Wednesday, May 4, 2016

calculus - Understanding the solution of intleft(1xpright)fracn1plogleft(1xpright)dx



I would like to solve the integral



(1xp)n1plog(1xp)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=(1exp(z))1p. This yields
1p(1exp(z))1p1exp(n1+ppz)zdz for which wolfram alpha yields the integral



exp(z(n+p1)p)(n+p1)2p3F2(11p,np1p+1,np1p+1;np1p+2,np1p+2;exp(z))zexp(z(n+p1)p)(n+p1)2F1(p1p,n+p1p;n+2p1p;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=1xp, transforming the integral as
(1xp)(n1)/plog(1xp)dx=1p(1u)aublog(u)du
where a=1p1 and b=n1p. 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)=(1z)α2
Now, using
(1α1zddz+1)f(z)=1α1z1α1ddz(zα1f(z))
Combining eqs. (1) and (2) and choosing α2=a and α1=b+1 we arrive at

(1u)aubdu=ub+1b+12F1(ab+1b+2|u)
We can now integrate by parts:
(1u)aublog(u)du=ub+1b+1log(u)2F1(ab+1b+2|u)1b+1ub2F1(ab+1b+2|u)du
The latter integral is integrated in a similar way by using differentiation properties of generalized hypergeometric function:
ddz(zα13F2(α1α2α3β1β2|z))=α1zα113F2(α1+1α2α3β1β2|z)
we get
(1u)aublog(u)du=ub+1b+1log(u)2F1(ab+1b+2|u)ub+1(b+1)23F2(ab+1b+1b+2b+2|u)


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