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I have the integral $I(\omega)=\int_{0}^{\infty} \frac{\log(|\frac{x+\omega}{x-\omega}|)}{e^x +1} dx$, and want to obtain a good approximation for it as $\omega \rightarrow 0$.

Using desmos I obtained the approximation $I(\omega) \approx -\omega\log(\omega)+0.874367\omega+0.071057{\omega}^3$ which seems to hold pretty well for $\omega<1$. But I can’t seem to figure out how to derive this. While the approximation for large $\omega$ is quite simple to determine via Taylor expansion, the same approach doesn’t seem to work here. I really can’t figure out a good approach, any help would be appreciated.

user62783
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    In the approximation formula, it is better to use $\omega$ instead of $x$, since the latter was the integration variable earlier. – Gary Oct 21 '24 at 04:10
  • @Gary I was on a mobile device and realized that right before posting--forgot to change it. sorry about that – user62783 Oct 21 '24 at 15:23

2 Answers2

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In this answer, we obtain

$$ \bbox[padding:5px; border:1px solid navy; background-color:azure;]{ I(\omega) = -\omega \log \omega + \omega \left( 1 + \log(2\pi) \right) + 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{i\omega}{2\pi}+\frac{1}{2}\right) \right] } $$


Step 1 - Preliminary. We introduce some key identities. First, we have

$$ \int_{0}^{\infty} \frac{\sin(at)\sin(bt)e^{-\varepsilon t}}{t} \, \mathrm{d}t = \frac{1}{2}\log\left| \frac{a+b + i\varepsilon}{a-b + i\varepsilon} \right|, \tag{1}\label{e:1} $$

where $a, b \in \mathbb{R}$ and $\varepsilon > 0$. Next, for $t \in \mathbb{R}$, we have

$$ \begin{align*} \int_{0}^{\infty} \frac{\sin(xt)}{e^x + 1} \, \mathrm{d}x &= \int_{0}^{\infty} \frac{\sin(xt) e^{-x}}{1 + e^{-x}} \, \mathrm{d}x \\ &= \sum_{n=1}^{\infty} (-1)^{n-1} \int_{0}^{\infty} \sin(xt) e^{-nx} \, \mathrm{d}x \\ &= \sum_{n=1}^{\infty} (-1)^{n-1} \frac{t}{x^2 + n^2} \\ &= \frac{1}{2} \left( \frac{1}{t} - \frac{\pi}{\sinh(\pi t)} \right). \end{align*} $$

Finally, a similar computation shows that for $\omega \in \mathbb{R}$ and $\varepsilon > 0$,

$$ \begin{align*} \int_{0}^{\infty} \frac{\pi}{\sinh(\pi t)} \sin(\omega t)e^{-\varepsilon t} \, \mathrm{d}x &= \operatorname{Im} \left[ \psi\left(\frac{\varepsilon+i\omega}{2\pi}+\frac{1}{2}\right) \right], \end{align*} $$

where $\psi$ is the digamma function. When obtaining this equality, the series formula for $\psi$ is particularly useful.


Step 2. By Dominated Convergene Theorem and Fubini's Theorem,

$$ \begin{align*} I(\omega) &= \lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{1}{e^x + 1} \log\left|\frac{x+\omega+i\varepsilon}{x-\omega+i\varepsilon}\right| \, \mathrm{d}x \\ &= \lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{1}{e^x + 1} \left( \int_{0}^{\infty} \frac{2\sin(xt)\sin(\omega t)e^{-\varepsilon t}}{t} \, \mathrm{d}t \right) \, \mathrm{d}x \\ &= \lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{\sin(\omega t)e^{-\varepsilon t}}{t} \left( \int_{0}^{\infty} \frac{2\sin(xt)}{e^x + 1} \, \mathrm{d}x \right) \, \mathrm{d}t \\ &= \lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{\sin(\omega t)e^{-\varepsilon t}}{t}\left( \frac{1}{t} - \frac{\pi}{\sinh(\pi t)} \right) \, \mathrm{d}t. \end{align*} $$

Now, let $J(\varepsilon)$ denote the integral in the last line. Then

$$ \begin{align*} J'(\varepsilon) &= -\int_{0}^{\infty} \sin(\omega t)\left( \frac{1}{t} - \frac{\pi}{\sinh(\pi t)} \right)e^{-\varepsilon t} \, \mathrm{d}t \\ &= -\arctan\left(\frac{\omega}{\varepsilon}\right) + \operatorname{Im} \left[ \psi\left(\frac{\varepsilon+i\omega}{2\pi}+\frac{1}{2}\right) \right] \end{align*} $$

Using the boundary condition $J(\infty) = 0$, it follows that

$$ \begin{align*} I(\omega) &= \lim_{R\to\infty} \left( -\int_{0}^{R} J(\varepsilon) \, \mathrm{d}\varepsilon \right) \\ &= \lim_{R\to\infty} \biggl( \int_{0}^{R} \arctan\left(\frac{\omega}{\varepsilon}\right) \, \mathrm{d}\varepsilon \\ &\qquad - 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{R+i\omega}{2\pi}+\frac{1}{2}\right) \right] + 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{i\omega}{2\pi}+\frac{1}{2}\right) \right] \biggr). \end{align*} $$

By the Stirling's approximation, we can check that

$$ - 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{R+i\omega}{2\pi}+\frac{1}{2}\right) \right] = -\omega \log R + \omega \log(2\pi) + \mathcal{O}(R^{-1}) $$

as $R \to \infty$. Plugging this back and substituting $\varepsilon = \omega x$,

$$ \begin{align*} I(\omega) &= \omega \lim_{R\to\infty} \biggl( \int_{0}^{R/\omega} \arctan\left(\frac{1}{x}\right) \, \mathrm{d}x - \log R \biggr) \\ &\qquad + \omega \log(2\pi) + 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{i\omega}{2\pi}+\frac{1}{2}\right) \right] \\ &= -\omega \log \omega + \omega \biggl( \int_{0}^{\infty} \left[ \arctan\left(\frac{1}{x}\right) - \frac{\mathbf{1}[x \geq 1]}{x} \right] \, \mathrm{d}x \biggr) \\ &\qquad + \omega \log(2\pi) + 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{i\omega}{2\pi}+\frac{1}{2}\right) \right] \\ &= \bbox[padding:5px; border:1px solid navy; background-color:azure;]{ -\omega \log \omega + \omega \left( 1 + \log(2\pi) \right) + 2\pi \operatorname{Im} \left[ \log\Gamma\left(\frac{i\omega}{2\pi}+\frac{1}{2}\right) \right] } \end{align*} $$

Using this, we can obtain the series expansion of $I(\omega)$:

$$ \begin{align*} I(\omega) &= -\omega \log \omega + \omega \left( 1 - \gamma + \log\left(\frac{\pi}{2}\right) \right) + \frac{7\zeta(3)}{12\pi^2} \omega^3 - \frac{31\zeta(5)}{80\pi^4} \omega^5 + \frac{127\zeta(7)}{448\pi^6} \omega^6 - \cdots. \end{align*} $$


Addendum. Here we provide more details in some non-trivial steps in the above computation.

Lemma 1. Let $a > 0$ and $b \in \mathbb{R}$. Then, as $ a \to \infty$,

$$ \operatorname{Im}\log\Gamma(a+ib) = b \log a + \mathcal{O}(a^{-1}). $$

Proof. By the Stirling's formula,

$$ \begin{align*} \operatorname{Im}\log\Gamma(a+ib) &= \operatorname{Im}\left[ (a + ib - \tfrac{1}{2})\log(a + ib) - (a + ib) + \tfrac{1}{2}\log(2\pi) + \mathcal{O}(a^{-1}) \right] \\ &= (a-\tfrac{1}{2})\arctan(b/a) + b\log\left|a + ib\right| - b + \mathcal{O}(a^{-1}) \\ &= b + b\log a - b + \mathcal{O}(a^{-1}) \\ &= b\log a + \mathcal{O}(a^{-1}). \end{align*} $$

Lemma 2. We have

$$ \int_{0}^{\infty} \left[ \arctan\left(\frac{1}{x}\right) - \frac{\mathbf{1}[x \geq 1]}{x} \right] \, \mathrm{d}x = 1. $$

Proof. By substituting $x \mapsto 1/x$, it suffices to prove that

$$ \int_{0}^{\infty} \left[ \frac{\arctan x}{x^2} - \frac{\mathbf{1}[x \leq 1]}{x} \right] \, \mathrm{d}x = 1. $$

Let $0 < \varepsilon < 1 < R$. Then

$$ \begin{align*} \int_{\varepsilon}^{R} \left[ \frac{\arctan x}{x^2} - \frac{\mathbf{1}[x \leq 1]}{x} \right] \, \mathrm{d}x &= \left[ -\frac{\arctan x}{x} \right]_{\varepsilon}^{R} + \int_{\varepsilon}^{R} \frac{1}{x(x^2 + 1)} \, \mathrm{d}x - \int_{\varepsilon}^{1} \frac{1}{x} \, \mathrm{d}x \\ &= \frac{\arctan \varepsilon}{\varepsilon} - \frac{\arctan R}{R} + \int_{1}^{R} \frac{1}{x} \, \mathrm{d}x - \int_{\varepsilon}^{R} \frac{x}{x^2 + 1} \, \mathrm{d}x \\ &= \frac{\arctan \varepsilon}{\varepsilon} - \frac{\arctan R}{R} + \log \frac{R}{\sqrt{R^2 + 1}} + \log \sqrt{\varepsilon^2 + 1}. \end{align*} $$

Now letting $R \to \infty$ and $\varepsilon \to 0^+$ proves the desired equality.

Lemma 3. For any $a, b \in \mathbb{R}$ and $\varepsilon > 0$, we have $$ \int_{0}^{\infty} \frac{\sin(at)\sin(bt)e^{-\varepsilon t}}{t} \, \mathrm{d}t = \frac{1}{2}\log\left| \frac{a+b + i\varepsilon}{a-b + i\varepsilon} \right|. $$

Proof. This is a Frullani's integral in disguise:

$$ \begin{align*} \int_{0}^{\infty} \frac{\sin(at)\sin(bt)e^{-\varepsilon t}}{t} \, \mathrm{d}t &= \frac{1}{2} \int_{0}^{\infty} \frac{[\cos(at-bt) - \cos(at+bt)]e^{-\varepsilon t}}{t} \, \mathrm{d}t \\ &= \frac{1}{2} \operatorname{Re} \int_{0}^{\infty} \frac{e^{-(\varepsilon-ia+ib) t} - e^{-(\varepsilon-ia-ib) t}}{t} \, \mathrm{d}t \\ &= \frac{1}{2} \operatorname{Re} \int_{0}^{\infty} \int_{-b}^{b} -i e^{-(\varepsilon-ia-is) t} \, \mathrm{d}s\mathrm{d}t \\ &= \frac{1}{2} \operatorname{Re} \int_{-b}^{b} \frac{-i}{\varepsilon-ia-is} \, \mathrm{d}s \\ &= \frac{1}{2} \log \left| \frac{\varepsilon-ia-ib}{\varepsilon-ia+ib} \right|. \end{align*} $$

Now the desired identity follos by multiplying $i$ to both the numerator and denominator of the fraction inside the logarithm.

Sangchul Lee
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    This is incredible, I've been looking at this integral for weeks and was thoroughly convinced even an ugly closed form did not exist. Thank you so much for this! – user62783 Oct 21 '24 at 15:27
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This is not a realy an answer only answer from Mathematica:

$$\int_0^{\infty } \frac{\log \left(\left| \frac{x+\omega }{x-\omega }\right| \right)}{\exp (x)+1} \, dx\approx \omega -\gamma \omega +\omega \log \left(\frac{\pi }{2}\right)-\omega \log (\omega )+\frac{7 \omega ^3 \zeta (3)}{12 \pi ^2}-\frac{31 \omega ^5 \zeta (5)}{80 \pi ^4}+\frac{127 \omega ^7 \zeta (7)}{448 \pi ^6}$$

f[\[Omega]_] := \[Omega] - EulerGamma  \[Omega] + \[Omega]  Log[\[Pi]/
 2] - \[Omega]  Log[\[Omega]] + (7 \[Omega]^3 Zeta[3])/(
12 \[Pi]^2) - (31 \[Omega]^5 Zeta[5])/(80 \[Pi]^4) + (
127 \[Omega]^7 Zeta[7])/(448 \[Pi]^6);

g[[Omega]_?NumericQ] := NIntegrate[Log[Abs[(x + [Omega])/(x - [Omega])]]/( Exp[x] + 1), {x, 0, Infinity}, Method -> "GlobalAdaptive", WorkingPrecision -> 20, MaxRecursion -> 20];

N[f[1/10], 20] - g[1/10](for: [Omega]=1/10 )

(* 2.34108210^-14 )