How to find $ \int_0^1 \frac{x^n}{(1-x) \ln ^n(1-x)} d x? $

235 Views Asked by At

Latest news

Thanks to Gary Liang and metamorphy who had given me links of relevant materials so that the closed form of our integral can be found as

$$ \boxed{\int_0^1 \frac{x^{n+1}}{(1-x) \ln ^{n+1}(1-x)} d x =-\frac{n+1}{n !} \sum_{k=1}^n\left(\begin{array}{l} n \\ k \end{array}\right)(-1)^{n-k}(k+1)^{n-1} \ln (k+1)} $$ By this formula, we can evaluate the integral by finding the series instead of evaluating multiple integrals.


Couple of days ago, I encountered the integral $$ J_2=\int_0^1 \frac{x^2}{(1-x) \ln ^2(1-x)} d x. $$ For convenience, I first transformed the integral by the substitution $x\mapsto 1-x$ and then made use of double integral.

$$ \begin{aligned} J_2 &=\int_0^1 \frac{(1-x)^2}{x \ln ^2x} d x =-\int_0^1(1-x)^2 d\left(\frac{1}{\ln x}\right) \\&=2 \int_0^1 \frac{x-1}{\ln x} d x=2 \int_0^1 \int_0^1 x^t d t d x\\&=2 \int_0^1 \int_0^1 x^t d x d t= 2 \int_0^1\left[\frac{x^{t+1}}{t+1}\right]_0^1 d t\\&= 2 \int_0^1 \frac{1}{t+1} d t= 2 \ln 2\\ \end{aligned} $$

Then I tried generalise $J_2$ by raising the power by $2$ to $n+1$ and used similar technique to get

$$J_{n+1}=\int_0^1 \frac{x^{n+1}}{(1-x) \ln ^{n+1}(1-x)} d x= -\frac{n+1}{n}\int_0^1 \left(\frac{1-x}{\ln x}\right)^{n} d x $$

Replacing $\phi$ by $1$ in my post, we have $$ \begin{aligned} J_{n+1}&= (-1)^{n+1}\frac{n+1}{n}\int_0^1\left(\frac{x-1}{\ln x}\right)^n d x \\ & = (-1)^{n+1}\frac{n+1}{n}\int_0^1 \left(\underbrace{\int_0^1 \int_0^1 \cdots \int_0^1}_{n \text { integral signs }} x^{t_1+t_2+\ldots+t_n} d t_1 d t_2 \cdots d t_n\right) dx \\&= (-1)^{n+1}\frac{n+1}{n} \underbrace{\int_0^1\int_0^1\cdots \int_0^1}_{n \text { integral signs } }\left(\int_0^1 x^{t_1+t_2+\ldots+t_n} d x\right) d t_1 d t_2 \cdots d t_n \\ \int_0^1 \frac{x^{n+1}}{(1-x) \ln ^{n+1}(1-x)} d x&= (-1)^{n+1}\frac{n+1}{n}\int_0^1\int_0^1 \cdots \int_0^1\frac{1}{1+t_1+t_2+\cdots+t_n} d t_1 d t_2 \cdots d t_n \blacksquare\\ \end{aligned} $$

For confirmation, we start with $$J_2=2\int_0^1 \frac{1}{1+t_1} d t_1=2\ln 2$$

$$ \begin{aligned} J_3&=-\frac{3}{2} \int_0^1 \int_0^1 \frac{1}{1+t_1+t_2} d t_1 d t_2 \\&=-\frac{3}{2} \int_0^1\left[\ln \left(1+t_1+t_2\right)\right]_0^1 d t_2 \\ &=-\frac{3}{2} \int_0^1\left[\ln \left(2+t_2\right)-\ln \left(1+t_2\right)\right] d t_2 \\ &=-\frac{3}{2}\left[\left(2+t_2\right)\left(\ln \left(2+t_2\right)-1\right) -\left(1+t_2\right)\left(\ln \left(1+t_2\right)-1\right)\right]\,_0^1\\ &=\frac{3}{2} \ln \left(\frac{16}{27}\right) \end{aligned} $$

and so on. We can find $J_{n}$ as long as we could repeatedly find $\int_0^1x^k\ln x dx$.


My question is how to simplify the multiple integral or obtain any other closed form. Your comments and alternative methods are highly appreciated.