Skip to main content
3 of 3
added 77 characters in body
TheSimpliFire
  • 1.5k
  • 14
  • 36

Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?

I have never seen a real-analytic approach to evaluate integrals of the form below $$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary function must be continuous in the interval of integration. The constant, and limits of integration should not be engineered to contain $W$; e.g. writing $1$ as $W(k)/W(k)$, and expressing the constant as $W(ke^k)$ for some elementary $k$ is not accepted.

For instance, on MSE, all use the residue theorem:

And the same applies to literature I have come across:

So, my question is this (cross-posted from MSE):

Does anyone know of a self-contained proof of an identity of the form in $(1)$ that involves only real analysis (i.e. does not assume the existence of $\sqrt{-1}$)?

TheSimpliFire
  • 1.5k
  • 14
  • 36