I would like to solve the integral
∫(1−xp)n−1plog(1−xp)dx.
My problem is that I arrived at a solution via wolfram alpha, but I would like to understand how one would arrive there by hand.
What I did is to use the substitution x=(1−exp(z))1p. This yields
−1p∫(1−exp(z))1p−1exp(n−1+ppz)zdz for which wolfram alpha yields the integral
exp(z(n+p−1)p)(n+p−1)2p3F2(1−1p,np−1p+1,np−1p+1;np−1p+2,np−1p+2;exp(z))−zexp(z(n+p−1)p)(n+p−1)2F1(p−1p,n+p−1p;n+2p−1p;expz).
I would really like to understand how it arrived at the generalized hypergeometric function in the solution because I think it would be useful to spot it in an integral (like spotting possible solutions in terms of a gamma function or beta function in integrals).
Does anybody have a hint how it arrived at the solution?
Answer
You made a substitution u=1−xp, transforming the integral as
∫(1−xp)(n−1)/plog(1−xp)dx=−1p∫(1−u)aublog(u)du
where a=1p−1 and b=n−1p. In order to integrate this we shall take advantage of the following differentiation property of the Gauss hypergeometric function:
(1α1zddz+1)2F1(α1α2β−|z)=2F1(α1+1α2β−|z)
Choosing β=α1+1 we get
(1α1zddz+1)2F1(α1α2α1+1|z)=1F0(α2−|z)=(1−z)−α2
Now, using
(1α1zddz+1)f(z)=1α1z1−α1ddz(zα1f(z))
Combining eqs. (1) and (2) and choosing α2=−a and α1=b+1 we arrive at
∫(1−u)aubdu=ub+1b+12F1(−ab+1b+2|u)
We can now integrate by parts:
∫(1−u)aublog(u)du=ub+1b+1log(u)⋅2F1(−ab+1b+2|u)−1b+1∫ub⋅2F1(−ab+1b+2|u)du
The latter integral is integrated in a similar way by using differentiation properties of generalized hypergeometric function:
ddz(zα1⋅3F2(α1α2α3β1β2|z))=α1zα1−1⋅3F2(α1+1α2α3β1β2|z)
we get
∫(1−u)aublog(u)du=ub+1b+1log(u)⋅2F1(−ab+1b+2|u)−ub+1(b+1)2⋅3F2(−ab+1b+1b+2b+2|u)
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