How can I compute this integral? $$ \int_{0}^{+\infty} \left( \frac{\ln(x)}{e^x}\right)^2 dx $$
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$\begingroup$ What do you mean by compute? Do you want a closed-form formula? $\endgroup$– leo monsaingeonCommented Jul 14, 2020 at 20:33
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2$\begingroup$ $\int_{0}^{\infty} \bigl( \frac{\ln x}{e^x}\bigr)^2 dx=\frac{1}{12}\pi ^2+\frac{1}{2} (\gamma_{\rm Euler} +\ln 2)^2$ $\endgroup$– Carlo BeenakkerCommented Jul 14, 2020 at 20:34
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$\begingroup$ I don't need the result but rather the method, I used Integration by parts but had problems with $ \int_{0}^{\infty} \frac{e^{-2x}}{x} ln(x) $ $\endgroup$– mathouvCommented Jul 14, 2020 at 20:40
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$\begingroup$ @mathouv, look my below linked answer, I already asked this question yesterday $\endgroup$– zeraoulia rafikCommented Jul 15, 2020 at 15:23
2 Answers
Let $$f(a):=\int_0^\infty x^{a-1}e^{-2x}\,dx.$$ Then $$f''(1)=\int_0^\infty \ln^2x\,e^{-2x}\,dx,$$ which is the integral in question.
On the other hand, $f(a)=2^{-a}\,\Gamma(a)$, and hence the integral in question is $$f''(1)=\frac{\ln^2 2}2 - \Gamma'(1)\ln2 + \Gamma''(1)/2 =\frac{\pi^2}{12}+ \frac{(\gamma +\ln2)^2}2=1.6293\dots,$$ where $\gamma=0.57721\dots$ is the Euler gamma constant.
(The second equality in the latter display follows because $\Gamma'(1)=-\gamma$ and $\Gamma''(1)=\gamma^2+\pi^2/6$. In turn, the latter two equalities can be obtained using the last two displays in Section Recurrence relation.)
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$\begingroup$ Is this the technique referred to as differentiation under the integral sign? $\endgroup$– user21349Commented Jul 14, 2020 at 23:11
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1$\begingroup$ $f(a)$ is a Mellin transform, right? Is this often used to compute seemingly tricky integrals? $\endgroup$ Commented Jul 14, 2020 at 23:41
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$\begingroup$ @BenCrowell : Yes, of course. $\endgroup$ Commented Jul 15, 2020 at 4:19
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$\begingroup$ @SylvainJULIEN : Yes, $f$ is the Mellin transform of $e^{-2\cdot}$. I am very far from an expert in the Mellin transform, though. $\endgroup$ Commented Jul 15, 2020 at 4:22
Hint: you may try $n=2$ and follow in general this :\begin{align} \int_0^\infty \left(\frac{\log(x)}{e^x}\right)^n\,dx&=\int_0^\infty e^{-nx}\log^n(x)\,dx\\\\ &=\frac1n\sum_{k=0}^n\binom{n}{k}\log^{n-k}(n)\int_0^\infty e^{-x}\log^n(x)\,dx\\\\ &=\frac1n\sum_{k=0}^n\binom{n}{k}\log^{n-k}(n) \left.\left(\frac{d^n \Gamma(x+1)}{dx^n}\right)\right|_{x=0} \end{align}
For more information check answers of my question here
For more clarification according to the answer of @Nikunj, try $n=2$ using this steps in general: Let $$I(a) = \int_0^\infty e^{-nx}x^a\,dx$$ $$\implies \frac{d^nI(a)}{da^n} = \int_0^\infty e^{-nx}x^a(\ln x)^n\,dx$$ Put $nx \rightarrow v$ in the first integral to get: $$I(a) = \frac1{n^{1+a}}\int_0^\infty e^{-v}v^a\,dv$$ $$\implies I(a) = \frac{\Gamma(1+a)}{n^{1+a}}$$ Now $$\implies \frac{d^nI(a)}{da^n}\bigg|_{a=0} = \frac{d^n}{da^n}\left(\frac{\Gamma(1+a)}{n^{1+a}}\right)\bigg|_{a=0}$$ Which evaluates to: $$\frac1{n}\sum_{k=0}^n(-1)^k\binom{n}{k}\Gamma^{(n-k)}(1+a)\ln^k(n)\bigg|_{a=0}$$ Where $\Gamma^{(n-k)}(1+a)$ is the $(n-k)$th derivative of the Gamma function.
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$\begingroup$ This doesn't seem to work for $n = 2$. Do you mean to have $\displaystyle \frac1n\sum_{k=0}^n(-1)^k\binom{n}{k}\log^{n-k}(n)\int_0^\infty e^{-x}\log^k(x)\,dx$? $\endgroup$ Commented Jul 15, 2020 at 13:57
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$\begingroup$ @ChipHurst, I had a wrong linked question, it fixed now , I already asked this question yesterday here $\endgroup$ Commented Jul 15, 2020 at 15:22