Leonard Lewin· Polylogarithms and Associated Functions

CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
 POLYLOGARITHMS
AND
ASSOCIATED FUNCTIONS

Leonard Lewin
Department of Electrical Engineering
University of Colorado, Boulder, Colorado

~
~
NORTH HOLLAND
New York • Oxford
Elsevier North Holland, Inc.
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© 1981 by Elsevier North Holland, Inc.

Library of Congress Cataloging in Publication Data

Lewin, Leonard, 1919-
Polylogarithms and associated functions.
Bibliography: p.
Includes index.
1. Logarithmic functions. I. Title.
QA342.L47 515'.25 80-20945
ISBN 0-444-00550-1

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 CONTENTS

Foreword IX

Preface xi
Preface to the Previous Work xiii

CHAPTER 1. THE DILOGARITHM

1.1. Introduction and Elementary Considerations 1
1.2. Extension to Large Real Values of z 2
1.3. Functional Equations Involving a Single Variable 4
1.4. Numerical Relations 6
1.5. Functional Relations Involving Two Variables 7
1.6. Newman's Functional Equation 11
1. 7. Functional Equations Involving Several Variables 16
1.8. Legendre's Chi-function 18
1.9. Some Miscellaneous Results 21
1.10. A Survey of Definitions and Notations 27
1.11. Relations to Other Mathematical Functions 30
1.12. Occurrence in Physical Problems 31

CHAPTER 2. THE INVERSE TANGENT INTEGRAL 38

2.1. Elementary Considerations ~nd Definition 38
2.2. The Inversion Relation 39
2.3. The Duplication Formula 40
2.4. Some Numerical Relations 44
2.5. The Triplication Formula 45
2.6. The Multiplication Formula for Odd Multiples 47
2.7. The Quadruplication Formula 51
2.8. Functional Equations Involving Several Variables 59
vi CONTENTS

CHAPTER 3. THE GENERALIZED INVERSE TANGENT INTEGRAL 68

3.1. Introduction and Elementary Properties 68
3.2. Differentiation with Respect to the Parameter 70
3.3. Formulas Arising from a Change of Variable 74
3.4. Formulas Arising from Inverse Tangent Integrals of
Bilinear Argument 78
3.5. Formulas Arising from Inverse Tangent Integrals of
Biquadratic Argument 79
3.6. Factorization Theorems 89
3.7. Multiplication Formulas 92
3.8. Derived Relations 93
3.9. Special Values of the Parameter 94
3.10. An Addition Equation Involving Argument
and Parameter 96

CHAPTER 4. CLAUSEN'S INTEGRAL 101

4.1. Definition and Elementary Properties 101
4.2. Periodic Properties 102
4.3. The Factorization Theorem 104
4.4. Series Expansions 105
4.5. Integral Relations 106
4.6. Functional Equations 108
4.7. Geometrical Connections 115

CHAPTER 5. THE DILOGARITHM OF COMPLEX ARGUMENT 120

5.1. Resolution into Real and Imaginary Parts 120
5.2. The Factorization Theorem 123
5.3. Special Values of the Argument 124
5.4. Functional Equations Involving a Single Variable 126
5.5. Reduction of Li 2(x,8) for Special Values of-8 131
5.6. Newman's Functional Equation Involving
Two Variables 132
5.7. Derived Functional Equations 134
5.8. Consequences of the Duplication Formula 137
5.9. An Addition Formula for the Angular Parameter 139

CHAPTER 6. THE TRILOGARITHM 153

6.1. Introduction and Elementary Considerations 153
6.2. Functional Equations of a Single Variable 154
6.3. Numerical Relations 155
6.4. A Consideration of Some Complex Forms 158
6.5. A Generalization of Clausen's Integral 162
6.6. A Further Consideration of Complex Forms 166
6.7. Functional Equations of Two Variables 172
6.8. A Functional Equation of Newman's Type 185
6.9. Functional Equations Involving Several Variables 187
CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
 PREFACE
TO THE PREVIOUS WORK

I attempt to give here some account of what this book is about, and how it came
to be written. This has turned out to be a more difficult task than I had imagined
since it had its origins over twenty years ago when I was still a pupil at school,
and memories of that time have dimmed somewhat. But standing out is the
recollection of glancing through the pages of Edward’s Calculus-a fascinating
book if ever there was-when my eye caught a paragraph at the foot of the page
recounting some curious formulas of Landen’s: the subject cropped up again in
the examples. So bizarre are these results that it seems warranted to elevate them
here for special mention. Typical is the relation
(%A) N5-1)

/log (1-x) dxlx =

)?!(gol -7T2/10.
0

I wonder how many there must be, professional mathematicians and amateurs,
whose imaginations have been fired by this result. It certainly captured mine: it
seemed to be pointing to something of great interest, something deeper and more
radical than a mere trivial numerical result, but I could not quite grasp what.
Definite integrals I had at that time already met; I could understand how, even
though the indefinite form might not be resolvable, the integral between, say,
zero and infinity, or zero and 27~, could be evaluated. These limits correspond to
an entire range, or a period, or some other special feature. But what about
?h(d%l)? Why this peculiar value? What was the significance of this form,
and for what other special values was the integral similarly expressible? The
whole thing puzzled me greatly and I resolved to try and find out. Fortunately the
methods to be used were not at all difficult. I do not think, surveying the subject
today, that I ever really solved the problems I set out to solve. Perhaps they were
badly formulated, or were not real problems at all. But I soon began discovering
all sorts of results. It is an easy subject to explore, rather surprisingly, because
 POLYLOGARITHMS
AND
ASSOCIATED FUNCTIONS
 CHAPTER 1

THE DILOGARITHM

1.1. INTRODUCI’ION AND ELEMENTARY CONSIDERATIONS

1.1.1. The functions investigated in this chapter arise from a consideration
of the series
2
-+-+-+...
z3
l Z } S 1.
1’ 2’ 3’
Discussed by Euler’ in 1768, this function was later called the dilogarithm
by Hill’ from analogy to an integral formulation, derived as follows: Since

a
we find, by dividing by z and integrating,
-+-+-+...
1’ 2’ 3’
z3 =- ;lz*
d z = i z dz
1-2’
the double integration on the right suggesting the name.
Although the series is only convergent for Iz I 1, the integral is not
restricted to these limits, and we define for all values of z

~i,(z= ) -1 zlog(1-2) dz
2
or -i’log(l-z)-log(z)&.
d
dz
(1.4)

Li,(t) is the dilogarithm function.

1.1.2. The question of notation is an awkward one. Practically every writer

who has investigated this function has developed his own, and no two of
the early writers agree. Such notations as are used do not lend themselves
readily to generalization to the higher-order €unctions discussed later, and
 3

FIGURE 1. Branch cut for the dilogarithm

\
\
\i
- r log x

\
\
\
FIGURE 2. The dilogarithm for real variable x
-, real part of Li,(x);
---imaginary part Li,(x);
--- asymptotic form for large x.
1.5. FUNCTIONAL RELATIONS INVOLVING TWO VARIABLES

Also, by taking z=(3- v5)/2 in (1.11) we get

(1.19)

Solving (1.18) and (1.19) gives

and
(1.20)

where it may be noted that the argument (v5 - 1)/2 =2 sin( v / 10).

1.43. Taking x=(3- v5)/2 and ( v 5 - 1)/2 in (1.12) gives the two further
results

and
(1.21)

These would appear to be the only real values for which the Li, function
can be expressed in terms of more elementary ones. However, there are
some interesting relations which can be derived from the dilogarithm of
complex argument, and these are given in Section 5.9.5. They involve the
dilogarithm of arguments based on trigonometrical functions of angles
v / M . The case M = 3 reduces to a trivial identity, M = 4 gives (1.16), and
M = 5 gives, after some rearrangement, (1.20). The case M = 6 gives a
relation connecting dilogarithms of arguments and f, more easily de-
duced from (1.12) and (1.15), while the particular case M=7 was first
given by Watson in 1937; it can also be found from a formula of a rather
different character due to Richmond and Szekeres.* The details are dis-
cussed in Chapter 5.

1.5. FUNCTIONAL RELATIONS INVOLVING TWO VARIABLES

1.5.1. Equation (1.12) is the particular case K = - 1 of a more general
formula arising from a consideration of the argument Kx/(l - x ) . By
u

+G. Szekeres, private communication.

10 C M E R 1. THE DILOGARITHM

1
In this equation L (1 + x ) means log( 1+x). A very similar expression was
also found in the same way, starting with

In order to see the relation of (1.28) to the previous formulas, write -X for
mx and - Y for nx. Reverting to the Li, notation, Equation (1.28) becomes
Li,(X+ Y-XY)=Li,(X)+Li,(Y)-Li XY- Y XY-x

Y-XY
-log( x+ y-xy)log(
X 7)
-log( x+ ;-xy)log( 7).
x-XY
(1.29)

In this equation put Y= 1- l/Z:

~ i , 1( - y) = L~,(x) +~ i , ( l - I / Z )

+various logarithmic terms.

On comparison with (1.22) it can be seen that the use of (1.7) to invert
the argument of certain terms, together with the use of (1.1 I), will bring the
two forms together. Thus the same functional equation can be deduced by
starting either with a quadratic or a bilinear form.
These five-term results stand in contrast to Newman’s six-term formula
of Section 1.6.

1.5.4. A large number of single-variable relations may be obtained by

taking y as some suitable function of x in the preceding formulas. The
following, which are representative, are taken from Nielsen’s monograph.l3
From (1.27) with y = i x

z)
+~ i , z
~ i , ( x )- ~ i , ( f x )- ~ i , (
1-x 2-2x
( )
=T 2 / 12+ ilog2(2) - log x log -)”:;(- (1.30)

This result is due to Schaeffer.

+
From (1.25), with 8 =x, = 2 - x, we appear to get Kummer’s formula
~ i , ( 2 x-x2) =2 ~ i , ( x )+ 2 ~ i , ( 2- x ) - 31.’.
1.6. NEWMAN’S FUNCTIONAL EQUATION 11

This Substitution, however, is faulty, sinee it fails to take accOunt of the

form (1.13) when the argument is greater than unity. It is impossible to
take 8 = x , + = ( 2 - x ) and still have 8 and +<1 in (1.25). The correct
analysis involves a further tem, according to (1.13), of 2isl~g(2-x) On
the right, and this is absorbed if Li2(2-x) be inverted by means of (1.10).
The correct expression, vdid for x < 1, becomes

~ i , ( 2 x- x 2 ) =2 ~ i , ( x - (+-)x
) 2 ~ i +a2/6-iog2(2 -x). (1.31)

Also from (1.25), with 8=x,+= -x,

x2 +x X-X2
(
Li,( - x 2 ) = $ ~ i 2 ( x 2 ) + ~ i-
2
x-1 )+Li,(=)
+;.gz(-)1 - x Ixl<i.
(1.32)
l+x ’
There are many results of a similar nature to those found above, and they
all can, of course, be readily verified by differentiation. It is interesting that
no further numerical relations of the type derived in Section 1.4 have been
deduced from these more comprehensive formulas.

1.6. NEWMAN’S FUNCTIONAL EQUATION

1.6.1. The results of the previous section all stem from the differentiation
of some such form as

and the reintegration of the result after Splitting up the logarithm. The
results of the present section, by cuntrast, follow from a method originated
in Elletic Integrals by Fox Talbot. They are taken from Newman’s Higher
Trig~nometry.’~ He defines L ( x ) by
dx or d
~xlog(x);i;[log(x- l)] dx,

so that L i 2 ( x ) = -L(1 - x ) . We shall use Newman’s definition in this

section.
Put
U =L ( x ) +L ( y ) (1 -33)
and let us seek a symmetrical relation between x andy which will make dU
integrable.
Consider the quadratic equation in U
(l-u)2=v(u-a). (1.34)
Here, a is a constant Parameter and v a variable. Let x a n d y be the two
12 C M E R 1. THE DILOGARITHM

roots of u in this equation. Rearranging (1.34),

u2-(2+u)u+(1 +ao)=O, (1.35)
whence
x+y=2+0, xy= 1 +au. (1.36)
By eliminating u from (1.36) we see that, for all values of u, the two roots x
andy satisfy
a(x+y)-xy=2a- 1,
or
(x - a)( y -a) = (a - 1)2. (1.37)
This is the relation referred to above. It remains to be verified that this
choice leads to an appropriate integration.
Now
2u= 2L(x) + 2L( y )
=/logx-&[log(x-
d 1)2] rlx+Jlogy~[log(y-1)’] 4.
&
But from (1.39, since x and y are roots of (1.34), (x- 1)* = u ( x -a) and
( y - 1)2=u(y-a). Hence

= J [log(x ) + log(y ) ] dog( u) + Jlog( x ) dlog(x -a )

+Jlog(Y)dlog(Y-a). (1.38)

Of these three integrals, the first, from (1.36), is 1log(1 +au) dlog(au)=
L(l +au)=L(xy). In the second put x=at:

= log(a ) log( x -a ) +L (t )
=log( a ) log( x -a) +L( x/a). (1.39)
The third integral is a similar expression withy.
Substituting back in (1.38),
2 ~ L=(xy ) + log(a ) log[ (x - a )(y -a ) ]
+L( ./a) +L( y/a) + a constant. (1.40)
Since (x - a)(y -a) = (a - 1)2 by (1.37), the second term on the right may
1.6. NEWMAN'S FUNCTIONAL EQUATION I3

be absorbed in the integration constant. x = 1, y = 1 satisfies (1.37) and we

can use these values to find the constant, which is seen to be equal to
2 L( 1/ a ) since L( 1) =0. Finally, putting 1/a =z , (1.40) becomes
2 L ( x )+2L( y ) + 2 L ( z ) = L ( x y )+ L( y z ) + L ( z x ) . (1.41)
The equation of condition (1.37) can be put in the form
x + y + z =xyz + 2 . (1.42)

1.6.2. If we eliminate z , write 1 - x and 1 - y for x and y and express the

result in terms of Li, functions, (1.41) becomes

= Li 2( x + y - xy ) + Li, ( X2
x + y -x y ) +
Y2
Li2( x +y -xy )- (1.43)

Putting
-xy =z
X + Y -xy
in this equation gives
+
2 Li ,( x ) + 2 Li ,( y ) 2 Li ,( z )
=Li,( -xy/z)+Li,( -yz/x)+Li,( -zx/y),
where x, y and z are now connected by
1 1 1
-+ - +- =l.
X Y Z

An alternative form of this equation is given by (5.68).

An equation of substantially this nature, but in a trigonometric form,
was given by K~rnrner.'~
The substitution y = - x in (1.43) gives (1.15) again, and so, too, does
y = 1. Apparently no new numerical relations are obtainable from these
results.

1.63. The six-term formulas of (1.44) or (5.68) are not very simply related
to the five-term equations of the previous section, and it does not seem
possible to deduce the latter from the former. In the reverse direction,
however, the use of (1.23) enables the connection to be made.15 Owing to a
complication caused by the multivalued nature of the logarithm, the
demonstration is not too straightforward, and in order to indicate the
pattern of the analysis we shall give first of all a derivation which, though
it leads to the correct result, is not sound, for the reason stated above. The
necessary corrections to validate the proof are then added.
14 CHAPTER 1. THE DILOGAIUTHM

If in (1.23) we put x/( 1- x ) =X/Y and y / ( 1- y ) = -XY,and define a

subsidiary variable Z by X+ Y + Z = XYZ, then (1.23) becomes
~ i , -x’)
( =~ ~ ( +~
i-x/z) ~ +~
iXZ) ( i,-
( X/Y) ~ + iXY)
~ (
+ ilog2( - Y / Z ) . (1.45)
Since cyclic interchange of the variables X, Y, and Z leaves unaltered the
relation connecting them, two further equations may be obtained from
(1.45) by a cyclic interchange of the variables:
Liz( - Y ’) = ~ i- Y~/ X() + Li 2( YX)+ ~ i , -
( Y/Z)
+L~,(YZ)+~IO~~(-Z/X); (1 -4-6)
= Li2(- Z/ Y )+ ~
Li2(- z2) iZ Y~) + ~
( i,-
( Z/X)
+ Li2(ZX)+ :log2( -X/Y ). (1.47)
The three equations are now added together and (1.7) is used to eliminate
the terms involving quotients of X, Y, and Z, which terms are seen to
occur in suitable pairs. The resulting formula is
( y 2 ) + ~ i 2-z2)
Li2(- x 2 ) + ~ i 2 - (
= 2 Li 2(XY ) + 2 Li 2( Y Z )+2 Li 2( zx) + +L , (1.48)
where
L =log2(- Y / Z ) - log2(Y/Z) + log2(- Z / X )
- log2(Z / X ) + log2(- x/Y) - log2(x/Y ) -T2.

Apart from the logarithmic term i L 7 this is just (5.68), from which
Newman’s (1.44) is readily deduced by a change of variables. The expres-
sion for L is easily simplified to

which equals zero if the branch log 1= - 2 i is~taken. Although a case for
choosing this value can in fact be made out from a consideration of the
values of Y / Z , /Z/X, and X/Y in a suitable limiting case, the analysis is,
in fact, faulty at a rather early stage. In order to see how this has arisen we
must turn to the derivation of (1.23), which stems from Abel’s equation
(1.22), valid for x, y < 1, and also involves (1.12) connecting Li2(x) and
Li,[ - x/( 1 -x)]. This equation too is valid only for x < 1. Hence (1.45)
holds for - X / Y < 1 and XY< 1. Similarly, from (1.46)and (1.47) we need
- Y / Z , YZ, - Z / X , and ZX all less than unity. It can be shown that all
these inequalities cannot be satisfied at the same time as the subsidiary
equation
x+ Y + Z = X Y Z . (1.49)
16 CHAPTER 1. THE DILOGARITHM

In this relation put x / ( 1 -x ) = ZX and y/( 1 -y ) = - ZX. In place of (1.47)

we get
~ i- z~2 )=( Li2(Z Y ) - Li2(- Y / Z )- Li2(-X/Z) + Li2(ZX)
- log( - Z/X ) log( - Z / Y) +n2/6, (1.54)
all the terms of which are real.
If now we add (1.49, (1.46), and (1.54),we get an equation of the form
(1.48)with L replaced by
L’ =log2(- Y/Z) +log2(-Z/X) -2 log( -Z / X ) log( -z/ Y)+ s2/3
+2Li2(-X/Y)+2Li2(- Y/X).
Here, the arguments of the logarithms are all positive and those of the
dilogarithms negative. Equation (1.7) may be used to eliminate the latter,
and L’ is then readily seen to vanish identically, without any difficulties
arising from considerations of branch cuts. This completes the proof. The
fact that the earlier analysis led to the right result must be considered
fortuitous: the correct derivation involves a detailed consideration of the
values of X, Y, and Z and leads to an unsyrpunetrical formulation, despite
the apparent symmetry of the problem. It is also, apparently, a coincidence
that the final result is symmetrical in the three variables. The preferential
treatment of the term -Z/X, the only one chosen to be greater than unity,
might lead one to expect an unsymmetrical final formula, and in fact, in
the further development of the theory to the function of next higher order,
this one-sided choice is seen to have its effect.

1.6.4. From (1.45)can be derived a trigonometric form, due in essence to

Kummer.” With X=tan(a-b), Y=tan 6 , and Z = -tana it is readily
verified that X+ Y+Z=XYZ. Hence
Li [ - tan2(a -b ) ] = Li [ tan( a - b ) cot a] + Li [I - tan( a - b ) tan a]
+ Li2[ - tan( a -b) cot 61
+Li2[tan( a -b) tan b] + ilog2(tan bcot a ) (1.55)

1.7. FUNCTIONAL EQUATIONS INVOLVING

SEVERAL VARIABLES
1.7.1. An equation for the dilogarithm involving many variables has been
obtained by RogersI6in terms of the function

L(x)= -q[+ log x log( 1 - x )

-
I-X X 1
We shall give here a somewhat simplified outline of the derivation; for
fuller details reference should be made to the original paper.
1.7. FUNCTIONAL EQUATIONS INVOLVING SEVERAL VARIABLES 17

1.7.2. Let An, n = 1,. .., N, be N constants and let y be an independent

variable. Construct the equation in x
N
II(l-h,x)=l-y. (1.56)
1

This equation has N roots x,, each a function of y. When y = 1 we can

take x, = 1/ A m , and for other values of y we will take x, to be that root
which approaches 1/ A m as y+ 1.
Consider the differential dz =log( 1-a x ) dlog x , or z = - Li2(ax), where
a is any of the An and x is any of the x,. If we s u m with respect to a over
all the values of h we get

1: 1
N
dt= 2 log(1-A,x)dlogx=log J-J(l-h,x) dlogx
u=h„ n=l

=log( 1-y ) dlog x. (1.57)

Now,from (1.56) we have
N
y - x c hn+x2 2 x,x,- * - +( - 1)x”l-I (h,) =o, (1.58)
1

which may also be written in the form

(1.59)

On comparing the coefficients of the constant tenn in these two equa-

tions for x we get
N N N

If now we sum (1.57) over the N values x,,, for x we obtain

N

=log( 1-y ) dlog y (1.61)

since the h, are constants.
Integrating this equation gives
N N
2 ~ i , h,x,)
( = ~ i , ( y )+ C. (1.62)
1 1
18 CHAFTER 1. THE DILOGARITHM

In Order to determine the integration constant, take y = 1 so that x,=

l/Am. Then
N N
C= C Li2(h,/A,)-a2/6, (1.63)
1 1

giving
N N
~i,(y)=a,/6+
1
21 [~i,(xmhn)-~i,(h,/hm)~. (1.W

Some simplification of the constant term in (1.64) is possible if we note

that for every value AJX, there is also a pair of values of m and n leading
to the reciprocal h,/A,. Accordingly, (1.7) may be used to eliminate the
dilogarithms, leading to a formula with ( N 2 + 1) transcendental terms.
Care is necessary, however, when some of the arguments may be greater
than unity, and it is in relation to this aspect that the more complete
derivation by Rogers should be consulted.

1.73. The Special case N = 2 leads to the form of Hill’s equation (1.25)
with two independent variables and five dilogarithmic terms. It is a matter
of considerable interest to note, as was pointed out by Rogers, that it is
apparently impossible to recover the full form of (1.64) with N variables
after specializing to a smaller number. In particular, there seem no way of
proving (1.64) by starting with any of the five-term formulas of Section 1.5.
This peculiar limitation, contrasting with, for example, the circular func-
tions, appears in various guises throughout the theory. The multivariable
formula of Rogers Stands in contrast to the cyclical-variable results of
Maier and Wutzler (See bibliography of Section 9.5.3), which purportedly
give equations similar to (1.22) for three variables, but which, in reality,
can be reduced to forms of Abel’s two-variable equation; it is not a
genuine three-variable form.

1.8. LEGENDRE’S CHI-FUNCTION*

1.8.1. From the definition (1.1) of Li2(x) as a series, we have
x x3 x5
-+-+-+... =$i2(x)-:Li2(-x), -1SxS 1 . (1.65)
l2 3, 5,
This series was studied by Legendre,” and is denoted by xz(x). From (1.3)

T h e notation x 2 ( x ) is taken from Edward’s Caiculur. Legendre in his book actualiy used
+(x), but the use of + to denote a function is so widespread that this use can hardly be taken
8s implying a notation. None of the other early writers Seem to have taken the trouble to
symbolize it except Bertrand, who used +(x ) .
20 CHAPTER 1. THE DILOGARITHM

These results apparently date back to Landen,' who gave no notation,

however. A more general result is given in Section 7.1 1.4. Somewhat
related results involving higher powers of (v5- 1)/2 are given in (4.85).
Very little else seems to have been written about this function, and for
real values of the argument the preceding represents about the sum total of
published information.

1.83. The x2-function of imaginary argument is dealt with extensively in

the next chapter. We shall conclude this section with some relevant
formulas involving complex arguments.
From (1.67) with x =i tan 8 we get
x2(e- 2 i e ) +x2(itan8)=v2/8 +ielog( i t a d ) . (1.71)
This formula will be found useful in the sequel.

1-8-4. Now

By factoring the integrand we get

2
1-xe-ira/On+1) 1-Xeim/(2n+U
1+xe-"a/(2fi+1) 1+XeirW/@n+1) x

-i r a / ( 2 n + I) )-
n
I"
C X2(Xeira/(2n+l)
1
(1.72)
This result may also be found from (1.14) by reversing the sign of x,
subtracting, and rearranging.
A transformation of (1.72) may be achieved as follows. Take x=e-2ie
and use (1.71) to modify the form of each term:
x2[itan( 2n+ 1 e)]

(1.73)
1.9. SOME MTSCELLANEOUS RESULTS 21

This equation forms an alternative basis for the study of the multiplication
theorem discussed in Section 2.6, and Shows, incidentally, its relationship
to the factorization formula of (1.14) and to (1.72) above.

1.8.5. The arrangement of the factors in the form required for equation
(1.72) is only possible when the exponent is odd, and there appears to be
no similar formula to be obtained by starting with x2(x2"). Relations are
found, however, in Sections 2.3 and 2.7 for equivalent formdas for even
values, and these have their Counterpart in x,-functions when translated
into the notation of this section.

1.9. SOME MISCELLANEOUS RESULTS

1.9.1. A series for Li,(e-') in powers of z can be obtained from the
expansion used to define the Bernoulli numbers, the coefficients in the
series for z/(e' - 1):
2 B , z 2 - B z4 +. . .
- z (1.74)
ez - 1 2! 4!
Hence, dividing by t and integrating,

log(l-e-')=logz-~z+-
, B , z 2 B2z4
--+*... (1.75)
22! 44!
(The integration constant is Seen to be Zero by taking the limit z+O.)
In tegrating again gives
z2 Bz' B,Z'
Li,(e-')=lr2/6+(zlogz-z)- -
4
+ 2-32! - -
4-54!
+.-*. (1.76)

A similar expression can be obtained for Li,( -e-') by using (1.15).

1.9.2. A well-known Fourier series follows by taking x=eie in (1.7):

(1.77)

Less well known are the following:*

(1-79)

The first mmes by putting x = -ezie in (1.12), and taking the real part of

*In Nielsen's monographZOthese two resdts are wrongiy given with the right-hand sides
multipiied by 4 and f , respectively.
1.9. SOME MISCELLANEOUS RESULTS 23

equation:
1 Li,(t)dt r2 Li,(x) log2(1-x)
- --- - 1 s x < 1. (1.84)
(i-Xr)2 6(1-x) x 2x '

The Special case x = - 1 gives

1 Li2(t)dt
= flog2(2). (1.85)

Another Special case, also due to Nielsen, is x = f :

1 Li,( t ) dt
=r2/24. (1.86)

These integrals, and others of the Same type, can also be found by
integration by parts: and this is the appropriate method of dealing with
integrals containing Li,(x) as a simple factor of the integrand. In fact,
when the integration on the left of (1.83) can be done by this method, the
equation can be used to sum series whose terms involve the harmonic
series. Some related formulas were studied by de Doelder,* and are
discussed in Section 8.3.4.
A result of a quite different character, due to Blissard,22can be written
XA+l
= -2Li,(x),
( A + 1)'
where the interpretation of the expression on the left is that it is to be
expanded in powers of A and An is interpreted as a quantity A n =
(2 - 2"+2)Bn+I /(n + l), with Bn+ Bernoulli's number. A very large num-
ber of results on series of coefficients was obtained by Blissard using this
formalism.

1.93.We shall conclude this section with some integral equations satisfied
by the dilogarithm. The first is a Laplace integral and is defined through
the function
(1.87)

Integrating by parts on e - p x , differentiating with respect to x, and integrat-

ing by parts again gives
(1.88)

+P.J. de Doelder, private mmmunication.

1.9. SOME MISCELLANEOUS RESULTS 25

The integral can be found as

e-Pxpadpl =-
d
da
[ r ( l + a ) ~ - ( ~ + ~-(y+logx)/x.
)]~-~=
a=O

Integrating (1.97) gives

where C is seen to be zero by taking x = 00. Hence

(1.98)

It is possible to obtain separate results for the two terms on the right of
(1.98). Thus, putting h( x ) = /Te-px log(1+ p ) & and integrating by parts,
we get

Multiplying by xe-x and differentiating gives (d/dx)[xe-"h(x)] = - e - x / x .

An integration now gives

and again C is found to be zero. Hence

(1.100)

Inserting this into (1.98) gives

dx . (1,101)

A final result of this same general character comes from a consideration

of the form Li2[l-(l/p)]+n2/6+~log2(p). From (1.7) this is seen to
approach zero asp+O. Hence, on integrating by parts we find

(1.102)
26 CHAPTER 1. THE DILOGAIUTHM

Multiplying by xex and differentiating gives

d 00

dx
1
-[I xexk(x) = - e x 1 e - X P log(p) 4 =ex[ y +log x ] /x. (1.103)

In order to integrate this equation is seems best to subtract unity from the
e x factor and use zero as the lower limit. Then
xex-l
xexk(x)=J -(y + log x ) dx + ;log2 x + ylog x + C. (1.104)
o x
The integration constant can be determined as

(1.105)

on using (1.102).
Integrating the equation /Te - P x log p 41= - (y + log x)/x @ves

log pdj =y log x + +log2x,

Jgm e-px-.-p
(1.106)

and insertion into (1.105) results in

(1.107)

whence
C = i r ” ( l ) + 2 L i 2 ( l ) = ;y2+5n2/12.
From (1.104) we get

There is an alternative form of this equation coming from the integration

of the nondilogarithmic terms on the left, since they are no longer needed
for reasons of convergence.

$[j b ( ~ ( y + l o g x ) d ~ + ~ 2 / 6 - 1 (a2/2+(y+logx)2)
=
X
~ ex-
2 1.
(1.109)
There is a related equation involving Li2[l -(l/p2)] which can be found
1.12. OCCURRENCE IN PHYSICAL PROBLEMS 33

which usually amounts to the Same thing. As an example, a Problem on

cavity r e s ~ n a t o r sinvoives
~~ the series

fc
which can be simply expressed as 1/a2~CI3(O)- Cl3(2~a)] and has been
separately tabulated,40while a similar problem on slotted lines4’ involves
* sin2(2n-la)
2 c
(2n- 1)3 ’
which can be summed to [;Li,(l)-Cl3(2a)+ $13(4a)]. Formulas for
obstacles in w a ~ e g u i d e sand
~ ~ for domain Patterns in al10ys~~
can be
expressed in like terms. A recent tabulation4 of C12(0), supplementing
Clausen’s original table, makes available accurate values needed for com-
parison of theory and experiment in certain fields.

1.12.5. A fourth point of entry, and historically probably the earliest, leads
through the radiation integrals to various Orders of polylogarithms. These
integrals occur in analyses involving either Bose- Einstein or Fermi- Dirac
statistics. Deaominators of the form 1/( e L2 1) are associated with numera-
tors z n , where n may be either integral or half an odd integer: the
Substitution z =log y leads dircctly to Kummer’s An-function. Many of
these integrals, with simple factors or additions, have been separately
tabulated. For e ~ a r n p l ethe
, ~ ~combination

occurs in a problem on specific heats; and similar integrals of the form

with r=2, 3, 4, 6, occur in Problems O n metallic conductivity.46Likewise,

the second-Order function occurs through the form

in the analysis of the reflection of X rays from a ~rystal,~’

and the
fourth-Order function through

in Problems on heat capacity.*

REFERENCES 35

The series

yy, r=3,5,

occur in connection with the torsion of rectangular bars and in an

application to screw viscosity pumps.* By expansion of the hyperbolic
tangent in a power series of exponentials, a rapidly convergent series of
polylogarithms results.
A function directly related to the dilogarithm has arisen in the solution
of a differential equation for a problem concerned with the soakage of
water from an irrigation furrow? AS an example occurring in a geometrical
problem we may instance the appearance of Clausen’s function [the
notation L ( x )= - /:log cos t dt was used] in the expression for the volume
of a pyramid in a LobaEewskii space.%
Lastly, we conclude this section with examples of the dilogarithm arising
in the integration of functions. In reference 57 it occurs in the course of
analytic approximation to a more complicated integral, while in reference
58 the integration of various expressions leads directly to Li,(x, e), x2(x),
C1,(8), and to the dilogarithm itself.
These and other examples are indicative of the wide field in which the
dilogarithm and associated functions occur. However, this section makes
no claim to completeness and is intended only by way of illustration of the
range of applications.

REFERENCES
1. Euler, L., Institutiones Calculi Integralis.
2. Hill, C J., Journal f i r Math. (Crelle) 3: 107 (1828).
3. Mitchell, K., Phitosphicat Magazine 40:35 1-68 (March 1949).
4. Euler, L., Mimires de I’Acad. de Saint-Pitersbourg 3:38 (181 1).
5. Jonqui&re,A., Ofversigter der Stockholmer Akademie: 527-53 1 (1888); Bihang
&r Stockhotmer Akademie 15:23-50 (1889).
6. Spence, William, An Essay on Logarithmic Transcendents, London and Edin-
burgh (lam), p. 45.
7. Kummer, E. E., Journalfir Math. (Crelle) 21:83 (1840).
8. Landen, J., Mathematical Memoirs 1:112- 118 (1780).
9. Abel, N. H., Guvres Complt?tes, Vol. 2, p. 193.
10. Hill, C. J., Specimen exercitii anabtici etc., Lund (1830), 9.
11. Schaeffer, W., JournaljZr Math. (Crelle) 30:288 (1846).
12. Spence,W., loc. cit., p. 9.
13. Nielsen, Niels, Nova Acta (Leopold) 90:154- 155 (1909).

*Mr.D. Finlayson, private communication.

tMr.J. R. PWp, private communication.
46 CHAPTER 2. THE INVERSE TANGENT INTEGRAL

general relations. This section Starts accordingly with

(2.32)

Hence

Two further relations of the necessary character to eliminate the last four
terms are

(2.34)

and

(2.35)

By differentiating Ti functions of corresponding arguments we get

(2.36)

Using these two equations, the last four terms can be eliminated readily
from (2.33). On integrating we arrive at the result

;Ti,( 7)
3Y-Y3 =Ti2(Y) +Ti,( 1-YV3 ) --Ti2( 1+Ud3 )
1 -3y V3+Y v 3 -Y

(2.38)

This equation is valid for - l / v 3 <Y < l / v 3 , and as in Section 2.3 the
range can be extended by inverting those terms with singularities at the
limits.

2.5.2. By putting y = tan 8 in (2.38), a trigonometric form is produced:

;Ti,(tan3B)=Ti2(tanß)+Ti,[tan(~/6-B)] -Ti2[ t a n ( ~ / 6 + B ) ]

1 (2.39)
2.6. THE MULTIPLICATION FORMULA FOR ODD MULTIPLES 49

Integrate (2.47) with respect to 8 from 0 to cp, where cp is taken less than
$v/(2n+ 1) in order to avoid singularities of any of the terms. Now if a is
a constant, then

=( ? i)(Ti,[ tan( fak cp)] -Ti,[ tan( ; a ) ] ) (2.48)

on taking tan(fa?O) as a new variable. By adding and subtracting

r7r/(2n + 1) to pairs of terms in (2.43, we find that

'0 I s i n2n+
( 5 -1 2 0 )
rr
sin( 2n+ 1
frr irv

=-r[ 2n+ 1
mr
sin( --2e)
2n+ 1
+
sin(
-e 2n+ 1
rr
+e
+ 2e)
4
de

1 1
rv
+ rv
sin( --20) sin( +2e) I d e a

2n+ 1

Using this result, (2.47) integrates, with the help of ( 2 4 , to

1
- Ti,[ tan( 2n + 1 c p ) ]
2n+ 1

=Ti,[ tan(cp)] -
1

+ 51 Ti,( tan[ 2(2n+ I)

(2.49)

This equation exhibits the factorization theorem of (1.14) in a new form.

The connection may not be too obvious, but an alternative derivation via
Legendre's x,-function is indicated in (1.73), and the analysis of that
section brings out the association more closely.
2.7. THE QUADRUPLICATION FORMULA 55

2.7.4. In terms of inverse tangent integrals, (2.70) becomes, after a consid-

erable reduction,
4Y(1+Y)(2+Y)
(2 -Y 2)(2+ 4Y +Y 2,
] +Ti2[
4Y(l -YW-Y)
(2 -Y 2)(2- 4Y +Y 2, 1
2+4y+y2
2-Y

+4Ti2 ( 2+u ) +4Ti2( &)-4Ti2(l +y)

+4Ti2(l -y)-8Ti2

= ;
log( 2+4y+y2 ) + d o g (
2-4y+y2
z). (2.71)

Analogously to (2.24) this can be written

(2.72)

where
4Y(l +Y P + Y ) 2+4y+y2
U(y ) =Ti2
(2 -Y )(2 +4Y +Y )

+4Ti2 (2+y )-4Ti2(l+y)-4Ti2 (-2z2)+2Ti2(1). (2.73)

These equations are valid in the range -(2-v2)<y<(2- v 2 ) at

which values singularities occur. As before the singularities can be removed
and the range extended by inverting those terms affected by means of
(2.6).

2.7.5. Equation (2.72) differs from (2.24), the analogous equation from the
duplication formula, in that it contains the difference rather than the sum
of the subsidiary function U(y). The significance of this may not be
immediately apparent, but if (2.73) is differentiated with respect toy, the
following equation results:

-- 8~ tan-($). (2.74)
2-y2
56 CHAPTER 2. THE INVERSE TANGENT INTEGRAL

In contrast to (2.26) all the terms on the right can be readily integrated.
The substitutiony2/2 = w in the last term brings it to the form

tan- ’( w ) =4Ti,( - w , l),

J
which can be expressed in terms of Ti,-functions by means of (2.14). After
some simplification the integration of (2.74) yields
2+4y+y2

+Ti,( -“fs) = log[ 2+4y+y2

(2.75)
4-Y (2+Y2)(1 +Y),
It is rather remarkable how this seven-term relation has come.from such a
complicated and tortuous analysis: there would appear to be no way of
reaching it more directly.
The range of validity of (2.75) is - 2 + v 2 <y < d 2 . To extend the range
in the negative direction the first term is inverted (bearing in mind the
negative argument). The new range is - 1 <y <0 and the equation, arranged
with positive arguments near the lower limit, is

= - log
[ -4y(2+y) 1-
(1 +Y)(4-Y4)
(2.76)

The next singularity is at y = - 1, and in order to extend the range to - d 2

the first term is again inverted:

-Ti, 4Y( -Y - ]
+Y) -2Ti2( - 2+4y+y2
2-y2 )
-4%( j$)
(2 + 4Y +Y )(2 -Y

+4Ti2(-y - 1) +4Ti,

= - log -d2<y<-(2-d2).
(4-y4)(2-y2)(2+4y+y2)
(2.77)
2.7. THE QUADRUPLICATION FORMULA 57

In this equation take y = - 1 and (2.28) is recovered. There seem to be

no other interesting numerical relations from these formulas except, per-
haps, for the case of y = 1 in (2.75):
Ti2( 5)+2Ti,( 3) +6Ti2($)-8Ti2(i)+ Ti,( s) + f.lrlog(:) 4. (2.78)

2.7.6. A second starting point for a quadruplication formula which, it

would appear, is fundamentally distinct from (2.75) is obtained by taking
a = d 2 - 1 in (3.49):

Ti.[ 5
1 -Ti,(ay)-Ti,(y/a)

=Ti2(-ay, a)-Ti2(ay, a)+Ti,( -y/a, l/a)-Ti,(y/a, l/a).

(2.79)
This result differs from the previous ones in having a as a multiplier in
the arguments. The generalized functions are eliminated through (2.63),
only the F and G expressions contributing. The result of the elimination is

-Ti,[ 4 1 +Y)
1-a2y
] + *)
Ti,(
1-y2a2
+ f Ti2( *)
a2-y2
4ya(a2-y2)
+ iTi,
( I -y2)(1 -a4y2) (1 -Y2)(a4-Y2)

(2.80)

Like (2.71), this is a nine-term relation. Rather interestingly [if (2.80) be

multiplied by 41, the coefficients of the various terms in the two equations
are the same. But this is about as far as the similarity goes: in particular, it
has not been possible to find a transformation which converts one into the
other, nor to extract any interesting subsidiary combination from (2.80).
The two formulas must therefore be presumed independent. However, on
taking the limit y = a 2 in (2.80) we reproduce (2.78) modified by the
replacement of Ti,(:) by its value from (2.28).

2.7.7. The last relation to be considered here-doubtless there are others

-which could be used as a starting point for a quadruplication formula is
suggested by the form of (2.15). Let us seek values of the constants such
58 CHAPTER 2. THE INVERSETANGENT INTEGRAL

that, if possible, we can satisfy, as an identity, the relation .

tan-'
(A')
4
=CA,tan-'(y+a,)+C,
1
a,=tan[
(2r- 1)n
1. (2.81)

Differentiate with respect to y:

(2.82)

The poles of the left-hand side occur at y =Aei(2'- ' ) a / 8 . One of the poles
on the right occurs at y+tan(5~/8)=i, or y=i+cot(a/8). By taking
A = cosec(n/8) this pole can be reproduced on the left. To what extent do
we now obtain the required identity? By expanding in partial fractions and
collecting the terms of suitable pairs it is readily seen that

(2.83)

where a= tan(a/8). Although not quite of the intended form, this equation
suffices, and (2.83) integrates to
tan-'[ y4a2/8] =tan-'(y- l/a)-tan-'(y+ l/a)+tan-'[a(y+ l)]
-tan-'[a(y--1)]+fa. (2.84)
Dividing byy and integrating gives
Ti2[ y4a2/8] =Ti2[ (y- l/a), l/a] +Ti2[ - ( y + l/a), 1/a]
-Ti2[ - a ( y + l), a ] -Ti2[ a ( y - l ) , a ]
+ -772 log y + a constant. (2.85)
This formula has a as a multiplier in two of the arguments only. In this
respect it is, in a sense, midway between (2.66) and (2.79). The constant in
(2.85) can be found by givingy some convenient value. A suitable value for
this purpose is y=O, use being made of the limiting values of the gener-
alized functions given by (3.13).
In order to proceed it is necessary to eliminate the functions on the right
of (2.85) by means of (2.63). The result is rather complicated, and will not
be reproduced here. It is possible that the resulting formula is a combina-
tion of the previous results, but the complexity of the equation makes it
very difficult to examine. The analysis is not helped by the fact that all
three expressions F, G, and H enter the result with four different argu-
ments, so that the very considerable concellation which occurred previ-
ously is absent. In fact, there are, altogether, no less than twenty-one
2.8. FUNCTIONAL EQUATIONS INVOLVING SEVERAL VARIABLES 59

inverse tangent integral functions in addition to the logarithmic terms, and

few of the arguments are really simple.

2.7.8. In addition to the three identities discussed above as starting points,

there may well be others. There does not seem to be any systematic way of
finding them, and their discovery to some extent is a matter of Chance.
Until they can all be synthesized from some common basis it seems
unlikely that it will be possible to comprehend the significance of the
various resulting equations or their relationship one with another. Pre-
surnably one seeks the totality of independent relations of the form
M 4 N
C C ~rmTi2[J ~ (),Y
m-1 r=l
ar] = C ~ n ~ ign(y)]
1
2 [ +Clog h ( y ) , (2-86)

where Jm( Y ) ; g,(y), and h(y) are rational algebraic functions of Y, and N
and M are finite but unspecified integers. But there does not appear to be
any obvious way of tackling this equation.

2.8. FUNCllONAL EQUATIONS INVOLVING

SEVERAL VARIABLES
2.8.1. An analysis along similar lines to that of Rogers for the dilogarithm
leads to a very general functional equation involving an odd number of
variables. The case of an even number is somewhat different, and is dealt
with briefly at the end of the section.
Let y be an independent variable, and consider the equation in x
2N
tan-'(u,,x) = tan-'(x) + tan-'(Y), (2.87)
I

where the U, are 2N constants.

Providing the angles are all sufficiently small- an important considera-
tion dealt with in More detail later-the addition formula for the inverse
tangents can be used and (2.87) expressed as

(2.88)

where the S,,, are the sum of the products of the an taken m at a time. This
is an equation of degree 2 N + 1 expressing x in terms of y and has 2 N + 1
roots x,. From the expression for the constant term in this equation we get

Consider' the differential dz = tan- ' ( a x )d x / x = tan- '(u x ) dlog x, where a

Stands for any of the U,, and x for any of the x,. On summing this
2.8. FUNCTiONAL EQUATIONS INVOLVING SEVERAL VARIABLES 61

in the alternative form

+ +
tan-'( xl) tan-'( x2) + tan- '(x3) tan- '(y ) =0. (2.96)
This structure seems encouraging, but the solution for a,, a2 involves the
quadratic s3a2-(s3 +s,y)a+y=O, or, .in view of the form of y, the
alternative equation s3a2- (sl +y)a +y =o. The roots of this are

2P/Y '
where S-s, +y=x, +x2 +x3 +y and P=s3y=xlx2x3y. If we put A =
+(s+V Z i F 1, then the functional equation is
(2.97)

This equation is nearly cyclic in the x, and y. In fact, if we put y =x4 and
invert the argument of the first set of terms on the left of (2.99, the
transcendental part involves Z:Ti2( x,x,/A) - Z:Ti 2( x,), where the first
summation involves all products of the x, two at a time. The apparent
symmetry is marred by the fact that the logarithmic terms introduced by
the inversion are not in cyclic form and involve explicitly the signs of the
variables. We have here the counterpart of the phenomenon met in proving
Newman's equation for the dilogarithm, an asymmetry which appears later
explicitly in the similar equation for the trilogarithm. This effect is
unavoidable, and stems from the preferential treatment accorded x4=y in
the analysis. The constant of integration was determined by putting y =0,
and the solution is valid only in a certain region around this value. From
(2.96) we see that y would become infinite if x , x ~ + x ~ x ~ +were x ~ xto~
equal unity. Hence for (2.97) to be valid the inequality x1x2+x2x3+x3xI
< 1 must be satisfied. As betweenfour variables xl, x2, x 3 , and x4 this is
not a cyclic relation, and the lack of symmetry shows up in the final result.

2.83. The nonconstant form of the logarithmic terms appears in another

guise if the angles tan-'(ax) fall outside certain ranges. Since the inverse
tangent is taken to be an acute angle, the expression on the right of (2.87)
cannot exceed T. A different restriction appears on the left, and (2.88) is in
general only equivalent to (2.87) if the latter contains an added M n , where
M changes abruptly as the x, pass through different regions. This term
gives rise to additional terms of the form mnlogx, on the right of (2.92),
but there appears to be no simple way of determining beforehand what the
values of m will be. They are obviously very involved functions of the x,,
though exhibiting constancy in various regions. For example, if the a, in
(2.93) are taken equal to - 1, Equation (2.87) gives (2N+ 1)tan-'(x)=
-tan-'(y). On solving this equation for x, and substituting in (2.93) we
62 CHAPTER 2. THE MVERSE TANGENT INTEGRAL

get an equation which, in general form, anticipates the factorization

formula (2.49). However, the logarithmic terms are missing, and the reason
is readily seen to lie in incorrectly identifying forms such as
(2N+ 1)tan-'(tan[ 8 + r ~ / ( 2 N +l)]) with (2N+ l)8.
The additional r r leads correctly to the missing logarithmic terms. The
fallacy is obvious here, but is likely to be less apparent in the general case.
The most that can be said is that the analysis leads readily to the correct
combination of inverse tangent integrals, and that the logarithms in any
particular case must be ferreted out by ad hoc arguments.

2.8.4. When the number of variables is even we take the summation in

(2.87) to 2 N - 1. This leads to the omission of the term involving qlV in the
denominator of (2.88). The equation for x is somewhat modified, and
instead of (2.89) we find that the product of the x, is independent of y, and
therefore a constant. The final differential in (2.91) therefore vanishes, and
an equation similar to (2.93) but lacking the term in Ti2(y) results. In itself
this does not appear to be a very startling change, and in fact when the
number of variables is four or more in number the nature of the solution is
very similar to that when the number is odd. But the particular case of two
variables is different. In order to avoid the solution of higher-order
algebraic equations it would obviously be desirable to deal only with the
smallest number of variables, and the duplication formula derived in
Section 2.3 would be expected to show some affinity to a two-variable
equation-certainly it appears impossible to deduce it from (2.93). But
when the two-variable case is investigated, the formula is found to involve
only four terms, and with the aid of the inversion relation it degenerates
into an identity. The method therefore fails. Of course it is a simple matter
to go from three variables to two by equating two of them, or taking some
additional relation between them. But this does not quite seem to meet the
situation, and such formulas reveal their origins unmistakably in the
square or higher roots involved. It is difficult to believe that a "natural"
two-variable relation does not exist, but it cannot be derived from the
present results. An alternative method, which has some affinity with
Section 2.3, is based on the form tan-'(l - x ) rather than tan-'(x) and is
treated in the following section.

2.8.5. We seek a formula for Ti,, symmetrical in two independent varia-

bles, not involving radicals, and from which as a special case we might
derive, for example, Equation (2.20).
We start with the equation in x
(1 - a , x ) + ( l - a 2 x )
9 =y (2.98)
l-(l-a,x)(l-a2x)
where al and a2 are two constant parameters, for the time being consid-
2.8. FUNCTTONAL EQUATIONS INVOLVING SEVERAL VARIABLES 63

ered positive only. This equation has two roots x1 and x,, and by
multiplying out we readily find
a l + a , l+y 2
x1 +x, = -- -, x1x2=-.
Qla2 Y a,a,y '
y is here considered the independent variable and x1 and x2 are two
functions of Y , determined by (2.99). For the time being only positive
values of y are used. It is readily Seen that as y increases from 0 to 00, one
root, xl, say, drops monotonically from 2/(a, + U , ) to Zero, and the other
root x2 drops monotonically from 00 to ( a , + a , ) / a , a , . Since ( a , +
a2)/ala2>2/(a, + U , ) , x2 is always greater than xl. It is convenient to
labe1 the roots so that x2 is used for the greater of the two. From (2.99) we
See that xly=2/a,a2x, 2/a,a,x,„ =2/(a, +a,)=x„,. Hence x,y
is always less than the greatest value of xl, which is less than the Wnimum
value of x2 since x2 >xl. Hence we have not only x2 >x, but also
x2 >xly, a result which is used subsequently.
We retum now to (2.98) and note that it is equivalent to the relation
tan-'( 1-a,x) + tan-'( 1 -a2x) = tan-'( Y )+ma, (2.100)
where the value of m,which may be Zero, must be determined by ad hoc
arguments. For the root x1 we have x1=0 when y = 00. Hence a/4+ a / 4 =
a/2+ ma, giving m =0. For the larger root x, we have x2 = 00 when y =0,
giving -n/2-~/2=O+mn, or m = - 1.
Consider now the differential dX= tan- '( 1- ax) dlog x, where a is a, or
a, and x is x1 or x,. Since a is a constant, dlogx=dlogax, and an
integration may be carried out with the aid of (2.14) by taking 1 -ax as a
new variable. It is convenient to define here a function

(2.101)
This form is valid for 0 <x < 2, while if the second and third terms are
inverted, a form valid for x > 1 is easily obtained. From these forms the
following subsidiary relations are readily deduced:
F(2/x)=F(x)+ f?rlog(x/d2); (2.102)
F( 1+x ) + F( 1+ 1/x ) + Ti ,( x ) = T
; log( -
xd2 .
l+x '
) (2.103)

lim F( x ) = 5 Ti,( 1) - ;alog( x / d 2 ) ; (2.104)

X-00

lim F ( x ) = Ti2(1)+ ~ v l o g ( x / ~ 2 ) . (2.105)

x+o
2.8. FUNCTIONAL EQUATIONS INVOLVING SEVERAL VARIABLES 65

Here u, w andy are related, via (2.99), by

y( u+ w) = (1 +y)( 1+ fuwy ). (2.1 10)

Apart from the term in log w (w is chosen as the greater of u and w) both
(2.109) and (2.1 10) are symmetrical. Hence if (2.110) be solved for y in
terms of u and w, a symmetrical equation in those two variables will ensue,
though still involving radicals. To get rid of the radicals we must linearize
(2.1 10) in y, and this may be done by defining a further variable z by
uy=z. Since (2.110) only involves u through the combination uy, this
choice is successful and gives, in terms of the variables w and z, simply
1-z+;wz
Y=- (2.1 11)
+
1- w ;wz -
Despite this form for y, which merely inverts on interchange of w and z, it
might appear that, in getting rid of the radicals, we have also lost our
symmetry, but in fact this loss is more apparent than real. To show this, we
use (2.102) to alter the form of the second pair of F-functions in (2.109). In
terms of the new variables the resulting relation is

Ti2[-
1- z + fwz
+
1- w fwz
] +Ti,(fwz)+F(w)+F(z)+F -w
1-z+ fwz
1-w+fwz 1
+F[- z
1- w + ;wz
1-z+fwz
] =Ti,(l)+fnlog(z/w)-inlog
1 - z + +zw
1-w+fzw
(2.1 12)

where, since x2 > x , y , we have w >z, and the range of validity requires that
the argument of the first Ti,-function be positive. Most of the terms are
now invariant with interchange of w and z, and, as we have already met
many times with the Ti,-function, the logarithmic terms vary in form from
region to region. By inverting the argument of half the first term, bringing
the resulting logarithm to the right-hand side and using the device of
writing sgn(w -z) to indicate +when w >z and - when w <z, the right-
hand side becomes

Ti,(l)+sgn(w-z)fnlog
w l-z+fzw

and in this form the equation is completely symmetrical, i.e., it is invariant

under interchange of w and z. The final equation, expressed entirely in
3.3. F O R M W ARISING FROM A CHANGE OF VARIABLE 77

and a similar equation with x=O. If the second equation be subtracted

from the first and the resulting formula inserted in (3.34), there is obtained
Ti,( x, a) -Ti2( x, b)

= (i=G9ixz
b+x a - b ) - T i 2 ( b , z )

+Ti,(b)-Ti,( m)
b + x --tan-l(b)log( a+x - b
- -) (3.36)
b+x a

335. If in (3.36) we let x+l/b, using (3.25) and (3.26) to evaluate the
limit it is found that
a-b
Ti,(l/b, a)=Ti,(b)-Ti,

- tan- '( b) log[ a-b

+
a( 1 b2)'12
1. (3.37)

Rather more simply, with x = l / b in (3.34)

Ti2(1/b, a)=Ti,( g, z)
1 l + a b +bn-'(l/b)log[ 1+ab
+
a( 1 b2)"'
] (3.38)

By putting b = m t 8 and a = t a n + in this last result, we get the more

compact form

Ti2(tan8,tan+)=Ti2[tan8, -tan(++@)] +@log[ sin+

sin(@++)
(3.39) 1.
33.6. A simpler and alternative version of (3.36) can be found by using the
interchange formula (3.8) to transform the first two terms on the right. This
process absorbs the two inverse tangent integrals and results in the equa-
tion
T i , ( x , a ) - T i , ( x , b ) = T i ,a-b
( r + l l bb,+~x) - T i (-,b)
a-b
l+ab

+tan-l( --)log[
a-b
1+ab
a( 1 + X 2 ) ' I 2
a+x 1
3.5. INVERSE TANGENT INTEGRALS OF BIQUADWTIC ARGUMENT 79

3.4.3. If we similarly differentiate Tizf(a+x)/(l -ax), b] we obtain

d a+x
- ( -
dxTi2 1-ax
,b) = [ tan- '( a ) + tan- '(x) ] x- 1/a
1-ab
(3.45)
On integration this yields
a+x
Ti2(G, b)=Ti,(a, b)+tan-'(a)log

+Ti, x, -
a+b+x(l-ab)
(a+b)(l-ax) 1
(
rT:b) - x , l/a)*
Equation (3.43) is the Special case b=O, and (3.36) can be deduced by
suitable transformations and changes of variable.

3.5. FORMULAS ARISING FROM INVERSE TANGENT INTEGRALS

OF BIQUADRATIC ARGUMENT
3.5.1. The process to be used has already been described in Section 3.4.
However, when quadratic structures are admitted the addition formula can
take on a large variety of suitable forms, each giving rise to an appropriate
equation. The process can be continued still further to include higher-Order
polynomials, but the profusion of results makes it necessary somewhere to
call a halt. There seems to be no doubt, however, that there lies here a
fertile field for future investigation and the inter-relationships between the
many results requires elucidation if the properties of this function are to be
comprehended as a whole. We shall be content here, however, mainly with
the more restricted yet prolific field of the biquadratic argument.

3.5.2. We have already, in Chapter 2, derived formulas from the differenti-

,
ation, followed by rearrangement and integration, of Ti [2x/( 1-x')].
This formula can be generalized in two different ways. We have

x ( a + i/a)
tan- '( ax) + tan- '( x/a) = tan- ' (3.47)

Accordingly, we get

-Ti,[
d
dx
x ( a + 1/a)
1- x 2
] [ .
= tan-'(ax)+tan-'(x/a)]( 1 1

(3.48)
On multiplying out the right-hand side it is Seen that all terms are
3.5. INVERSE TANGENT INTEGRALS OF BIQUADMTIC ARGUMENT 83

the help of (3.13),

Ti2(-x, a ) = - tan-'( a)log( e/a) -Ti2( a ) + ;log( 1+a2)tan-'(a)

- falog( yx-a
)-Ti2(1/x)-Ti2(- l/x, 1/a)

+tan-l(i/a)log[ ( i +a2)''2 ]

-Ti2(l/x)-Ti2(- l/x, l/a), x > a , a>O. (3.63)

This equation provides the extension of Ti 2(-x, a ) beyond the singularity.
Returning now to (3.55) we can let x+m and take limiting values with
the aid of (3.63) and (3.8). We find

~=4tan-'(a- V Z 7 )log(a+ V 2 T 1, (3.64)

and this value has to be inserted into (3.55).
If in (3.63) we put x = a + e and proceed to the limit we get the following
form in the neighborhood beyond the singularity:
lim Ti,[ - (a +e), a] = - tan- '( a ) log( e/a) - Ti2(a )
e 4

+itan-'(a)iog(i+a2), a>O. (3.65)

This is identical in form to (3.13).

3 5 5 . A more general formula, which contains the previous results as

Special cases, Comes from the equation
( a + l)x+b
tan-'(x) +tan- '(ax+b) =tan-' 1-bx-ax2
Then

1
1 1 1
[
= tan-'(x)+ tan-'(ax+b)]
x+b/(a+l) X-c x-d
9 (3.67)

where c and d are the roots of the equation ax2+bx - 1=0,

c , d = ( -b? )/2a. (3.68)

3.9. SPECIAL VALUES OF THE PARAMETER 95

he was missing something is apparent from the quotation from his writings
given in Section 3.1.3.
In Chapter 5 the Same Situation arises for ReLi,(reie), a function
analogous in many ways to Ti,(x, a). There we also deduce values of 8 for
which the reduction to simpler functions is possible. Rather significantly
the Same values 8= (2n + i ) ~ / 2 " appear at an early Stage of the analysis.
But by means of a functional equation involving, among other things, a
simple addition to the angular parameter it is possible by an iteration
process to achieve a reduction in all cases when 8 / is~ a rational fraction.
One gets a very strong feeling that the Same Situation exists for Ti,(x, tan 8)
and that somewhere there is an analogous functional equation permitting a
similar reduction here. Of the many formulas produced in this chapter
none seem to quite foot the bill, though several come rather near to doing
so, particularly those of Section 3.3. However, we must admit that to date
even the simple value a = tan(7r/6)= l / V 3 has had to be passed over
unresolved, and the only successes are the ones foreshadowed in Spence's
analysis.

+
3.9.2. We shall indicate here how the caSes with a = tan[(2n 1~ ) / 2 " ] can
be reduced. The Set involving tan(n/8) has in fact already been dealt with
in an ad hoc manner in Chapter 2 in connection with functional equations
for Ti,(x). The More general relation can be obtained from Spence's
analysis, but a quicker route is via (3.80). If we there put x=tan8 and
+
a = tan we obtain

:
:Ti ,( tan28, tan 2 +) - Ti ,( tan 8, tan +) = V(8 , +), (3.101)

where
V( 8, +) =Ti,(tan28) - 2Ti2(tan8) -2Ti,[ tan( @++)I
+2 Ti ,(tan +) + 2+1og[ tan( 8++ ) / a n +] . (3.102)

In (3.101) put 28,228,...,2"-'8 for 8 and a similar set of values for +.

Divide successive equations by 4 and add all the results. On the left only
the first and the last term remain, all the others canceling. On the right we
get a sum of tems 2 -%"+ ')V(2"8,2"+). The resulting equation is
n-1
1
Ti,(tane,tan+) = -Ti2[ tan(l"@),tan(2"+)] - 4-"V(2"8,2"'+).
2," 0

(3.103)
All tems on the right are known except the first, and if is taken as +
~ / 2 " + 'it vanishes since Ti,(x, oo)= 0. Larger multiples of 77/2"+' cannot
be used here since some of the V-expressions exhibit singuiarities. How-
3.10. EQUATION INVOLVING ARGUMENT AND PARAMETER 99

When k is either c or e, E takes a very simple form. From the second of

the relations of (3.105) we get c - a / ß = -(e+8/ß), and on dividing
through by the right-hand side and multiplying by l/c we obtain
(3.1 11)

Since -ce=y/ß, the left-hand side of (3.111) is just Hc). Similarly,

e(e)= l/e. But when k is a or b, a simple form for E does not seem
possible. Perhaps the most compact is
( a , b)( 1-ab) -A(ce- ab) + ab( c +e)
E(a, b ) = (3.1 12)
-ce(l -ab)-(a, b)[ A(ce-ab)-(c+e)] ’
where A is given by (3.107).
Using these results to complete the integration of (3.109) the following
equation is found:

=Ti2(Y, a ) + Ti2(Y , b) - Ti,( Y , c ) - Ti2(Y , e )

+ T i , [ z , ~ ( a ) ] + T i ~ [ z , ~ ( b-Ti,(z,l/c)-Ti,(z,l/e)+C.
)]
(3.1 13)
In this equation A is given by (3.103, z is given in terms of y by (3.108),
and e(a, b) is given by (3.1 12). There are five independent variables, a, b, c,
e, and Y , while C must be detennined by using some appropriate value of
Y . Unfortunately z does not vanish with y, so that y=O is not a suitable
choice. However, if we sacrifice one of the constants by imposing the
additional restriction
ce[(a+b)(c+e)+(l-ab)(l -ce)] -ab(l+c2)(1 +e2)=0, (3.114)
then a = O and z vanishes withy. In this case, C=O and (3.1 13) takes on a
somewhat simpler form.
With a =0, (3.105) gives 8 / ß = - ( c +e). Hence e simplifies considerably,
in this case, to give
e(a, b)=l/[c+e-ce/(a,b)], (3.1 15)
In the Same way (3.108) for z becomes
z = -y/[ce+(e+c)y]. (3.1 16)
Lastly, the restriction (3.114) itself can be simplified. From the fourth
relation of (3.105), with a = O and 8 / ß = -(c+e) we get
A( Ce - ab) =ab( c+ e). (3.1 17)
3.103. How does the resulting equation compare with the target? Because
of (3.1 16) the two variables y and z are not unrelated: if y and z are
 CHAPTER 4

CLAUSEN'S INTEGRAL

4.1. DEFINITlON AND ELEMENTARY PROPERTIES

4.1.1. The function discussed in this chapter arises from a consideration of
the diiogarithm of imaginary exponential argument. More specifically we
cunsider the form Li2(eie), and from the series definition we have
00 00
cos n e sin ne
Li2(eie)= -+iC -.
1 n2 1 n2
From the definition as an integral we have also
Li2(eie)- ~ i , ( l )= - f i ' log( ;-2) dz.

Take a new variable + given by t =ei*, so that the iimits for + are 8 and 0.
Then
Li 2( eie ) - Li 2( 1) = -iJ'log( i -ei* ) ti+

= -i/'log[ 2sin(&b)] d++ f(7r-6)'- fw2, (4.2)

0

provided 0$6S 2n. On equating the real parts of (4.2), using (4.1) for the
left-hand side, we get a well-known Fourier series
4.2. PERIODIC PROPERTIES 103

4.2.2. An alternative definition to (4.5) which permits a consideration of

negative values is

With this definition the sine series and the integral are identical. Accord-
ingly, we have, from the periodic properties of the series,
C1,(2nn 2 0) =C1,( 8 ) = 2 C12(0). (4.10)
Similarly, or from (4.10) with n = 1 and n+0 for 8,
~ i , ( ~ + e )- =
~i,(~-e). (4.1 1)

4.23. Some particular values of C1, will now be obtained. Obviously, from
the series, we have
,
C1 (n n ) =0. (4.12)
The particular case n = 1 gives jZlog(2 sin; 8) d8-0, which is readily
reduced to a more familiar equation
iw’2iog(sine ) de = - inlog 2 (4.13)

by putting 28 for 8 and decomposing the logarithm.

From the series, with 8= n, we get
1 1 1
C12(+)= 7 - 32 + 52 - - - = G ,
* (4.14)

FIGURE 4. Plot of Cl,(B) and Gl,(B).

2.0)

-0.4

-0.8
-1.2

-1.6

-2.0
4.5. INTEGRAL RELATIONS 107

Using (4.31) to express the inverse tangent integrals in terms of Clausen's

function we get
+
12G=4C12(28)+4Cl,( n - 28) 2C1,( i n -28) +2C12(i n +28)
+ C1,(48) + C12(n-48) (4.34)
where tan28= $. There does not appear to be any obvious way of
deducing this from the factorization theorem for Cl,. However, by applica-
tion of the duplication formula C1,(2+) =2 C1,( +) -2 C1,( n -+), it can be
put in the simpler form
12G-8Cl2(28) +2Cl,(4n+ 28) + 2C12(in-28) - $1,(88), (4.35)
where tan28= :.
4.5.5. From the definition of Ti,(x, a) we get
log(x a)
Ti ,( x ,a) = log( x +a) tan- * (x ) - J
x
dx .
+ (4.36)
1+x2
0

Put a = tan+ (+ a constant) and x = tan8. Then

sin(8++)
x+a=
wsews+
and
Ti ,( tan 8, tan +)

=8log[ sin( 8 ++) ]+~c12(28+2+)+;c12(n-2t9)-;c~2(2+).

cos8

(4.37)
Equation (4.31) is the special case +=O. If it could be solved for C1, in
terms of Ti, it would be possible to relate the inverse tangent integral to
the generalized integral. But as demonstrated in Chapter 3, it is not likely
that this can be done except for special values. It is therefore apparent that
(4.31) cannot be reversed to express C1, in terms of Ti,, at least not in
closed terms. (An infinite series is readily obtained by iteration but is
useless for the present purpose.)

4.5.6. A particular case of (4.37) is 8=+:

+ , ,
Ti 2( tan +,tan +) = log(2 sin +) + 4 Cl (4+ ) + Cl ( T - 2+) - 4 C12(2+) .
110 CHAPTER 4. CLAUSEN'S iNTEGRAL

Rogers' has deduced a very general five-variable formula (with a Single

relation between the variables) from an equation involving Li, of complex
argumeat, and this we shall now derive.*

4.6.5. As explained in Chapter 5, the imaginary part of the dilogarithm is

expressible in terns of C12, the actual relation h i n g
Im Li 2( reie)=o log r + $1 &) + $1 2(28) - :Ci ,(SO +2e), (4.46)
where tan o =rsin 8 / ( 1 - rcos 8).
I€ this fonnula be used indiscriminately On any of the two-variable
relations of Chapter f, an equation of sorts for C1, will be prodwed, but
because of the form taken by the variables, and in particular by the angle
o above, the arguments will be far from simple. However, a particular
structure, considered in great detail by Rogers, has a very remarkable
cyclic property which permits, as it happens, an extremely symmetrical
arrangement of the variables.
We Start with Hill's form, Equation (1.24), of the two-variable relation
for Li2, and transform by means of (1.1 1) the arguments of the first,
fourth, and fifth terms to give their complements. The resulting equation is

L i , ( x ) + ~ i , ( y ) + ~ i( - 1) -+x~ i ~ ( l - x y ) + ~ i
1-xy
(-)=L7
1-xy
(4.47)

where

L= +' - log xlog( 1-x) - log y log( 1-y ) + log -(

;:)log( 2).
If the five arguments O n the left of (4.47) be denoted in Order by z,,
n = 1,2.. .5, then the cyclic property
'PI = -'n+2',+3 (4.48)
is readily verified (it being understood that t5+,,,
is to be interpreted as z,,,).
From here O n x and y will be taken to be complex variables. The
representation of a complex variable may be in the polar form re", or
alternatively it can be given by the bipolar (8, +) or bivector (r, s)
Coordinates. The relation between these equivalent fonns is shown in
Figure 5. Obviously we have
+
r/sin =s/sin8 = l/sin( 8+ +) . (4.49)
We consider the five complex variables z, of (4.47) and represent each by
the Set of quantities r,, s,, and +., We seek the relations which must
exist between all these quantities.

*Rogen studied the function T(8)= J,8(8/tanO)d@, which can bc simply related to
C1,(28) through an integration by parts.
116 CHAFTER 4. CJAUSWS MTEGRAL

When
+
sin’ a sin’ y = sin’ ß, (4.75)
D = sin a sin Y , so that X = 0 and
S(a,ß,y)=-a2+ß2-y2. (4.76)
When
cos a cos y =cos ß, (4.77)
D =0, so that X = 1, whence
S(a,ß,y)=O. (4.78)
By taking the differential of (4.70), we get

ao
-2 (-x)“(sin 2na da - sin 2 n ß dfl+ sin 2nydy)
l n

- 2( ada -ß dß+ y d y ). (4.79)

On summing the series the coefficient of dX is found to be Zero, and the
differential is reduced to

- idS( a, ß, y ) = cos-

- COS
COS a sin y

(cos2 a - cos’ 8)”’ 1 da

+cos-
(COS’
sin a cos y
y - cos’ß)1/2
] dY. (4.80)

With ß = n / 2 this reduces to

dS( a, i n , Y ) = - ( n - 2 y ) d a - ( n - 2 a ) d y , (4.8 1)
whence
S( a, in, y ) =2( i n -a)( ir - y ). (4.82)
With #I f=n in (4.70) we therefore obtain an identity from (4.82) which,
with a Change of variables, can be written
n cosnxcosny-cos’inn
=1(1
2 27I-x )’ ?

n’
s
0 6x n , cos2 x <COS’ y . (4.83)
5.1. RESOLUTION INTO REAL AND IMAGINARY PARTS 121

logarithm into real and imaginary parts we get

(5.2)
The imaginary part can be expressed in terms of the functions of
Chapters 2 and 3 by taking y sin 8 / ( 1 -y cos 8 )= t as a new variable:

Alternatively, putting t = tan cp in (5.3), writing rsin 8 / ( 1- rcos 8 ) =tan o,

and integrating by parts, we get

- la[ +
log sin - log sin(+ +e ) d+ 1
+
= d o g ( r ) + f c 1 , ( 2 4 - + ~ 1 , ( 2 ~ + 2 8 )+ci2(28)

with
o = tan-'( rsin 8 ).
1-rcos8
This important equation, due to Kummer,, gives the imaginary part of the
dilogarithm in terms of tabulated functions of a single variable.

5.13. The real part, from (5.2), can be put in the form

where, adopting Newman's con~ention,~ we write X = 1 - 2x cos 8 x . +

The notation Li2(x, 8) follows naturally from the forms already used, and
we have, from (5.6), the convenient identities
Li 2( x ,0) = Li ,( x ),
-1SxS 1. (5.7)
Li2(x, 7r)=Li2( -x),
5.1.4. The question of notation for this function is particularly confusing.
Hd14 defines L ( x ) = log(x), X ( x ) = J ( d x / x ) L ( l + x ) , and D, =
124 CHAPTER 5. THE DILOGARITHM OF COMPLEX ARGUMENT

53. SPECIAL VALUES OF THE ARGUMENT

53.1. The following examples are due to Newman,' although similar
formulas have been found by many other writers.
We start with (5.6) and differentiate with respect to 8:
a Li2(X,8) ).
a8 =-[x &sin8
1 -2xcos8+x2
=-tan-'(
1-xcos8
(5.14)

If x may also be a function of 8, then we have, in general,

d a j dx a j
-f(x, 8 ) = -- +-.
d8 ax de a8
Hence

(5.15)

Newman takes x as various functions of 8 in this formula and integrates.

The following examples show the method.

53.2. x = 1. Then dx/d8= 0 and

x sin e/( 1-x cos 8 ) = sin o/( 1- cos 8 ) =cot( f8) =tan( f s - $I).

i
Hence d Li2(1,O)= - (f s - 8) do. Integrating, and using Li 2( 1,O) =s2/6
to determine the integration constant gives
~i~(1,8)=f(s-8)~-n'/12, 0 ~ 8 2ss . (5.16)

533. x=2cos8; x2= 1 - x . x + x 2 = 1; logX=O. Also,

x sin 8/ (I - x cos 8 ) = 2 cos 8 sin 8/ (1-2 cos2 8 ) = -tan 28 = tan( s -28 ) .
Hence, from (5.15), dLi2(2cos8,8)=(28-s)d8. Integrating, and putting
8= f s to determine the integration constant, gives

~i ,(2 cos 8 , 8 ) = (:s - 8 )2, o s 8 s s. (5.17)

53.4. x=cos8; x 2 = 1 - 2 x . x + x 2 =(l-x2); logX=flog(l-x2). Also,

xsin8/(1 -xcosO)=cot s=tan(+s-e).
Hence, from (5.19,
ilog(1 -x2)
dLi2(x, 8 ) = - dx+ (8- is)do.
X

Integrating, and putting 8= f s to determine the integration constant, gives

5.3. SPECIAL VALUES OF THE ARGUMENT 125

53.5. x=secO; X2=x2-2+ 1=x2- 1. Also,

xsin8/(1 -xcose)=oo=tan-'(+).
Hence, from (5.15)
;log( x 2- 1)
d ~ i , ( e)=
~, - dx- indo.
X

Integrate this equation from 0 to 8, x = 1 to sec 8:

scce2logx+log(l- 1/x2)
~i,(sec8, e) - ~ i , 1(,o) = - id-5
2 X
dx.

The substitution x = 1/y in the second logarithm enables it to be integrated

in terms of Li2(y2), and the result of the integration is
~i,(sec8, e) = sT2/24- f ~ i , ( c o se)~- 3 log2(cose) - fns,
oses fq. (5.19)

53.6. x=$sece; x 2 =I - s e c ~ c o s ~ + x 2 = x 2NSO,

.
x sin e/( 1-x cos 0) = tan 8.
Hence, from (5.15),
log x
dLi2(x,8)= - -dx-@dB.
X

On integration this gives

~ ~ e,(8) = C- ;10g2(2 C
i3sec e) - ;e2.
~ S

Put 8=0, Li2(:,0)=Li2(i)=n2/12- flog22. Hence C=n2/12 and

Li 2( ; ~ e c8,8) ='IT 2/ 12- ;02 - flog2(2cos 0 ), - I;T' <8<;'IT. (5.20)

53.7. Let
x=-=hn(fn--
1-sin8 xsine =- 1-sine
cos e ~9 i-xcme case
Then
1 + x 2 = cos2e+(i-sine)2 - 2(1 -sine) =-
2x
COS8~ cos2e cost?'
Hence
(1 -x')2
cos8=2x/(1+x2) and X2=l-2x- 2x + X L
1+x2 1+x2
From (5.15),
5.4. FUNCTIONAL EQUATIONS INVOLVING A SINGLE VARIABLE 127

5.43. This and the following example due to Newman9 are based on his
analyses in the Cambridge and Dublin Mathematical Journal (1847).
Consider two variables x and y related by xcos8+ysinB= 1 and define
3
V = Li ’(x, e) - Li 2( y, T - 8). Then
x 2=x2-2x C ~ S e + 1= (X cos e - 1)’ +x2 sin’ e = (x2+ y 2 ) sinz e (5.25)
and
~’=y’-2ysine+ 1 = ( p i n e - i)2+y2cos2e=(x2+y2)cos2e.
Hence

v= - /log Xdlog x + /log Ydlog y

(5.26)

on replacing X and Y by their equivalents from (5.25). Now

- fJlog(x’+y’) dlog(x/y)

= - +Jlog(1 +X2/Y2) dlog(x/y) - Jlog(y) dlog(x/y );

the first term is ;Li,( - x ’ / y 2 ) and the second is evaluated as follows.
Since x cos 8 +y sin 8 = 1 we have

+ Jlog(1+- ;
:2) dlog(x/y)
= log(sin8)log( x / y ) - Li,
;z:)
(- -
Inserting these values into (5.26) gives

V = f ~ i , -(x ’ / y ’ ) (
- ~ i ,~ ~ ~ e ) - l o g y l o g t a n ~ + ~ .

The constant is determined by putting x =0, y =cosec 8 and using (5.19)

128 CHAPTER 5. THE DILOGARITHM OF COMPLEX ARGUMENT

with $ n- 8 for 8. Expressing the final result entirely in terms of x we have

5.4.4. The second of Newman's formulas comes from a consideration of

two variables connected by the relation 1-x=2ycos+ with 8+2+=n.
Let V = Li2(x,8) -2Li2(y,9). Then
Y2=y2-2ycos++l=(ycos+- 1)2+(ysin+)2
[
= f (1 +x)2+cot2(+)(1 = fsec2+(1+2xcos2++x2)

= isec2+(1-2xcos8+x2).

Hence
x2=4c0s2(+) Y2, (5.28)

v= - Jlogxdlogx+2/logYdlogy
= -log(x)log(2cos+)+ Slog Ydlog(y2/x) (5.29)

from (5.28).
+
Now Y2=y2 (1 - 2y cos +) =y2 + x . Hence

= f/log(y2+x)dlog(y2/x)

= fJlog(1 +y2/x)dlog(y2/x)+ fJlog(x)dlog(y2/x).

The first integral is simply - fLi2(- y 2 / x ) and the second splits up into

fJlog(x) dlog(y2) - fJlog(x) dlog(x)

=Jlog(l-2ycos+)dlog(y)- il0g2(x)

= -~i,(2ycos+)- +log2(x).
5.6. NEWMAN'S FUNCTIONAL EQUATION INVOLVINGTWO VARIABLES 133

Hence, by the property of quadratic equations

x+y=2cos9-u and xy= 1-mv. (5.57)
Also
x2=(m-x)u, Y2=(m-y)u. (5.58)
Eliminating u from (5.59, we find
(m-x)(m-y)= 1-2mcos8+m2 (5.59)
This is an equation connecting x andy such that (5.56) may be satisfied.
It remains to be verified that with this choice we are led to an appropriate
+
integration of U = Li 2( x, 8) Li 2( y, 8).
Differentiating,

dX
=d( - log Xlog x - log Ylog y ) +log X-
X
+ logy-dYY '
Hence
d( U + log Xlog x + log Ylog y )
dX2
= flogx- + flogy-dY2 (5-61)
*x2 Y2

from (5.58).
Collecting terms, the right-hand side of (5.61) may be written

(5.62)

Noting that xy= 1 -mu, from (5.57), Equation (5.62) is readily integrated
to
+logxlog( 1-x / m ) + + ~ ix /~m () + +logylog(1 -y/m)
+ 3 ~ i , y/m)
( -f~i,(mu).

Hence (5.61) can be integrated to give

Li2(X, @)+Li,(Y, 9 )
=f~i,(x/rn) + + ~ i , ( y / r n )- f ~ i , ( -xy)
l (5.63)

+ flogxlog
To determine the constant, put x =0 in (5.59). Then y =2cos9- l/m=z,
5.7. DERIVED FUNCTIONAL EQUATIONS 135

(5.71)
This very general relation connects functions of six variables of which any
four are independent. Solving (5.71) for aeia, we get, for a and a in terms
of the other variables
a’ = [ b2 +2bccos(/3-y)+c2]/[ b2c2-2bccos(/3+y)+ 13, (5.72)
tana= [ c(1 +b2)siny+b(l +c2)sin/3]
+[ c ( l - b 2 ) c o s y + b ( l - c 2 ) c o s / 3 ]
where 6 , c, /3 and y are here independent variables.

5.7.2. Many special cases of (5.70) may be obtained by restricting the

variables-to special values. Thus, if we take a=c, a = - y , /3=0, then (5.71)
gives b=2acosa/(a2 - 1). If we put 2a2cosa/(a2- l ) = t , the equation
reduces to

( 2 cos a -z ,2a) +~i 2(2zcos a -

Z
t2)

=4Li2(z, a)+2Li
( 2cosa-2
-z 1 (5.73)

This formula gives a connection between functions of parameter a and 2a.

The special case a = i n leads to the relation quoted in Section 5.5,
Equation (5.53). Use is made of (5.48) to transform the first term of (5.73),
with angle T . Equation (5.73) is studied further in Section 5.8.

5.73. A second derived relation may be obtained by starting with Abel’s

functional equation, or one of its equivalents. The most convenient is
(1.24). In that equation write
t9=aeia, $=beip and t9$=cei7. (5.74)
Then c=ab and y=a+P. Let us further write
A’= 1 -2acosa+a2,
B2=1-2b~s/3+b2, (5.75)
c2=1 -2ccosy+c2,
and
a sin a
tanma=
I-acosa’
(5.76)

c sin y
tan or =
1-ccosy’
5.8. CONSEQUENCES OF THE DUPLICATION FORMULA 137

This formula is related to (5.24), from which it can be obtained by writing

x = 1/a and inverting the arguments by (5.22).

5.8. CONSEQUENCES OF THE DUPLICATION FORMULA

The remainder of this chapter will be concerned with relations involving
the angular parameter rather than the argument. This aspect was studied
very thoroughly by Spence," and also by Kummer.13Owing to the richness
of properties possessed by this function there is no unique way of expressing
the results, and many equivalent f o m exist, some simpler than others.
The ensuing analysis is based on Spence's work, but it has been found
possible to simplify and extend his results somewhat.
We start with (5.73), which can be written

'4
where
Z
2cosa-z
,2a) =2Li2(z, a ) + F(z, a ) ,

F(z, a)=Li,( -' )-

2cosa-z
i~i,~tcosa-z2). (5.85)

This formula relates functions of parameters a and 2a, the argument

changing from z to z/(2wsa-z) as the angle is doubled. By repeated
applications of (5.84) functions of angle a and 2% can be related.
Let us define a sequence of angles a,, and arguments z, by

(5.86)

(5.87)

(5.88)
The solution of this difference equation is readily found by writing
n - 1, n - 2.. . successively for n, multiplying each equation by an increas-
ing power of 2, and adding the equations together, when all the unknown
functions cancel except the first and the last:
n
Li 2( z, ,a,) =2"- Li 2( z, a ) + C 2"-'~,- 1, (5.89)
2

where z1 =z, al =a. It remains to express a, and z, in terms of al and zl.

The formula for a,, is simple, since from (5.86)
a, =2"- 'al (5.90)
From (5.86) by cross-multiplying we find
z , - ~ +Z,Z,-~ = 2 ~ , c o s a , - ~ .
140 CHAPTER 5. THE DILOGARITHM OF COMPLEX ARGUMENT

the variable of interest, and though Section 5.7 contains formulas in which
the angle is varied, none of them are suitable for the immediate pwpose.
The present analysis follows closely that outlined by Spence,*’ and since
the starting point is similar to the one he chose in developing his duplica-
tion formula, the appearance of logarithmic terms, in addition to the
dilogarithms, is inevitable. It is not certain that they are necessary, but it
has not proved possible to find an alternative approach analogous to that
of Section 5.8 in which only the dilogarithms appear.
The results are not strictly speaking addition formulas for the parameter
since the argument also undergoes a change, but they are conveniently
referred to by that name.

5.9.2. There are two approaches to the formulas of this section. One is to
differentiate Li2(z,8) with z of the form ( a + bx)/(c+dx) and the other to
differentiate a simple dilogarithm of a suitable quadratic form. In either
case the results are integrated after rearrangement, and ultimate formulas
of a similar nature are obtained. Before carrying out this procedure we will
investigate the integration of a general form which occurs frequently in this
analysis. Let
log( A +Bx + Cx’ ) d i .
*=i x

a+bx
(5.98)

Take a new variable a+bx=my, where m is a constant yet to be

determined:

Z=i Cm’
b J *log
y [
A - - +aB
b b ’
- + Y Ca’ ~ ~ ~ ]2maC
( - - - - - ) +mB
b
.
b’
Put D =Ab’ - abB + Ca2 and take m = l/m :

1J -
I=- 4 [log( D/b’) +log( 1 -2y ws8 +Y ’)I, (5.99)
b Y
where

Hence

1
[ a+bx
I=- l o g ( D / b ’ ) l o g ~-2Li2
b

(5.101)
+
where 8 is defined by (5.100) and D =Ab2 - abB Ca2as above. This result
is used in the sequel.
5.9. AN ADDITION FORMULA FOR THE ANGULAR PARAMETER 145

functional relations of Chapter 1, and the use of (5.105) or some near

equivalent Seems essential.

59.6. A formula of a very different character from (5.117) was found by

Richmond and Szekeres* by evaluating asymptotically the coefficients of
expansion of certain Rogers- Ramanujan-type identities (due to George
Andrews). Defining

61=2(1-c0sTr+3 ” ),
i
a,+l =ö, (1 - s ~ ) - ~ , j = 1,2,..., r- 1,
i= 1

the relation is

(5.1 19)

Letting r+m the formula goes into

k-2
00

2 Li2( 3). 00

k-2
logklog-
k2
k2- 1
=a2/6, (5.120)

a result that can also be deduced from (5.1 16). An equivalent form, also
due to Szekeres, can be put in terms of the Riemann zeta-function:

(5.121)

5.9.7. The Special case r=2 resulting from (5.119) was examined by
Watson,” using formulas from Chapter 1. It is convenient here to use the
notation of Rogers, i.e., L ( x ) = Li2(x) + +log x log(1 - x). Denoting
~sec2(2n/7)by a we have

a3++a2-a- I = O (5.122)

and hence
a2
and -= 1 -a.
( a + 112

*G.Szekeres, private communication.

6.4. A CONSIDERATION OF SOME COMPLEX FORMS 161

with a relation connecting five trilogarithms and some elementary func-

tions:

~ i ,=
(1-x
)-~i,( s ) = 2 ~ i , ( -l x ) + 2 ~ i ,( l+x
l ) - t ~ i , I( - x2)

T2
- ; ~ i , ( l ) + -log(l +x)-$iog3(1 +x).
6
(6.33)
There does not appear to be any obvious way of reaching this quite
compact result in a more direct manner, though, of course, it is a simple
matter to verify it by differentiation.
An alternative form arises if we add to the right-hand side of (6.33) the
expression 2Li3(x)+2Li,( -x)- iLi,(x2), which is zero by virtue of (6.4).
Then the six trilogarithms can be arranged in three pairs, which may be
recognized as parts of (6.10) and (6.1 1) with x, x2 written for x in the
former and -x written for x in the latter. Using these relations the
resulting equation simplifies to

~i,( 2) 2) -~ i , (
=: ~ i , ( l ) - 2 ~ i ~
=-X
() - 2 ~ i , l+x
( " )
+fLi3( 7-x2 )
pT 2g (.
I+x)+flogZ(
1-x 1+ x ,).p(TI-X2
)*
l x
(6.34)

6.4.6. If in (6.34) we put x =itan 8 we get

Li,(e -2ie) - Li,( - e --Zi@)
= i ~ i , ( l ) +t~i,(sin~8)+28~10g(sine)

+ion( 8- ); -2Li,[ ~int?e-'('/~-')] -2Li,[ ~ i n 8 e ' ( ~ / ~ - ~(6.35)

)].

The pair of complex trilogarithms on the right can be written as

-4ReLi,(~in8e'(''~~-~)) so that the analysis, so far, has succeeded in
connecting Li3(2 e -,") with the real part of Li,(sin2 8+ isin8cos 8).
A relation of a similar nature can be derived from (6.33). It is apparent
that the purely imaginary argument, which occurs in the corresponding
analysis for Li,, does not appear here, and the proximate reason is the
failure to produce Li,(?x) on the right-hand side of (6.34). In fact it is
now clear that for the odd-order functions the association sought is with
the real part rather than with the imaginary part, and the significance of
(6.35) might be that ReLi,(re") is expressible in terms of Li,(e"), just as
168 CHAPTER 6. THE TRILOGARITHM

6.6.4. There are a number of relations satisfied by Li3(r,8), and a few of

these will be discussed in more detail.
A factorization theorem exists which may be obtained either by integrat-
ing (5.9) or more directly by taking the real part of (6.49) with x=reie:
1
-Li,( r n , n 8 ) = Li ,( r , 8 ) + Li ,( r, 8 2 m/n )+
n2
+ - 0 . +Li3(r,8+2n-1 m/n). (6.71)
In particular, for n = 2

Since Li3(r,8) (from the series expansion) is even with respect to 8, the
sign of 8 can be changed, giving Li3(r, m - 8) as an alternative form for the
last term in (6.72).
The inversion Equation (6.6) gives, on putting x = and taking the
real part,

Li3(r, 8 ) - ~i,(:, 8)

= - ;log3( r ) + :log( r )[3( 8 -T ) -~m 2 ] , 0 <8<2a. (6.73)

A few special values of 8 may be considered. With 8=0 in (6.72) we get

Li,( r ,v ) = f ~ i , ( r ' ) - ~ i , ( )r . (6.74)

i
A further value, 8= m, may be dealt with by dividing (5.48) for Li2(x, f a)
by x and integrating. The result of this procedure is

~i,(x,+a)=~~i,(-x~). (6.75)

Similarly, from (5.49) and (5.51) we get

( fm) = $ ~ i , (-x3) - i ~ i , -
~ i , x, ( x) (6.76)
and
( fB) = $~i,(x,) - T~i,(x).
~ i , x, 1
(6.77)

6.6.5. We shall now prove a relation connecting Ti,(y) and Ls,(8). This is
very reminiscent of (4.3 1) connecting Ti z ( y ) and C12(8)=Ls2(8) and
suggests the possibility that the imaginary part of Li3(t) may be expressi-
ble in terms of Ls,. But, as with the similar suggestion involving Cl3(8)
and the real part of Li3(z), further investigation of the properties of these
functions is required.
172 CHAPTER 6. THE llULOGARITHM

Integrating the last term of (6.87) by parts and using (6.85) and (6.39)
gives
Li,(r, 8) = Li,( r )

(6.89)
= Li ,( r ) - log( r ) [ Li ,( r ,e) - Li ,( r ) ] + f [CI,(20) -~i ,( I)]

But here the analysis comes to an abrupt halt because o is a function d 8

and there does not appear to be any way of carrying out the indicated
integrations when o is not a constant.
If we abandon the search for a general relation connecting Li3(r,8) with
C1, and consider instead some of the two-variable equations discussed in
Section 6.7.4, we can develop some special formulas reminiscent of some
of the special formulae for Li2(r, 8), where this function can be expressed
in terms of Li, when r is a constrained function of 8. In fact, since
the differentiation of Li3(r,8) with respect to r gives Li2(r,6), maybe
this is the most that can, after all, be expected. The results come from
taking 9, in Section 6.7.4 as various integer multiples of 8, using (6.35) for
Li3(sin8,iu-6) as a starting value. In this way many, if not all, of the
sequence of values Li,(sin p8/sin q8, (p ? q)B] can be isolated, and pre-
sented in terms of Li,, Cl, (of real arguments), and lesser functions. But
none of these special results is simple or compact.

6.7. FUNCTIONAL EQUATIONS OF TWO VARIABLES

6.1.1. Spence,, in his Essay on Logarithmic Transcendents of 1809, was the
first to publish a two-variable functional equation for the trilogarithm. His
method, in essence, was first to express the trilogarithm as a double
integral so as to avoid an explicit appearance of Li,. This artifice pennits
the much simpler functional equation of the logarithm to be used. A
change of argument from 1+ x to (1 +rnx)(l+ nx) is then made and the
resulting integrand broken up into a number of component terms, some of
which are immediately integrable while others are not. In order to evaluate
these latter a return is made to the original equation and a change of
argument made from 1 + x to cx/(l +ex). Again the integrand is broken
up into a number of terms. By choosing several suitable values for c and e
it is possible to reproduce the forms which had occurred in the earlier part
of the analysis, and in this way these unwanted terms are eliminated. An
expression involving only trilogarithm and ordinary logarithms results.
The whole process is quite lengthy, and it is surprisingly difficult to follow
 CHAPTER 7

THE HIGHER-ORDER
FUNCTIONS

7.1. INTRODUCTION AND DEFINITIONS

7.1.1. The higher-order logarithmic functions have been denoted generi-
cally by the term "polylogarithms." Strictly speaking this name is reserved
for the functions Li,(z) defined by
z z2 z3
+
Li,(z)= - - + - + ...,
1" 2" 3" l z l s 1.

It is apparent from this definition that we have

and this, in conjunction with (1.4) for Li,, extends the range to larger
values of z.
As with the lower-order functions the notation x,(z) is used to represent
the sum of the odd terms only in the series for Li,(z). It obeys a similar
relation to (7.2).
The series
1 1 1
-+-+-+... = Li,( 1)
1" 2" 3"
was investigated by Euler and (unsuccessfully) uy the Bernoulli brothers,2
and is summable in terms of w n when n is even. A derivation of this result
different from that usually given, and depending only on the properties of
Li,, is presented in Section 7.2.3. Although somewhat more involved, it has
the advantage of being based on nothing more recondite than the formula
- 1=el''.
198 CHAPTER 7. THE HIGHER-ORDER FUNCTIONS

733. Formulas for Clausen's and related integrals are obtained from
(7.44) by putting r = 1. On taking the real and imaginary parts we find
1 m-1

m-1 '

1
mn- 1 Gln(m8)= G1,(8+2d/m).
1-0

[Note that, according as to whether n is even or odd the equations are

obtained as the real or imaginary parts of (7.44).]
The particular case m =2 gives (1/2" - l) c1,(2e) =cln(e) +c1,( 8 n). +
When n is odd, =2m+ 1 say, C12m+1(t9) is even with respect to 8. Hence,
on reversing the sign of 8 we obtain

(7.47)

Since C12m+1(0)=Li2m+1(1),
we obtain, by putting 8=0 and +T, the pair
of values

C 1 2 m + l ( ~ )-(I
= -2-2m)~i2m+1(1)
and
C12m+l(;Q)=-2-(2m+l) (1 -2-2m)Li2m+1(1).

A further pair can be obtained with m=3 in (7.46). For odd orders we
have

and with 8=7r/3 or 2n/3 the equation gives

;
) ( 1- 2-2m)( 1-3 - 2 m ) ~i 2m+ 1(1)
~1 2 m + 1(~ / 3 =
and
~1,,+,(2n/3)= - + ( I - 3 - 2 m ) ~ i 2 m + l ( l ) .

Since C1,,(8) is odd with respect to 8, reversing the sign of 8 reverses the
signs of two of the terms in (7.47) and the method fails: no similar results
are known for the even order functions, though the even-order Bernoulli
polynominals, and with them G12n(0),exhibit an analogous behavior.
200 CHAPTER 7. THE HIGHER-ORDERFUNCTIONS

We take the real or imaginary part of this equation according as to

whether n is odd or even. If n is even, =2m say, we get

e4 82'"-2
- - C12,-,(8)+ +( - 1)"
4! (2m-2)! C12(8)

(7.52)

v v
--C12,-3(8)---- +(-1)"
4! (2m- l)! cl2(@)
(-1)'"
+ (2m-1)! J e
+
8 2m- log(2 sin 8 ) do. (7.53)

These equations give 1

: 8"log(2 sin 8)d8 in terms of Clausen integrals.
7.4.4. If we continue the integration by parts of (7.48) as indicated in
(7.49) and put z- 1-eie it is apparent that the last term will give

On expanding by the binomial theorem this becomes a s u m of terms

Ls(,")(8)of the type described by Equation (7.14). Only when n 6 3 does it
seem possible to isolate these functions and evaluate them separately. On
the left-hand side we get LiJl -eie) and, again, only when n6 3 does it
appear possible to express these in terms of Clawen-type integrals. This
limitation is bound up with the restriction, mentioned in Section 7.4.2, of
certain types of single-variable functional relations to the lower-order
polylogarithms only. There is not, apparently, any way of avoiding this
situation which must be considered fundamental. Some further results are
given in Sections 7.6.2 and 7.6.3.

7.5. THE ASSOCIATED CLAUSEN FUNCTIONS

7.5.1. These functions, which have been studied extensively by Glaisher,'
are closely related to the Bernoulli polynomials, defined as the coefficient
of t " / ( n ) ! in the expansion of texf/(e' - 1). Various notations have been
used for these polynomials, among which the most common are
202 CHAPTER 7. THE HIGHER-ORDERFUNCTIONS

If we expand the denominators in the form

1 -

and rearrange the double series in powers of t, we see that the coefficients
are expressible in terms of the functions Gl"(277x) defined in Equations
(7.15) and (7.16). Since the coefficient of t" on the left is just B,(x)/n! we
obtain, on equating coefficients of like powers,
Gln(2nx)=(- 1)'+r"'212"-'~ngn(x)/n!, O$xg 1, n > 1. (7.60)
This is the formula mentioned at the end of Section 7.2.6.
The first four functions are
;
G12( 0) = ( 77 - e)2 -7r2/ 12,

GI'( e) =e( a- 8 +~ h e - 3e211720.

)- 8)(4772
~
It is seen that the odd-order functions have a factor 8(77-B)(2n-8).
This is quite a general property and follows from (7.60) since B2"+,(x)
vanishes at x=O, f , and 1. The first and last cases follow directly from
(7.55) and (7.57). The case x = f is obtained from (7.54) since the generat-
ing function becomes simply t/sinh(i t ) and has no odd-order terms in
its power series expansion. Since G12,,+1(8)is a Fourier sine series the
result is, of course, to be expected.
A plot of G12( 8) is given in Figure 4.
Equation (7.46) for G1, may be converted into a similar factorization
theorem for B,(mx). This aspect has been treated by Glaisher' and others.

7.6. INTEGRAL RELATIONS FOR THE FOURTH-ORDER

POLYLOGARITHM
7.6.1. From Equation (7.48) we have

(7.61)
This equation gives J log2(x) [log(1-x)/x] dx in terms of tabulated func-
tions. When x is negative we use log( -x) for log(x).
By writing 1-x for x there is deduced a similar equation for J log2(1 -x)
[log(x)/(l -)I
204 CHAPTER 7. THE HIGHER-ORDER FUNCTIONS

This resolution gives, after a little simplification,

= -2 [Li, (- I
1-: ) + ~ i , ( x )- ~ i , ( l - x ) + ~ i , ( l )

+2[ log( 1- x ) ( - log(x) ~ i , I(- x ) ]

~ i , x)
TL
+2logx1og(l - x ) ~ i ~ -x)-
(l - log2(1- x )
6
+ & log2(1 - x ) [ +
610g2(X ) 410g xlog( 1- X) -log2(1 -.)I
) +).
+ 2 ~ i , ( l log( -X (7.65)

From (7.63), l,”log(x)[log2(1-x)/x] dx differs from the above by the

i
addition of log2(x)log2(1- x ) . It is also obtainable from (7.65) by
putting 1- x for x. At first sight it would appear that a functional equation
for Li, could be deduced in this way by equating the two expressions. It
turns out, however, that most of the terms cancel and we are left with
nothing more than a particular case of the inversion formula (7.20), plus
the result that
1110gxlog2(l-x)dx/x= -;Li,(l)= -v4/180.

There appears to be no functional equation for Li, with arguments x,

1 - x, and -x/(l -x) corresponding to the two-term and three-term
equations for Li, and Li,. A four-term relation might be expected, but the
difficulty is that we have no more suitable arguments. The above three and
their inversions form a closed group, but if we are not merely to duplicate
results already contained in (7.20), the inversions must be omitted.

7.6.2. The real and imaginary parts of Li,(l - eie) can be expressed in
terms of log-sine-type integrals through (7.62) or (7.65). If we put X = 1-eie
in (7.62), the equation becomes
Li ,( 1 - eiB)= log( 1 -e i e )Li ,( 1- e i e ) - $ log2(I -e i e )~i 2( 1-eie)

On taking the imaginary part of this equation and using previous results
for Li, and Li, we get, after a considerable simplification,
Im ~ i , ( l- e i e )
8
= -d ~ ~ , ( e ) + f i o g ( 2 s i n ~ o ) ~ s ,-( log3(2sin+9)
6
~)- (7.67)
8,
+4 log2(2 sin f 8 ) C12(8) + -log(2 sin $9) - f C1,( 8) + f8 Li ,( 1).
24
7.6. INTEGRAL RELATIONS FOR T)IE FOURTH-ORDER POLYLOGARITHM 205

Similarly, by taking the real part of (7.65) with x = 1-eiewe obtain, after
some reduction,
ReLi4(l -eie)

This formula may also be deduced by taking the real part of (7.66) and, in
fact, (7.65), despite its more pretentious origin, really contains no more
fundamental information.

7.63. Two very interesting results follow by taking e=n in (7.67) and
(7.68). We need to interpret Li4( 1 -eie)as &n, and on using the inversion
formula (7.20) with x=eie - 1 we get

n2
-- log2(eie- 1)
12

Hence
ReLi4(2)= -Li 4(L)-
2

a
* 24
n2
+7 n4
10g2(2)+ 45,

Im Li,(2) = - - i0g3(2). (7.69)

6
The result of inserting these in (7.67) and (7.68) is

- log(2) Li,(l) + 19n4/720. (7.71)

A further value of interest is obtained from (7.68) with 8=s/3. Then
log(2sin 0) =0 and we get
7T
ReLi,(e-'"l3)= f Ls(6)(a/3)- - Ls,(a/3)-n4/(81.192).
12
7.7. EQUATIONS FOR THE FOURTH-ORDERPOLYLOGARITHM 209

Kummer* gives the special case when x=y:

A4(x3) +A,( -x3/f3)
+
= 3A,( -xf ) 3A4(x/f2) + 6A4(x2/[) + 18A4(-x)
+18A,(x/f)+27A4(x)+27A4(-x/f)- q10g4(f)- iC=O, (7.79)
where C=O if x < 1 and C=n4 if x > 1.
This seems to be the simplest single-variable relation existing, apart from
the inversion and factorization formulas. For the record, these two for-
mulas, for Li,, are
~i,(x~
=~) i , ( x )+ ~ i , -x),
( (7.80)
n2
Li,( -x) + Li4(- l / x ) =2Li,( 10g4(x)- - log2(x),
- I) -
12
(7.81)
where, since Li,(l)=n4/90, we get from (7.80) the value
Li,( - 1)= - 7v4/720. (7.82)

7.7.2. It is possible to convert (7.78) into a similar formula for Li, by

substituting for each term through (7.62). This introduces a large number
of logarithmic and higher-order terms, whose elimination or simplification
is not easy. An alternative approach, adopted here, is to make use of the
form revealed in (7.78) and deduce the equation for Li, directly. It is
apparent that if in (7.78) we replace the A, by Li, and change the sign of
the arguments (omitting the logarithmic and constant terms), the expres-
sion so obtained will be the dominant part of any formula for Li,. If we
denote this expression by F(x, y), then, on differentiating with respect to
x, keepingy constant, we will get an equation of the form

where f and g will be a sum of trilogarithmic terms. It is easily seen that

- 3 Li3(-y/qt) +- 6 Li3(-x/[). (7.84)

YThe term in log*([) is given as 10g*(~)in error.

7.9. THE LOG-SINE INTEGRALS 223

From the similarity between the expression here and Equation (7.1 10) we
deduce that

leading to
-A1 &/(I
~1/210s"[Y(1 -v)
= - 2"log"+ '( ;)/( n + 1)

Hence

+
log5[y( l -u)] &/( 1 -v) = - 241~g6(2)/3 240S2(3)-79n6/ 126,

etc. The substitution y =sin2(; 0) gives rise to the integrals

7.9.7. A further integral of a similar nature stems from the expression

I p = j : l 2 [ y / ( l -y)]'+P&. If we change variable by putting y/(l - y ) = x
we get Ip = j,'x'+P dx/( 1 +x)'. Differentiate n times, put p =0, and add to
both sides

Then
(7.133)

This integral is most easily evaluated by expanding 1/(1 + x ) in powers of

x and using the result j,'log"(x)x'dx=( - l)"n!/(l +r)"+*.After a little
reduction we get
(7.134)

This expression may be combined with (7.132) to obtain formulas, at least

for the lower orders, in which logp(y)log4(1-y) appears explicitly. How-
ever, it appears impossible to deduce Li&) by this route, and the rela-
224 CHAPTER 7. THE HIGHER-ORDERFUNCTIONS

tionship of these results to Lin(i) is not clear, although at first sight it

might appear that this quantity was primarily involved. The substitution
y = sin2(8) in (7.134) leads to the integrals J,"/'log"(tan 8) tan 8d8.

79.8. An expression for the generalized log-sine integrals will now be

obtained. We start with the integral J( 1-z 2 ) % F dz and integrate it round
the contour bounded by the x-axis from - 1 to + 1 and the upper
semicircle of unit radius. This leads to

giving

In this equation put 1+ A + p = 2v and write 8 for 8. The integral on the

right is reducible to gamma-functions and we deduce
/2w(2sinf8)Aeiv8d8=2neivwI'(l
0
+A)/r(l+ f h + v ) r ( l + fh-v).
(7.136)
Hence, on differentiation
/2T8"logr(2sin i8)d8=2~e-'""/~
D"v=o D
'x=oY, (7.137)
0

where
y =eivar(l+x)/r(1 +A + + +( 1+ ;A - v).
Now put
00

log y=iva+yo(A)+C vnyn(A)/n !, (7.138)

1

where yo( A) =ZFAm(- 1)"( 1- 2l-"){( m ) / m , from (7.1 10). Denoting the
summed terms by y (A, Y)SO that
, =2iOgr(1+ ;A) -log
y ( ~ v) r(1 + ;A+v)
-iogr( 1+ f h - v ) ,
we get
v)=(-- l)'+"+'(n+r- ~ ) ! ( i ) ~1 [+(- l)"]{(n+r).
D;=,D;,,~(A,
Hence, from Maclaurin's expansion
7.10. RESULTS FROM A CONTOUR INTEGRATION 231

7.10.4. The case n =0 in (7.159) gives

In particular, with r= 1, m = 2 we get

(7.163)

The imaginary part of this relation gives

(7.164)

7.105. A variant of this method, due to Fuchs,l* was used to deduce the
values of Ls3(n/3) and Ls&')(a/3). His application is particularly simple
when the angle is n/3, but it can be generalized to an arbitrary angle. We
shall here give the case m=2, n =O, r= 1.
The expression log2(1-z)/z is integrated around the contour C consist-
ing of the three sectors
c,: z = x , o<x< 1,
c2:z=ei*, o<+<e,
C3: z=l+ei', -ilog(e" - 1) < t < n .
Then, on integrating by parts on the C3-contour, we get

2{(3) = - i/08[log(2 sin ;+) -i i (s -+)I2 d+

+2 +
(s- t ) log( 1 eir)dt. (7.165)

The reason that 8=n/3 gives a particularly simple result is obvious, since
then log(2sin 9 ) = 0 and the limits for the integrals are all real. If we take
the imaginary part of (7.165) we need ImJ(n-t)log(l +e'*)dt with the
lower limit complex. This can be handled by writing the integral as
+
238 CHAPTER 7. THE HIGHER-ORDER FUNCTIONS

Eastham also shows that there are no recurrence relations of the form

(7.200)

where the A,(z) are algebraic functions of t, rnz 1, n z m , and A,(z)#O.

The method consists of dividing (7.200)by the first coefficient, differentiat-
ing, and then repeating this process m- 1 times. This results in equating
log(1-z) to an algebraic function, a contradiction. H e m no result like
(7.200) can exist.

7.13. HIGHER-ORDER POLYLOGARITHMS

7.13.1. Equation (7.104) for A5 represents the furthest the analysis has
been taken. KummerU has pointed out that, if the inversion relation be
taken into account, the equation for A5 can be put in the form

E D 5 [- Xy(l-y)]-E
(1-X) m 5 ( - $ )

where the summation is taken over the complete set of values

and

L is a logarithmic term. The earlier equations for the lower-order functions

are of similar form, but with only a part of the set of values for X and Y
used in any one equation. Many alternative forms thus exist, and are
obtained by using other subsets. The number of alternatives decreases as
the order increases until, with A,, a unique form is obtained. We have now
rung all the changes, as it were, and further extension to higher forms is
brought to a halt. It is difficult to believe that no formulas exist for the
higher orders, but a radically new structure is necessary for further
progress. A similar barrier occurs in passing from the second to third
order, and it was pointed out that with the simple bilinear form of Abel's
equation no extension is possible. We can still proceed via Abel's equation,
but it is first necessary to change the variable so as to introduce a
quadratic form. This was done in obtaining Equation (1.26). Since any
8.1. REDUCTION OF ALGEBWC AND LOGARITHMICEXPRESSIONS 243

and Q(t) are rational algebraic functions of t. Express P(t) as a poly-

nomial &t) in t plus a residue which can be put into partial fractions.
Thus

where the Bmnmay be complex.

Q(t) can be expressed as a ratio of two polynomials which can be
factorized to give

where n may be positive or negative, and the Cmnmay be complex. On

taking the logarithm,
logQ(t)=logK+ c xnlog(Cmn+t).
m n

We select a typical term log(C+t), where C stands for any of the Cmn. The
term JF(t)log(C+t)dt can be integrated by parts and does not involve
any dilogarithms. Similarly, provided n # - 1, the term J[A,,,, /(Bmn+
t)"]log(C+t)dt can be integrated by parts and only involves simple
logarithms.
+
Thus the integration is reduced to that of J [log(C+ t)]/( B t) dt, where
B and C may be complex.
We consider the slightly more general integral
t log(a + bt)
~=i c+et dt 9

and take s=c+et as a new variable

e
= 1J [ log! + log( 1 +
e e
31s.
ds

A=ae-bc is assumed, for the moment, not equal to zero. Hence

1 A 1
I=-log(;)logs--Li,(-bs/A)+aconstant.
e e
Restoring the original variable and putting t =0 to determine the constant
gives
tlog(a+bt) dt=-LOp(~)log(-&Li,[
1 ae-bc c+et 1 -
b(c+et) ]
1 c+et e bc ae

+;Liz
("1 , bc-ae#O.
250 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION OF SERIES

and
tan2+=2s(a-y)/(g2 + a - y 2 -a2).
Substituting in (8.21) gives

I-log(cos8)log )(':-
' =JtanBlog[ 1+~cos(28-2+)] d+. (8.22)

In this equation take tan(8 - +) = T. Then

~ ~ ( 2 8 - 2 + ) = ( 1 -T2)/(1 + T2),
tan(B)=(T+tan+)/(l --tan+),
and
d8=dT/(1+ T2).
The integral on the right of (8.22) becomes

/(&+ l-Ttan+
tan+ )log[
1+&+T2(1-&)
1+T2 dT 1 (8.23)

The integral arising from the factor T/(1+T2) is readily evaluated by

+
putting 1 T2 = S and gives

TdT
J=log[
2&+(1+T2)(1-&)
l+T2 1
=2 dS [log?S +log( 1+ "s)]
'J 7 2e

= - i10g2(s/2&)- f ~ i -~s(I--E)/~&].
[ (8.24)

The remaining integrals are special cases of (8.17). Collecting all the terms
together we find, after some reduction,

=log(

(8.25)
8.1. REDUCTION OF ALGEBRAIC AND LOGARITHMIC EXPRESSIONS 251

where
N=i[a2 +f12 + ( a - ~ ) ~ ] ,

. = { i ,
tan 2+ =26( a - y )/ [ 82 +( a -7)’ -621,
tan 8= (y + t ) / s ,
and

The particular case a = y simplifies considerably to

(8.26)
A result quite different in form from the above can be obtained from
(8.16) by taking a and c complex. However, it requires the angular
parameter of the resulting Li2-functions to contain t as well as the other
quantities, and for this reason is likely to be less useful.
The remaining integral involving two quadratic factors is
slog[ ( a + ~ ) ~ + 8 2 ]
J-J dt .
(y+ t ) 2 + 62

If we make the same substitutions as led to (8.22) we find

J= J (log( Nsec28) +log[ 1 + E COS(28- 24’11 ) do. (8.27)

The first term is simply 8log4N-C12(n-28). In order to evaluate the

second term define a quantity m by ~ = 2 m / ( l +m2).Consider
1+2mcos8+m2
I = /log( 1+ e c o s 8) d8=

= - 81og( 1 + m 2 ) + Ilog[ sin28+ (m+ cos B)’] d8. (8.28)

Define a new variable q by tanq=sin8/(m+cos8). Then
m = sin(e-q)/sin q (8.29)
252 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION OF SERIES

and we get
I+eiog(i +m2)

= - ci2(2e) + (e- 7 )log m2 +ci2(2e-27) -2 J l o g ~ s i n q )

= - c i 2( 2e ) + (e -7 )log m2 + c i ,(2e - 27) + c i 2( 2 7 ).

Hence

a result due to Newman.2

Using this result we can evaluate (8.29, giving

=eiog4~-~1,(~-2e)+(e-+)iog

+ +
-7l0g m $C12(27) $C12(48-4+ -2q) - $C12(48-4+), (8.31)
where
8.2. REDUCTION OF TRIGONOMETRICFORMS 253

8.2. REDUCTION OF TRIGONOMETRIC FORMS

8.2.1. Since any rational algebraic function of sin8 and cos8 can be
expressed as a similar function of t = tan($ O), the integration of a wide
range of trigonometric functions is reduced, in principle at least, to the
processes of Section 8.1. Inverse trigonometric forms may likewise be
expressed as logarithms and integrated by means of the previous equations.
However, this route usually introduces compkx forms and the resulting
formulas are sometimes awkward. A considerable number of types can be
dealt with by ad hoc methods and the following examples give some idea of
what can be achieved.

8.2.2. By differentiation we have

d
-Li e -”) = 2 log( 1- e - ”) =2 log(sinh 8 ) +2 log2 - 28.
d8
On integration we get butting 8= 0 to determine the integration constant)
le1og(sinh 8 ) d8 = 3 Li ’( e -”) - 8 log2 + ill2- r 2 /12. (8-32)

Similarly, by differentiating Liz( - e -’’) we get

f i o g ( c o ~ h 8 )dO= fLi,( -e -’’) - 810g2+ 58’ +a2/24. (8.33)

Combining these two results gives

(8.34)

Similarly, from the two equations

Jeiog(sine) de= -810g2- ;ci2(2e)

ieiog(, e ) de = -eiog 2 + gc i 2( -28)

we get, by subtraction,
J’log(tan8) do= - ;ci2(2e) - + ~ i , ( ~ - 2 e ) . (8.35)

Again, by differentiating Li2(- tan’ 8), we get

d
-~ i , - ( tan28 ) = -log( 1 + tan’ 8)2 sec’ 8 cot 8
d8
= 8 cosec(28) l o g ( ~8s) .
Hence
0 log(cos 8 )
d8= ;Li,( - tan2 8 ) . (8.36)
sin28
254 C M E R 8. INTEGRATION OF FUNCI'IONS AND SUMMATIONOF SERIES

On integrating by parts and rearranging we arrive at

i8tan810g(tan8)d8= fLi2(--tan28)-log(tan8)log(cose). (8.37)

A further pair of equations which can be easily verified by the same

method is
LUtan8log(sin8)d8- fLi2(cos28) -rrr2/24, (8.38)

L'cot 8log(cos 8) d8= - iLi2(sin28). (8.39)

By combining (8.37) and (8.38) we get

ietan810g(cos8) d8= fLi2(cos28)-fLi2(-tan28)

+log(tan 8) log(cos 8) -n2/24.

Since
ietan810g(cos 8) d8= - ilog2(cos 8 ) , (8.40)

we can compare the two results and obtain

Li2(cos28) - Li2(- tan28) = a 2 / 6 - flog2(sec28)
+ log(tan28) log(sec28).
Putting tan28 = x we get a more familiar form,

Li 1( &--) +
- Li 2( -x ) =rrr 2 /6- log2(1+x ) + log x log( 1 x ), (8.4 1)

which is easily verified by differentiation.

8.23. Integration by parts of some of the preceding formulas gives further

results. Thus, starting with (8.35) we find (on putting 2 8 = + )
(8.42)

Similarly, starting with 1log(sin8) d8 we get

1'8cot 8d8 = $12(28) +81og(2sin 8). (8.43)

The corresponding integral from the cosine form is

i'8tan 8d8= fC12(rrr - 28) -810g(2 cos 8). (8.4)
Integrating this equation by parts gives
['tJ2 sec2 8d8=82tan 8+28 log(2 cos 8) - C12( rrr - 28). (8.45)
262 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION OF SERIES

Now

--
w -
1
w2 + . .
2
* + (- ll)"wl+"
+n
=~1(W-w2z+W~z2- .= * +(-l)nwl+nzn)dZ

1 1-(- l)l+n(wz)l+n
dz .
l+wz
Hence, substituting in (8.76),

- log( 1 +0) - vwz + log( 1 - owz)

=q[ 1 0

l+wz wz( 1 + wz) 1.

= -log(l +u)log(l +w)- 10
1 log( 1 -0wz)
z(l+wz) dz .

Substituting back in (8.73) and returning from o and w to the original

variables gives

(8.77)

This integral can be reduced by integration by parts and by making

linear substitutions in the new integrands. When this is done Schaeffer's
functional relation of (1.27) is obtained, which in chapter 1 was derived by
putting (1 -x) for x in Abel's formula.
In terms of o and w (8.73) can be written

(8.78)

IwI< 1, l o l < 1.
By writing - 0 or o2 for o and/or - w or w2 for w and adding and
subtracting the results Schaeffer obtains a large number of different
formulas. A typical expression is
-.-
o3 w2 +-(-5 w21 +w4T ) "(+
o5 w2 +-w4 +w.)+.
- ..
3 1 7 1 2 3
4.4 (1 +o)w
+w ]
+Li2[ -(l+o)w - +Li2[ -(1-o2)w*
1-w 1-w2
1 1
+~log(l-w2)log( E ) + f l o g 2 ( l + w -). (8.79)
264 CHAPTER 8. INTEGRATIONOF FUNCTIONS AND SUMMATIONOF SERIES

Substituting in (8.84) gives

( m- 1)tirne.s ( m times)

= Y ( n , m- 1 ) - Y ( n - 1 , m ) (8.85)
This is a difference equation for Y(n,m). Writing 1,2,3,. ..,m in turn for
m and adding, we get
Y ( n ,m ) = Y(n,O)- Y ( n - 1 , l ) - Y ( n - 1,2)..* - Y ( n - I , m ) . (8.86)
To eliminate Y(n- 1, r ) from this equation we return to (8.85) and write
n- 1 for n. This gives the set of relations
Y ( n - l , l ) = Y ( n - 1,O)- Y ( n - 2 , l ) ,
Y ( n - 1,2)= Y ( n - 1,O)- Y ( n - 2 , l ) - Y(n-2,2),

Y ( n - 1 , m ) = Y ( n - 1,O)- Y(n-2,1)- --
- Y(n-2, m ) .
Taking the sum of these equations, we obtain
--
Y ( n - I , I ) + Y ( n - 1,2)+ - Y(n- 1 , m )
= mY( n - 1,O) - mY( n - 2 , l ) - ( m - 1 ) Y(n - 2,2) - ( m- 2)Y( n -2,3)
-... - Y(n-2, m ) . (8.87)
Inserting this in (8.86) gives
Y ( n , m ) = Y(n,O)-mY(n- l,O)+mY(n-2,l)+(m- l)Y(n-2,2)
+(m-2)Y(n-2,3)+ - - - + Y(n-2, m). (8.88)
Proceeding in this manner, Y(n-2, r ) may be eliminated in terms of
Y(n - 3, r ) and so on until only Y(0, r) remains.
The final result, which may be verified by induction, is
y .h , -m ),
m(m+l)
= Y(n,O)-mY(n- 1,0)+ Y( n - 2,O)
2!
m(m+ l)(m+2)
- Y(n-3,0)+..-
3!
+(-1)"
m(m+ 1 ) - - (m+n-2) - Y(1,O)
(n- l)!

+(- 1)"
--
m(m+ 1 ) - (m+n-2)
Y(0,I)
(n- l)!
l)m(m+ 1 ) . - - (m+n-3)
+ (m- ( n - I)!
Y(0,2)

+ (m-2)(m- l)m(m+ 1 ) . (m+n-4)

(n- l)!
- Y(0,3)+.-. +Y(O,m)].

(8.89)
8.3. SUMMATION OF SERIES 265

Now Y( n , 0)= - x Li,( - x ) and Y(0,m) = x + Li,( -x). Substituting these

values in (8.89) and rearranging slightly gives
Y(n, m)

=-x
I
.I
Li,,(-x)-mLi,_,(-x)+

m(m+ 1)-.- (m+n-2)

m(m+l)
2! Lin-2(-x) -. -
+(- Li,( - x)
( n - l)!

+(-1)"-l
m(m+ 1).
n!
(m+n- I)
1
n(n+1)
Li,(-x)+nLi,_,(-x)+ 2! Lim-2(-x) +- -
+ n ( n + l)(n+2)-.
(m- I)!
(n+m-2)
Li,(-x)
1.
In this expression Li,( -x) means -log( 1 +x) and use has been made of
the identity
m(m+ 1)- (m+n-2) - n(n+ 1)- - (n+m-2)
+

-
( n - I)! (m- I)!
[On cross-multiplication both terms become equal to ( n + m - 2)!, thus
verifying the result stated.]
By the same method Spence sums series of the form
Xb+ 1 xb+2
Xb
-- + -...
a"bm ( a + l)"(b+ 1)" (a+2)"(6+2)"
and
x3
--- x5
x4 +--...
1"2"'3P 2"3"4P 3"4"5P
It would take us too far afield to go into his work much further, and
reference should therefore be made to the original papers for fuller details.
[It should be pointed out that the last two pages of Spence's essay are in
error due to the incorrect expansion of /:log( 1+ 2x cos v +x2) dx/x in
powers of x , in which by some oversight all the terms have been given
positive coefficients.]

83.4. A brief mention should be made of Nielsen's investigation" of some

infinite series. Since the integration for Li,(l -x) depends on forms such
as /log"(l -x)(dx/x), it is apparent that a number of series in which the
coefficients involve those of the expansion of log"(1 - x ) in powers of x
can be summed. [A simple example is given after Equation (1.83).] By
266 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION OF SERIES

changing the variable of integration from 1-x to -x/(l -x) a consider-

able number of relations may be obtained, and these are investigated fully
by Nielsen. It would take us too far to repeat his analysis here, though one
or two typical numerical relations are worth quoting to indicate the nature
of the results obtained.
For example,
" O 1 1 1 1
z-( -+-+-+-..
2 P 1 2 3
(8.91)

and

- aLi4(l)=a4/360, (8.92)
and similar identities of higher order are obtained.
An incidental aspect of Nielsen's analysis is perhaps worth recording.
Let
00 Qo

f(x)= x a p x P and f,(x)= x a p x p / p n . (8.93)

1 1

Then since
~ l 1 o g n - yt ) r P - U = ( - 1 y - l( n- l)!p

we get

(8.94)

In this equation put tx=z, where z is a new integration variable:

(8.95)

If we write

(8.96)

then (8.95) becomes

(8.97)

Now in (8.96) change the variable from z to y where z=xy. Then (8.96)
becomes

(8.98)
8.3. SUMMATION OF SERIES 267

Comparing (8.97) and (8.98) we obtain a pair of reciprocal linear dif-

ference equations which, with an obvious change of notation, can be
written

This result is used extensively by Nielsen in his subsequent analyses.

Reference should be made to the original monograph for further details.
A somewhat related series of results, due to de Doelder,* is as follows.
Definingf(x)= xTapxp, the formula
q-2
Qo
Li q- k(
Llf(xu)Li,(u)du= apxp( (-l)k
P'O k-0 (p+
m
apxp
P-0 (P+ P+ 1

is obtained by expanding ~ ( x u in) powers of xu and integrating by parts

successively. Particular results are obtained by specializing. For example,
with q = 3 and ap = (p + 1)2there is obtained JJ[Li,( u)/( 1- X U ) du
~ ] which,
in the special cases x = f and - 1 yield

1T2 IT2
du= 3 ( 3 ) - - - -log2
96 32

and
du= :5(3)- -1og2-
1T2 ilog22,
12

respectively. These can be compared with Nielsen's similar results for the
dilogarithm in (1-85) and (1-86). Some further results are given in formulas
(6) and (7) of Section A.2.8.

8.35. A number of series in which the terms involve Lin(l) were investi-
gated by Glaisher." Some of them were used by Stieltjes to verify tables of
Li n( 1).

+P.J. de Doelder, private communication.

268 CHAFTEiR 8. INTEGRATION OF FUNCTIONSAND SUMMATION OF SERIES

Consider the expression 2: l/(n2 - 1). On putting the general term into
partial fractions one obtains

and in this form all the terms cancel in pairs except the first two positive
ones, giving f(1 + $)= as the sum. On the other hand, we can put
1
-=-. 1 1 = -1 1 1
+-+-+...
n2-1 n2 I-l/n2 n2 n4 n6
and provided the rearrangement of the double series is permissible, the
summation now gives x:[Lizn( 1)- 11. Hence

c[~i~~(l)-l]=;.
00

(8.100)
1

A similar rearrangement of

c* n(n2-1)
2
1 2 1

gives the corresponding formula

00

C [~i2n+i(l)-l]=;*
1
(8.101)

Glaisher gives many similar examples in which the orders of the terms
form various arithmetic series. For example,
00

c [ Li4+6n(1)- '3
1
=+* (8.102)

Slightly different examples, with powers of or $ can also be obtained.

Thus, starting with the identity
00

c 2

there is obtained, after some simplification,

00
1
C -22n
1
~i~~(l)=+. (8.103)

Slightly more involved is the series from

Here not all the terms cancel and we are left, inter alia, with the alternating
harmonic series which sums to log 2. The result of the summation is
8.4. INTEGRALS FROM THE HIGHER-ORDER FUNCTIONS 27 1

is, in effect, Spence’s formula of (6.91). This process, however, is surpris-

ingly lengthy.

8.43. The general form

+
log(a b x ) log( c +e x )
1 f+gx
8 dx
can be reduced to (8.111) by putting f +gx =hy, and choosing h so that

i.e., ug - bf = - hb, or h = (bf - a g ) / b . This method fails if ag - bf = 0, but in

this case the integrand reduces to log( hby/g) log[(cg - ef +hey)/g] & / y . If
we now put h = (ef - c g ) / e , it further reduces to

and all the terms are integrable. The method again fails if cg -ef =0, but in
this case the integral is elementary, involving only powers of logarithms.
In order to finish up with an expression not involving complex numbers
via log( - 1)= il.r it will be necessary to invert the arguments of those terms
whose argument is greater than unity, using (6.7). This will only be
successful, of course, when the range of integration gives only positive
arguments to the logarithms in the integrand.

8.4.4. There are a number of log-sine integral forms which can be evaluated
in terms of the subsidiary functions introduced in Chapter 7 in connection
with the trilogarithm. One of these is defined as the extended log-sine
integral of the third order of argument 8 and constant parameter a and is
given by the equation
Ls3(8, a) = - /‘log12 sini 8 llog12sin( i 8 + a )Ido. + (8.1 12)
0

From (5.5) for the imaginary part of the dilogarithm of argument reie we
obtain, by dividing by r and integrating,
~ m ~ i , ( r e i=
e )/‘~m~i,(rei’) dr/r
0

=+ i ~ g ~ ( ~; i)0+g ( ~ ) [ c i , ( 2 ~ ) + c i ~ ( 2 e ) - c i , ( 2 8 + 2 ~ ) ]
- /
log2(r ) d o + log( r ) [log sin w - log sin( o + 8)] d o

= [ oiog(r) + c 1 , ( 2 4 +c1,(28) - c1,(2e+ 2 4 1

sin( o + 8) do 1
272 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATIONOF SERIES

since r=sino/sin(o+8). In these integrals 8 is a constant. Hence

log2(2sino) and log2(2sinw+9 can be integrated with respect to o in
terms of Ls,. Accordingly we expand the logarithmic term, integrate, and
after expressing ImLi, in terms of Ti, we get
~s,(20,2e)
=2 Ti ,( tano ) - 2 Ti ,(tan W , tan 8) + 4 Ls3(20) + +
Ls3(20 28)

sin( o +8)
- 0log (8.1 13)
sin o
It has not so far proved possible to express this function in terms of
functions of single variables, which would be necessary if Im Li, were to be
obtainable from a single entry tabulation.

8.4.5. A set of integrals similar to (8.1 12) but in which both angles are
variable can be integrated completely in terms of Ls,. In the most general
case we can consider variable angles w and 8 related by
sinx(o)
=r, (8.1 14)
sin( o 8) +
where r is now considered a constant. The index x is an arbitrary constant,
but though the analysis is not much complicated by considering the
general case, only the case x = I seems to be of any sigmficance for the
theory, and this is treated here.
The method of integration is to replace sin(w+8) by sin(w)/r or uice
versa, integrate where possible, and in such terms where direct integration
may not be possible, replace d o by d(w+8)-d8 or d8 by d(o+8)-do
and repeat the process. Thus
w

l +
log(2 sin O ) log[ 2 sin(o 8) ] do = J log(2 sin o)log[ 2 sin( a)/ r ) ] do
0

= - ;LS,(~O)+~ l o g ( r ) ~ s , ( 2 o ) .

(8.1 15)
Similarly,
Jelog2 [ 2 sin( 8 + w )3 d8 = /log2 [2 sin( 8 + a)3 [ d( +8 ) -do]
0

= - fLs3(28+2o) - /log2[2sin(o)/r] do,

giving, after expanding the logarithm and integrating,

+ ;LS,(~W)-+,(28+20). (8.1 16)

8.4. INTEGRALS FROM THE HIGHER-ORDER FUNCTIONS 273

(8.1 18)

- ~s,(+
2 28).
~ (8.1 19)

In the above Ls, is used as an alternative nomenclature to Cl,.

Integrals involving sin8 do not Seem to be tractable by this method.
<
8.4.6. As shown in Chapter 7 it is possible to integrate in terms of Li,
forms such as
logr(X ) log3-'( 1- X ) i ~ g ~ ( ~ ) i ~- xg) ~ - ~ ( i
and 9
X 1-x

where r= 0, 1,2,3. There are eight such forms altogether. If we differentiate

Li, of argument x, 1- x and -x/(l -x), using (7.61), we find three
relations between the forms. By differentiating 10g"(x)10g4-"( 1 - x), m =
0, 1,...,4, five further relations are found. Hence there are eight equations
for the eight unknowns, indicating that they can all be found. This was
done in Section 7.6.1, where all save two were shown to be fairly simple.
The corresponding case for Li, is different. There are now ten forms to
be integrated since r can range from 0 to 4. Three relationships are found
by differentiating Li, of arguments x, 1- x and -x/(l -x), and a further
six from differentiating 10g"(x)10g5-"(l - x ) , m=0, 1, ...,5, a total of nine
equations altogether. We are an equation short, and although one may be
obtainable in some complicated way from the functional equation,
its existence is far from obvious. This does not mean that none of the
forms are integrable. In fact from (7.48) and (7.49) with n=5 we have
J log3(z) log( 1 -z) dz/z and J [log4(z)/( 1- z)]dz, while two more come by
putting 1-z for z. And of course J[log4(z)/z] dz and J[10g4(l- z ) /
(1 -z)] dz are elementary functions. Hence there are only four out of the
ten to evaluate and there are three straightforward relations between them.
To date, a suitable fourth equation does not appear to have been found.
The situation is, of course, worsened with the higher-order functions since
the number of new forms increases at double the rate of the new equations.
274 CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION OF SERIES

For details of an extensive investigation into these forms reference should

be made to Nielsen's monograph," which has already been mentioned in
this connection in relation to the summation of certain series.

8.5. DEFINITE TRIGONOMETRIC INTEGRALS

8.5.1. A large class of trigonometric integrals can be expressed in terms of
the polylogarithms. In a recent thesis by Pate,12 single or double integrals
involve powers of sines and cosines, and a logarithmic factor. Recurrence
relations reduce the integrals to some initial forms, two of which are
examined here. The integral

1 n/2tan- A cosec +) d+

is evaluated by differentiation with respect to A, integration on +, and

subsequent integration on A ; the resulting relation is readily found to be

As an example of a double integral, consider the form

This is evaluated by rewriting the argument of the logarithms as 1 - B

- B cos 28 and using the expansion
00

log(1 +p2 - 2 p c o s x ) = -2 2 cos(rx)p'/r, (8.121)

r= 1

with x =28, 2 p / ( 1+ p 2 )=B/(2 - B). The subsequent integrations are

straightforward and give

(8.122)

where p =B/D, C=4/D, D = 2 - B + 2(1- B)'l2.

8.5.2. A related result, which is also readily proved by expanding and

integrating, was given in (8.54) as a special case of a definite integral:

A somewhat similar result, originally given by Kapteyn, comes from taking

8=7~/2in (8.55). After some rearrangement it results in

/ol/'tan-'(btan8) d8=r2/8 -x2[ (1 - b)/( 1+b)], b >O. (8.124)

CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
 APPENDIX

REFERENCE DATA
AND TABLES

A1 GLOSSARY OF NOTATION
The following symbols have been used throughout the book and are
collected here for ease of reference. Whenever possible, standard usage has
been adhered to.
(1) Bn.The nth Bernoulli number, defined in terms of the coefficients of
the power series expansion of
3 + c (- 1)n-
00
Z
-= 1- z 1Bnz2"/(2n)!
e" - 1 1
(2) B,,(z). The nth Bernoulli polynomial, defined as the coefficient of
P / n ! in the power series expansion of tezr/(ez- 1)
(3) Cln(8). The generalized Clausen function. If n is even,
ci,(e)=
00

- c
sin r8
1
00

, if n is odd, Cln(8)= -
rn
cos r8
c1 rn

(4) DJX, a )= lX log

n- Ix I(cos a +x ) dx
1+2xcosa+x2
, Kummer's function related to
Re A ,,( xe i a )

(5) EJX, a) = lx log

" - ' I x I sinadx
1 +2xcos a + x 2
, Kummer's function related to
Im An(xeia)
(6) En, the nth Euler number, defined in terms of the coefficients of the
00

power series expansion of secz = 1+ Erz2'/(2r)!

1 1 1'
(7) G.Catalan's constant, = - - - + - -
l2 32 s2
A3 REFERENCE LIST OF INTEGRALS 309

I, 00
1+x2
(
tan- ‘(ax) d X = 1 ~ ~ / 6 - ~ 1 o g ~ ( l + a ) - ~ ~+a
Li, ) - - + ~ i ~ ( l - a )

7r2 1-a
=-8 -x2( G )
I,w’2
tan- ‘(A cosec x) drs =w2/4 - 2x2[(1+A2)lI2 -4

-
=
I , w ’ 2 1 - ~ ~ Z x l-p2
-[
l + p 2 m3 7r
+ - Li2(-p)],
24 2
p2 < 1, p = -2P
1+p2
+nLi,(q)], q < 1, Q =
(1 +d2
* x2

x2cosx
+7rLi2(r) ,

1+r2 xz(r’/’)
dx= -277 -
1
r < l , R=-
2r
1+ r 2
2r
I, 1- R C O S ~ X 1-r r1/2 ’
r<l,R=-
I +r2

I, log(x)log2(1- x ) dx/x = - 7r4/ 180

A35
1-xc 1-ex
(1) j x ~ o ~ ~ ~ - Y ~ ~ o ~ ~ l - c y ~=)-Li3(
dy/Y=Li3( m)
+
- Li3(1-x) - Li3(1-cx) + Li3(1/ c ) Li3(1)+ log(I - cx)[Li,( 1/ c )
- Li2(x)]+ log( 1-x)[Li,( 1-cx) - Li2(l/c) +7r2/6]
+ f- log(c ) log2(1-x)
log( a + bx) log( c + ex) gti.x=log( L ) ~ i ~ ( y )
(2) J f+gx cg - ef
+ log( L ~ i , ( ~+
) ) ”-)
y log( cg-ef log( L
ag- bf )
logy
ag - bf
e as-bf b(f+gx)
+ Jlog(1-y )log( 1- Ky) &/y,where K = - -y = -
b cg-ef’ bf-ag ’
and example (1) above is used for the last integral; this result
holds provided ag - bf #O and cg -ef # 0 [see examples (3)-(5) below]
3 10 APPENDIX

(3) In example (2) if ag-bf#O but cg-ef=O, then the integral equals

e(bf - e(bf- a g )

- 3 log (+f
cg -
) log2(z) + log(z ) log( 1-z ) dz/z, where

Z=
4 f +gx )
ef -cg
(5) If ag -bf =0 and cg- ef = 0, then the integral equals
log(e / b ) log2(u ) + 4 log3(u), where u =b( f + g x ) / g
(6) l x l o g 2 (1- x) d x / x = log(x)log2(1-x) + 2 log(1-x)Li2(1-x )
0

- 2 Li3(I - x) + 2 Li3(1)
(7) JXl0g2(1+x)dx/x=log(x)log2(1 +x)- f iog3(1 +x)
1 ) - 2 ~ i ,(A)
(-
0

+2~i,(l)
-21og(l +x)Li
l+x
(8) JXlog(x) log(1-x) &/x = Li3(x)- log(x) Li2(x)
0

(9) /”log(x)log(x - 1)
1
+
dx/x = iog3(x) log(x) ~i 2(1/x) - 2 ~i 3( 1/x> +
2 Li3(I)
Further results of this character are given in Section 6.4.4.
(10) /”log2(x)log(I
0
-x) &/x = - 2 ~i ,(x) +2log(x) ~i 3(x)
-log2(x)Li2(x)
(11) lXl0g3(x) dx/( I - x) = - 6 Li4(x)+ 6log(x) Li3(x)- 3 log2(x)Li2(x)
0
- log3(X ) iog(1- X)

(12) Jxlog2(x)log(1 -x)dx/(l -x)=2

0 [~ i , ( l-x)

(
- ~ i , ( x )- ~ i --x
,
1- x
)
- ~i,(l)]+2 log( I -x) ~ i ~ (-xlog(x)
) Li3(l - x )

+ ~ i , ( l log(
) )] +2log(x)log(1- x) Li 2(1-x)
+ & log2(1-x) [6 log2(x ) +4 log(x )log(1-x ) - log2(1-x) -2a2]
For further results of this type see Section 7.6.1. Equations (7.48) and
(7.49) give similar results for higher powers of the logarithms.
 312 APPENDIX

A3.8.
(1) Li,(z) +Li -,( z) = -'Li ,(z *)

. .
(4) lim(1 -t)'-'Li,(z)=r(l -v), O<Rev< 1
141

A.4. TABULATED VALUES

A.4.1. Several of the earlier writers spent a good deal of effort in preparing
tables of the various functions we have studied. The convergence of series
expansions was sometimes very slow and much work was put into develop
ing alternative expansions for particular ranges of the variables. Consider-
able use was made of the various functional equations, and in fact these
were often judged mainly on their merits as aids to computation. Among
the earliest and perhaps most remarkable of these works is Clausen's
sixteen-decimal tabulation* of the log-sine integral at 1" intervals. The
Fourier sine series would appear to be quite unsuitable for computation to
this order of accuracy, at least not without some extensive manipulation,
and we are, perhaps, in some sympathy with Newman, who admits rather
dolefully that he did not know how it was done.
Spence* tabulated, at unit intervals, and to nine decimal figures, his
second- and third-order logarithmic functions, together with the function
1
c (x) =tan- '( x)/x.
A small table of the same nature for the dilogarithm was also published by
Hill,* and an eleven-decimal tabulation of A 2( x ) at unit intervals was
given by Kummer* in 1840.
The first comprehensive table for the dilogarithm was given by New-
man* from values computed by J. C. Adams. More recently, Powell* has
given a tabulation of the related I,'[log x/(l - x)]& to seven places of
decimals with x from 0 to 6 in 0.01 steps; and a short note by Fletcher*
corrects some values in these tables. A nine-decimal tabulation of
10"-(log) 1- y I / y ) & with x = - l.oo(O.Ol)l.OO has been given by Mitchell*
in a short paper reviewing some of the uses and properties of the diloga-
rithm.

+The locations of these tables are given in the references in the bibliography, sections B.2
and B.3.
A 4 TABULATED VALUES 321

0.90 0.83599 0.87670 0.89 179 0.89717

0.91 0.84412 0.88598 0.90153 0.90707
0.92 0.85221 0.89525 0.91 126 0.91698
0.93 0.86028 0.9045 1 0.92099 0.92688
0.94 0.86833 0.91375 0.93071 0.93679
0.95 0.87634 0.92299 0.94043 0.p4669
0.96 0.88432 0.93220 0.95014 0.95658
0.97 0.89227 0.94141 0.95985 0.96648
0.98 0.90020 0.95060 0.%956 0.97637
0.99 0.90810 0.95978 0.97925 0.98627
1.oo 0.91597 0.96895 0.98894 0.99616

A.4.4. In using this and the next table the interchanging roles of C1,(6)
and GI,(@)in relation to the real and imaginary parts of the polylogarithm
should be noted.
More specifically we have
Li2(eie)=G12(6 ) +iC12( e),
Li,( P ) =C1,(e) + iG1,( e) ,
Li4(eie)=GI 4( 8) +iC14(e),
Li,(eie) =Cl,( 0) +iGl,( 0).
326 APPENDIX

TABLE 3. The Generalized Clausen Function (continued)

1.80 0.21646 -0.86744 0.27965 -0.92791

1.81 0.20576 - 0.87076 0.26600 -0.93220
1.82 0.19504 -0.87390 0.25230 -0.93621
1.83 0.I8430 -0.87688 0.23855 -0.94012
1.84 0.17354 -0.87969 0.22475 -0.94376
1.85 0.I6277 -0.88233 0.21091 -0.94718
1.86 0.15199 -0.88481 0.19703 -0.95039
I .87 0.14119 -0.88711 0.183 12 -0.95337
I .88 0.13038 -0.88924 0.16916 -0.95614
1.89 0.11955 -0.89120 0.15518 -0.95869
I .90 0.10872 -0.89300 0.14117 -0.96102
I .91 0.09787 - 0.89462 0.12713 -0.96312
1.92 0.08702 - 0.89607 0.11306 -0.96301
1.93 0.07616 -0.89735 0.09898 -0.96667
1.94 0.06529 -0.89847 0.08487 -0.96812
1.95 0.05442 - 0.89941 0.07075 -0.96934
1.96 0.04354 -0.90017 0.05662 -0.97034
1.97 0.03266 -0.90077 0.04247 -0.97112
1.98 0.02177 - 0.90120 0.02832 -0.97I67
I .99 0.01089 -0.90146 0.01416 - 0.97201
2 .oo 0.00000 -0.90154 0.00000 -0.97212
330 APPENDIX

TABLE 4. l b Associated Clausen Function (continued)

1.35 -0.56185 0.75105 -0.54097 0.82566

1.36 -0.5698 1 0.74217 - 0.55270 0.81707
1.37 -0.57764 0.733 15 - 0.56429 0.80829
1.38 -0.58535 0.72402 -0.57573 0.79934
1.39 - 0.59294 0.71477 -0.58703 0.7902 1
1.40 -0.6Oo40 0.70539 - 0.59819 0.78090
1.41 -0.60774 0.69590 - 0.60919 0.77142
1.42 -0.614% 0.68630 -0.62005 0.76176
1.43 - 0.62205 0.67659 -0.63075 0.75194
1.44 - 0.62902 0.66676 -0.64130 0.74 195
1.45 - 0.63587 0.65682 -0.65 170 0.73 179
1.46 -0.64259 0.64678 -0.66194 0.72147
1.47 -0.64919 0.63664 - 0.67202 0.71 100
1.48 - 0.65567 0.62639 -0.68194 0.70036
1.49 -0.66202 0.61604 -0.69170 0.68957
1S O -0.66825 0.60559 -0.70129 0.67863
1.51 -0.67436 0.59505 - 0.71072 0.66754
1.52 - 0.68034 0.5844 1 -0.71998 0.6563 1
1.53 -0.68620 0.57367 - 0.72908 0.64492
1.54 -0.69194 0.56285 - 0.73801 0.63340
1.55 -0.69755 0.55194 -0.74676 0.62174
1.56 - 0.70304 0.54094 - 0.75535 0.60994
1.57 -0.70841 0.52985 - 0.76376 0.59801
1.58 -0.7 1365 0.51868 -0.77199 0.58595
1.59 -0.7 1877 0.50743 - 0.78005 0.57376
1.60 - 0.72377 0.49610 - 0.78793 0.56144
1.61 - 0.72864 0.48469 - 0.79563 0.54901
1.62 -0.73339 0.4732 1 - 0.80316 0.53645
1.63 -0.73802 0.46165 -0.8 1050 0.52378
1.64 -0.74252 0.45003 -0.81766 0.5 1099
1.65 -0-74690 0.43833 -0.82464 0.49809
1.66 -0.75 116 0.42656 - 0.83143 0.48508
1.67 -0.75529 0.41473 -0.83804 0.47197
1.68 -0.75930 0.40283 -0.84446 0.45876
1.69 -0.763 19 0.39088 -0.85069 0.44544
1.70 -0.76695 0.37886 -0.85674 0.43203
1.71 -0.77059 0.36678 -0.86260 0.41853
1.72 -0.7741 1 0.35465 -0.86826 0.40493
1.73 - 0.77750 0.34246 -0.87374 0.39125
1.74 - 0.78077 0.33022 - 0.87902 0.37748
1.75 -0.78391 0.31794 - 0.8841 1 0.36364
1.76 -0.78694 0.30560 -0.88901 0.34971
1.77 -0.78984 0.29321 - 0.89371 0.33571
1.78 -0.79261 0.28079 -0.89822 0.32 163
1.79 -0.79526 0.2683 1 -0.90253 0.30749
(continued)
CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
BIBLIOGRAPHY 35 1

5. “Sur quelques transformations d’une skie de puissances”, Annali ali

matemutica (3), Bd. 10,pp. 147-56; 1904.
Raabe, J. L.: Mathematische Mitteilungen, Heft 11, pp. 158-60; Ziirich, 1858.
Rogel, F.: Transformutionen der harmnischen Reihen $ n + l und U,,,Sitzungs-
berichte der Prager Akademie, Nr. XVII, 14s; 1907.
Schaeffer, W.: “De integrali
pp. 277-95; 1846.
- /,” da”, JOwnalM M a t k t i k , Bd. 30,

Schlomilch, 0.:“Ueber die Funktionen + ( x ) = - dx und +(x)=

d x = -+(-x)”, Zeitschrift f i r Math. und Physik, Bd. 1,

pp. 245-50; 1856.
Sforza,G.: Sul volume deipoliedri nell’ipotesi non euclidea, Atti delta Societi dei
Naturalisti e Matematici di Modena (4), Bd. 9; 1906.
00

Stieltjes, T. J.: “Table des valeurs des nombres Sk = n-k”, Acta mathematica,
1
Bd. 10,pp. 299-302; 1887.

B3. A short chronological list of the remaining, and mainly more recent,
publications follows.

Landen, J., Philosophical Transactions(1 760).

Spence, W., An Essay on Logarithmic Transcendents, London and Edinburgh
(1809). It is reprinted in Spence’s Mathematical Essays, edited by J . F. W.
Herschel, London (1820).
Clausen, Journal for Pure and Applied Mathematics (Crelle) 8:298- 300 (1 832).
Newman, F. W., “On Logarithmic Integrals of the Second Order,” The Cambridge
and Dublin Mathematical Journal II:77- 100 (Part I), 172-91 (Part II), and
note on the above papers, p. 236 (1847).
Blissard, J., “Theory of Generic Equations,” Quart. J. Muth. 3:279-305 (1860).
--
Schlafli, L., “On the Multiple Integral 1 1 - dx 4- & Whose Limits are
p l = a l x + b l y + - . . +hlz>O, p2>0, ...,pn >O, and x 2 + y 2 + . - . +z2<l,”
Quart. J. Math. 3:54-68, 97-108 (1860).
Jeffery, H. M.,“On the Derivatives of the Gamma-Function,” Quart. J. Math.
6182-108 (1864).
Bertrand, Calcule Intigrale (1 870).
Sang, E., “On the Construction of the Canon of Logarithmic Sines,” Proc. Royal.
Soc. Edinburgh 12:601-619 (May 1884).
Newman, F. W., The Higher Trigonometty. Super-Rationah of the Second Order,
Macmillan and Bowes (1892;reissued 1912).
Glaisher, J. W . L., “The Bernoullian Function,” Quart. Journal of Mathematics
XXIX:l-168 (1898).
Jonquikre, A., “Note sur la sbrie En-,
00
xn/ns,” Bull. Soc. Math. France 17:142- 152
(1 889).
Rogers. L. J., “On Function Sum Theorems Connected with the Series 2;
xn/n2,”
Proc. London Math. Soc.4~169-89(1907).
CONTENTS vii

CHAPTER 7. THE HIGHER-ORDER FUNCTIONS 189

7.1. Introduction and Definitions 189
7.2. The Inversion Equation and Its Consequences 192
7.3. The Factorization Theorems 197
7.4. Associated Integrals 199
7.5. The Associated Clausen Functions 200
7.6. Integral Relations for the Fourth-Order Polylogarithm 202
7.7. Functional Equations for the Fourth-Order Poly logarithm 206
7.8. Functional Equations for the Fifth-Order Poly logarithm 212
7.9. The Log-Sine Integrals 216
7.10. Results from a Contour Integration 228
7.11. Golden-Cut and Related Integrals 232
7.12. Poly logarithms of Nonintegral Order 236
7.13. Higher-Order Polylogarithms 238

CHAPTER 8. INTEGRATION OF FUNCTIONS AND SUMMATION

OF SERIES 242
8.1. Reduction of a Class of Algebraic and Logarithmic
Expressions 242
8.2. Reduction of Trigonometric Forms 253
8.3. Summation of Series 260
8.4. Integrals from the Higher-Order Functions 269
8.5. Definite Trigonometric Integrals 274

APPENDIX. REFERENCE DATA AND TABLES 281

A.l. Glossary of Notation 281
A.2. List of Selected Formulas 283
A.3. Reference List of Integrals 303
A.4. Tabulated Values 312

Bibliography 349

Suggestions for Further Study 355

Index 357
 INDEX

A Coxeter, H. S. M., 115, 11 8

Abel, N. H., 8, 18,28,31,93,135, 174,177,
238,240, 262,269, 356
Adams, 3. C., 312 D
Andrews, G., 145 de Doelder, P. J., 23, 267
Appell, 236 Definitions, 27
Ashour, A., 28, 313 Dilogarithm Li, (2)
branch cut, 2
factorization formula, 6
functional equations
B single variable, 4, 5 , 10, I 1
Bernoulli, J., 189, 356 two variables, 8, 9, 10, 13
numbers, 193 many variables, 16, 18
polynomials, 200, 236 integral equations, 23-27
Bertrand, 18, 28 inversion relation, 4
Blissard, J., 23 numerical relations, 6, 1 17, 144, 145
Bohm, J., 115 series expansions, 21
Borsellino, A., 32 Dilogarithm of complex argument Li2(r, 0)
Bowman, F., 219, 227 addition formula for the angle, 141, I47
factorization formula, 123
functional equations
c derived. 134
Clausen, 32, 33, 35,69, 73, 102, 158, 191, inversion relation, I26
246, 312 single variable, 126-1 30
function, 101 two variables, 132
addition equation, I 10, 1 I5 special values, angle, 131, 137-1 39
expansion, 105, 106 special values, argument, 124-1 26
factorization formula, I04
functional equation, 108
geometric relations, 1 15 E
particular values, 103, 106, 107 Eastham, M. S. P., 237, 238
periodic properties, 102 Edwards, J., 18, 19, 28, 156
relation to ImLi2, 110, 121 ErdeIyi, 28
relation to Ti*, 106, 107 Euler, L., I , 5 , 6, 28, 189
Comngton, M.S., 28, 3 I3 numbers, 195
358 INDEX

F K
Feyer, W., 28 Kapteyn, W.,274
Finlayson, D., 35 Kolbig, K. S.,3 14
Fletcher, A., 3 I2 Kuester, E., 237
Fornberg, B., 314 Kummer, E. E., 5,9, 10, 13, 16,28,33, 102,
Fuchs, W. H. J., 231 114, 120, 121, 122, 123, 136, 137,
Functional equations, 239 142, 152, 154, 166, 175, 177, 178,
181, 182, 184, 186, 187, 193, 199,
206, 209, 213, 216, 238, 239, 312,
G 355, 356
Generalized inverse tangent integral Ti2(x, a ) Kummer’s function An, 199
addition equation, 96
definitions, 41, 68
derived relations, 93, 108 L
duplication formula, 73, 80, 88 Landen, J., 5, 6, 19, 20, 153, 155, 156, 233
factorization formula, 89, 90 Laplace integrals, 277
form beyond singularity, 83 Laptev, B. L., 1 15
form near singularity, 72 Legendre, A. M., 18, 19, 28, 32
interchange formula, 71, 78 x2 function
inversion relation, 75 definition, 18
multiplication formula, 92 integrals, 256, 274, 275
multivariable equations, 76, 79, 84 multiplication formula, 20
relation to C12, 107 numerical values, 19
special values, 71, 72, 94 relation to Ti,, 38, 49
symmetry relation, 68 single variable equation, 19
Glaisher, J. W. L., 192, 200, 202, 267-269 Leibniz, G. W., 336
. Lerch’s function, 30
Golden-ratio integrals, 2 32-23 5
LobaEewskii space, 35, 115, 118

H M
Hadamard, 29 Maier, W., 18, 115
Hill, C. J., 1,9, 18,28,29,69, 102, 110, 120, Mathematisch Centrum, 28, 3 I3
121, 176,258, 259, 312, 355 Mitchell, K., 28, 30, 312
Holder, O., 28, 30, 31 Miiller, P. F., 115
Hypergeometric function, relation to dilog-
arithm, 30
N
Newman, F. W.,10, 11, 14,28, 61, 94, 102,
I 105, 121, 124, 127, 128, 129, 132,
Integrals from Coxeter’s series, 117, 118 134, 136, 138, 139, 152, 186, 191,
Inverse tangent integral Ti2 ( x ) 193, 199, 240, 246, 252, 255, 259,
duplication formula, 40, 42 260, 312, 355
functional equation, several variables, 59 Nielsen, N., 5, 10, 18, 21, 22, 28, 29, 45,
functional equation, two variables, 62 120, 122, 153, 227, 265, 266, 267,
inversion relation, 39 274, 349, 355
multiplication formula, 47 Notation, I , 27-29, 39, 121, 145
numerical values, 44,45, 47, 51
quadruplication formulas, 5 1-59
relation to x2, 38 0
relation to Cl2, 106 Occurrence in physical problems, 3 1-35,
triplication formula, 46 274, 277

J P
Jonquiere, A., 5, 193, 236 Pate, R C., 274