Friday, June 23, 2017

real analysis - What about of this integral involving the Gudermannian function $int_0^infty frac{operatorname{gd}(x)}{e^x-1}mathrm dx$?




The Gudermannian function is related to the exponential function, see for example the MathWorld's article Gudermannian. From this idea I was playing with the integral $$\int_0^\infty e^{-nx}\operatorname{gd}(x)\mathrm dx$$
where $n\geq 1$ are integers, when by summation over all these $n$, I wondered about the integral $$\int_0^\infty\frac{\operatorname{gd}(x)}{e^x-1}\mathrm dx.$$



Using Wolfram Alpha online calculator I know the indefinite integral $\int e^{-nx}\operatorname{gd}(x)\mathrm dx$, and also approximations (see the code, or similars, 10 digits of int gd(x)/(e^x-1)dx, from x=0 to infinity) for which searching with Wolfram Alpha online calculator for a closed-form of the mentioned approximations, I got the following conjecture.



Claim(?). Seems that $$\int_0^\infty \frac{\operatorname{gd}(x)}{e^x-1}\mathrm dx=2K-\frac{\pi \log 2}{4},\tag{C}$$
being $K$ the Catalan's constant.





Question. Is it possible to get a proof of previous conjecture $(\text{C})$? Many thanks.



Answer



We first notice that



\begin{align*}
\int_{0}^{\infty}\frac{\operatorname{gd}(x)}{e^x-1}\,dx
&= \int_{0}^{\infty} \frac{1}{e^x-1} \left( \int_{0}^{x} \frac{dy}{\cosh y} \right) \, dx \\
&= \int_{0}^{\infty} \frac{1}{\cosh y} \left( \int_{y}^{\infty} \frac{dx}{e^x - 1} \right) \,d y \\
&= -2 \int_{0}^{\infty} \frac{\log(1 - e^{-y})}{e^y + e^{-y}} \, dy \\

&=-2\int_{0}^{\frac{\pi}{4}}\log(1-\tan\theta)\,d\theta \tag{$e^{-x}=\tan\theta$}.
\end{align*}



The last integral is our starting point. We introduce two tricks to evaluate this.



Step 1. Notice that $\tan(\frac{\pi}{4}-\theta)=\frac{1-\tan\theta}{1+\tan\theta}$. So by the substitution $\theta \mapsto \frac{\pi}{4}-\theta$, it follows that



$$ \int_{0}^{\frac{\pi}{4}}\log(1+\tan\theta)\,d\theta
= \int_{0}^{\frac{\pi}{4}}\log\left(\frac{2}{1+\tan\theta}\right)\,d\theta $$




and hence both integrals have the common value $\frac{\pi}{8}\log 2$. Applying the same idea to our integral, it then follows that



\begin{align*}
-2\int_{0}^{\frac{\pi}{4}}\log(1-\tan\theta)\,d\theta
&= -2\int_{0}^{\frac{\pi}{4}}\log\left(\frac{2\tan\theta}{1+\tan\theta}\right)\,d\theta \\
&= -2\int_{0}^{\frac{\pi}{4}}\log\tan\theta \, d\theta - \frac{\pi}{4}\log 2.
\end{align*}



Step 2. In order to compute the last integral, we notice that for $\theta\in\mathbb{R}$ with $\cos\theta\neq0$, we have




\begin{align*}
-\log\left|\tan\theta\right|
&= \log\left|\frac{1+e^{2i\theta}}{1-e^{2i\theta}}\right|
= \operatorname{Re} \log\left(\frac{1+e^{2i\theta}}{1-e^{2i\theta}}\right) \\
&= \operatorname{Re}\left( \sum_{n=1}^{\infty} \frac{1+(-1)^n}{n} e^{2in\theta} \right) \\
&= \sum_{k=0}^{\infty} \frac{2}{2k+1}\cos(4k+2)\theta.
\end{align*}



So by term-wise integration, we obtain




\begin{align*}
-2\int_{0}^{\frac{\pi}{4}}\log\tan\theta \, d\theta
&= \sum_{k=0}^{\infty} \frac{4}{2k+1} \int_{0}^{\frac{\pi}{4}} \cos(4k+2)\theta \, d\theta \\
&= 2 \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k+1)^2}
= 2K,
\end{align*}



where $K$ is the Catalan's constant.


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