In page 122 of a book by William J. LeVeque, namely Topics in Number Theory (1956), there is an exercise for evaluating the following integral in two ways.
∫10∫1011−xydydx
First way is to write the integrand as a geometric series,
∫10∫1011−xydydx=∫10∫10(∞∑n=1(xy)n−1)dydx=∞∑n=11n2
and the second way by use of a suitable change of variables (y:=u−v,x:=u+v) which is also published by Tom M. Apostol in this paper.
Hence, the second way together with the result of the first way is a proof for the famous Basel problem, in fact to show that ∑∞n=11n2=π26.
Now, the main question is, if there is a suitable change of variables for the following integral
∫10∫10∫10∫1011−xyzwdwdzdydx ?
Unfortunately, I think a similar change of variables like (w:=p±q±r±s,⋯) doesn't work here, while I'm not really sure!
Answer
Regarding clarification of the question, Tom Apostol's Method of proving ζ(2)=π2/6 involves evaluating the double integral
∫10∫1011−xy dy dx, in two ways:
converting the integrand into a geometric series and exchanging summation and integration to obtain ζ(2) and letting x=u+v,y=u−v to get π2/6.
We use Apostol's Double Integral Method to prove the result ζ(4)=π4/90, using the quadruple integral
∫10∫10∫10∫1011−xyzw dw dz dy dx,
a similar geometric series argument shows (1) is ζ(4). We now hope to evaluate (1).
Apostol's Method on ζ(4)
We let x=u+v,y=u−v,z=t/w. Then
(1) becomes
\begin{align} \label{COV} \tag{2}
\int_{\substack{0\end{align}
We split (???) and consider the integral over the region $-u
∫120∫u−u∫10∫1t2w1+(v2−u2)t dw dt dv du=∫120∫10∫1t∫u−u2w1+(v2−u2)t dv dw dt du.
Integrating this, we find (3) becomes
∫120∫10∫1t4tan−1(u√t√1−tu2)w√t√1−tu2 dw dt du=−∫120∫104log(t)tan−1(u√t√1−tu2)√t√1−tu2 dt du=−∫102log(t)(tan−1(√t4−t))2t dt,
after reversing the order of integration. Integrating by parts with u=(tan−1(√t4−t))2 and dv=−2log(t)t dt and subsequently doing a change of a variables t↦x2 yields (3) is equal to
∫108log2(x)tan−1(x√4−x2)√4−x2 dx.
It can be shown that (4) upon expanding the integrand into a binomial series, is equal to
C(4)=∞∑n=11n4(2nn).
We wish to show C(4)=17π4/3240. Expanding (4) into the double integral
∫10∫x08log2(x)4−x2+y2 dy dx,
and applying the change of variables x=u+v,y=u−v and u↦x,v↦y, we get that (5) is
\begin{align} \label{DI} \tag{6}
\iint_{0
Integrating (???) in the order presented, we split the region of integration into two triangular regions: $0
−∫104log2(x)log(x2+1)x dx+∫108log(x)Li2(x2x2+1)x dx−∫108Li3(x2x2+1)x dx+∫1128Li3(xx2+1)x dx+J,
where J is the sum of miscellaneous integrals. On the other hand, reversing the order of integration gives (???) is
−J−∫1208Li3(yy2+1)y dy Thus, equating these formulas, we see C(4) is the sum of four integrals:
I1=∫10−2log2(x)log(x2+1)x dxI2=∫104log(x)Li2(x2x2+1)x dxI3=∫10−4Li3(x2x2+1)x dxI4=∫104Li3(xx2+1)x dx.
Now we evaluate each integral.
To evaluate I1, we recall the series
log(x2+1)=∞∑n=1(−1)n−1x2nn,|x|<1. Interchanging summation and integration, integrating term by term, and finally recalling the Eta function
η(4)=∞∑n=1(−1)n−1n4=78ζ(4), we see that
I1=−716ζ(4).
Using the substitution u↦x2x2+1, we get
I2=∫120log(u1−u)Li2(u)u−u2 du=∫120log(1−u)log2(u1−u)2u du=∫120log(1−u)log2(u)2u du−∫120log(u)log2(1−u)u du+∫120log3(1−u)u du
in which (7) follows from integrating by parts (with the function we differentiate being Li2(u)) and (8) results from expanding the log2 term. We will not evaluate the three integral in (8); instead we will collect only the specific constants Li4(1),Li4(−1), and constants that are rational multiples of π4 The other constants are not necessary since they either will cancel out with one another or will cancel out with the constants resulting from the evaluation of I3. We recall
Li2(1)=ζ(2)=π26,Li4(1)=ζ(4),Li4(−1)=−η(4)=−78ζ(4),(Li2(12))2=(ζ(2)2−log2(2)2)2=π4144−π212log2(2)+log4(2)4.
Using Mathematica, the first integral in (8) does not consist of any constants we look for. The second integral, upon examining the antiderivative of the integrand yields the terms:
−2Li4(1−u)+2Li4(u)+2Li4(u−1+u).
Evaluating these terms at the endpoints yields the desired constant from the second integral in (8), which is
−74ζ(4)+2ζ(4)=14ζ(4).
The antiderivative of the integrand from the third integral in (8), consisting of the term,
3Li4(1−u),
yields the desired constant
−3ζ(4) upon evaluation of the latter endpoint u=0. Hence, for I2 the desired constant is −3ζ(4)+14ζ(4)=−114ζ(4).
Using the substitution u↦x2x2+1, we get
I3=−∫1202Li3(u)u−u2 du=−∫1202Li3(u)u du−∫1202Li3(u)1−u du,
in which (9) is the result of using partial fractions. The first integral in (9) does not consist of the aforementioned constants we seek. However, the integrand from the second integral in (9) consists of the term
(Li2(u))2, and upon evaluation of the endpoints, we get the constant π4/144.
Lastly, for the fourth term, we apply u↦xx2+1 to see
I4=∫1204Li3(u)u√1−4u2 du=∞∑n=1β(n/2,n/2)n3=∞∑n=1β(2n2,2n2)(2n)3+∞∑n=1β(2n−12,2n−12)(2n−1)3=C(4)4+∫10πlog2(u)√4−u2 du=C(4)4+7π4216.
in which (10) follows from recalling the definition of Li3(u), converting the integrand into a binomial series, and integrating term by term. Then the first term in (12) follows from simplifying the summand in the first term in (11) with the properties of the beta function. The second term in (12) follows from converting the integrand into a binomial series, integrating term by term, and recognizing the expression corresponding to β(2n−12,2n−12). Lastly, the second term in (13) is the value of the integral in (12), which we will not prove here (there are proofs available on StackExchange).
We already established C(4)=I1+I2+I3+I4 and asserted that only ζ(4) constants and constants that are rational multiples of π4 remain from summing I2 and I3. Hence, Rearranging terms yields the relation
34C(4)=−5116ζ(4)+17π4432
Now we obtain another system of equations relating C(4) and ζ(4). This time we will reconsider I3 and analyze the integral another way. Recall
I3=∫10−4Li3(x2x2+1)x dx. Integration by parts (with dv=−4/x,) yields
I3=∫108log(x)Li2(x2x2+1)x3+x dx=∫108log(x)Li2(x2x2+1)x dx−∫108xlog(x)Li2(x2x2+1)x2+1 dx=2I2−∫108xlog(x)Li2(x2x2+1)x2+1 dx,
in which (15) follows from partial fractions and (16) follows from the definition of I2. Now for the second term in (16), we make the substitution u↦xx2+1, to see it becomes
−∫108xlog(x)Li2(x2x2+1)x2+1 dx=−∫1202log(u1−u)Li2(u)1−u du
Integrating by parts on the right hand side of (17) (with the differentiating function being Li2(u)) yields (17) is equal to
−7π472+712π2log2(2)+∫120log(1−u)log2(u−1)u du−∫1202log(u−1)log2(1−u)u du−∫1202log(1−u)Li2(1−u)u du
Repeating the analysis of process of seeking the desired constants as done with (8), we find the real part of the first integral in (18) has a 32ζ(4) constant, the second integral has a 12ζ(4) constant, while the third has a 118ζ(4) constant. Thus, (18) has the desired constant
1198ζ(4)−7π472, and from (16), we see I3 has the desired constant
1198ζ(4)−112ζ(4)−7π472=758ζ(4)−7π472. Hence, combining I1,…,I4, we see that another relation arises:
34C(4)=9916ζ(4)−7π4108.
Hence we have the system of equations
34C(4)=−5116ζ(4)+17π4432,34C(4)=9916ζ(4)−7π4108,
and solving this system yields C(4)=17π4/3240 and ζ(4)=π4/90.
Remark
To my knowledge, this method does not generalize any further to ζ(2n) for n≥3. This is because the general version of the central binomial coefficient is not a rational multiple of π2n. The subtle point behind Apostol's method for ζ(2) is being able to evaluate the sum
∞∑n=11(2nn)n2=π218,
which is the result of evaluating ∫10∫1011−xy dy dx over the triangle $0
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