BERNOULLI’S INTEGRAL

MICHAEL KUMARESAN

In 1697, John Bernoulli evaluated the integral

ˆ 1
xx dx
0
We examine how to compute this integral, as well as some other similar ones:
ˆ 1
x x dx
0
ˆ 1
2
xx dx
0
ˆ 1 p
x
x dx
0
To find expressions for these integrals, we will need to use the Gamma function.

Euler’s Gamma Function

In two letters in 1730, Leonard Euler created the gamma function, (n). Le-
gendre proposed an integral definition for this function:
ˆ 1
(n) = e x xn 1 dx, n > 0
0
We can easily compute the gamma function for n = 1:
ˆ 1
(1) = e x dx = 1
0
Using integration by parts, we have
ˆ 1
x n 1
(n + 1) = n e x dx
0
This gives us the functional equation for the gamma function
(n + 1) = n (n)
In particular, we have, for n 2 Z ,
+

(2) = 1 · (1) = 1
(3) = 2 · (2) = 2!
(4) = 3 · (3) = 3!
and so on. In general:
(n + 1) = n!
) (n) = (n 1)!, n 1
This intimate connection between the gamma function and the factorial function
was in fact Euler’s original motivation for studying (n). The gamma function can
1
 BERNOULLI’S INTEGRAL 2

also be extended for all real and complex arguments - but this is best saved for a
discussion some other time. Our particular interest at the moment is to use the
gamma function to compute integrals. Here is a simple example of how it can be
used in the context of integration.
Example. Find the value of ˆ 1
x3
e dx
0
By making the change of variable y = x3 , we obtain:
ˆ 1 ˆ 1
dy 1 1
ˆ
3 2
e x dx = e y 2 = e y
y 3 dy
0 0 3y 3 3 0
This is simply the definition of the gamma function with n 1= 2
3 ) n = 13 .
So we have ˆ 1
3 1 1
e x dx = ( )
0 3 3
A Lemma
To compute the integrals above, we will need the following lemma.
Lemma.
1
( 1)n n!
ˆ
xm lnn (x)dx =
0 (m + 1)n+1
Proof. Make the change of variable u = ln(x) ) x = e u . Then we have
ˆ 1 ˆ 0 ˆ 1
xm lnn (x)dx = e um ( u)n ( e u )du = ( 1)n un e (m+1)u du
0 1 0
Now let t = (m + 1)u, so that
ˆ 1 1 ✓ ◆n
t dt
ˆ
n n (m+1)u n t
( 1) u e du = ( 1) e
0 0 m+1 m+1
1
( 1)n
ˆ
= tn e t dt
(m + 1)n+1 0
But this last integral is simply (n + 1) ⇤

Bernoulli’s Integral
Now we are ready to evaluate Bernoulli’s integral. We begin with the identity
a a
xcx = ecx ln(x)

x2
where a and c are constants. Then, since ex = 1 + x + 2! + ..., we have
a 1 2 2a 2 1
xcx = 1 + cxa ln(x) + c x ln (x) + c3 x3a ln3 (x) + · · ·
2! 3!
so that
ˆ 1 1 1
c2 1 2a 2 c3 1 3a 3
ˆ ˆ ˆ ˆ
cxa a
x dx = dx+c x ln(x)dx+ x ln (x)dx+ x ln (x)dx+...
0 0 0 2! 0 3! 0
Now each of these integrals can be evaluated using the Lemma above:
ˆ 1 ⇢ ⇢ ⇢
cxa c c2 2! c3 3! c4 4!
x dx = 1 2
+ 3 4
+ ...
0 (a + 1) 2! (2a + 1) 3! (3a + 1) 4! (4a + 1)5
 BERNOULLI’S INTEGRAL 3

1
c c2 c3 c4
ˆ
a
xcx dx = 1 2
+ 3 4
+ ...
0 (a + 1) (2a + 1) (3a + 1) (4a + 1)5
With c = a = 1, we have Bernoulli’s integral:
ˆ 1
1 1 1 1
xx dx = 1 2
+ 3 4
+ 5 · · · ⇡ 0.78343...
0 2 3 4 5
With c = 1, a = 1, we have:
ˆ 1
1 1 1 1
x x dx = 1 + 2 + 3 + 4 + 5 · · · ⇡ 1.29128...
0 2 3 4 5
Incidentally, this can be written to give this remarkable formula:
ˆ 1 X1
1 1
x
dx =
0 x kk
k=1
With c = 1, a = 2, we have:
ˆ 1
2 1 1 1 1
xx dx = 1 2
+ 3 4
+ 5 · · · ⇡ 0.896488...
0 3 5 7 9
Finally, with c = 1, a = 12 , we have:
ˆ 1 p
1 1 1 1
x x dx = 1 2 + + · · · ⇡ 0.658582...
3 4 3 5 4 6 5
0
2 2 2 2
Collecting all of our formulas, we have the following lovely results:
1
1 1 1 1
ˆ
xx dx = 1
2
+ 3 4
+ 5 · · · ⇡ 0.78343...
0 2 3 4 5
ˆ 1
1 1 1 1
x x dx = 1 + 2 + 3 + 4 + 5 · · · ⇡ 1.29128...
0 2 3 4 5
ˆ 1
2 1 1 1 1
xx dx = 1 + 3 + 5 · · · ⇡ 0.896488...
0 32 5 74 9
ˆ 1 p ✓ ◆ 2 ✓ ◆3 ✓ ◆ 4 ✓ ◆5
2 2 2 2
x x dx = 1 + + · · · ⇡ 0.658582...
0 3 4 5 6
By the way, Bernoulli was so fascinated by this beautiful result that he called it
his “series mirabili” (“marvelous series”). I couldn’t agree with him more.