152
 z z z(1 z)
log (x) dx = log(2) + + z log (z) log G(z + 1)
0 2 2
By equating the equations we get our result.

20.11 Example

Prove that

1
G ( ) = 21/24 1/4 e1/8 A3/2
2
proof

We know that

log G(z) + log (z) z log (z) = (1) (1, z)

Note that

1
(s, ) = (2s 1)(s)
2
Which implies that

1 log(2) 1
(1, ) = (1) (1)
2 2 2
Hence we have

1 1 1 3 log(2)
log G ( ) + log ( ) = (1) (1)
2 2 2 2 2
Using that we have

1
G ( ) = 21/24 1/4 e 2 (1)
3

2
Note that

1
(1) =
12
This can be proved by the functional equation of the zeta function.

153
References

[1] Leonard Lewin. Polylogarithms and associated functions. New York, 1981.

[2] Marko Petkovsek, Herbert Wilf, Dorom Zeilbegreger. A=B. Philadelphia, 1997.

[3] Pedro Freitas. Integrals of polylogarithmic functions, recurrence relations and associated Euler sums. 2004.

[4] Gradshteyn, Ryhik. Edited by Alan Jeffrey, Daniel Zillinger. Table of integrals, series and products. 2007.

[5] Habib Muzaffiar, Kenneth Williams. Evaluation of complete elleptic integrals of the first kind at singular

moduli. 2006.

[6] Stefan Boettner, Victor Moll. The integrals in Gradshteyn and Ryzhik, Part 16: Complete elliptic integrals.

2010.

[7] Factorial, Gamma and Beta function http://mhtlab.uwaterloo.ca/courses/me755/web_chap1.pdf

[8] Keith Conrad. Differentiation under the integral sign.

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[12] http://www.integralsandseries.prophpbb.com

[13] http://www.wikipedia.org

[14] http://mathworld.wolfram.com

[15] http://dlmf.nist.gov/

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