Below is a problem from the book "Calculus and Analytic Geometry" by Thomas Finney. I am hoping somebody can check my work. I consider it to be a particular hard problem.
Thanks,
Bob
Problem:
We dare you to evaluate this integral.
$$ \int \frac{1}{x(x+1)(x+2)(x+3)(x+4) ... (x+m)} \,\, dx $$
Answer:
To evaluate this integral, we will consider some special cases. For $m = 0$ we have:
\begin{align*}
\int \frac{1}{x} \,\, dx &= \ln|x| + C \\
\end{align*}
Now for $m = 1$ we have the following integral: $$ \int \frac{1}{x(x+1)} \,\, dx $$ \begin{align*} \frac{1}{x(x+1)} &= \frac{A}{x} + \frac{B}{x+1} \\ 1 &= A(x+1) + B(x) \\ \end{align*} At $x = 0$ we have $1 = A(0+1)$ which yields $A = 1$. \begin{align*} A + B &= 0 \\ 1 + B &= 0 \\ B &= -1 \\ \frac{1}{x(x+1)} &= \frac{1}{x} - \frac{1}{x+1} \\ \int \frac{1}{x(x+1)} \,\, dx &= \ln|x| - \ln|x+1| + C \\ \end{align*}
Now for $m = 2$ we have the following integral: $$ \int \frac{1}{x(x+1)(x+2)} \,\, dx $$ \begin{align*} \frac{1}{x(x+1)(x+2)} &= \frac{A}{x} + \frac{B}{x+1} + \frac{C}{x+2} \\ 1 &= A(x+1)(x+2) + B(x)(x+2) + C(x)(x+1) \\ \end{align*}
- At $x = 0$ we have $1 = A(0+1)(0+2)$ which yields $A = \frac{1}{2}$.
- At $x = -1$ we have $1 = B(-1)(-1+2) = -B$ which yields $B = -1$.
- At $x = -2$ we have $1 = C(-2)(-2+1) = 2C$ which yields $C = \frac{1}{2}$. \begin{align*} \frac{1}{x(x+1)(x+2)} &= \frac{ \frac{1}{2}}{x} - \frac{1}{x+1} + \frac{ \frac{1}{2}}{x+2} \\ \int \frac{1}{x(x+1)(x+2)} \,\, dx &= \frac{1}{2} \ln{|x|} - \ln{|x+1|} + \frac{1}{2} \ln{|x+2|} + C \\ \end{align*}
Now for $m = 3$ we have the following integral: $$ \int \frac{1}{x(x+1)(x+2)(x+3)} \,\, dx $$ \begin{align*} \frac{1}{x(x+1)(x+2)(x+3)} &= \frac{A}{x} + \frac{B}{x+1} + \frac{C}{x+2} + \frac{D}{x+3} \\ 1 &= A(x+1)(x+2)(x+3) + B(x)(x+2)(x+3) + \\ & C(x)(x+1)(x+3) + D(x)(x+1)(x+2) \\ \end{align*}
- At $x = 0$ we have $1 = A(0+1)(0+2)(0+3) = 6A$ which yields $A = 1/6$.
- At $x = -1$ we have $1 = B(-1)(-1+2)(-1+3) = -2B$ which yields $B = -1/2$.
- At $x = -2$ we have $1 = C(-2)(-2+1)(-2+3) = 2C$ which yields $C = 1/2$.
- At $x = -3$ we have $1 = D(-3)(-3+1)(-3+2) = -6D$ which yields $D = -1/6$.
Hence, we have the following solution: $$ \int \frac{1}{x(x+1)(x+2)(x+3)} \,\, dx = \frac{1}{6}\ln{|x|} - \frac{1}{2}\ln{|x+1|} + \frac{1}{2}\ln{|x+2|} - \frac{1}{6}\ln{|x+3|} + C $$
Now for $m = 4$ we have the following integral: $$ \int \frac{1}{x(x+1)(x+2)(x+3)(x+4)} \,\, dx $$ \begin{align*} \frac{1}{x(x+1)(x+2)(x+3)(x+4)} &= \frac{A}{x} + \frac{B}{x+1} + \frac{C}{x+2} + \frac{D}{x+3} + \frac{E}{x+4} \\ 1 &= A(x+1)(x+2)(x+3)(x+4) \\ &+ B(x)(x+2)(x+3)(x+4) \\ &+ C(x)(x+1)(x+3)(x+4) \\ &+ D(x)(x+1)(x+2)(x+4) \\ &+ E(x)(x+1)(x+2)(x+3) \\ \end{align*}
- At $x = 0$ we have $1 = A(0+1)(0+2)(0+3)(0+4) = 24A$ which yields $A = 1/24$.
- At $x = -1$ we have $1 = B(-1)(-1+2)(-1+3)(-1+4) = -6B$ which yields $B=-1/6$.
- At $x = -2$ we have $1 = C(-2)(-2+1)(-2+3)(-2+4) = 4C$ which yields $C = 1/4$.
- At $x = -3$ we have $1 = D(-3)(-3+1)(-3+2)(-3+4) = -6D$ which yields $D=-1/6$.
- At $x = -4$ we have $1 = E(-4)(-4+1)(-4+2)(-4+3) = 24E$ which yields $E=1/24$.
Hence we have the solution:
Now for $m = 4$ we have the following integral:
$$
\int \frac{1}{x(x+1)(x+2)(x+3)(x+4)} \,\, dx
= \frac{\ln{|x|} - 4\ln{|x+1|} + 6\ln{|x+2|} - 4\ln{|x+3|} + \ln{|x+4|}}{24} + C $$
Now let's consider the general case.
\begin{align*}
\frac{1}{x(x+1) \cdots (x+m)} \,\, &= \frac{C_0}{x} + \frac{C_1}{x+1} \cdots + \frac{C_m}{x+m} \\
\end{align*}
\begin{align*}
1 &= {C_0}(x+1)(x+2) \cdots (x+m) \\
&+ {C_1}(x)(x+2) \cdots (x+m) \\
&+ {C_2}(x)(x+1)(x+3)(x+4) \cdots (x+m) \\
&+ \cdots \\
&+ C_m(x)(x+1)(x+2) \cdots (x+m-1) \\
\end{align*}
Now let's consider the first term. We set $x = 0$ and we get:
\begin{align*}
1 &= {C_0}(0+1)(0+2) \cdots (x+m) = m! C_0 \\
C_0 &= \frac{1}{m!}
\end{align*}
Now let's consider the $C_2$ term. We set $x = 2$ and $m > 4$. We get:
\begin{align*}
1 &= C_2(-2)(-2+1)(-2+3)(-2+4)(-2 + 5) \cdots (-2 + m) \\
1 &= C_2 (2)(1)(2)(3)(4) \cdots (m-2) \\
1 &= 2(m-2)! C_2 \\
C_2 &= \frac{1}{2(m-2)!} = \frac{m(m-1)}{2(m!)} \\
C_2 &= \frac{ \binom {m}{2} } {m!} \\
\end{align*}
Now let's consider the last term. We set $x = -m$ and we get:
\begin{align*}
1 &= C_m(-m)(-m+1)(-m+2) \cdots (x+m -1) \\
C_m &= \frac{(-1)^{m}}{m!} \\
\end{align*}
Now let's consider one of the middle terms. We set $x = -k$ where $0 <= k <= m$ and we get:
\begin{align*}
1 &= C_k(-k)(-k+1)(-k+2) \cdots (-1) (1)(2) \cdots (-k + m - 1) \\
1 &= {-1}^k C_k(k-1)(k-2) \cdots (1)(2) \cdots (-k + m - 1) \\
C_k &= \frac{ 1 }{ {(-1)}^k C_k(k-1)(k-2) \cdots (1)(2) \cdots (-k + m - 1) } \\
C_k &= \frac{ k! }{ {(-1)}^k C_k(k-1)(k-2) \cdots (1)m! } \\
C_k &= \frac{ \binom {m}{k} }{ {(-1)}^k m! } \\
\end{align*}
Hence the answer is:
$$ \sum_{k=0}^{k=m} \left( \frac{ \binom {m}{k} }{ {(-1)}^k m! }\right)
\ln{|x+k|} + C $$
Another way:
We have:
$$ \frac{1}{x (x+1)...(x+m)} = \sum_{j=0}^{j=m} \frac{a_j}{x+j}$$
By the Heaviside coverup method,
$$ a_j = \lim_{x \to (-j)} \frac{x+j}{x (x+1)...(x+m)}$$
Compute a few values of $a_j$:
$$ a_1 = \frac{1}{(-1) (2) (3)...(m)}= \frac{(-1)^1}{(m-1)!}$$
$$a_2 = \frac{1}{ (-2) (-1) (1) (2)... (m-2)!} =\frac{(-1)^2}{2!(m-2)!}$$
$$a_3 = \frac{}{(-3)(-2)(-1)(1)...(m-3)} = \frac{(-1)^3}{3! (m-3)!}$$
By induction,
$$ a_j = \frac{(-1)^j}{j! (m-j)!} = \frac{(-1)^j}{m!} \binom{m}{j}$$
Now integrate both sides in the first expression,
$$ \int \frac{1}{x (x+1)...(x+m)} dx = \sum_{j=0}^{j=m} \int \frac{a_j}{x+j} dx $$
Or,
$$ \int \frac{1}{x (x+1)...(x+m)} dx = \sum_{j=0}^{j=m} a_j \ln( |x+j|) +C= \sum_{j=0}^{j=m} \frac{(-1)^j}{m!} \binom{m}{j} \ln( |x+j|) +C $$
Ultimately,
$$\int \frac{1}{x (x+1)...(x+m)} dx = \frac{1}{m!} \sum_{j=0}^{j=m}(-1)^j \binom{m}{j} \ln( |x+j|) +C $$