I've having some difficulty with finding this integral:
$$ \int_0 ^{\infty} \frac{x}{e^x + 1}$$
Now usually I would use the monotone convergence theorem to write (using geometric series):
$$f_n (x) = \sum_0 ^n (-1)^k x e^{-(k+1)x},$$
but this isn't a sequence of positive terms, so how do we justify moving the integral inside?
Thanks.
$$ \begin{align} \int_0^\infty\frac{x}{e^x+1}\mathrm{d}x &=\int_0^\infty x\sum_{k=1}^\infty(-1)^{k-1}e^{-kx}\mathrm{d}x\\ &=\sum_{k=1}^\infty(-1)^{k-1}\int_0^\infty xe^{-kx}\mathrm{d}x\\ &=\sum_{k=1}^\infty(-1)^{k-1}\frac1{k^2}\int_0^\infty xe^{-x}\mathrm{d}x\\ &=\sum_{k=1}^\infty(-1)^{k-1}\frac1{k^2}\\ &=\frac{\pi^2}{12} \end{align} $$ Although the sum is not positive, the integrand is dominated by $\frac{x}{e^x-1}$ which has the same series, but without the alternation. We can then use dominated convergence to justify the exchange of integration and summation.