I am having difficulty evaluating definite integrals of the form ∫∞0ex(ex−1)2xndx. I would appreciate any guidance that could be offered. I am aware that these evaluate to constant powers of π, but find the integration challenging. Thank you.
Answer
∫∞0ex(ex−1)2xndx=∫∞0e−x(1−e−x)2xndx.
For |z|<1 we have 11−z=∞∑k=0zk so by differentiating we get 1(1−z)2=∞∑k=1kzk−1. Thus for x∈(0,∞), e−x(1−e−x)2=∞∑k=1ke−kx. Hence, (after applying the monotone convergence theorem) the desired integral is equal to ∞∑k=1k∫∞0xne−kxdx.
If we let u=kx we find that ∫∞0xne−kxdx=∫∞0(uk)ne−u⋅1kdu=1kn+1Γ(n+1)=n!kn+1.
Thus, ∫∞0ex(ex−1)2xndx=n!ζ(n).
Your suspicion that the value of the integral is a constant times a power of π is correct for even integers, as (2n)!⋅ζ(2n)=(2n)!⋅(−1)n+1B2n(2π)2n2(2n)!=(−1)n+1B2n(2π)2n2
but for odd n no simpler form for ζ(n) is known (and it probably isn't simple powers of π.)
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