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Here's a solution using complex analysis. As other people have shown, the integral is equivalent to:

[math]I=\frac{1}{2}\int_0^\infty\log\bigg(\frac{x^2}{x^2+\pi^2}\bigg)\log(1-e^{-2x})dx[/math]

I'll integrate the function:

[math]f(z)=\log z \log(1-e^{-2z})[/math]

On this contour:

I'll spare you the gory details of showing that for [math]\epsilon \rightarrow 0[/math] and [math]R \rightarrow \infty[/math] the integrals on [math]\gamma_2[/math], [math]\gamma_4 [/math] and [math]\gamma_6 [/math] vanish. We are left with:

[math]\int_0^\infty \log x\log(1-e^{-2x})dx+[/math]
[math]\int_\infty^0\log(x+i\pi)\log(1-e^{-2x})dx+[/math][math]i\int_\pi^0\log z \log(1-e^{-2z})dz=0[/math]

I'll call the sum of the first two integrals [math]I_1[/math] and t

Here's a solution using complex analysis. As other people have shown, the integral is equivalent to:

[math]I=\frac{1}{2}\int_0^\infty\log\bigg(\frac{x^2}{x^2+\pi^2}\bigg)\log(1-e^{-2x})dx[/math]

I'll integrate the function:

[math]f(z)=\log z \log(1-e^{-2z})[/math]

On this contour:

I'll spare you the gory details of showing that for [math]\epsilon \rightarrow 0[/math] and [math]R \rightarrow \infty[/math] the integrals on [math]\gamma_2[/math], [math]\gamma_4 [/math] and [math]\gamma_6 [/math] vanish. We are left with:

[math]\int_0^\infty \log x\log(1-e^{-2x})dx+[/math]
[math]\int_\infty^0\log(x+i\pi)\log(1-e^{-2x})dx+[/math][math]i\int_\pi^0\log z \log(1-e^{-2z})dz=0[/math]

I'll call the sum of the first two integrals [math]I_1[/math] and the last one [math]I_2[/math]. For [math]I_1 [/math]we have:

[math]I_1=\int_0^\infty \log\bigg(\frac{x}{\sqrt{x^2+\pi^2}}\bigg)\log(1-e^{-2x})dx-[/math]
[math]i\int_0^\infty \arg(x+i\pi)\log(1-e^{-2x})dx[/math]

Of which, we can see, the real part is very interesting. Now, for[math]I_2[/math] we have

[math]I_2=-i\int_0^\pi\log(iy)\log(1-e^{-2iy})dy=[/math]
[math]-i\int_0^\pi \bigg[\log y+i\frac{\pi}{2}\bigg][/math]
[math]\bigg[\log(2-2\cos 2y)+i \arg (1-e^{-2iy})\bigg]dy[/math]

Of which we are interested in the real part, which is:

[math]\Re I_2=\frac{\pi}{2}\int_0^\pi \log(2-2\cos 2y)dy + [/math]
[math]\int_0^\pi \log y \arg (1-e^{-2iy})dy=J_1+J_2[/math]

Let's evaluate the first one.

[math]J_1=\frac{\pi}{2}\int_0^\pi \log(2-2\cos 2y)dy=[/math]
[math]\frac{\pi}{2}\int_0^\pi \log(4\sin^2 y)dy=0[/math]

The last line follows from the well known integral of [math]\log(\sin x)[/math]. Let's evaluate [math]J_2[/math].

[math]1-e^{-2iy}=1-\cos (2y) + i \sin (2y)=[/math]
[math]2 \sin^2 y + 2i \sin y \cos y=[/math]
[math]2 \sin y(\sin y +i \cos y)=2i \sin y e^{-iy}[/math]

We can now see that, up to unimportant costants, the multiplication by [math]2i\sin y[/math] is a rotation by [math]\pi/2[/math], so in terms of argument it's equivalent to a multiplication by [math]e^{i\pi/2}[/math]. So:

[math]\arg(1-e^{-2iy})=\arg (e^{i(\pi/2-y)})=\frac{\pi}{2}-y[/math]

So [math]J_2 [/math] becomes:

[math]J_2=\int_0^\pi \log y\frac{\pi}{2}dy-\int_0^{\pi}y\log y dy=-\frac{\pi^2}{4}[/math]

The last line follows from elementary integration techniques. Putting everything together we have:

[math]\Re I_1=-\Re I_2[/math]

[math]\int_0^\infty \log\bigg(\frac{x}{\sqrt{x^2+\pi^2}}\bigg)\log(1-e^{-2x})dx = \frac{\pi^2}{4}[/math]

So, multiplying by [math]2[/math] and remembering the original [math]1/2[/math] we have:

[math]I=\frac{\pi^2}{4}[/math]

As desired.

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[math]\int_0^{\frac{\pi}{2}}\ln\left(\frac{\ln^2\sin\theta}{\pi^2+\ln^2\sin\theta}\right)\,\frac{\ln\cos\theta}{\tan\theta}\,d\theta=\frac{\pi^2}{4}[/math]

Here's a stab at just trying to integrate. Almost all integration should be done using rudimentary knowledge. It doesn't quite look like the function is ill-defined on this range. You might think that [math]\theta = 0[/math] might cause a problem but
[math]\lim_{\theta \to 0} \frac{\ln \cos\theta}{\tan\theta} = \lim_{\theta\to 0} \frac{-\tan\theta}{\sec^2\theta} = 0[/math]

which isn't too surprising. It just seems like the function will go to zero on the limits, which is reaso

[math]\int_0^{\frac{\pi}{2}}\ln\left(\frac{\ln^2\sin\theta}{\pi^2+\ln^2\sin\theta}\right)\,\frac{\ln\cos\theta}{\tan\theta}\,d\theta=\frac{\pi^2}{4}[/math]

Here's a stab at just trying to integrate. Almost all integration should be done using rudimentary knowledge. It doesn't quite look like the function is ill-defined on this range. You might think that [math]\theta = 0[/math] might cause a problem but
[math]\lim_{\theta \to 0} \frac{\ln \cos\theta}{\tan\theta} = \lim_{\theta\to 0} \frac{-\tan\theta}{\sec^2\theta} = 0[/math]

which isn't too surprising. It just seems like the function will go to zero on the limits, which is reasonable. So let's try to integrate. A first step is to imagine a right triangle where [math]\cos\theta = \frac{x}{h}[/math] and [math]\sin\theta = \frac{y}{h}[/math] and [math]h = \sqrt{x^2 + y^2}[/math] and initially do the substitution and see if things simplify (this rarely happens). In this case, it won't work.

The next step is to try and simplify using the Euler formula, and you'll have to be careful with the logarithm of complex (add in a phase, analytic continuation, branch cuts - which I won't deal with for now). IE:
[math]z = r e^{i\theta} \to w = \ln z = \ln r + i \theta + 2n\pi i[/math] for [math]n = 0, \pm 1, \pm 2, ...[/math]

So what if we substitute terms like
[math]\begin{align} 2\cos\theta &= e^{i\theta} + e^{-i\theta} = \text{Re}\left[e^{i\theta}\right]\\ 2i\sin\theta &= e^{i\theta} - e^{-i\theta} = \text{Im}\left[e^{i\theta}\right] \end{align}[/math]
Again, doesn't seem to make our life easier. So let's try another substitution by letting
[math]x = -\ln(\sin\theta)[/math] with [math]\text{d}x = -\frac{\text{d}\theta}{\tan\theta}[/math]. This is done in Mike Wilkes's answer (correctly).
[math]\frac{1}{2}\int_0^\infty\ln{\left(\frac{x^2}{x^2+\pi^2}\right)}\ln{(1-e^{-2x})}dx[/math]
Looking at this, it's a little bit easier. I'd like to refer to you a famous film: Stand and Deliver. Let's go ahead and integrate this! (or attempt to). Integrate by parts:
[math]\frac{1}{2}\int_0^\infty \underbrace{\ln{\left(\overbrace{\frac{x^2}{x^2+\pi^2}}^{g}\right)}}_{\text{d}v}\underbrace{\ln{(1-e^{-2x})}}_{u}dx[/math]
and this gets
[math]\frac{1}{2} \left.\left[x \ln{g} + 2\pi \arctan\left(\frac{\pi}{x}\right)\right]\ln\left(1 - e^{-2x}\right) \right|_0^\infty[/math]
[math]- \int_0^\infty \left[x \ln{g} + 2\pi \arctan\left(\frac{\pi}{x}\right)\right] \frac{1}{e^{2x} - 1}\ \text{d}x[/math]
where the term
[math]\left.uv\right|_0^\infty \to 0[/math] and you're left with the next integral which is somewhat easier to evaluate as I've gotten rid of at least one logarithm. EG: we are now down to solving
[math]\int_0^\infty \left[x \ln{g} + 2\pi \arctan\left(\frac{\pi}{x}\right)\right] \frac{1}{1-e^{2x}}\ \text{d}x[/math]

I'm passing off the baton.

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I have not been able to "prove" that the integral equals [math]\frac{\pi^2}{4}[/math], but by the substitution [math]x=-\ln{(\sin{\theta})}[/math] (in which case the lower limit [math]\theta=0[/math] tends to [math]x=\infty[/math], while the upper limit [math]\theta=\pi/2[/math] tends to [math]x=0[/math]) the integral can be transformed to the simpler form:

[math]\frac{1}{2}\int_0^\infty\ln{\left(\frac{x^2}{x^2+\pi^2}\right)}\ln{(1-e^{-2x})}dx[/math]

This result requires also an interchange of the integration limits and a resulting sign change on the integral. I entered this, as suggested by S'leahcim Abarte, into WolframAlpha, integrating from 0 to 10, which gave the numerical approx

I have not been able to "prove" that the integral equals [math]\frac{\pi^2}{4}[/math], but by the substitution [math]x=-\ln{(\sin{\theta})}[/math] (in which case the lower limit [math]\theta=0[/math] tends to [math]x=\infty[/math], while the upper limit [math]\theta=\pi/2[/math] tends to [math]x=0[/math]) the integral can be transformed to the simpler form:

[math]\frac{1}{2}\int_0^\infty\ln{\left(\frac{x^2}{x^2+\pi^2}\right)}\ln{(1-e^{-2x})}dx[/math]

This result requires also an interchange of the integration limits and a resulting sign change on the integral. I entered this, as suggested by S'leahcim Abarte, into WolframAlpha, integrating from 0 to 10, which gave the numerical approximation 2.4674, which is [math]\frac{\pi^2}{4}[/math] to four decimals.

This will take you to the URL of the WolframAlpha page containing the input and output:

integrate((1/2)*ln(y^2/(y^2+pi^2))*ln(1-e^(-2*y))dy from 0 to 10)

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I let Mathematica run overnight, and I have a fairly powerful machine, but it was unable to compute the closed form in that time. However, Mathematica also didn’t “give up” which it will sometimes do, returning the unevaluated integral back. So I cannot conclude that Mathematica can’t do it. I once had a very difficult integral I needed Mathematica to crunch that involved many complicated trigonometric functions, I let Mathematica run for about 18 hours before it gave me the solution. I then had to let it run another day to simplify the output. So maybe if you’re patient, Mathematica will even

I let Mathematica run overnight, and I have a fairly powerful machine, but it was unable to compute the closed form in that time. However, Mathematica also didn’t “give up” which it will sometimes do, returning the unevaluated integral back. So I cannot conclude that Mathematica can’t do it. I once had a very difficult integral I needed Mathematica to crunch that involved many complicated trigonometric functions, I let Mathematica run for about 18 hours before it gave me the solution. I then had to let it run another day to simplify the output. So maybe if you’re patient, Mathematica will eventually be able to provide a general closed form solution.

For the specific case [math]a=b=u=1[/math] mentioned by Emad Noujeim, Mathematica did return an exact result. It ran for approximately 14 minutes on my laptop.

[math]\frac{2 \pi \left(\sqrt{2 e \pi } \ \text{erf}\left(\frac{1}{\sqrt{2}}\right)-2\right)}{\sqrt{e}} \approx 3.13[/math]

Where [math]\text{erf}(x)[/math] is the error function: Error function - Wikipedia. Hope that helps!

Doctor Explains Do This Immediately "To Go" When You're Backed Up.
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To solve this integral we use complex analysis. To do so, we set

[math]\displaystyle \ z=e^{ix} \longrightarrow \mathrm dx= \frac{1}{iz} \mathrm dz\tag*{}[/math]

Therefore,

[math]\displaystyle \begin{align}I_n&= \frac{1}{2^2} \oint \left( \frac{1}{2^n} \left(z+\frac{1}{z} \right)^n \right) \cdot \left( z^n + \frac{1}{z^n} \right) \frac{1}{i z} \mathrm dz \\&= \frac{1}{i} \frac{1}{2^{n+2}} \oint \left( \frac{(z^2+1)^n}{z^n}\right) \cdot \left( \frac{z^{2n+1}}{z^n}\right) \cdot \frac{1}{z} \mathrm dz \\ &= \frac{1}{i} \frac{1}{2^{n+2}} \oint \left( \frac{z^2+1}{z^2}\right)^n \cdot \left( z^{2n}+1\right) \cdot \frac{1[/math]

To solve this integral we use complex analysis. To do so, we set

[math]\displaystyle \ z=e^{ix} \longrightarrow \mathrm dx= \frac{1}{iz} \mathrm dz\tag*{}[/math]

Therefore,

[math]\displaystyle \begin{align}I_n&= \frac{1}{2^2} \oint \left( \frac{1}{2^n} \left(z+\frac{1}{z} \right)^n \right) \cdot \left( z^n + \frac{1}{z^n} \right) \frac{1}{i z} \mathrm dz \\&= \frac{1}{i} \frac{1}{2^{n+2}} \oint \left( \frac{(z^2+1)^n}{z^n}\right) \cdot \left( \frac{z^{2n+1}}{z^n}\right) \cdot \frac{1}{z} \mathrm dz \\ &= \frac{1}{i} \frac{1}{2^{n+2}} \oint \left( \frac{z^2+1}{z^2}\right)^n \cdot \left( z^{2n}+1\right) \cdot \frac{1}{z} \mathrm dz \\&= \frac{1}{i} \frac{1}{2^{n+2}} \oint \left( \frac{1}{z} \left( z^2+1 \right)^n + \frac{1}{z} \left( \frac{z^2+1}{z^2} \right)^n \right) \mathrm dz \end{align}\tag*{}[/math]

Now for the integral

[math]\displaystyle \oint \left( \frac{1}{z} \left(z^2+1 \right)^n + \frac{1}{z} \left( \frac{z^2+1}{z^2} \right)^n \right) \mathrm dz \tag*{}[/math]

we use Cauchy’s formula,

[math]\displaystyle\oint f(z)\mathrm dz = 2 \pi i \sum_{i} \mathcal{Res}(f(z);z_i)\tag*{}[/math]

Therefore we obtain

[math]\displaystyle I_n = \frac{\pi}{2^{n+1}} \left( 1+ 1\right) \tag*{}[/math]

The final result is

[math]\displaystyle \boxed{\boxed{I_n= \frac{\pi}{2^n}}}\tag*{}[/math]

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Latest Edit

After submitting the solution, I had generalised my result to even powers [math] 2m[/math] other than 6.

[math]\displaystyle I(m,n):=\int_{0}^{\frac{\pi}{4}}\left[\cos ^{2 m}(2 nx)+\sin ^{2 m}(2 n x)\right] \ln (1+\tan x) d x= \frac{\pi \ln 2}{4} \cdot \frac{(2 m-1) ! !}{(2 m) ! !}\tag*{} [/math]

where [math]m,n\in N. [/math]

Proof:

Letting [math] \displaystyle x\mapsto \frac{\pi}{4}-x [/math] yields

[math]\displaystyle \begin{aligned}I(m, n) &=\int_{0}^{\frac{\pi}{4}}\left[\sin ^{2 m}(2 x)+\cos ^{2 m}(2 x)\right) \ln \left(\frac{2}{1+\tan x}\right]d x \\&=\ln 2 \int_{0}^{\frac{\pi}{4}}\left[\sin^{2m} (2 n x)+\cos ^{2 m}(2 n x) \right] d x-I(m,[/math]

Latest Edit

After submitting the solution, I had generalised my result to even powers [math] 2m[/math] other than 6.

[math]\displaystyle I(m,n):=\int_{0}^{\frac{\pi}{4}}\left[\cos ^{2 m}(2 nx)+\sin ^{2 m}(2 n x)\right] \ln (1+\tan x) d x= \frac{\pi \ln 2}{4} \cdot \frac{(2 m-1) ! !}{(2 m) ! !}\tag*{} [/math]

where [math]m,n\in N. [/math]

Proof:

Letting [math] \displaystyle x\mapsto \frac{\pi}{4}-x [/math] yields

[math]\displaystyle \begin{aligned}I(m, n) &=\int_{0}^{\frac{\pi}{4}}\left[\sin ^{2 m}(2 x)+\cos ^{2 m}(2 x)\right) \ln \left(\frac{2}{1+\tan x}\right]d x \\&=\ln 2 \int_{0}^{\frac{\pi}{4}}\left[\sin^{2m} (2 n x)+\cos ^{2 m}(2 n x) \right] d x-I(m, n)\\ I(m, n)&= \frac{\ln 2}{2} \int_{0}^{\frac{\pi}{4}}\left[\sin^{2m} (2n x)+\cos ^{2 m}(2nx)\right]d x\\& = \frac{\ln 2}{4} \int_{0}^{\frac{\pi}{2}}\left[\sin^{2m} (n x)+\cos ^{2 m}(nx)\right]dx\\&\stackrel{nx\mapsto x} {=}\frac{\ln 2}{2} \cdot \frac{1}{n} \int_{0}^{\frac{n \pi}{2}} \sin ^{2 m} x d x\\&= \frac{\ln 2}{2} \int_{0}^{\frac{\pi}{2}} \sin ^{2 m} x d x\end{aligned}\tag*{} [/math]

Using Wallis Formula, we can conclude that [math]\displaystyle \boxed{I(m, n)=\frac{\pi \ln 2}{4} \cdot \frac{(2 m-1) ! !}{(2 m) ! !}},\tag*{} [/math]

which is independent of[math]\displaystyle n [/math] .[math] [/math]

Back to our integral, when [math]m=3, [/math]

[math]\displaystyle I(3,2n)=\frac{5 \pi}{64} \ln 2 ,\tag*{} [/math]

[math]\textrm{ *******}\tag*{}[/math]

Original solution

When [math] n=0[/math],

[math] \displaystyle \int_{0}^{\frac{\pi}{4}} \ln (1+\tan x) d x=\frac{\pi}{8} \ln 2 \tag*{} [/math]

When [math] n\in N[/math] , we first simplify

[math]\displaystyle \begin{aligned}\sin ^{6}(2 n x)+\cos ^{6}(2 n x) =& {\left[\sin ^{2}(2 n x)+\cos ^{2}(2 n x)\right]\left[\sin ^{4}(2 n x)-\sin ^{2}(2 n x) \cos ^{2}(2 n x)\right) } \\&\left.+\cos ^{4}(2 n x)\right] \\=& 1-3 \sin ^{2}(2 n x) \cos ^{2}(2 n x) \\=& 1-\frac{3}{4} \sin ^{2}(4 n x) \\=& 1-\frac{3}{8}(1-\cos 8 n x) \\=& \frac{1}{8}(5+3 \cos (8nx))\end{aligned} \tag*{} [/math]

To get rid of the natural logarithm, a simple substitution transforms the integral into

[math]\begin{aligned}I &=\frac{1}{8} \int_{0}^{\frac{\pi}{4}}(5+3 \cos (8 n x)) \ln (1+\tan x) d x \\& \stackrel{x\mapsto\frac{\pi}{4}-x}{=} \frac{1}{8} \int_{0}^{\frac{\pi}{4}}(5+3 \cos (8 n x)) \ln \left(1+\tan \left(\frac{\pi}{4}-x\right)\right) d x \\&=\frac{1}{8} \int_{0}^{\frac{\pi}{4}}(5+3 \cos (8 n x)) \ln \left(\frac{2}{1+\tan x}\right) d x \\&=\frac{1}{8} \ln 2 \int_{0}^{\frac{\pi}{4}}(5+3 \cos (8 n x) )d x-I \\I &=\frac{\ln 2}{16} \int_{0}^{\frac{\pi}{4}}(5+3 \cos 8 n x) d x\\&=\frac{\ln 2}{16}\left[5 x+\frac{3}{8 n} \sin (8 n x)\right]_0^{\frac{\pi}{4} }\\ &=\frac{5 \pi}{64} \ln 2\end{aligned} \tag*{} [/math]

Last but not least, how to deal with the odd one

[math]\displaystyle \int_{0}^{\frac{\pi}{4}}\left[\sin ^{6}(2 n+1) x+\cos ^{6}(2 n +1)x\right] \ln (1+\tan x) d x ?\tag*{} [/math]

Can you help?

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This is just one of the many nails lying around, and there is one hammer to smash them all into oblivion: Euler's formula.

Really, there are only two things you need. The formula itself:

[math]e^{ix} = \cos x + i \sin x \tag{1}[/math]

And the fact that the integral of [math]e^{inx}[/math] vanishes from [math]0[/math] to [math]2\pi[/math] for integer [math]n\ne 0[/math]. That is,

[math]\int\limits_0^{2\pi} e^{inx} dx = 2\pi\delta_{n0}\tag{2}[/math]

So let's hammer it in rightaway

[math]\sin \theta = \displaystyle\frac{e^{i\theta}-e^{-i\theta}}{2i}[/math]

[math]\int\limits_0^{2\pi}\sin^{2n} \theta d \theta = \int\limits_0^{2\pi}d \theta \left [\displaystyle\frac{1}{(2i)^{2n}}(e^{i\theta}-e^{-i\th[/math]

Footnotes

This is just one of the many nails lying around, and there is one hammer to smash them all into oblivion: Euler's formula.

Really, there are only two things you need. The formula itself:

[math]e^{ix} = \cos x + i \sin x \tag{1}[/math]

And the fact that the integral of [math]e^{inx}[/math] vanishes from [math]0[/math] to [math]2\pi[/math] for integer [math]n\ne 0[/math]. That is,

[math]\int\limits_0^{2\pi} e^{inx} dx = 2\pi\delta_{n0}\tag{2}[/math]

So let's hammer it in rightaway

[math]\sin \theta = \displaystyle\frac{e^{i\theta}-e^{-i\theta}}{2i}[/math]

[math]\int\limits_0^{2\pi}\sin^{2n} \theta d \theta = \int\limits_0^{2\pi}d \theta \left [\displaystyle\frac{1}{(2i)^{2n}}(e^{i\theta}-e^{-i\theta})^{2n}\right][/math]

Using binomial expansion,

[math]\int\limits_0^{2\pi}\sin^{2n} \theta d \theta = \int\limits_0^{2\pi}d \theta \left [\displaystyle\frac{1}{(2i)^{2n}} \displaystyle\sum\limits_{k=0}^{2n} (-1)^k \binom{2n}{k} e^{i(2n-k)\theta}e^{-ik\theta}\right][/math]

Based on (2), we only need to care about the coefficient of [math]e^{i0\theta}[/math] which comes from [math]k=n[/math], giving us

[math]\int\limits_0^{2\pi}\sin^{2n} \theta d \theta = \int\limits_0^{2\pi}d \theta \left [\displaystyle\frac{1}{(2i)^{2n}} (-1)^n \binom{2n}{n} \right][/math]

[math]= 2\pi\displaystyle\frac{\binom{2n}{n}}{2^{2n}}[/math]

And we are done.

More hammerings of nails aggregated here.


All right, so this one too has got autocollapsed due to too much latex. Quora really needs to get its act together. Someone is asking for a math proof, of course the answer is going to have latex in it!

Footnotes

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For those of you who do not have access to Mathematica (very expensive), here’s how to do the double integration using the free open-source numerical computation package Octave:

  1. function f = f(x, y, a, b, u) 
  2. f = (b^2*cos(x).^2.*exp(-(u^2*cos(x).^2.*sin(y).^2)/2).*sin(y).^3)./(a^2*sin(x).^2.*sin(y).^2+b^2*cos(x).^2.*sin(y).^2+a^2*b^2*cos(y).^2); 
  3. endfunction 
  4.  
  5. function g = g(a, b, u) 
  6. g = dblquad(@(x,y) f(x, y, a, b, u), 0, 2*pi, 0, pi); 
  7. endfunction 
  8.  
  9. g(.5, .5, 3) 
  10. ans = 0.851955390903357 
  11.  
  12. g(-1, .5, -4) 
  13. ans = 0.133605816072772 

For those of you who do not have access to Mathematica (very expensive), here’s how to do the double integration using the free open-source numerical computation package Octave:

  1. function f = f(x, y, a, b, u) 
  2. f = (b^2*cos(x).^2.*exp(-(u^2*cos(x).^2.*sin(y).^2)/2).*sin(y).^3)./(a^2*sin(x).^2.*sin(y).^2+b^2*cos(x).^2.*sin(y).^2+a^2*b^2*cos(y).^2); 
  3. endfunction 
  4.  
  5. function g = g(a, b, u) 
  6. g = dblquad(@(x,y) f(x, y, a, b, u), 0, 2*pi, 0, pi); 
  7. endfunction 
  8.  
  9. g(.5, .5, 3) 
  10. ans = 0.851955390903357 
  11.  
  12. g(-1, .5, -4) 
  13. ans = 0.133605816072772 
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We have

[math]\mathcal{I} = \displaystyle \int_{\pi /4}^{\pi /2}\ln(\ln(\tan{x}))\ \mathrm dx \tag*{}[/math]

This is popularly known as the Vardi Integral.


Starting with susbtitution [math] \tan{x} \mapsto \dfrac{1}{x}[/math], we get

[math]\mathcal{I} = \displaystyle \int_0^1 \dfrac{\ln(-\ln{x})}{x^2+1}\ \mathrm dx\tag*{}[/math]

Using geometric series,

[math]\mathcal{I} = \displaystyle \sum_{k=0}^{\infty} (-1)^k \int_0^1 x^{2k}\ln(-\ln{x})\ \mathrm dx \tag*{}[/math]

Using [math]x \mapsto e^{-x}[/math], we finally get

[math]\mathcal{I} = \displaystyle \sum_{k=0}^{\infty} (-1)^k\int_0^{\infty} e^{-(2k+1)x}\ln{x}\ \mathrm dx \tag*{}[/math]

Let the final integral be [math]\mathcal{I_2}[/math].


To

We have

[math]\mathcal{I} = \displaystyle \int_{\pi /4}^{\pi /2}\ln(\ln(\tan{x}))\ \mathrm dx \tag*{}[/math]

This is popularly known as the Vardi Integral.


Starting with susbtitution [math] \tan{x} \mapsto \dfrac{1}{x}[/math], we get

[math]\mathcal{I} = \displaystyle \int_0^1 \dfrac{\ln(-\ln{x})}{x^2+1}\ \mathrm dx\tag*{}[/math]

Using geometric series,

[math]\mathcal{I} = \displaystyle \sum_{k=0}^{\infty} (-1)^k \int_0^1 x^{2k}\ln(-\ln{x})\ \mathrm dx \tag*{}[/math]

Using [math]x \mapsto e^{-x}[/math], we finally get

[math]\mathcal{I} = \displaystyle \sum_{k=0}^{\infty} (-1)^k\int_0^{\infty} e^{-(2k+1)x}\ln{x}\ \mathrm dx \tag*{}[/math]

Let the final integral be [math]\mathcal{I_2}[/math].


To evaluate [math]\mathcal{I_2}[/math], consider the function [math]f[/math] with [math]a \in \R[/math],

[math] \begin{align} \displaystyle f(a) &= \int_0^{\infty} e^{-(2k+1)x} x^a \mathrm dx \\ \text{using} \ (2k+1)x \mapsto x \\ \displaystyle &= \dfrac{1}{(2k+1)^{a+1}}\int_0^{\infty} x^a e^{-x}\ \mathrm dx \\ f(a)&= \dfrac{\Gamma(a+1)}{(2k+1)^{a+1}} \end{align}[/math]

Where [math]\Gamma(x)[/math] is the Gamma function defined as

[math] \displaystyle \Gamma(x)= \int_0^{\infty} t^{x-1}e^{-t}\ \mathrm dt \tag*{}[/math]

Now, notice that

[math]\left. \dfrac{\partial}{\partial a}f(a) \right|_{a=0} =\mathcal{I_2}\tag*{}[/math]


Before continuing further, I would like to discuss about the Digamma function, [math]\psi(z)[/math] . The derivative of Gamma function is defined as

[math]\Gamma^{\prime}(z)= \Gamma(z)\psi(z)\tag*{}[/math]

Digamma function is defined as

[math]\displaystyle \psi(z+1)= -\gamma+\sum_{k=1}^{\infty} \dfrac{1}{k}-\dfrac{1}{k+z}\tag*{}[/math]

Here, [math]\gamma[/math] is the Euler–Mascheroni constant.


Now,

[math]\dfrac{\partial}{\partial a}f(a)= \dfrac{\Gamma(a+1)(2k+1)^a [\psi(a+1)-\ln(2k+1) ]}{(2k+1)^{2a+1}}\tag*{}[/math]

So,

[math] \mathcal{I_2}= \dfrac{\Gamma(1)\psi(1)-\ln(2k+1)\Gamma(1)}{2k+1} \tag*{}[/math]

Using the already discussed definitions for Gamma and Digamma functions,

[math]\Gamma(1)=1\\ \psi(1)=-\gamma[/math]

Using them, we get the final expression

[math]\boxed{\boxed{ \mathcal{I_2}= \dfrac{-\gamma-\ln(2k+1)}{2k+1} }} \tag*{}[/math]


Using this result,

[math]\displaystyle \mathcal{I} = -\gamma \sum_{k=0}^{\infty} \dfrac{(-1)^k}{2k+1}-\sum_{k=0}^{\infty} \dfrac{(-1)^k \ln(2k+1)}{2k+1}\tag*{}[/math]

Let

[math]\displaystyle S_1 = \sum_{k=0}^{\infty} \dfrac{(-1)^k}{2k+1}\\ \displaystyle S_2 = \sum_{k=0}^{\infty} \dfrac{(-1)^{k-1}\ln(2k+1)}{2k+1}[/math]

So,

[math]\mathcal{I_2}= -\gamma S_1 + S_2 \tag*{}[/math]


Before solving the sums, I would like to discuss about Dirichlet Beta function defined as

[math]\displaystyle \beta(s)=\sum_{k=0}^{\infty} \dfrac{(-1)^k}{(2k+1)^s}\tag*{}[/math]

Differentiating with respect to [math]s[/math], the derivative of Dirichlet Beta function

[math]\displaystyle \beta^{\prime}(s)= \sum_{k=0}^{\infty} \dfrac{(-1)^{k-1}\ln(2k+1)}{(2k+1)^s}\tag*{}[/math]


Using these discussed functions and relations,

[math]S_1 = \beta(1) \\ S_2 = \beta^{\prime}(1)[/math]

Using the series definition of [math]\arctan(1)[/math], you can easily prove that

[math]S_1=\beta(1)= \dfrac{\pi }{4}\tag*{}[/math]

I was struggling to find the value of [math]\beta^{\prime}(1)[/math] , so I checked the Wikipedia page of Dirichlet beta function , and I got the required value.

[math]S_2=\beta^{\prime}(1)= \dfrac{\pi}{4} (\gamma-\ln{\pi})+\pi \ln \Gamma\left(\dfrac{3}{4}\right) \tag*{}[/math]


Putting the values of the sums and simplifying, we get

[math]\mathcal{I}= \pi \ln \Gamma\left(\dfrac{3}{4}\right) -\dfrac{\pi}{4}\ln{\pi} \tag*{}[/math]

Using the reflection formula for Gamma function

[math]\Gamma(x)\Gamma(1-x)=\dfrac{\pi}{\sin(\pi x)}\tag*{}[/math]

And basic properties of logarithm, we get this beautiful result

[math]\boxed{\boxed{\pi \ln \left( \dfrac{ \sqrt{2 \pi \sqrt{\pi}}}{\Gamma(\frac{1}{4})}\right) }}\tag*{}[/math]

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We want to evaluate the definite integral

[math]I = \displaystyle \int_0^{\pi/2} \frac{\ln(\sin{x} + \cos{x})}{\sin{x}} \, dx. \tag*{}[/math]

First of all, observe that

[math]\begin{align*} \displaystyle \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dt &= \frac{\ln(1 + \sin{t} \sin(2x))}{2 \sin{x}} \Bigg|_{t = 0}^{t = \pi/2}\\ &= \frac{\ln(1 + \sin(2x))}{2 \sin{x}}\\ &= \frac{\ln((\sin{x} + \cos{x})^2)}{2 \sin{x}}\\ &= \frac{\ln(\sin{x} + \cos{x})}{\sin{x}}. \end{align*} \tag*{}[/math]

Using the result, we can express [math]I[/math] as a double integral. Then, we interchange the order of integration, obtaining

[math]I = \disp[/math]

We want to evaluate the definite integral

[math]I = \displaystyle \int_0^{\pi/2} \frac{\ln(\sin{x} + \cos{x})}{\sin{x}} \, dx. \tag*{}[/math]

First of all, observe that

[math]\begin{align*} \displaystyle \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dt &= \frac{\ln(1 + \sin{t} \sin(2x))}{2 \sin{x}} \Bigg|_{t = 0}^{t = \pi/2}\\ &= \frac{\ln(1 + \sin(2x))}{2 \sin{x}}\\ &= \frac{\ln((\sin{x} + \cos{x})^2)}{2 \sin{x}}\\ &= \frac{\ln(\sin{x} + \cos{x})}{\sin{x}}. \end{align*} \tag*{}[/math]

Using the result, we can express [math]I[/math] as a double integral. Then, we interchange the order of integration, obtaining

[math]I = \displaystyle \int_0^{\pi/2} \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dx \, dt. \tag*{}[/math]


In order to evaluate the innermost integral, observe that [math](\sin{x} - \cos{x})^2 = 1 - \sin(2x)[/math], and then performing the interval-inverting substitution replacing [math]x[/math] with [math]\frac{\pi}{2} - x[/math] yields

[math]\begin{align*} \displaystyle \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dx &= \int_0^{\pi/2} \frac{\cos{t} \cos{x} \, dx}{(1 + \sin{t}) - \sin{t} (\sin{x} - \cos{x})^2}\\ &= \int_0^{\pi/2} \frac{\cos{t} \sin{x} \, dx}{(1 + \sin{t}) - \sin{t} (\sin{x} - \cos{x})^2}. \end{align*} \tag*{}[/math]

Now, averaging the last two representations of the integral and letting [math]w = \sin{x} - \cos{x}[/math] gives us

[math]\begin{align*} \displaystyle \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dx &= \frac{1}{2} \int_0^{\pi/2} \frac{\cos{t} (\cos{x} + \sin{x}) \, dx}{(1 + \sin{t}) - \sin{t} (\sin{x} - \cos{x})^2}\\ &= \frac{1}{2} \int_{-1}^1 \frac{\cos{t}}{(1 + \sin{t}) - (\sin{t}) w^2} \, dw\\ &= \cot{t} \cdot \int_0^1 \frac{1}{(1 + \csc{t}) - w^2} \, dw\\ &= \frac{\cot{t}}{2\sqrt{1 + \csc{t}}} \ln\Big(\frac{\sqrt{1 + \csc{t}} + w}{\sqrt{1 + \csc{t}} - w}\Big) \Bigg|_{w=0}^{w=1}. \end{align*} \tag*{}[/math]

Simplifying this further, we find that

[math]\begin{align*} \displaystyle \int_0^{\pi/2} \frac{\cos{t} \cos{x}}{1 + \sin{t} \sin(2x)} \, dx &= \frac{\cot{t}}{2\sqrt{1 + \csc{t}}} \ln\Big(\frac{\sqrt{1 + \csc{t}} + 1}{\sqrt{1 + \csc{t}} - 1}\Big)\\ &= \frac{\cot{t}}{\sqrt{1 + \csc{t}}} \cdot \coth^{-1}{\sqrt{1 + \csc{t}}}. \end{align*} \tag*{}[/math]

Hence, the double integral reduces to evaluating

[math]I = \displaystyle \int_0^{\pi/2} \frac{\cot{t}}{\sqrt{1 + \csc{t}}} \cdot \coth^{-1}{\sqrt{1 + \csc{t}}} \, dt. \tag*{}[/math]


Making the substitution [math]z = \coth^{-1}{\sqrt{1 + \csc{t}}} = \frac{1}{2} \ln\Big(\frac{\sqrt{1 + \csc{t}} + 1}{\sqrt{1 + \csc{t}} - 1}\Big)[/math], we are essentially done with all of the difficult parts in evaluating this integral:

[math]I = \displaystyle \int_0^{\ln(1 + \sqrt{2})} 2z \, dz = \boxed{\ln^2(1 + \sqrt{2})}. \; \blacksquare \tag*{}[/math]

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[math]\quad \frac { \cos ^ { 4 } \theta } { \cos ^ { 2 } \phi } + \frac { \sin ^ { 4 } \theta } { \sin ^ { 2 } \phi } = 1 [/math]

[math]\Rightarrow ( \frac { \cos ^ { 2 } \theta } { \cos \phi } ) ^ { 2 } + ( \frac { \sin ^ { 2 } \theta } { \sin \phi } ) ^ { 2 } = 1[/math]

As [math]A( \frac { \cos ^ { 2 } \theta } { \cos \phi }[/math],[math]\frac {\sin ^ { 2 } \theta } { \sin \phi } )[/math] lies on a unit circle with origin as centre and its equation is[math] x^2+y^2=1. [/math]

Since A[math]=[/math]([math]cos \alpha, sin \alpha), [/math]

[math]\textrm{therefore }\frac { \cos ^ { 2 } \theta } { \cos \phi } = \cos \alpha \textrm{ and } \frac { \sin ^ { 2 }\theta } { \sin \phi } = \sin \alpha \[/math]

[math]\quad \frac { \cos ^ { 4 } \theta } { \cos ^ { 2 } \phi } + \frac { \sin ^ { 4 } \theta } { \sin ^ { 2 } \phi } = 1 [/math]

[math]\Rightarrow ( \frac { \cos ^ { 2 } \theta } { \cos \phi } ) ^ { 2 } + ( \frac { \sin ^ { 2 } \theta } { \sin \phi } ) ^ { 2 } = 1[/math]

As [math]A( \frac { \cos ^ { 2 } \theta } { \cos \phi }[/math],[math]\frac {\sin ^ { 2 } \theta } { \sin \phi } )[/math] lies on a unit circle with origin as centre and its equation is[math] x^2+y^2=1. [/math]

Since A[math]=[/math]([math]cos \alpha, sin \alpha), [/math]

[math]\textrm{therefore }\frac { \cos ^ { 2 } \theta } { \cos \phi } = \cos \alpha \textrm{ and } \frac { \sin ^ { 2 }\theta } { \sin \phi } = \sin \alpha \\ \textrm{ for some }\alpha \in R.[/math]

[math]\Rightarrow \cos ^ { 2 } \theta = \cos \alpha \cos \phi \textrm{ and } \sin ^ { 2 } \theta = \sin \alpha \sin \phi [/math]

[math]\left. { \Rightarrow \cos \alpha \cos \phi + \sin \alpha \sin \phi = 1 } \\ { \Rightarrow \cos ( \alpha - \phi ) = 1 } \right.[/math]

[math]\Rightarrow \alpha = \phi \text { or } 2 n \pi + \phi[/math]

Modified Version(suggested by Mr Shambhu Bhat )

[math]\textrm{Interchanging }\left. { \theta \textrm{ and } \phi \textrm{ in the condition gives}\\ \frac { \cos ^ { 4 } \phi } { \cos ^ { 2 } \theta } + \frac { \sin ^ { 4 } \phi } { \sin ^ { 2 } \theta } =1 } \right.[/math]

Original Version

[math]\Rightarrow \cos ^ { 2 } \theta = \cos ^ { 2 } \phi \textrm{ and } \sin ^ { 2 } \theta = \sin ^ { 2 } \phi [/math]

[math]\left. { \quad \frac { \cos ^ { 4 } \phi } { \cos ^ { 2 } \theta } + \frac { \sin ^ { 4 } \phi } { \sin ^ { 2 } \theta } }\\{ = \frac { \cos ^ { 4 } \theta } { \cos ^ { 2 } \theta } + \frac { \sin ^ { 4 } \theta } { \sin ^ { 2 } \theta } }\\{ = \cos ^ { 2 } \theta + \sin ^ { 2 } \theta }\\{ = 1 } \right.[/math]

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Well, since Roman Andronov [ https://www.quora.com/profile/Roman-Andronov ] has brilliantly detailed how to elegantly solve this integral, I’ll provide a less elegant way of integrating the expression using a combination of Euler’s formula, the binomial theorem, and a Fourier transform.


First off, let’s name [math]I[/math] to be our integral under question. Since the integrand is an event function, [math]f(x)=f(-x)[/math],

Well, since Roman Andronov [ https://www.quora.com/profile/Roman-Andronov ] has brilliantly detailed how to elegantly solve this integral, I’ll provide a less elegant way of integrating the expression using a combination of Euler’s formula, the binomial theorem, and a Fourier transform.


First off, let’s name [math]I[/math] to be our integral under question. Since the integrand is an event function, [math]f(x)=f(-x)[/math], we can rewrite our integral as

[math]\displaystyle I=\frac 12\int\limits_{-\pi/2}^{\pi/2}dx\,\cos^n x\cos nx\tag{1}[/math]

Next, we refer to an age-old identity using Euler’s formula

[math]\displaystyle\cos x=\frac {e^{ix}+e^{-ix}}2\tag{2}[/math]

Replacing [math]\cos^n x[/math] with (2) and taking out the extra factor of [math]2^n[/math] leaves us with

[math]\displaystyle I=\frac 1{2^{n+1}}\int\limits_{-\pi/2}^{\pi/2}dx\,\left(e^{ix}+e^{-ix}\right)^n\cos nx\tag{3}[/math]

All we have to do now is to show that the right-hand integral evaluates to one! This is easier said than done (it looks pretty intimidating, you have to admit). Fortunately, we can simplify it into a more recognizable form by using the trivial identity we all learned in first grade:

[math]\displaystyle (1+z)^n=\sum\limits_{r=0}^n\binom nr z^r\tag{4}[/math]

Factoring out [math]e^{-ix}[/math] from the parenthesis and replacing (3) with (4) gives us

[math]\displaystyle\begin{align*}I & =\frac 1{2^{n+1}}\int\limits_{-\pi/2}^{\pi/2}dx\,\left(1+e^{2ix}\right)^n e^{-nix}\cos nx\\ & =\frac 1{2^{n+1}}\sum\limits_{r=0}^n\binom nr\int\limits_{-\pi/2}^{\pi/2}dx\, e^{ix(2r-n)}\cos nx\end{align*}\tag{5}[/math]

The resulting integral can be solved however you like. For this case, we can consider the function [math]f(x)[/math] which is defined as

[math]\displaystyle f(x)=\left\{\begin{array}{}e^{i\omega x}\qquad\quad\text{for }-\tfrac {\pi}2<x<\tfrac {\pi}2\\\\0\qquad\qquad\text{otherwise}\end{array}\right.\tag*{}[/math]

Using the basic definition, the Fourier transform of [math]f(x)[/math] is equal to

[math]\displaystyle\begin{align*}\mathscr{F}\Bigr[f(x)\Bigr] & =\int\limits_{-\pi/2}^{\pi/2}dx\, e^{i\omega x}e^{-i\alpha x}\\ & =\int\limits_{-\pi/2}^{\pi/2}dx\, \cos(x\omega-x\alpha)\\ & =\frac {\sin(x\omega-x\alpha)}{\omega-\alpha}\,\Biggr\rvert_{-\pi/2}^{\pi/2}\\ & =\frac {2\sin\bigr[\tfrac {\pi}2(\omega-\alpha)\bigr]}{\omega-\alpha}\end{align*}\tag*{}[/math]

where the imaginary portion equates to zero because sine is an odd function. Replacing the right-hand side of (5) with the result above, and canceling out the factors of two everywhere gives us a neat infinite sum

[math]\displaystyle\begin{align*}I & =\frac 1{2^{n+1}}\sum\...

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We are given the definite integral

[math]I = \displaystyle \int_0^{\pi/2} \frac{dx}{(1 + \sin{x})^2 \sqrt{\ln(\tan{x} + \sec{x})}}. \tag*{}[/math]

The integrand suggests using the substitution [math]t = \ln(\sec{x} + \tan{x})[/math] and [math]dt = \sec{x} \, dx[/math]. To use this, we first divide the numerator and denominator by [math]\cos^2{x}[/math]. Then, to deal with the remaining factor of [math]\sec{x}[/math], note that since [math]e^t = \sec{x} + \tan{x}[/math], we have [math]e^{-t} = \frac{1}{\sec{x} + \tan{x}} = \sec{x} - \tan{x}[/math], and thus [math]\sec{x} = \frac{1}{2}(e^t + e^{-t})[/math]. Then, this gives us

[math]\begin{align*} I &= \displaystyle \int_0^{\pi/2} \frac{\sec^2{x} \, dx}{(\[/math]

We are given the definite integral

[math]I = \displaystyle \int_0^{\pi/2} \frac{dx}{(1 + \sin{x})^2 \sqrt{\ln(\tan{x} + \sec{x})}}. \tag*{}[/math]

The integrand suggests using the substitution [math]t = \ln(\sec{x} + \tan{x})[/math] and [math]dt = \sec{x} \, dx[/math]. To use this, we first divide the numerator and denominator by [math]\cos^2{x}[/math]. Then, to deal with the remaining factor of [math]\sec{x}[/math], note that since [math]e^t = \sec{x} + \tan{x}[/math], we have [math]e^{-t} = \frac{1}{\sec{x} + \tan{x}} = \sec{x} - \tan{x}[/math], and thus [math]\sec{x} = \frac{1}{2}(e^t + e^{-t})[/math]. Then, this gives us

[math]\begin{align*} I &= \displaystyle \int_0^{\pi/2} \frac{\sec^2{x} \, dx}{(\sec{x} + \tan{x})^2 \sqrt{\ln(\tan{x} + \sec{x})}}\\ &= \int_0^{\infty} \frac{\frac{1}{2}(e^t + e^{-t}) \, dt}{(e^t)^2 \sqrt{t}}\\ &= \frac{1}{2} \int_0^{\infty} (e^{-t} + e^{-3t})\, \frac{dt}{\sqrt{t}}. \end{align*} \tag*{}[/math]

We are nearly there; now we make the rationalizing substitution [math]w = \sqrt{t}[/math]:

[math]\begin{align*} I &= \displaystyle \frac{1}{2} \int_0^{\infty} (e^{-w^2} + e^{-3w^2}) \cdot 2 \, dw\\ &= \int_0^{\infty} e^{-w^2} \, dw + \int_0^{\infty} e^{-3w^2} \, dw. \end{align*} \tag*{}[/math]

For the latter integral, we use the rescaling substitution [math]y = w\sqrt{3}[/math]. Then, we can use the classic Gaussian integral to complete the evaluation of [math]I[/math]:

[math]\begin{align*} I &= \displaystyle \int_0^{\infty} e^{-w^2} \, dw + \int_0^{\infty} e^{-y^2} \cdot \Big(\frac{1}{\sqrt{3}} \, dy\Big)\\ &= \Big(1 + \frac{1}{\sqrt{3}}\Big) \int_0^{\infty} e^{-w^2} \, dw\\ &= \boxed{\frac{\sqrt{\pi}}{2} \Big(1 + \frac{1}{\sqrt{3}}\Big)}. \end{align*} \tag*{}[/math]

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We want to evaluate the integral

[math]I = \displaystyle \int_0^{\pi/2}\ln^2(\cos{x}) \, dx. \tag*{}[/math]

In the solution below, I give a derivation that does not use Fourier series. It is a bit on the long side.


To this end, we first observe that by using the interval-inverting substitution replacing [math]x[/math] with [math]\frac{\pi}{2} - x[/math] along with the cofunction identity that

[math]I = \displaystyle \int_0^{\pi/2}\ln^2(\sin{x}) \, dx. \tag*{}[/math]

Therefore, we see that

[math]\begin{align*} I &= \displaystyle \frac{1}{2} \int_0^{\pi/2} \Big(\ln^2(\cos{x}) + \ln^2(\sin{x})\Big) \, dx\\ &= \frac{1}{4} \int_0^{\pi/2} \Big[\Big(\ln(\sin{x}) [/math]

We want to evaluate the integral

[math]I = \displaystyle \int_0^{\pi/2}\ln^2(\cos{x}) \, dx. \tag*{}[/math]

In the solution below, I give a derivation that does not use Fourier series. It is a bit on the long side.


To this end, we first observe that by using the interval-inverting substitution replacing [math]x[/math] with [math]\frac{\pi}{2} - x[/math] along with the cofunction identity that

[math]I = \displaystyle \int_0^{\pi/2}\ln^2(\sin{x}) \, dx. \tag*{}[/math]

Therefore, we see that

[math]\begin{align*} I &= \displaystyle \frac{1}{2} \int_0^{\pi/2} \Big(\ln^2(\cos{x}) + \ln^2(\sin{x})\Big) \, dx\\ &= \frac{1}{4} \int_0^{\pi/2} \Big[\Big(\ln(\sin{x}) + \ln(\cos{x})\Big)^2 + \Big(\ln(\sin{x}) - \ln(\cos{x})\Big)^2\Big] \, dx\\ &= \frac{1}{4} \int_0^{\pi/2} \ln^2(\sin{x} \cos{x}) \, dx + \frac{1}{4} \int_0^{\pi/2} \ln^2(\tan{x}) \, dx. \end{align*} \tag*{}[/math]

Denoting these latter integrals as [math]J[/math] and [math]K[/math], respectively, we now evaluate these one at a time.

[math]\begin{align*} J &= \displaystyle \int_0^{\pi/2} \ln^2\Big(\frac{1}{2} \sin(2x)\Big) \, dx\\ &= \frac{1}{2} \int_0^{\pi} \ln^2\Big(\frac{1}{2} \sin{t}\Big) \, dt, \text{ via } t = 2x\\ &= \int_0^{\pi/2} \ln^2\Big(\frac{1}{2} \sin{t}\Big) \, dt, \text{ via symmetry of the integrand}\\ &= \int_0^{\pi/2} \Big(\ln^2{2} - 2 \ln{2} \cdot \ln(\sin{t}) + \ln^2(\sin{t})\Big) \, dt\\ &= \frac{\pi}{2} \ln^2{2} - 2 \ln{2} \cdot \Big(-\frac{\pi}{2} \ln{2}\Big) + I\\ &= \frac{3\pi}{2} \ln^2{2} + I. \end{align*} \tag*{}[/math]

As for the second integral,

[math]\begin{align*} K &= \displaystyle \int_0^{\pi/2} \ln^2(\tan{x}) \, dx\\ &= \int_0^{\infty} \frac{\ln^2{t}}{t^2 + 1} \, dt, \text{ via } t = \tan{x}\\ &= \int_0^1 \frac{\ln^2{t}}{t^2 + 1} \, dt + \int_1^{\infty} \frac{\ln^2{t}}{t^2 + 1} \, dt\\ &= \int_1^{\infty} \frac{\ln^2{t}}{t^2 + 1} \, dt + \int_1^{\infty} \frac{\ln^2{t}}{t^2 + 1} \, dt, \text{ letting } t \to \frac{1}{t} \text{ in first integral}\\ &= 2\int_1^{\infty} \frac{\ln^2{t}}{t^2 + 1} \, dt\\ &= 2 \int_0^{\infty} \frac{w^2}{e^{-2w} + 1} \cdot e^{-w} \, dw, \text{ via } t = e^{-w}. \end{align*} \tag*{}[/math]

Next, we use the geometric series:

[math]\begin{align*} K &= \displaystyle 2 \int_0^{\infty} w^2 e^{-w} \cdot \sum_{n=0}^{\infty} (-e^{-2w})^n \, dw\\ &= 2 \sum_{n=0}^{\infty} (-1)^n \int_0^{\infty} w^2 e^{-(2n+1)w} \, dw\\ &= 2 \sum_{n=0}^{\infty} \frac{(-1)^n}{(2n+1)^3} \int_0^{\infty} u^2 e^{-u} \, du, \text{ via } u = (2n+1)w\\ &= 2 \sum_{n=0}^{\infty} \frac{(-1)^n}{(2n+1)^3} \cdot 2!\\ &= 4 \cdot \frac{\pi^3}{32}\\ &= \frac{\pi^3}{8}. \end{align*} \tag*{}[/math]

A proof to the series result used in the last two lines can be found here:

Brian Sittinger's answer to Can one evaluate [math] \displaystyle \sum_{k=0}^{\infty} \frac{(-1)^k}{(2k+1)^3} [/math] alternatively without using the concept of Fourier Series?


Putting this all together, we see that

[math]I = \displaystyle \frac{1}{4} \Big(\frac{3\pi}{2} \ln^2{2} + I\Big) + \frac{1}{4} \cdot \frac{\pi^3}{8}. \tag*{}[/math]

Solving for [math]I[/math], we conclude that

[math]\displaystyle I = \int_0^{\pi/2}\ln^2(\cos{x}) \, dx = \frac{\pi}{2} \ln^2{2} + \frac{\pi^3}{24} \approx 2.04662. \tag*{}[/math]

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What, most likely, is expected of you (by your Real Analysis professor (or teacher)) is to show that integrating:

[math]\displaystyle C_n = \int_0^{\frac{\pi}{2}}\cos^nx\cdot \cos nx \; dx \tag{1}[/math]

by parts once (assuming that [math]n\in \mathbb{N}[/math]) we obtain:

[math]\displaystyle C_n = \int_0^{\frac{\pi}{2}}\cos^{n-1}x\cdot \sin nx \cdot \sin x \; dx \tag{2}[/math]

(make sure you understand how (2) came into existence)

Add one copy of [math]C_n[/math] to both sides of (2):

[math]\displaystyle 2\cdot C_n = \int_0^{\frac{\pi}{2}}\left(\cos^{n-1}x\cdot \sin nx\cdot \sin x + \cos^nx\cdot \cos nx\right) \; dx \tag{3}[/math]

Transform the integrand in (3

What, most likely, is expected of you (by your Real Analysis professor (or teacher)) is to show that integrating:

[math]\displaystyle C_n = \int_0^{\frac{\pi}{2}}\cos^nx\cdot \cos nx \; dx \tag{1}[/math]

by parts once (assuming that [math]n\in \mathbb{N}[/math]) we obtain:

[math]\displaystyle C_n = \int_0^{\frac{\pi}{2}}\cos^{n-1}x\cdot \sin nx \cdot \sin x \; dx \tag{2}[/math]

(make sure you understand how (2) came into existence)

Add one copy of [math]C_n[/math] to both sides of (2):

[math]\displaystyle 2\cdot C_n = \int_0^{\frac{\pi}{2}}\left(\cos^{n-1}x\cdot \sin nx\cdot \sin x + \cos^nx\cdot \cos nx\right) \; dx \tag{3}[/math]

Transform the integrand in (3) by factoring out one copy of [math]\cos^{n-1}x[/math] from it:

[math]\cos^{n-1}x\cdot \sin nx\cdot \sin x + \cos^nx \cdot \cos nx = \tag*{}[/math]

[math]\cos^{n-1}x(\sin nx\cdot \sin x + \cos x\cdot \cos nx) \tag{4}[/math]

Isn’t it beautiful: we have an expression in (4) that collapses into a cosine of a difference due to:

[math]\cos(x-y) = \cos x\cdot \cos y + \sin x\cdot \sin y \tag*{}[/math]

identity, from where:

[math]\cos^{n-1}x(\sin nx\cdot \sin x + \cos x\cdot \cos nx) = \cos^{n-1}x\cos(n-1)x \tag{5}[/math]

Put (5) into (3):

[math]\displaystyle 2\cdot C_n = \int_0^{\frac{\pi}{2}}\cos^{n-1}x\cdot \cos ((n-1)x) \; dx \tag{6}[/math]

But the integral on the RHS of (6) can be expressed in terms of the original integral as follows:

[math]2\cdot C_n = C_{n-1} \tag{7}[/math]

which represents a certain recurrence relation. We can bring the full might of the generating functions apparatus to bare on (7) - as a valid and interesting combination of problem-solving techniques - but I hope that in this particular case there is no need to do so:

[math]2^2C_n = C_{n-2} \tag*{}[/math]

[math]2^3C_n = C_{n-3} \tag*{}[/math]

and so on until:

[math]2^nC_n = C_0 \tag{8}[/math]

But:

[math]\displaystyle C_0 = \int_0^{\frac{\pi}{2}}\cos^0x\cdot \cos 0 \; dx = \dfrac{\pi}{2} \tag{9}[/math]

Put (9) into (8):

[math]2^n\cdot C_n = \dfrac{\pi}{2} \tag{10}[/math]

Solve (10) for [math]C_n[/math]:

[math]\displaystyle C_n = \int_0^{\frac{\pi}{2}}\cos^nx\cdot \cos nx \; dx = \dfrac{\pi}{2^{n+1}} \tag{10}[/math]

(thinking out loud: other ideas to kick around are: integration in a complex plane and a Fourier transform (in particular - the cosine decomposition))


Extra for experts.

If you think that you’ve got the hang of the basic idea, see if you can prove that:

[math]\displaystyle S_n = \int_0^{\frac{\pi}{2}}\cos^nx\cdot \sin nx \; dx = \dfrac{1}{2^{n+1}}\sum_{k=1}^n\dfrac{2^k}{k} \tag{12}[/math]


For more information on and ideas about problem-solving in mathematics, physics and computer science please visit my YouTube channel ProbLemma.

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It doesn’t hold.

What’s true is that, in a neighborhood of [math]0[/math],

[math]\dfrac{2\sin\theta\tan\theta+\sin\theta\tan^2\theta}{\theta^2}=\dfrac{2(\theta^2+o(\theta^2))+o(\theta^2)}{\theta^2}[/math]

because

[math]\sin\theta=\theta+o(\theta)[/math]

[math]\tan\theta=\theta+o(\theta)[/math]

Thus we can simplify to

[math]2+o(1)[/math]

and the limit for [math]\theta\to0[/math] is [math]2.[/math]

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Take [math]x=\frac{\pi}{4}-t[/math]

Note that [math]\sin^6(2nx)+\cos^6(2nx)=\sin^6(2nt)+\cos^6(2nt)[/math] (consider [math]n=4k, 4k\pm 1,4k+2[/math])

So our integral

[math]\displaystyle I=\int_0^\frac{\pi}{4} (\sin^6(2nt)+\cos^6(2nt))\ln(1+\frac{1-\tan t}{1+\tan t})dt[/math]

Now sum both of integrals to get rid of the logarithm:

[math]\displaystyle 2I=\int_0^\frac{\pi}{4}(\sin^6(2nx)+\cos^6(2nx))\ln 2 dx= [/math]

[math]\displaystyle \ln 2\int_0^\frac{\pi}{4} \sin^4(2nx)+\cos^4(2nx)-\frac{1}{4}\sin^2(4nx) dx =[/math]

[math]\displaystyle\ln 2\int_0^\frac{\pi}{4} 1-\frac{3}{4}\sin^2(4nx) dx =[/math]

[math]\displaystyle \ln 2\int_0^\frac{\pi}{4} \frac{5}{8}-\frac{3}{8}\cos(8nx) dx=\frac{5\pi\ln 2}{32[/math]

Take [math]x=\frac{\pi}{4}-t[/math]

Note that [math]\sin^6(2nx)+\cos^6(2nx)=\sin^6(2nt)+\cos^6(2nt)[/math] (consider [math]n=4k, 4k\pm 1,4k+2[/math])

So our integral

[math]\displaystyle I=\int_0^\frac{\pi}{4} (\sin^6(2nt)+\cos^6(2nt))\ln(1+\frac{1-\tan t}{1+\tan t})dt[/math]

Now sum both of integrals to get rid of the logarithm:

[math]\displaystyle 2I=\int_0^\frac{\pi}{4}(\sin^6(2nx)+\cos^6(2nx))\ln 2 dx= [/math]

[math]\displaystyle \ln 2\int_0^\frac{\pi}{4} \sin^4(2nx)+\cos^4(2nx)-\frac{1}{4}\sin^2(4nx) dx =[/math]

[math]\displaystyle\ln 2\int_0^\frac{\pi}{4} 1-\frac{3}{4}\sin^2(4nx) dx =[/math]

[math]\displaystyle \ln 2\int_0^\frac{\pi}{4} \frac{5}{8}-\frac{3}{8}\cos(8nx) dx=\frac{5\pi\ln 2}{32}[/math]

Thus

[math]I=\frac{5\pi\ln 2}{64}[/math]

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[math]\\[/math]

[math]I = \displaystyle\int_0^{2\pi} \sqrt{\cos^8 x \cdot \sin^2 x + \sin^8x \cdot \cos^2x} \cdot \mathrm dx [/math]

[math]\qquad = \displaystyle\int_0^{2\pi} \sqrt{\cos^6 x + \sin^6x} \cdot \sin x \cdot \cos x \cdot \mathrm dx [/math]

[math]\qquad = \displaystyle\int_0^{2\pi} \sqrt{\left(\dfrac{1 + \cos 2x}{2}\right)^3 + \left(\dfrac{1 - \cos 2x}{2}\right)^3} \cdot \dfrac{\sin 2x}{2} \cdot \mathrm dx [/math]

[math]\qquad = \dfrac{1}{4} \cdot \displaystyle\int_0^{2\pi} \sqrt{1 + 3\cos^2 2x} \cdot \sin 2x \cdot \mathrm dx [/math]

[math]\text{Splitting the range into 4 regions from 0 to } \: \dfrac{\pi}{2} \: : [/math]

[math]\qquad = \dfrac{1}{4} \cdot 4 \cdot \dis[/math]

[math]\\[/math]

[math]I = \displaystyle\int_0^{2\pi} \sqrt{\cos^8 x \cdot \sin^2 x + \sin^8x \cdot \cos^2x} \cdot \mathrm dx [/math]

[math]\qquad = \displaystyle\int_0^{2\pi} \sqrt{\cos^6 x + \sin^6x} \cdot \sin x \cdot \cos x \cdot \mathrm dx [/math]

[math]\qquad = \displaystyle\int_0^{2\pi} \sqrt{\left(\dfrac{1 + \cos 2x}{2}\right)^3 + \left(\dfrac{1 - \cos 2x}{2}\right)^3} \cdot \dfrac{\sin 2x}{2} \cdot \mathrm dx [/math]

[math]\qquad = \dfrac{1}{4} \cdot \displaystyle\int_0^{2\pi} \sqrt{1 + 3\cos^2 2x} \cdot \sin 2x \cdot \mathrm dx [/math]

[math]\text{Splitting the range into 4 regions from 0 to } \: \dfrac{\pi}{2} \: : [/math]

[math]\qquad = \dfrac{1}{4} \cdot 4 \cdot \displaystyle\int_0^{\frac{\pi}{2}} \sqrt{1 + 3\cos^2 2x} \cdot \sin 2x \cdot \mathrm dx [/math]

[math]\text{Let } \: \tan y = \sqrt{3}\cdot \cos 2x \implies \sin 2x \cdot \mathrm dx = \dfrac{(-1) \cdot \sec^2 y \cdot \mathrm dy}{2\sqrt{3}} [/math]

[math]\text{New limits would be : }\: \dfrac{\pi}{6} \: \text{ to } \: \dfrac{-\pi}{6} [/math]

[math]\therefore I = \displaystyle\int_{\frac{\pi}{6}}^{\frac{-\pi}{6}} \sqrt{1 + \tan^2 y} \cdot \dfrac{(-1) \cdot \sec^2 y \cdot \mathrm dy}{2\sqrt{3}} [/math]

[math]\qquad = \dfrac{1}{2\sqrt{3}} \cdot \displaystyle\int_{\frac{\pi}{6}}^{\frac{-\pi}{6}} \sec^3 y \cdot \mathrm dy [/math]

[math]\qquad = \dfrac{1}{2\sqrt{3}} \cdot \dfrac{1}{2} \cdot \left[\sec y \cdot \tan y + \ln \left|\sec y + \tan y\right| \:\right]_{\frac{\pi}{6}}^{\frac{-\pi}{6}} [/math]

[math]\qquad = \dfrac{1}{4\sqrt{3}} \cdot \left[\left(2\sqrt{3} + \ln (2 + \sqrt{3}) \right) - \left(-2\sqrt{3} + \underbrace{\ln(2-\sqrt{3})}_{=\: -\ln(2+\sqrt{3})} \right)\right] [/math]

[math]\qquad = \dfrac{2}{4\sqrt{3}} \cdot \left[2\sqrt{3} + \ln (2 + \sqrt{3}) \right] = 1 + \dfrac{\ln(2+\sqrt{3})}{2\sqrt{3}} = \text{RHS}[/math]

PROVED


Graph from Desmos :

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Use integration by parts where [math]u = \ln(\sin{x})[/math] and [math]dv = \sin{x} \, dx[/math]:

[math]\begin{align*} \displaystyle \int \sin{x} \ln(\sin{x}) \, dx &= \ln(\sin{x}) \cdot(-\cos{x}) - \int \frac{\cos{x}}{\sin{x}} \cdot (-\cos{x}) \, dx\\ &= \displaystyle -\cos{x} \ln(\sin{x}) + \int \frac{\cos^2{x}}{\sin{x}} \, dx. \end{align*} \tag*{}[/math]

Next, we use the classic pythagorean trigonometric identity to finish the antidifferentiation.

[math]\begin{align*} \displaystyle \int \sin{x} \ln(\sin{x}) \, dx &= \displaystyle -\cos{x} \ln(\sin{x}) + \int \frac{1 - \sin^2{x}}{\sin{x}} \, dx\\ &= \displaystyle -\cos{x} \ln(\sin{x}) +[/math]

Use integration by parts where [math]u = \ln(\sin{x})[/math] and [math]dv = \sin{x} \, dx[/math]:

[math]\begin{align*} \displaystyle \int \sin{x} \ln(\sin{x}) \, dx &= \ln(\sin{x}) \cdot(-\cos{x}) - \int \frac{\cos{x}}{\sin{x}} \cdot (-\cos{x}) \, dx\\ &= \displaystyle -\cos{x} \ln(\sin{x}) + \int \frac{\cos^2{x}}{\sin{x}} \, dx. \end{align*} \tag*{}[/math]

Next, we use the classic pythagorean trigonometric identity to finish the antidifferentiation.

[math]\begin{align*} \displaystyle \int \sin{x} \ln(\sin{x}) \, dx &= \displaystyle -\cos{x} \ln(\sin{x}) + \int \frac{1 - \sin^2{x}}{\sin{x}} \, dx\\ &= \displaystyle -\cos{x} \ln(\sin{x}) + \int (\csc{x} - \sin{x}) \, dx\\ &= \displaystyle -\cos{x} \ln(\sin{x}) - \ln|\csc{x} + \cot{x}| + \cos{x} + C. \end{align*} \tag*{}[/math]

Why did I do the antidifferentiation first? The integral in question is improper at 0, and we have to be careful taking the limit at 0.

[math]\begin{align*} I &= \displaystyle \int_0^{\pi/2} \sin{x} \ln(\sin{x}) \, dx \\ &= \displaystyle \lim_{t \to 0^+} \Big(-\cos{x} \ln(\sin{x}) - \ln(\csc{x} + \cot{x}) + \cos{x} \Big) \Big|_t^{\pi/2} \\ &= \displaystyle 0 - \lim_{t \to 0^+} \Big(-\cos{t} \ln(\sin{t}) - \ln(\csc{t} + \cot{t}) + \cos{t} \Big)\\ &= \displaystyle \lim_{t \to 0^+} \Big(\cos{t} \ln(\sin{t}) + \ln(\csc{t} + \cot{t}) - \cos{t} \Big)\\. \end{align*} \tag*{}[/math]

All that remains is carefully computing the limit as [math]t \to 0^+[/math], which we accomplish by trigonometric identity manipulations:

[math]\begin{align*} I &= \displaystyle \lim_{t \to 0^+} \Big(\cos{t} \ln(\sin{t}) + (\ln(1 + \cos{t}) - \ln(\sin{t})) - \cos{t}\Big)\\ &= \displaystyle (\ln{2} - 1) + \lim_{t \to 0^+} (\cos{t} - 1) \ln(\sin{t}) \\&= \displaystyle (\ln{2} - 1) + \lim_{t \to 0^+} (\cos{t} - 1) \ln(\sin{t}) \cdot \frac{\cos{t} + 1}{\cos{t} + 1}\\ &= \displaystyle (\ln{2} - 1) - \lim_{t \to 0^+} \ln(\sin{t}) \cdot \frac{\sin^2{t}}{\cos{t} + 1}\\&= \displaystyle (\ln{2} - 1) - \frac{1}{2} \lim_{t \to 0^+} \frac{\ln(\sin{t}) }{\csc^2{t}}\end{align*} \tag*{}[/math]

Now, we can finish the limit (and the integral) by a simple application of L’Hopital’s Rule:

[math]\begin{align*} I &= \displaystyle (\ln{2} - 1) - \frac{1}{2} \lim_{t \to 0^+} \frac{\cot{t}}{-2\csc{t} \cdot \csc{t} \cot{t}}\\ &= \displaystyle (\ln{2} - 1) + \lim_{t \to 0^+} \sin^2{t}\\ &= \ln{2} - 1. \end{align*} \tag*{}[/math]

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I think the answer for the first part of your question (asking if it has a closed form) is, no. It does not have a closed form. One of the reasons for that is because you are integrating over a Gaussian type function with finite limits. So, you will definitely end up with integrals involving the error function. And the error function does not have a closed form.

I think others have provided adequate help with whether you can solve it in Mathematica or not.

Good Luck!

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[math] \left. { \quad \int _ { \frac { \pi } { 3 } } ^ { \frac { \pi } { 2 } } \sqrt { 14 \cos ^ { 2 } \theta } \sin \theta d \theta }\\{ = \sqrt { 14 } \int _ { \frac { \pi } { 3 } } ^ { \frac { \pi } { 2 } } \cos \theta \sin \theta d \theta }\\{ = \sqrt { 14 } \int _ { \frac { \pi } { 3 } } ^ { \frac { \pi } { 2 } } \sin \theta d ( \sin \theta ) }\\{ = \sqrt { 14 } [ \dfrac { \sin ^ { 2 } \theta } { 2 } ] _\frac { \pi } { 3 } ^\frac { \pi } { 2}} \right.[/math]

[math]\left. { = \dfrac { \sqrt { 14 } } { 2 } ( 1 - \dfrac { 3 } { 4 } ) } \\ { = \dfrac { \sqrt { 14 } } { 8 } } \right. [/math]

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We will use the following formulas to solve the question:


We will use the following formulas to solve the question:


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Noticing that

[math]\displaystyle I=\frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{\ln (1+\sin (2 x))}{\sin x} d x \stackrel{x\mapsto\frac{\pi}{2}-x}{=} \frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{\ln (1+\sin (2 x))}{\cos x} d x \tag*{} [/math]

Averaging the two versions of [math]I[/math] yields

[math]\displaystyle I=\frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{(\cos x+\sin x) \ln (1+\sin (2 x))}{\sin (2 x)} d x\tag*{} [/math]

Now we can let [math]y=\sin x-\cos x[/math], then

[math]\displaystyle I=\frac{1}{2} \int_{-1}^1 \frac{\ln \left(2-y^2\right)}{1-y^2} d y=\int_0^1 \frac{\ln \left(2-y^2\right)}{1-y^2} d y\tag*{} [/math]

which can be evaluated by the parametrised integral

Noticing that

[math]\displaystyle I=\frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{\ln (1+\sin (2 x))}{\sin x} d x \stackrel{x\mapsto\frac{\pi}{2}-x}{=} \frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{\ln (1+\sin (2 x))}{\cos x} d x \tag*{} [/math]

Averaging the two versions of [math]I[/math] yields

[math]\displaystyle I=\frac{1}{2} \int_0^{\frac{\pi}{2}} \frac{(\cos x+\sin x) \ln (1+\sin (2 x))}{\sin (2 x)} d x\tag*{} [/math]

Now we can let [math]y=\sin x-\cos x[/math], then

[math]\displaystyle I=\frac{1}{2} \int_{-1}^1 \frac{\ln \left(2-y^2\right)}{1-y^2} d y=\int_0^1 \frac{\ln \left(2-y^2\right)}{1-y^2} d y\tag*{} [/math]

which can be evaluated by the parametrised integral below:

[math]\displaystyle I(a)=\int_0^1 \frac{\ln \left(1+a\left(1-y^2\right)\right)}{1-y^2} d y\tag*{} [/math]

by differentiating [math]I(a)[/math] w.r.t. [math]a[/math]

[math]\displaystyle \begin{aligned} I^{\prime}(a) & =\int_0^1 \frac{1}{1+a\left(1-y^2\right)} d y \\ & =-\frac{1}{a} \int_0^1 \frac{1}{y^2-\left(1+\frac{1}{a}\right)} \\ & =\frac{1}{2 a \sqrt{1+\frac{1}{a}}}\left[\ln \left|\frac{y+\sqrt{1+\frac{1}{a}}}{y-\sqrt{1+\frac{1}{a}}}\right|\right]_0^1 \\ & =\frac{1}{2 \sqrt{a(a+1)}} \ln \left(\frac{\sqrt{1+\frac{1}{a}}+1}{\sqrt{1+\frac{1}{a}}-1}\right)\\&=\frac{1}{\sqrt{a(a+1)}} \ln (\sqrt{a+1}+\sqrt{a}) \end{aligned} \tag*{} [/math]

Integrating back yields

[math]\displaystyle \begin{aligned} I & =\int_0^1 \frac{1}{\sqrt{a(a+1)}} \ln (\sqrt{a+1}+\sqrt{a}) d a \\ & =2 \int_0^1 \ln (\sqrt{a+1}+\sqrt{a}) d(\ln (\sqrt{a+1}+\sqrt{a})) \\ & =\left[\ln ^2(\sqrt{a+1}+\sqrt{a})\right]_0^1 \\ & =\ln ^2(\sqrt{2}+1)\end{aligned}\tag*{} [/math]

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We want to evaluate the integral

[math]\begin{align*}I&=\int_{0}^{\frac{\pi}{2} } \frac{\ln(\sin x+\cos x)}{\sin x}\,\mathrm{d}x.\tag*{}\end{align*}[/math]

We have an integrand expressible as a function in [math]\sin[/math] and [math]\cos[/math], so let's do the substitution every calculus student knows: Let [math]t=\tan \frac{1}{2}x[/math], which gives us

[math]\begin{align*}I&=\int_{0}^{1} \frac{\ln\left( \frac{2t}{1+t^{2}}+ \frac{1-t^{2}}{1+t^{2}} \right)}{\frac{2t}{1+t^{2}}}\cdot \frac{2}{1+t^{2}}\,\mathrm{d}t\\&=\int_{0}^{1} \frac{\ln(1+2t-t^{2})-\ln(1+t^{2})}{t}\mathrm{d}t.\tag*{}\end{align*}[/math]

These remaining integrals can be evaluated via the dilog

We want to evaluate the integral

[math]\begin{align*}I&=\int_{0}^{\frac{\pi}{2} } \frac{\ln(\sin x+\cos x)}{\sin x}\,\mathrm{d}x.\tag*{}\end{align*}[/math]

We have an integrand expressible as a function in [math]\sin[/math] and [math]\cos[/math], so let's do the substitution every calculus student knows: Let [math]t=\tan \frac{1}{2}x[/math], which gives us

[math]\begin{align*}I&=\int_{0}^{1} \frac{\ln\left( \frac{2t}{1+t^{2}}+ \frac{1-t^{2}}{1+t^{2}} \right)}{\frac{2t}{1+t^{2}}}\cdot \frac{2}{1+t^{2}}\,\mathrm{d}t\\&=\int_{0}^{1} \frac{\ln(1+2t-t^{2})-\ln(1+t^{2})}{t}\mathrm{d}t.\tag*{}\end{align*}[/math]

These remaining integrals can be evaluated via the dilogarithm

[math]\begin{align*}\operatorname{Li}_{2}(z)=-\int_{0}^{1} \frac{\ln(1-zt)}{t}\mathrm{d}t.\tag*{}\end{align*}[/math]

For the latter integral, we can use the identity (see a derivation of this here)

[math]\begin{align*}\operatorname{Li}_{2}(z)+\operatorname{Li}_{2}(-z)&=\frac{1}{2}\operatorname{Li}_{2}(z^{2})\tag*{}\end{align*}[/math]

as follows:

[math]\begin{align*}-\int_{0}^{1} \frac{\ln(1+t^{2})}{t}\,\mathrm{d}t&=-\int_{0}^{1} \frac{\ln(1+it)+\ln(1-it)}{t}\,\mathrm{d}t\\&=\operatorname{Li}_{2}(i)+\operatorname{Li}_{2}(-i)\\&=\frac{1}{2}\operatorname{Li}_{2}(-1)\\&=-\frac{\pi^{2}}{24}.\tag*{}\end{align*}[/math]

For the former, we have the factorization [math]1+2t-t^{2}=(1+(1-\sqrt{ 2 })t)(1+(1-\sqrt{ 2 })t)[/math], so

[math]\begin{align*}\int_{0}^{1} \frac{\ln(1+2t-t^{2})}{t}\,\mathrm{d}t&=-\operatorname{Li}_{2}(-1-\sqrt{ 2 })-\operatorname{Li}_{2}(-1+\sqrt{ 2 }).\tag*{}\end{align*}[/math]

We will need more firepower to attack this than just the single variable identities established in the prior answer. In particular, we'll want one of the bivariate five function identities (any one of them should work, most should be equivalent modulo the simple identities given previously and some substitutions). I'll derive this one:

[math]\begin{align*}\operatorname{Li}_{2}\left( \frac{x(y-1)}{1-x} \right)+\operatorname{Li}_{2}\left( \frac{y(x-1)}{1-y} \right)&=\operatorname{Li}_{2}(xy)-\operatorname{Li}_{2}(x)-\operatorname{Li}_{2}(y)-\frac{1}{2}\ln^{2}\left( \frac{1-x}{1-y} \right),x,y,xy<1\tag*{}\end{align*}[/math]

which I've taken from this paper.

We start off, as is usual with dilogarithm identity proofs, by differentiating. Take

[math]\begin{align*}L&=\operatorname{Li}_{2}\left( \frac{x(y-1)}{1-x} \right)+\operatorname{Li}_{2}\left( \frac{y(x-1)}{1-y} \right) -\operatorname{Li}_{2}(xy)+\operatorname{Li}_{2}(x)+\operatorname{Li}_{2}(y)\tag*{}\end{align*}[/math]

We differentiate wrt [math]x[/math], which yields

[math]\begin{align*}\frac{\partial L}{\partial x}&= -\frac{\ln\left( 1-\frac{x(y-1)}{1-x} \right)}{\frac{x(y-1)}{1-x}}\cdot \frac{y-1}{(1-x)^{2}}- \frac{\ln\left( 1-\frac{y(x-1)}{1-y} \right)}{\frac{y(x-1)}{1-y}}\cdot \frac{y}{1-y}+\frac{\ln(1-xy)}{xy}\cdot y-\frac{\ln(1-x)}{x}\\&= -\frac{\ln(1-xy)-\ln(1-x)}{x(1-x)}+\frac{\ln(1-xy)-\ln(1-y)}{1-x}+\frac{\ln(1-xy)-\ln(1-x)}{x}. \tag*{}\end{align*}[/math]

Noting that

[math]\begin{align*}\frac{1}{x(1-x)}&=\frac{1}{x}+\frac{1}{1-x}\tag*{}\end{align*}[/math]

makes a lot of things cancel, allowing us to integrate:

[math]\begin{align*}\frac{\partial L}{\partial x}&=\frac{\ln(1-x)-\ln(1-y)}{1-x}\\L&=\ln(1-y)\ln(1-x)-\frac{1}{2}\ln^{2}(1-x)+C(y).\tag*{}\end{align*}[/math]

We can leverage symmetry to avoid doing any more work, which gives us

[math]\begin{align*}L&=\ln(1-y)\ln(1-x)-\frac{1}{2}\ln^{2}(1-x)-\frac{1}{2}\ln^{2}(1-y)+C.\tag*{}\end{align*}[/math]

For [math]x=0,y=0[/math], we have [math]L=0[/math], which gives us [math]C=0[/math]. Doing a bit of rearranging wraps things up nicely:

[math]\begin{align*}L&=-\frac{1}{2}\left( \ln^{2}(1-x)-2 \ln(1-y)\ln(1-x)+\ln^{2}(1-y) \right)\\&=-\frac{1}{2}\ln^{2}\left( \frac{1-x}{1-y} \right).\tag*{}\end{align*}[/math]

Returning to the original problem, take [math]a=-1-\sqrt{ 2 },b=-1+\sqrt{ 2 }[/math]. They are the roots of [math]t^{2}-2t-1[/math], so [math]ab=-1[/math], and we can compute

[math]\begin{align*}\frac{1-a}{1-b}&= \frac{2+\sqrt{ 2 }}{2-\sqrt{ 2 }}\\&= \frac{6+4 \sqrt{ 2 }}{2}\\&=3+2\sqrt{ 2 }\\&=a^{2}.\tag*{}\end{align*}[/math]

Thus we have that

[math]\begin{align*}\frac{a(b-1)}{1-a}=-a \frac{1-b}{1-a}=-\frac{a}{a^{2}}=-\frac{1}{a}=b,\tag*{}\end{align*}[/math]

and similarly

[math]\begin{align*}\frac{b(a-1)}{1-b}&=a.\tag*{}\end{align*}[/math]

Thus we have that

[math]\begin{align*}\operatorname{Li}_{2}(b)+\operatorname{Li}_{2}(a)&=\operatorname{Li}_{2}(-1)-\operatorname{Li}_{2}(a)-\operatorname{Li}_{2}(b)-\frac{1}{2}\ln^{2}(a^{2})\\2(\operatorname{Li}_{2}(a)+\operatorname{Li}_{2}(b))&=-\frac{\pi^{2}}{12}-2\ln^{2}(-a)\\\operatorname{Li}_{2}(a)+\operatorname{Li}_{2}(b)&=-\frac{\pi^{2}}{24}-\ln^{2}(1+\sqrt{ 2 }),\tag*{}\end{align*}[/math]

where we take [math]\ln^{2}(a^{2})=4\ln^{2}(-a)[/math] because [math]a<0[/math].

Putting all of that together, we have

[math]\begin{align*}\int_{0}^{1} \frac{\ln(1+2t-t^{2})}{t}\,\mathrm{d}t&=\frac{\pi^{2}}{24}+\ln^{2}(1+\sqrt{ 2 }),\tag*{}\end{align*}[/math]

so

[math]\begin{align*}\int_{0}^{\frac{\pi}{2}} \frac{\ln(\sin x+\cos x)}{\sin x}\,\mathrm{d}x&=\frac{\pi^{2}}{24}+\ln^{2}(1+\sqrt{ 2 })-\frac{\pi^{2}}{24}\\&=\ln^{2}(1+\sqrt{ 2 })\tag*{}\end{align*}[/math]

and we are done.

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Let’s fix [math]\phi[/math] to an arbitrary constant value, and look at this function:

[math]f(\theta) = \frac{(\cos \theta)^4}{(\cos \phi)^2 } + \frac{(\sin \theta)^4}{(\sin \phi)^2}[/math]

I will show that [math]f(\theta) \geq 1[/math] and I’ll do that by looking for values of [math]\theta[/math] that reach this minimum.

[math]0 = \frac{df}{d \theta} =-\frac{4(\cos \theta)^3\sin \theta}{(\cos \phi)^2 } + \frac{4(\sin \theta)^3 \cos \theta}{(\sin \phi)^2}[/math]

We’ll assume that [math]\cos \theta \neq 0[/math] and [math]\sin \theta \neq 0[/math], so

[math]0 = -\frac{(\cos \theta)^2}{(\cos \phi)^2 } + \frac{(\sin \theta)^2}{(\sin \phi)^2} = \frac{(\sin \theta)^2 - 1}{(\cos \phi)^2 } + \frac{([/math]

Let’s fix [math]\phi[/math] to an arbitrary constant value, and look at this function:

[math]f(\theta) = \frac{(\cos \theta)^4}{(\cos \phi)^2 } + \frac{(\sin \theta)^4}{(\sin \phi)^2}[/math]

I will show that [math]f(\theta) \geq 1[/math] and I’ll do that by looking for values of [math]\theta[/math] that reach this minimum.

[math]0 = \frac{df}{d \theta} =-\frac{4(\cos \theta)^3\sin \theta}{(\cos \phi)^2 } + \frac{4(\sin \theta)^3 \cos \theta}{(\sin \phi)^2}[/math]

We’ll assume that [math]\cos \theta \neq 0[/math] and [math]\sin \theta \neq 0[/math], so

[math]0 = -\frac{(\cos \theta)^2}{(\cos \phi)^2 } + \frac{(\sin \theta)^2}{(\sin \phi)^2} = \frac{(\sin \theta)^2 - 1}{(\cos \phi)^2 } + \frac{(\sin \theta)^2}{(\sin \phi)^2} \implies[/math]

[math]\frac{1}{(\cos \phi)^2} = (\sin \theta)^2 \left(\frac{1}{(\cos \phi)^2} + \frac{1}{(\sin \phi)^2} \right) =[/math]

[math](\sin \theta)^2 \cdot \frac{(\sin \phi)^2 + (\cos \phi)^2}{(\cos \phi)^2 (\sin \phi)^2} = (\sin \theta)^2 \cdot \frac{1}{(\cos \phi)^2 (\sin \phi)^2} \implies[/math]

[math](\sin \theta)^2 = \frac{(\cos \phi)^2 (\sin \phi)^2}{(\cos \phi)^2} = (\sin \phi)^2[/math]

Therefore the function minima will always be at: [math]\theta_{min} = \pm \phi + 2\pi n[/math]

If we plug that in, we get:

[math]f(\theta_{min}) = \frac{(\cos (\pm \phi))^4}{(\cos \phi)^2 } + \frac{(\sin (\pm \phi))^4}{(\sin \phi)^2} = \frac{(\cos \phi)^4}{(\cos \phi)^2 } + \frac{(\sin \phi)^4}{(\sin \phi)^2} = (\cos \phi)^2 + (\sin \phi)^2 = 1[/math]

It’s easy to verify that all other values will be larger.

In other words, [math]\frac{(\cos \theta)^4}{(\cos \phi)^2 } + \frac{(\sin \theta)^4}{(\sin \phi)^2} = 1 \implies \theta = \pm \phi + 2\pi n[/math]

And in that case,

[math]\frac{(\cos \phi)^4}{(\cos \theta)^2 } + \frac{(\sin \phi)^4}{(\sin \theta)^2} = \frac{(\cos \phi)^4}{(\cos \phi)^2 } + \frac{(\sin \phi)^4}{(\sin \phi)^2} = (\cos \phi)^2 + (\sin \phi)^2 = 1[/math]

The only cases that are left to check are when [math]\cos \theta = 0[/math] or [math]\sin \theta = 0[/math]

and in those cases, [math]\sin \theta = \pm \sin \phi[/math] and [math]\cos \theta = \pm \cos \phi[/math] respectively, which again give us the same result.

[math]\blacksquare[/math]

Plotting [math]f(\theta)[/math], with [math]\phi=1[/math], we get:

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Fix a non-negative integer [math]n[/math], and let [math]I_n = \int_0^{\pi} \cos^n{\theta} \cos(n \theta) \, d\theta.[/math]

In particular, note that

[math]\displaystyle I_0 = \int_0^{\pi} 1 \, d\theta = \frac{\pi}{2}. \tag*{}[/math]

What we will do is create a recurrence relation for [math]I_n[/math]. To do this, we first use the sum of angles identity:

[math]\begin{align*} I_{n-1} &= \displaystyle \int_0^{\pi} \cos^{n-1}{\theta} \cdot \cos((n-1) \theta) \, d\theta\\ &= \displaystyle \int_0^{\pi} \cos^{n-1}{\theta} \;(\cos(n \theta) \cos{\theta} + \sin(n \theta) \sin{\theta}) \, d\theta\\ &= \displaystyle I_n + \int_0^{\pi} \sin(n \theta) \cdot \cos^{n-[/math]

Fix a non-negative integer [math]n[/math], and let [math]I_n = \int_0^{\pi} \cos^n{\theta} \cos(n \theta) \, d\theta.[/math]

In particular, note that

[math]\displaystyle I_0 = \int_0^{\pi} 1 \, d\theta = \frac{\pi}{2}. \tag*{}[/math]

What we will do is create a recurrence relation for [math]I_n[/math]. To do this, we first use the sum of angles identity:

[math]\begin{align*} I_{n-1} &= \displaystyle \int_0^{\pi} \cos^{n-1}{\theta} \cdot \cos((n-1) \theta) \, d\theta\\ &= \displaystyle \int_0^{\pi} \cos^{n-1}{\theta} \;(\cos(n \theta) \cos{\theta} + \sin(n \theta) \sin{\theta}) \, d\theta\\ &= \displaystyle I_n + \int_0^{\pi} \sin(n \theta) \cdot \cos^{n-1}{\theta} \sin{\theta} \, d\theta. \end{align*} \tag*{}[/math]

Next, we apply integration by parts:

[math]\begin{align*} I_{n-1} &= \displaystyle I_n + \Big(-\frac{1}{n} \cos^n{\theta} \sin(n\theta) \Big|_0^{\pi} + \int_0^{\pi} \cos^n{\theta} \cos(n \theta) \, d\theta\Big) \\ &= \displaystyle I_n - 0 + I_n \\&= 2 I_n. \end{align*} \tag*{}[/math]

Therefore, we have [math]I_n = \frac{1}{2} I_{n-1}[/math].

Applying this recurrence repeatedly, we conclude that

[math]\displaystyle \int_0^{\pi} \cos^n{\theta} \cos(n \theta) \, d\theta = I_n = \frac{1}{2^n} I_0 = \frac{\pi}{2^n}. \tag*{}[/math]

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Because the bot that asks these questions can't put in a minus sign for some reason, the actual question should be:

[math]\displaystyle{\int_{0}^{\frac{\pi}{2}}\left(\dfrac{1}{\sin^3(\theta)}-\dfrac{1}{\sin^2(\theta)}\right)^{\frac{1}{4}}\cos\theta{d}\theta}[/math]

Making the pretty obvious substitution [math]x=\sin\theta[/math] gives

[math]\displaystyle{\int_{0}^{1}\left(\dfrac{1}{x^3}-\dfrac{1}{x^2}\right)^{\frac{1}{4}}dx}[/math]

[math]=\displaystyle{\int_{0}^{1}\left(\dfrac{1-x}{x^3}\right)^{\frac{1}{4}}dx}[/math]

[math]=\displaystyle{\int_{0}^{1}x^{-\frac{3}{4}}(1-x)^{\frac{1}{4}}dx}[/math]

And this is now just a Beta function, more specifically

[math]\beta\left(\df[/math]

Because the bot that asks these questions can't put in a minus sign for some reason, the actual question should be:

[math]\displaystyle{\int_{0}^{\frac{\pi}{2}}\left(\dfrac{1}{\sin^3(\theta)}-\dfrac{1}{\sin^2(\theta)}\right)^{\frac{1}{4}}\cos\theta{d}\theta}[/math]

Making the pretty obvious substitution [math]x=\sin\theta[/math] gives

[math]\displaystyle{\int_{0}^{1}\left(\dfrac{1}{x^3}-\dfrac{1}{x^2}\right)^{\frac{1}{4}}dx}[/math]

[math]=\displaystyle{\int_{0}^{1}\left(\dfrac{1-x}{x^3}\right)^{\frac{1}{4}}dx}[/math]

[math]=\displaystyle{\int_{0}^{1}x^{-\frac{3}{4}}(1-x)^{\frac{1}{4}}dx}[/math]

And this is now just a Beta function, more specifically

[math]\beta\left(\dfrac{1}{4},\dfrac{5}{4}\right)[/math]

And now we can use Beta and Gamma function identities to get this to our answer:

[math]\beta\left(\dfrac{1}{4},\dfrac{5}{4}\right)[/math]

[math]=\dfrac{\Gamma(\tfrac{1}{4})\Gamma(\tfrac{5}{4})}{\Gamma(\tfrac{1}{4}+\tfrac{5}{4})}[/math]

[math]=\dfrac{\Gamma(\tfrac{1}{4})\times\tfrac{1}{4}\Gamma(\tfrac{1}{4})}{\Gamma(\tfrac{3}{2})}[/math]

[math]=\dfrac{\tfrac{1}{4}(\Gamma(\tfrac{1}{4}))^2}{\tfrac{1}{2}\Gamma(\tfrac{1}{2})}[/math]

And since [math]\Gamma(\tfrac{1}{2})=\sqrt{\pi}[/math] we get our answer

[math]\dfrac{(\Gamma(\tfrac{1}{4}))^2}{2\sqrt{\pi}}[/math]

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In above expression divided by cos²(theta) could give the result as explained in hand note below.

In above expression divided by cos²(theta) could give the result as explained in hand note below.

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