In transport theory in plasma physics, there's an important integral called the Coulomb logarithm, which relates to the scattering cross section off the Yukawa potential. It can be written as $$ \ell(\Lambda) = \int_0^\infty \cos^2\left(\int_0^{u^*}\left[1 - 2\frac{u}{\xi}\exp\left(-\frac{\xi}{\Lambda u}\right) - u^2\right]^{-1/2}du\right) \xi d\xi, $$ where $u^*$ is the turning point--the positive solution to $1 - 2u/\xi\exp[-\xi/(\Lambda u)] - u^2=0.$
Now, for a plasma, we usually have $\Lambda \gg 1$. So being the lazy mathematicians that we are, we instead use the Coulomb potential (the limit $\Lambda \rightarrow \infty$), which is exactly solvable but the $\xi$ integral diverges, then cut off the $\xi$ integral at $\Lambda$ and say "close enough". This gives $\ell(\Lambda)\approx \ln \Lambda$.
Calculating the above integral numerically indeed gives $\ell(\Lambda) \sim \ln \Lambda$ as $\Lambda\rightarrow\infty$. But I'd like to be able to show this through analytically, and through a somewhat less handwave-y method. Unfortunately, I'm not really sure where to start--that integral is kind of a hot mess. Any ideas how to get to $\ell(\Lambda) \sim \ln \Lambda$ from that?
I have tried to expand the integrand up to first order in $1/ \Lambda$, however I still obtained a divergent integral.
I will still provide the attempt, as it might be useful.
First, I denote:
$$t=\frac{1}{\Lambda}$$
We are interested in the function
$$f(t)=\int_0^\infty \xi ~\mathrm{d} \xi \cos^2 \int_0^{u^*} \frac{du}{\sqrt{1-u^2-2\frac{u}{\xi} \exp (-\frac{t ~\xi}{u})}}$$
It makes sense to change the variables in both integrals:
$$v=u / \xi \\ \xi^2=w$$
Then:
$$f(t)=\frac{1}{2}\int_0^\infty \mathrm{d} w \cos^2 \left(\sqrt{w} \int_0^{v^*} \frac{dv}{\sqrt{1-w v^2-2v \exp (-\frac{t }{v})}} \right)$$
Where $v^*$ is the (smallest positive) root of:
$$1-w v^2-2 v \exp (-\frac{t }{v})=0$$
Note that we can explicitly define the function $w(v^*)$.
Now comes the tricky part. The most simple way to evaluate the inner integral for small $t$ is expanding the exponential up to first order, then:
$$1-w v^2-2v \exp (-\frac{t }{v}) \approx 1+2t-w v^2-2v$$
We obtained a simple integral, which has an exact expression:
$$\int_0^{v^*} \frac{dv}{\sqrt{1+2t-w v^2-2v}}=\frac{1}{\sqrt{w}} \left(\arcsin \frac{1+w v^*}{\sqrt{1+(1+2t)w}}-\arcsin \frac{1}{\sqrt{1+(1+2t)w}} \right)$$
From the condition:
$$1+2t-w v^{*2}-2v^*=0$$
we obtain:
$$1+w v^*=\sqrt{1+(1+2t)w}$$
So now we have:
$$f(t) \approx \frac{1}{2}\int_0^\infty \mathrm{d} w \cos^2 \left( \frac{\pi}{2}-\arcsin \frac{1}{\sqrt{1+(1+2t)w}} \right)=$$
$$=\frac{1}{2} \int_0^\infty \frac{\mathrm{d} w}{ 1+(1+2t)w}=\frac{1}{2(1+2t)} \ln (1+(1+2t)w) \bigg|^\infty_0$$
This integral diverges logarithmically.
If, as the OP said, we "cut off" the integral at $w=\Lambda^2=1/t^2$, we get:
$$f(t) \approx \frac{1}{2(1+2t)} \ln (1+(1+2t)w) \bigg|^{1/t^2}_0 \approx \frac{1}{(1+2t)} \ln \frac{1}{t} \approx \ln \frac{1}{t} = \ln \Lambda$$
However, this is just the same trick with a more complicated preliminaries.
I believe, we will have to use more terms in the expansion of the exponential to get a convergent integral, if we even can do it that way. Maybe play with the limits of the $u$ integral somehow.