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Thursday, September 10, 2015

Improper integral with logarithm

Evaluate the integral:

$$\int_0^1 \frac{\ln x}{1+x^2}\, {\rm d}x$$

Solution

We have successively:

$$\begin{aligned}
\int_{0}^{1}\frac{\ln x}{1+x^2}\, {\rm d}x &=\int_{0}^{1}\ln x \sum_{n=0}^{\infty}(-1)^n x^n \, {\rm d}x \\
 &= \sum_{n=0}^{\infty} (-1)^n \int_{0}^{1}x^n \ln x \, {\rm d}x\\
 &= -\sum_{n=0}^{\infty}\frac{(-1)^n}{\left ( n+1 \right )^2}\\
 &= -G
\end{aligned}$$

where $G$ is the Catalan's constant.

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