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Tích phân phụ thuộc tham số:

Parameter related integrals.

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1
1
( −1) n .n!
n
* ∫ x . ( ln x ) .dx =
a

0 ( a + 1) n +1
1
n
* I = ∫ x a . ( ln x ) .dx, Consider integral :
0
1
1 1  x a +1  1
I ( a ) = ∫ f ( x, a ) .dx = ∫ x .dx = 
a
 =
0 0  a + 1  0 a + 1

f 'a ( x, a ) = x a .ln x continuos ∀x ∈ (0, 1],


a
There is a discontinuity point which should be omiited at x = 0 because lim x .ln x = 0
x →0
Discontinuity: điểm gián đoạn, omitte: bỏ qua, consider: xem xét.
1
( −1) 1 '' 1
2 ( −1) 2 .2
⇒ I ( a ) = ∫ x .ln x.dx =
' a
, I ( a ) = ∫ x . ( ln x ) .dx =
a
,
2 3
0 ( a + 1) 0 ( a + 1)
3 n
(I 3) ( a ) = x a . ( ln x ) 3 .dx = ( −1) .2.3 ,..., I( n ) ( a ) = x a . ( ln x ) n .dx = ( −1) .n!
1 1
∫ 4 ∫ n +1
0 ( a + 1) 0 ( a + 1)
1
−1
* / ∫ x n .ln x.dx =
0 ( n + 1) 2
1
n ( −1) n .n! 1 n −1
Since : ∫ x . (
n
ln x ) .dx = , ∫ x .ln x.dx =
0 ( n + 1) n +1 0 ( n + 1) 2

+∞ 3
π2
x.ln x
*I= ∫ .dx =
2 6
0 x +1
Solution:
+∞ 3 +∞  1 y3 . ln y ∞ 3
x.ln x 9y3 . ln y y .ln y 
I=
2∫ .dx = ∫ y6 + 1
.dy = 9  ∫
 0 y6 + 1
.dy + ∫
6
.dy 

0 x +1 0 1 y + 1

Put y = 3 x ⇒ x = y ⇒ dx = 3y 2 .dy, ln x = 3ln y


3

 1 y3 .lny
= 9 ∫
1
.dy − ∫
y.ln y  9


.dy  =  ∫
(
1 2y y 2 − 1 .ln y 2


.dy 
) ( )
 0 y6 + 1
( )
6  4  0 3
0 y +1 y2 + 1 
 

2
9  (z − 1).Log ( z )  9  
1 1
= ∫
4 z3 + 1  4  0
(
.dz  =  ∫ (z − 1).Log ( z ) 1 − z3 + z 6 + ... .dz 

)
0
9 
1 1
( ) (
=  ∫ Log ( z ) z − z + z + ... .dz − ∫ Log ( z ) 1 − z3 + z6 + ... .dz 
4
4 7

)
0 0
1
1
Using the fact that ∫ x n .Log ( x ) .dx = − for n = 0,1, 2,3...
0 (n + 1) 2
9 1 1 1 1 1 1  9 1 1 1 1 1 1 
I = − + − + ... + − +  =  − − + + − ... 
4  22 52 82 12 42 7 2  4  12 22 42 52 7 2 82 

1 1 1
If we then add − +
, we must also subtract it
32 62 92
1 1 1  1 1 1  2 2 2 
I1 =  − + − =  + + + ... −  + + +
2 2 2 2 2 2 2 2 2 
1 2 3  1 2 3  2 4 6 
π2 1  1 1 1  π2 1 π2 π2
= −  + + + ... = − . =
6 2 12 22 32  6 2 6 12
9 1 1 1 1 1 1 
⇒ I = . − − + + − ... 
4  12 22 42 52 7 2 82 
9  1 1 1  1 1 1 
= .  − + − ... −  − + − ... 
4  12 22 32   32 62 92 
9  1 π2 π 2
= .  1 −  .I1 = 2. =
4  9 12 6
Fact: kết quả, sự thật.

π /2
π−2
* I ( 1) = ∫ log ( 1 + sin x ) dx =  
0  2 

3
π /2 π /2
sin x.dx
I ( y) = ∫ log ( 1 + y.sin x ) dx ⇒ I ( y ) = '

0 0
( 1 + y.sin x )
x 2dt 2t
Put t = tan ⇒ x = 2 arctan t ⇒ dx = , sin x =
2 1 + t2 1 + t2
1 −1
π 2dt 2t  2t.y 
x = 0 ⇒ t = 0, x = ⇒ t = 1 ⇒ I' ( y ) = ∫ . . 1 +
2 2 2 2
0 1 + t 1 + t  1 + t 
1 −1 1
 t 2 + 2t.y + 1 
4dt 4dt
=∫ .  =∫
(
0 1+ t 2 2 
 1+ t )
2 
 (
0 1+ t
2
) ( t 2 + 2t.y + 1)
4t A B
Put = +
( t 2 + 1) ( t 2 + 2t.y + 1) t 2 + 1 t 2 + 2t.y + 1
⇒ A ( t 2 + 2t.y + 1) + B ( 1 + t 2 ) = 4t ⇒ ( A + B ) .t 2 = 0, 2A.t = 4t, A + B = 0
⇒ A = 2, A + B = 2 + B = 0 ⇒ B = −2
1 1 1
4dt 2dt 2dt
⇒ I ( y) = ∫
'
=∫ −∫ , If y < 1
(
0 1+ t
2
)(t 2
+ 2t.y + 1 ) 0 (1+ t ) 0 ( t 2 2
)
+ 2t.y + 1
t =1
  
1 d ( t + y)
1
π 2  t+y 
= 2.[ arctan t ] 0 − 2 ∫ =2 − . arctan 
2   1 − y2 
0 ( t + y) + 1 − y
2 4 1 − y2     t =0

1
log ( 1 + y ) −1
I=∫ .dy is after substitution y = cos x ⇒ x = arccos y ⇒ dx =
0 1 − y2 1 − y2
π /2 π /2
π /2   
x 
2
 2 x
I = ∫ log ( 1 + cos x ) .dx = ∫ log  2 cos  .dx = ∫ log   2cos   − log 2  .dx

 2   2  
0 0 0    
π /2
 x π
=2 ∫ log  2 cos  dx − log 2, Use the fourier series expansion
 2 2
0

π /2 k k
 x  ∞ ( −1) . cos kx  x ∞ ( −1)
log  2 cos  = ∑ ⇒ ∫ log  2cos  dx = ∑ =K
 2  k =1 k  2  2
0 k = 0 (2k + 1)
π
Hence I = 2K − .log 2
2
4
π /2
* I ( y) = ∫ (
ln 1 + y.sin 2 x dx = π.ln ) ( y + 1 + 1 − π.ln 2 )
0

π /2 π /2
sin 2 x.dx
* I ( y) = ∫ ( 2
)
ln 1 + y.sin x dx ∀y > −1, I ( y ) = '
∫ 2
0 0 1 + y.sin x
sin 2 x
dt tan x 2 t2 2
Put t = tan x ⇒ dx = , sin x = = =
1+ t 2 2 1 1 + tan x 1 + t 2
2
cos x.
cos 2 x
π
when x → 0 ⇒ t → 0, when x → ⇒ t → +∞
2

t 2 .dt

( )
2
+∞ 1 + t2 +∞
t 2 .dt
+∞
t 2 .dt
⇒ I ( y) =
'
∫ ∫
 1 + t 2 + t 2 .y  ∫ 1 + t 2 1 + ( 1 + y ) .t 2 
= =
 2 
0 1+ y t ( ) ( )
( )
0
 1 + t2 
2
 0  
 1 + t2 
  

1 + t 2 
 ( )
Factoring integrand in rational fractions – phân tích hàm dưới dấu tích phân thành phân thức
hữu tỉ.
t2 A.t + B C.t + D
= +
( )
1 + t 2 1 + ( 1 + y ) .t 2  1 + t
 
2
1 + ( 1 + y ) .t 2

multiplying two sides by 1 + t 2 ( )



t2
= 
(
 1 + t 2 ( A.t + B )
+
)
1 + t 2 ( C.t + D ) ( ) 


1 + ( 1 + y ) .t 2   1+ t 2
1 + ( 1 + y ) .t 2 
   

5
⇒ lim
t2
 1 + t 2 ( A.t + B )
= lim 
(+
)
1 + t 2 ( C.t + D ) ( ) 


t →i 1 + ( 1 + y ) .t 2  t →i  1 + t2 1 + ( 1 + y ) .t 2 
   

 lim ( )
1 + t 2 ( C.t + D )
= 0


 t →i 
 1 + ( 1 + y ) .t 2 
 
i2 −1 1 1
⇒ = = = A.i + B ⇒ A = 0, B =
1 + ( 1 + y ) .i 2 1 − ( 1 + y) y y

(
multiplying two sides of ( 1) with 1 + ( 1 + y ) t 2 , and then regarding t → ) i
y +1
, we have:

t2 (= 1 + ( 1 + y ) .t 2 ) ( A.t + B) + ( C.t + D ) ( 1)
( 1 + t2 ) 1 + t2

⇒ lim
t
= lim
 1 + ( 1 + y ) .t 2 ( A.t + B )

2 ( 
+ ( C.t + D ) 
)
t→
i
y +1
1 + t2 t→
i 
(
y +1 
)
1 + t2 


( )
 
 1 + ( 1 + y ) .t 2 ( A.t + B ) 
 lim = 0
 t→ i 2 
1+ t
 y +1 
 
Regard: cho, xem như.
2
 i 
 
y + 1 −1 1 C.i 1
⇒   = =− = + D ⇒ C = 0, D = −
 i 
2 y +1 −1 y y +1 y
1+ 
 y + 1 
 
+∞ +∞ +∞
1 dt t 2 .dt
1 dt
⇒ I ( y) = ∫
'
= ∫ − ∫
2 
( 2 y
0 1 + t 1 + ( 1 + y ) .t  )
0 1+ t
2 y 2
0 t. y + 1 + 1 ( )
 +∞ 
1
=  [ arctan t ] 0 −

+∞  arctan t. y + 1 ( )   1π
=  −
1
.
π  π  y +1 −1
 =  
y  1+ y   y  2 y + 1 2  2y  y + 1 
   0 

6
I' ( y ) =
π  y + 1 − 1  y + 1 + 1 
   =
π
.
1
=
π.d y + 1 + 1 ( )
2y  y + 1  y + 1 + 1  2 y + 1 y + 1 + 1 y +1 +1
π /2 y π.d
( y +1 +1 ) + I ( 0)
⇒ I ( y) = ∫ ( 2
ln 1 + y.sin x dx = ∫ ) y +1 +1
0 0

( ) 0 = π.ln ( )
y
= π.ln y +1 +1 y + 1 + 1 − π.ln 2

 π /2 π /2 

2
(
 because I ( 0 ) = ∫ ln 1 + 0.sin x dx = ∫ 0.dx = 0 
 )
 0 0 

π /2
* I= ∫ ( )
ln 1 + sin 2 x dx = π.log ( )
2 + 1 − π.log 2
0
Code Matlab
a = input('nhap vao can duoi a: ');
b = input('nhap vao can tren b: ');
x = a:10^(-3):b;
y = log(1 + (sin(x)).^2 );
y1 = 0;
for i = 2 : 1 : length(x) - 1
y1 = y1+y(i);
end
I = ((b - a)/length(x))*( y1 + y(1)/2 + y(length(x))/2)
I = pi*log(2^(1/2) + 1) - pi*log(2) = 0.5913

1 arcsin ( y ) .dy = 3π .log 2 − π.log


* I=∫
y +1 2
( 2 +1 )
0

1
* ∫
log y + 1 .dy
y−y 2
( (
= 2π log )
2 + 1 − log 2 )
0

7
π /2
* I= ∫
0
(
ln 1 + ( sin x )
2
) dx = π.ln ( )
2 + 1 − π.ln 2

π /2 π/2 ( sin x ) 2
I= ∫
0
(
ln 1 + ( sin x )
2
) dx = ∫
0
dx ∫
0
dy
1+ y
 π 2
D = ( x, y ) | 0 ≤ x ≤ , 0 ≤ y ≤ ( sin x ) 
 2 
2
y ≤ ( sin x ) ⇒ sin x ≥ y ⇒ x ≥ arcsin ( y ) , x = π2 ⇒ y = 1
⇒ arcsin ( y ) ≤ x ≤ 1, 0 ≤ y ≤ 1

⇒I=∫
dy
1 1 1 arcsin ( y ) .dy + 1 arcsin1.dy
y +1 ∫ dx = − ∫
y +1 ∫ y +1
0 arcsin ( y) 0 0

= −∫
1 arcsin ( y ) .dy + π . log y + 1 1 = −1 arcsin ( y ) .dy + π .log 2
y +1 2  0 ∫ y +1 2
0 0
1 arcsin ( y ) .dy = 3π .log 2 − π.log
= π.log ( )
2 + 1 − π.log 2 ⇒ ∫
y +1 2
( )
2 +1
0

Put u = arcsin ( y ) ⇒ du = 2 dy
y. 1 − y
=
dy
, dv =
dy
y +1
⇒ v = log y + 1
2 y − y2

1
π log y + 1 .dy
( ) 1 1
⇒ I = .log 2 − arcsin y .ln y + 1  + ∫
2  0 2
y − y2 0
1
π π 1 log y + 1 .dy
= .log 2 − .log 2 + ∫
2 2 2 2
= π.log ( )
2 + 1 − π.log 2
y−y 0
1
⇒∫
log y + 1 .dy
y−y 2
= 2π log ( ( )
2 + 1 − log 2 )
0

8
* I=∫
a arcsin ( )
y / a .dy
y +1
0
 π 
= arcsin 
2a
 .ln ( a + 1) − π.log ( a + 1 + 1 + π.ln 2)
 

a   π  
log y + 1 .dy π
* ∫ = 2  π.log
 ( )
a + 1 + 1 − π.log 2 + .log ( a + 1) − arcsin 
2 2a
 .log ( a + 1) 
0 ay − y 2    

π /2
* I( a) = ∫
0
(
ln 1 + a. ( sin x )
2
) dx = π.ln ( a + 1 + 1 − π.ln 2 )
π /2 π /2 a.( sin x ) 2
I( a) = ∫
0
(
ln 1 + a. ( sin x )
2
) dx = ∫ dx 0

0
dy
1+ y
 π 2
D = ( x, y ) | 0 ≤ x ≤ , 0 ≤ y ≤ a. ( sin x ) 
 2 
2 y  y π
y ≤ a. ( sin x ) ⇒ sin x ≥ ⇒ x ≥ arcsin  , x = ⇒ y = a
a  a 2
 y π
⇒ arcsin  ≤x≤ , 0≤ y≤a
 a 2

⇒I=∫
dy
a π /2 a arcsin ( y / a .dy )  π  a dy
y +1 ∫ dx = − ∫
y +1
+ arcsin   .∫
0 arcsin ( y/a ) 0  2a  0 y +1

 π  a
a arcsin y / a .dy ( )
= arcsin   . ln y + 1  0 − ∫
 2a  y +1
0

 π  a arcsin y / a .dy ( )
= arcsin 
2a
 .ln ( a + 1) − ∫
y + 1
= π.log ( )
a + 1 + 1 − π.ln 2
  0
a arcsin ( y / a .dy )  π 
⇒∫
y +1
= arcsin 
2a
 .ln ( a + 1) − π.log ( )
a + 1 + 1 + π.ln 2
0  

9
'
 y  y 1 dy dy
Put u = arcsin   ⇒ du =  . = =
 a  a  1 − y 2a y . 1 − y 2 ay − y 2
a a a

dy  π  a arcsin y / a .dy ( )
dv = ⇒ v = log y + 1 ⇒ I = arcsin   .ln ( a + 1) − ∫
y +1  2a  y +1
0
a a
 π    y  1 log y + 1 .dy
= arcsin   .ln ( a + 1) − arcsin   .ln y + 1  − ∫
 2a    a  0 2 0 ay − y 2

 π  a
π 1 log y + 1 .dy
= arcsin 
2a
 .log ( a + 1) − .log ( a + 1) + ∫
2 2 2
= π.log ( )
a + 1 + 1 − π.log 2
  0 ay − y
a  π 
1 log y + 1 .dy π
⇒ ∫
2 2
= π.log ( )
a + 1 + 1 − π.log 2 + .log ( a + 1) − arcsin 
2 2a
 .log ( a + 1)
y−y 0  
a   π  
log y + 1 .dy π
⇒∫ = 2  π.log
 ( 2
)
a + 1 + 1 − π.log 2 + .log ( a + 1) − arcsin   .log ( a + 1) 
0 ay − y 2   2a  

+∞
arctan ( x + y ) .dx y
* I ( y) = ∫ = π.arctan
−∞ 1 + x2 2
+∞ +∞
arctan ( x + y ) .dx dx
* I ( y) = ∫ ⇒ I ( y) =
'

−∞ 1 + x2 −∞ 1 + x( 2
) ( 1 + ( x + y) 2 )
1 A.x + B C.x + D
= + ( 1)
( 1 + x ) ( 1 + ( x + y) ) ( 1 + x ) ( 1 + ( x + y) )
2 2 2 2

Multiplyting two sides of ( 1) with 1 + x 2 and then regarding x → i we have :


1 1 1
lim = lim ( A.x + B ) ⇒ A.i + B = =
(
x →i 1 + ( x + y ) 2
) x →i 1 + ( i + y)
2
(
1 + i 2 + 2i.y + y2 )
1 y − 2i −2 1
= = ⇒A= , B= ,
2
y + 2i.y (
y y +4 2
) (
y y +4 2
) 2
y +4

10
Multiplying 2 sides of ( 1) with 1 + ( x + y ) ( 2
) and then regarding x → i − y we have :
1
lim = lim ( C.x + D ) ⇒ C. ( i − y ) + D
(
x →i − y 1 + x 2
) x →i − y

1 1 1 y + 2i
= = = =
( 1 + ( i − y) ) 2
(
1 + i 2 − 2i.y + y2 ) y 2 − 2i.y (
y y2 + 4 )
2 2 1 3
⇒C= , D − y.C = D − = ⇒D=
(
y y2 + 4 ) ( y2 + 4 ) ( y2 + 4 ) ( y2 + 4 )
1 A.x + B C.x + D
⇒ = +
( 1 + x2 ) ( 1 + ( x + y) 2 ) ( 1 + x2 ) ( 1 + ( x + y) 2 )
−2x + y 2x + 3y
= +
( )(
y y2 + 4 1 + x 2 ) y ( y2 + 4 ) ( 1 + ( x + y ) 2 )
+∞  +∞ 
dx  − 2x + y 1
2x + 3y 
⇒ I' ( y ) = ∫ = ∫ + .dx
−∞ 1 + x
2
(
1 + ( x + y)
2
)( 2
y y + 4 −∞  1 + x
 ) (2 2 
1 + ( x + y) 

) ( ) ( )
1
+∞  −d 1 + x 2
 y( d x 2
+)2xy + y 2
+ 1 ( y

 )
= ∫ + + + .dx
(2 
)
y y + 4 −∞  1 + x

2
(
1+ x 2
) (
1 + ( x + y)
2
) ( 2 
1 + ( x + y) 
 ) ( )
1 x =+∞
=  − ln 1 + x 2 + y.arctan x + ln 1 + ( x + y ) 2 + y.arctan ( x + y ) 
( 
y y2 + 4  )  x =−∞

11
x =+∞
 1 + ( x + y)
2 
1 2π
=  y.arctan x + ln + y.arctan ( x + y )  =
(
y y 2 + 4  ) 1 + x2 
 x =−∞ y2 + 4 ( )
y
dy y
⇒ I ( y ) = I ( 0 ) + 2π ∫ = I ( 0 ) + π.arctan ,
2
(
0 y +4 ) 2

+∞
+∞
arctan x.dx
+∞  ( arctan x ) 2 
and I ( 0 ) = ∫ = ∫ arctan x.d ( arctan x ) =   =0
−∞ 1 + x
2
( −∞ ) 

2 
 −∞
+∞
arctan ( x + y ) .dx y
⇒ I ( y) = ∫ = π.arctan
−∞ 1 + x2 2

 2
−  x 2+ y 
+∞  −2 y
x 2  π.e
* I ( y) = e 
∫ .dx =
2
0
 2  2
−  x 2+ y  −  x 2+ y 
+∞ 
x 2   x 2  2
* I ( y) = e 
∫ .dx, f ( x, y ) = e  ≤ e− x
0

+∞ 2
and integral ∫ e− x .dx convergent ⇒ I ( y ) uniformly convergent ∀y ∈ R.
0
+∞ 1 +∞
Consider integral ∫ f y ( x, y ) .dx = ∫ f y ( x, y ) .dx +
' '
∫ f ' y ( x, y ) .dx
0 0 1
(convergent: hội tụ, uniformly convergent: hội tụ đều, consider: xem xét.
 y2 
− x 2 + 
1 1  x 2 
−2y 
∫ f y ( x, y ) .dx = ∫
'
.e .dx uniformly convergent with y ∈ [ a, b] ,
2
0 0 x
 y2 
− x 2 +  a2 a2
 x 2  − 1 −
−2y  2b x2 2b x2
because
x2
.e ≤
x2
.e and integral ∫ x 2 .e .dx convergents
0

12
 y2 
− x 2 + 
+∞ +∞  x 2 
−2y 
∫ f y ( x, y ) .dx =
'
∫ .e .dx uniformly convergents on [ a, b ]
2
1 1 x
 y2 
− x 2 + 
 x 2 
−2y  2
because .e ≤ 2b.e− x
x2

+∞ 2
and integral ∫ 2b.e− x .dx uniformly convergents with y ∈ [ a, b ] .
1

+∞
So integral ∫ f ' y ( x, y ) .dx uniformly convergents with y ∈ [ a, b ] ,
0
we can derivative integrand − ta có the lay dao hàm duoi dâu tích phân
 y2 
− x 2 + 
+∞  x 2 
−2y  y −y
I ( y) =
'
∫ .e .dx ∀y ≥ 0, change variable : = t ⇒ dt =
2
0 x
x x2

 y2   y2 
− t 2 +  − x 2 + 
+∞  t 2  +∞  x 2 
 
⇒ I ' ( y ) = −2 ∫ e .dt = −2 ∫ e .dx = −2I ( y )
0 0
I' ( y )
⇒ = −2 ⇒ ln I ( y ) = ln C − 2y = ln C + ln e −2y = ln C.e −2y
I ( y)
( C is a random constant )
+∞
−2y 2 π
⇒ I ( y ) = C.e , cho y = 0, ta dc : C = I ( 0 ) = ∫ e− x .dx =
2
0
π.e−2y
⇒ I ( y) = , because I ( y ) is even function I ( − y ) = I ( y )
2
−2 y
π.e
⇒ I ( y) =
2
Even function: hàm số chẵn.

13
 1 
+∞ − x 2 + 
x 2  .dx = π.e−2
* I ( y) = e  ∫ 2
0

+∞
dx π. ( 2n − 3) !!
* ∫ =
( ) 2n .y2n −1. ( n − 1) !
n
0 x 2 + y2

+∞
dx
* I ( y) = ∫ , Consider integral dependent parameter :
( x2 + y)
n
0

+∞ +∞
1   x 
dx π
I ( y) = ∫ = . arctan    =
2
0 x +y
y  ( 
 y   0 ) 2 y

+∞ '
 π   1   π  −3/2
dx
⇒ I' ( y ) = − ∫ =  =  −    .y ,

( )
2
0 x2 + y  2 y   2  
2

+∞
dx  1  3   π 
I ( y ) = ( −1) . ( −2 ) .
''
∫ =  −  −    .y −5/2 ,
( x2 + y)
3  2  2   2 
0

Integral dependent parameter: tích phân phụ thuộc tham số.


+∞
3 1.3.5 π −7/2
I( ) ( y ) = ( −1) . ( −2 ) ( −3)
3 dx
∫ = ( −1) . . .y
( )
4 3 2
0 x2 + y 2

+∞
( −1) n π.( 2n − 1) !!
I( ) ( y ) = ( −1) .n!
n n dx
∫ =
( )
n +1
0 x +y2 2n +1.y n .y1/2

+∞ +∞
dx π. ( 2n − 1) !! dx π. ( 2n − 1) !!
⇒ ∫ = ⇒ ∫ =
( ) ( )
n +1
0 x2 + y 2n +1.yn .y1/2 .n! 0 x 2 + y2
n +1
2n +1.y 2n +1.n!

14
+∞
dx π. ( 2n − 3) !!
⇒I= ∫ =
( ) 2n.y 2n −1. ( n − 1) !
n
0 x 2 + y2

2n. ( n − 1) ! = 2n.1.2.3.4... ( n − 1) = 22.4.6.8... ( 2n − 2 ) = 2. ( 2n − 2 ) !!


+∞
dx π. ( 2n − 3) !!
⇒I= ∫ =
( ) 2.y 2n −1. ( 2n − 2 ) !!
n
0 x 2 + y2

+∞ −ax
e − e− bx e−ax − e− bx
* I( a) = ∫ .dx, dat f ( x,a ) = ,
x x
0
f 'a ( x, a ) = −e−ax ⇒ f 'a ( x,a ) ≤ e−ax ∀a > 0
+∞
Integral ∫ e−ax .dx convergents
0
+∞
⇒ I ( a) = −
'
∫ e−ax .dx uniformly convergents ∀a > 0
0

+∞ +∞
−ax
 e−ax  1
I ( a ) = − ∫ e .dx = 
'
 =− ⇒ I ( a ) = − ln a + C

 a  0 a
0
+∞ − bx
e − e− bx
Regard a = b ⇒ I ( b ) = ∫ .dx = 0 = − ln b + C ⇒ C = ln b.
x
0
b
So I ( a ) = − ln a + ln b = ln
a

15
+∞  −ax 2 2 
− e− bx 
* I( a) = ∫ 

e
x2 
.dx = π ( b− a )
0  
+∞  −ax 2 2   −ax 2 − bx 2 
e − e −bx  e − e
* I( a) = ∫  .dx, dat f ( x,a ) =  
 2   x2 
0  x
  
2
⇒ f 'a ( x, a ) = −e−ax uniformly convergent ∀a > 0
+∞ 2
⇒ I ( a) = −
'
∫ e−ax , change variable: x a = y
0
+∞
1 2 π 1
⇒ I ( a) = −
'
∫ e− y .dy = − .
a 0 2 a

π da
⇒ I( a) = −
2 ∫ a
+ C = − a.π + C, regard a = b, we obtained :

+∞  − bx 2
2 
e − e− bx 
I ( b ) = − b.π + C = ∫  .dx = 0
 2 
0  x 

+∞  −ax 2 − bx 2 

⇒ C = b.π . Vay I ( a ) = ∫ 

e
x2
e  .dx = π
 ( b− a )
0  

+∞  − kx
e .sin yx  y
* I ( y) = ∫   .dx = arctan
x  k
0  
+∞  − kx
e .sin yx  e− kx .sin yx
* I ( y) = ∫  .dx, Put f ( x, y ) = ⇒ f ' y ( x, y ) = e− kx .cos yx
 x  x
0  
+∞
− kx
∀ ( x, y ) ∈ R + × R, we obtain : f y ( x, y ) ≤ e
'
, and integral ∫ e− kx .dx convergents
0
+∞  − kx
e .sin yx 
⇒ integral I ( y ) =∫  .dx uniformly convergents ∀y ∈ R.
x 
0  
Therefore we can derivative integrand with respect to parameter y.
Do đó ta có thể lấy đạo hàm theo tham số y dưới dấu tích phân:

16
+∞
I ( y) =
'
∫ e− kx .cos yx.dx, Put u1 = e− kx
0
sin yx
⇒ du1 = −k.e− kx .dx, dv1 = cos yx.dx ⇒ v1 = ∫ cos yx.dx =
y
+∞  +∞   −kx +∞ 
 e− kx .sin yx  k.e −kx .sin yx  e .sin yx 
⇒ I ( y ) = u.v − ∫ v.du = 
'
 + ∫   dx   = 0
 y  0  y    y 0 
0      
− cos yx
Put u 2 = e− kx ⇒ du 2 = −k.e− kx .dx, dv 2 = sin yx ⇒ v 2 =
y

⇒ I' ( y ) = ∫ 
+∞ 
k.e − kx
.sin yx  k

 dx =  
 − e − kx
.cos yx 

x =+∞ +∞ − k.e − kx − cos yx
− ∫
( )( 
.dx 
)
 y  y  y y 
0    
 x = 0 0 

+∞
k k2 − kx k − k 2 .I' ( y )
⇒ I ( y) =
'
− ∫ e .cos yx.dx =
2 2
y y 0 y2
k
⇔ y 2 .I' ( y ) + k 2 .I' ( y ) = k ⇔ I' ( y ) =
y2 + k 2
+∞  − kx y
e .sin yx  k.dy y
⇒ I ( y) = ∫ 
 x
 .dx = I ( 0 ) + ∫
 2 2
= arctan
k
( I ( 0) = 0)
0   0y +k

17
+∞  − kx
e .cos yx 
* I ( y) = ∫   .dx = +∞
x 
0  
+∞  − kx
e .cos yx  e−kx .cos yx
* I ( y) = ∫   .dx, Put f ( x, y ) = ⇒ f ' y ( x, y ) = −e− kx .sin yx
 x  x
0  
+∞
I ( y) = −
'
∫ e− kx .sin yx.dx, put u1 = e− kx ⇒ du1 = − k.e−kx .dx,
0
− cos yx
dv1 = sin yx.dx ⇒ v1 = ∫ sin yx.dx =
y
  − kx x =+∞ +∞
− e .cos yx   ( −k ) .e− kx . ( − cos yx )  
' 
⇒ I ( y ) = u.v − ∫ v.du = −   − ∫   dx 
 y  y  
   x =0 0   
 1 +∞  k.e− kx .cos yx   1 +∞  k.e− kx .cos yx 
= − − − ∫   dx  = + ∫   dx
 y  y   y  y 
 0    0  

sin yx
put u 2 = e− kx ⇒ du 2 = −k.e− kx .dx, dv 2 = cos yx ⇒ v2 =
y
+∞ 
1 k.e− kx .sin yx 
⇒ I ( y) = +
'
∫   dx
y  y 
0  
  − kx x =+∞ +∞ 

1 k e
= + 
y y  
.sin yx
y

 x =0
1
− ∫ − k.e
y
− kx
(
sin yx.dx 
 )
 0 

2 +∞ 2
1 k − kx 1 k
I ( y) = +  
'
∫ e .sin yx.dx = −   .I' ( y )
y y y y
0
 y2 + k 2  ' 1 y
⇔  .I ( y ) = ⇔ I' ( y ) =
 y2  y y2 + k 2
 
y +∞  − kx
.cos yx 
( )
y.dy y e
⇒ I ( y) = ∫ + I ( 0 ) = ln y 2 + k 2  + I ( 0) , I ( y ) =
∫   .dx
2 2   0 x 
0y +k 0  

18
+∞ − kx +∞
e .dx
⇒ I ( 0) = J ( k ) = ∫ , ⇒ J ( k) =
'
∫ −e− kx .dx
x
0 0
+∞ +∞
1 − kx
 e− kx  1
=
k ∫ e .d ( −kx ) =  k  =−
k
0  0
k +∞
dk dx
⇒ J ( k ) = −∫ − J ( 0 ) = − ( ln k − ln 0 ) + I1 ( 0 ) = +∞, J ( 0 ) = ∫ = +∞
k x
0 0
+∞  − kx
.cos yx 
( )
e y
⇒ I ( 0 ) = +∞, ⇒ I ( y ) = ∫   .dx =  ln y 2 + k 2  + I ( 0 ) = +∞
 x    0
0  

+∞ − y2
−x2 π 4
* I ( y) = ∫ e .cos yx.dx = .e
2
0

+∞ 2 2
* I ( y) = ∫ e− x .cos yx.dx, dat f ( x, y ) = e− x .cos yx
0
2
⇒ f ' y ( x, y ) = − x.e− x .sin yx
2
with ( x, y ) ∈ R + × R, we have : f ' y ( x, y ) ≤ e− x .x,
+∞ 2
and integral ∫ e− x .x.dx is convergence.
0
+∞ 2
⇒ integral I ( y ) = −
'
∫ e− x .sin yx.x.dx is uniform convergence ∀y ∈ R.
0
Therefore we can derivative integrand with respect to parameter y.

19
+∞ 2
I ( y) = −
'
∫ x.e− x .sin yx.dx, Put u = sin yx ⇒ du = y.cos yx.dx
0

( ) = −d  e−x2  ⇒ v = −e−x2
2
−e− x .d − x 2  +∞ 
−x 2
dv = x.e .dx = ⇒ I ( y ) = −  u.v − ∫ v.du 
'
2  2  2  
   0 
 +∞ 
2  +∞
  −e − x
.sin yx  y −x 2  − y.I ( y ) I' ( y ) y
I ( y) = − 
'
+ ∫ e .cos yx.dx  = ⇒ =−

  2  2  2 I ( y) 2
 0 0
 

− y2
−y 2  − y2   − y2 
⇒ ln I = + ln C = ln exp   + ln C = ln C.exp   ⇒ I = C.e 4 , cho y = 0, ta dc :
4  4   4 
   
+∞ +∞ − y2
2 π 2 π 4
I ( 0) = C = ∫ e− x .dx = ⇒ I ( y) = ∫ e− x .cos yx.dx = .e
2 2
0 0

+∞ 2
* I ( y) = ∫ e− x .sin yx.dx = 0
0
+∞ +∞
−x2 2
* I ( y) = ∫ e .sin yx.dx, ⇒ I ( y ) =
'
∫ x.e− x .cos yx.dx,
0 0
put u = cos yx ⇒ du = − y.sin yx.dx

( ) = − 1 .d  e−x2  ⇒ v = − 1  e−x2 
2
2 −e− x .d − x 2
dv = x.e− x .dx =
2   2  
2  
+∞ +∞ +∞
−x2  − cos yx  − x 2   ( − y ) .sin yx.dx  − x 2 
⇒ I ( y) =
'
∫ x.e .cos yx.dx =  . e  − ∫ − . e 
 2  0 2  
0 0
+∞
1 y  −x2  1 y
I ( y) = +
'
∫  e  .sin yx.dx = 2 + 2 .I ( y ) ,
2 2
0
Solution of homogeneous differential equation is form:

20
y2
y I ( y) y
'
y 2
I' ( y ) = .I ( y ) ⇒ = ⇒ ln I ( y ) = + ln C = ln e 4 + ln C
2 I ( y) 2 4

y2 y2
= ln C.e 4 ⇒ I ( y ) = C.e 4

Solution of homogeneous differential equation is form: nghiệm của pt vi phân thuần nhất có
dạng.
y2 y2 y2
y
particular solution is form : I ( y ) = C ( y ) .e 4 ⇒ I' ( y ) = C' ( y ) .e 4 + C ( y ) . .e 4
2
y2 y2 y2 y2
1 y y 1 y 1
I' ( y ) = + .I ( y ) ⇒ C' ( y ) .e 4 + C ( y ) . .e 4 = + .C ( y ) .e 4 ⇔ C' ( y ) .e 4 =
2 2 2 2 2 2
− y2 − y2
1 4 1 y2 2y.dy
⇒ C ( y ) = .e
'
⇒ C ( y) = = t2 ⇒
2∫
e 4 .dy + C1, doi bien : = 2t.dt
2 4 4
y.dy y 1 2 π
⇔ = 2. .dt ⇔ dy = 2dt, ⇒ C ( y ) = ∫ e− t .2dt + C1 = + C1
2 2 2 2

y2
 π   π  +∞ − x 2
⇒ I ( y) =  + C1  .e 4 , I ( 0 ) =  + C1  = ∫ e .sin 0x.dx = 0
 2   2  0
+∞ 2
⇒ I ( y) = ∫ e− x .sin yx.dx = 0
0
Particular solution: nghiệm riêng.

21
* I ( y) = ∫
y
ln ( 1 + y.x ) .dx
=
arctan y.ln 1 + y2 ( )
0 1 + x2 2
y
ln ( 1 + y.x ) .dx ln ( 1 + y.x )
* I ( y) = ∫ , f ( x, y ) =
0 1 + x2 1 + x2
continuous and diffrentiable over R + × R +
y
 1  x  ln ( 1 + y.x ) .dx
f y ( x, y ) = 
'
.
  ⇒ I ( y ) = ∫ 1 + x2
 1 + x 2   1 + y.x  0
continuous and diffrentiable over R +

I' ( y ) = ∫
y
x.dx
+
(
ln 1 + y 2 )
(
0 1+ x
2
) ( 1 + y.x ) 1 + y2

x A Bx + C
put = + ( 1) , multiplying 2 side of ( 1) with ( 1 + yx ) ,
( )
1 + x 2 ( 1 + y.x ) 1 + y.x 1 + x 2

1
and then regarding x → − , we obtain :
y
x ( 1 + y.x ) ( Bx + C ) 1 y2 −y
lim = A + lim ⇒A=− . =
1
x →− 1 + x
y
2
( ) x →−
1
y
( 1 + x2 ) y y2 + 1 y2 + 1

(
Multiply 2 sides of ( 1) with 1 + x 2 , and then regarding x → i, we obtain : )
lim
x
= lim
 1 + x2 A
 ( 
+ ( Bx + C ) 
)
x →i ( 1 + y.x ) x →i  ( 1 + y.x ) 
 
i i ( 1 − i.y ) i+y
⇒ B.i + C = = =
1 + i.y ( 1 + i.y ) . ( 1 − i.y ) 1 + y 2
1 y x A Bx + C
⇒B= ,C= ,⇒ = +
1 + y2 1 + y2 1 + x 2 ( 1 + y.x ) 1 + y.x 1 + x
2
( )
−y x+y
= +
( y2 + 1) ( 1 + y.x ) ( 1 + x 2 ) ( 1 + y2 )

22
y y y
x.dx dx 1 ( x + y ) dx
−y
⇒∫ = ∫ + ∫
(
0 1 + x ( 1 + y.x )
2
)
y2 + 1 0 ( 1 + y.x ) (( ) ( )
y2 + 1 0 1 + x 2 )
−y
y
d ( 1 + y.x ) 1  (
y d 1 + x2
) y
y.dx 

= ∫ y. ( 1 + y.x ) + 2  ∫ +∫
( y + 1) 0
2
( y + 1) 0 2 ( 1 + x ) 0 ( 1 + x 2 ) 
2

( )
x=y
 2 
y
x.dx  −y ln ( 1 + y.x ) ln 1 + x y.arctan x 
∫ = . + +
( )  2
0 1 + x ( 1 + y.x )  y + 1
2

y
( 2
2 y +1 ) y2 + 1 

 x =0 ( ) ( )
 ln 1 + y 2 (
 − ln 1 + y 2
) ( )
=
1  − ln 1 + y2 +
( )
+ y.arctan y  = + y.arctan y
( 
y2 + 1 
 ) 2 
 2 y 2
+ 1 ( )
⇒ I' ( y ) = ∫
y
x.dx ( ) +
ln 1 + y 2

0 ( 1 + x ) ( 1 + y.x ) 2 ( 1 + y2 )
2

− ln ( 1 + y 2 ) ln ( 1 + y 2 ) ln ( 1 + y2 )
= + y.arctan y + = + y.arctan y
2 ( y 2 + 1) 2 ( 1 + y2 ) 2 ( y2 + 1)

⇒ I ( y) = ∫  +
(
y  ln 1 + y 2
y.arctan y  )
.dy + I ( 0 ) ,


2
0  2 y +1 (
2
y +1 

 ) ( )
change variable : a = arctan y ⇒ y = tan a,

( )
a  ln 1 + tan 2 a + a.tan a 
( ) (
dy = tan 2 a + 1 .da = y 2 + 1 .da, ⇒ I ( y ) = ∫  ) ( )
 . y2 + 1 .da
0

 (
2 y2 + 1 ) 


(
a  ln 1 + tan 2 a ) + a.tan a .da = a − ln 1 + tan 2 a − 12  .da + a a.tan a.da
= ∫ 
2  ∫ ( )  ∫
0  0  0
 

23
a a
( − sin a ) .da
I ( y ) = − ∫ ln ( cos a ) .da + ∫ a.tan a.da, dat u = ln ( cos a ) ⇒ du = = − tan a.da
cos a
0 0
 a
a  a
dv = da ⇒ v = a ⇒ I ( y ) = −  a.ln ( cos a )  − ∫ a. ( − tan a ) .da  + ∫ a.tan a.da
 0  0
0
a a
= −a.ln ( cos a ) − ∫ a.tan a.da + ∫ a.tan a.da = −a.ln ( cos a ) = − arctan y.ln ( cos ( arctan y ) )
0 0
y
I ( y) = ∫
ln ( 1 + y.x ) .dx
=
arctan y.ln 1 + y2 ( )
0 1 + x2 2

sin ( arccos x ) 1 − cos 2 ( arccos x ) 1 − x2


* y = tan ( arccos x ) = = =
cos ( arccos x ) x x

1 − x2
y=
x
(
⇒ y2 .x 2 = 1 − x 2 ⇒ x 2 y 2 + 1 = 1 ⇒ x 2 =
1
1 + y2
) ( )
1 1
⇒ x = cos ( arctan y ) = =
1 + y2 1 + y2
π π
because function z = arctan y has range of value : − < y < , in this range cos z > 0
2 2

a a
( )
x =a
* I ( y) = ∫ y.e x.y
.dx = ∫ e x.y .d ( xy ) = e xy  = eay − e−ay
  x =−a
−a −a

( )
a
⇒ I ( y) =
'
∫ ( )
y x.e x.y + e x.y .dx = a. eay + ( −1) e−ay ,
2

−a

( ) − ∫ y.e
a a
2 −ay
⇒ J1 ( y ) = ∫ xy.e
x.y
.dx = a. e ay
+ ( −1) e x.y
.dx
−a −a

( ) (
= a. eay + ( −1) e−ay − eay − e−ay = ( a − 1) .eay + ( a + 1) .e−ay
2
)
'
a  a
'

x.y
 (
J1 ( y ) =  ∫ xy.e .dx  = ∫ y x 2 .e x.y + x.e x.y .dy = a. ( a − 1) .eay + ( −1) .a ( a + 1) .e−ay
3
)
 −a  y −a

24
a a
3 −ay
⇒ J2 ( y ) = ∫
2 x.y
y.x .e .dy = a. ( a − 1) .e ay
+ ( −1) .a ( a + 1) .e − ∫ xy.e
x.y
.dx
−a −a
= a. ( a − 1) .e ay 3
(
+ ( −1) .a ( a + 1) .e−ay − ( a − 1) .eay + ( a + 1) .e−ay )
= a. ( a − 1) .eay + ( a + 1) ( a − 1) .e−ay
2

π /2
2 π3 π
*/ I = ∫ ln (sinx)dx = + (ln 2)2
24 2
0
Solution:
For −π < x < π , we have the following Fourier series (chuỗi Fourier):
 x  +∞ cos(nx)
ln  2 cos  = ∑ (−1)n −1. .
 2  n =1 n
Now let's apply Parseval's identity (đẳng thức Parseval):
2
π
  x 
2 +∞  ( −1) n −1  π 2 2
1
∫  
ln  2 cos  .dx = ∑   ⇔ ∫ ln  2cos   .dx = π
2   x  
π 2   n =1 n  π   2  6
−π  0
π 2
  x  π3
⇔ ∫  ln  2 cos   .dx =
0 
2  12
Performing now the change of variables x = π − 2t we have
π /2 π /2
π3
∫ ( ln ( 2sin t ) ) ∫ ( ln 2 + ln ( sin t ) ) .dt
2 2
=2 .dt = 2
12
0 0
π /2
∫ ( ( ln 2 ) + 2 ( ln 2 ) .ln ( sin t ) + ln ( sin t ) ) .dt
2 2
=2
0
π /2 π /2
2
= π ( ln 2 ) + 4 ln 2 ∫ ln ( sin t ) .dt + 2 ∫ ln 2 ( sin t ) .dt
0 0
π /2 π /2
2  π  π3 π
= π ( ln 2 ) + 4 ln 2.  − .ln 2  + 2 ∫ ln ( sin t ) .dt ⇒ ∫ ln ( sin x ) .dx =
2 2
+ (ln 2)2
 2  0 0
24 2

π /2
π
*/ I = ∫ ln ( sin x ) dx = − .ln 2
2
0
Solution:

25
π /2 π /2
 x x  x x
*/ I = ∫ ln ( sin x ) dx = ∫ ln  2sin .cos  dx  sin x = 2sin .cos 
0 0  2 2  2 2
π /2 π /2 π /2
 x  x
= ∫ ln 2dx + ∫ ln  sin  dx + ∫ ln  cos  dx
0 0  2
0  2
π /2 π /2
π  x  ( π − t) 
= ln 2 +
2 ∫  2
ln  sin  dx − ∫ ln  cos
2
 dt
0 π  
π /2 π π
π  x  t π  t
= ln 2 +
2 ∫ ln  sin 2  dx + ∫ ln  sin 2  dt = 2 ln 2 + ∫ ln  sin 2  dt
0 π /2 0
π /2
π π π
= ( t = 2x ) = ln 2 + 2 ∫ ln ( sin x ) dx = ln 2 + 2I ⇒ I = − .ln 2
2 2 2
0

1
* / I = ∫ ln x.ln(1 − x 2 ).dx
0
Solution:
1 1 ∞ x 2n ∞ 11
* / I = ∫ ln x.ln(1 − x ).dx = − ∫ ln x. ∑
2
.dx = − ∑ 2n
∫ x . ln x .dx
0 0 n =1 n n =1 n0
1
Define : f (n) = ∫ x 2n . ln x dx
0
x =1
1  x 2n +1 
1 1 1
2n 1 x 2n 1 2n
⇒ ∫ f (n).dn = ∫ ln x.dx ∫ x . dn = ∫ ln x. .dx = ∫ x .dx =  
2 ln x 2 2  2n + 1 
0 0 0 x =0
d 1 1  1
⇒ f (n) =  . + C = −
dn  2 2n + 1  (1 + 2n)2
This gives us:

26
1 ∞ 1  1
2
∫ ln x.ln(1 − x ).dx = ∑  n . 
2
0 n =1  (1 + 2n) 
1 1 2n + 1 − 2n 1 2
Now, we have : . = = −
n (1 + 2n) 2 n ( 2n + 1) 2 n ( 2n + 1) (1 + 2n)2
1
n+−n
2n + 1 − 2n 2 2 2 1 1 2
= − = − = − −
n ( 2n + 1) (1 + 2n) 2 n  n + 1  (1 + 2n) 2 n n + 1 (1 + 2n)2
  2
 2
This can be divided into two individual (riêng biệt) sums that need to be calculated:
   n+ 
1
∞ 1 1  ∞  xn x 2 
(1) ∑  − , Define : α (x) = ∑ n − 1 
n 1
n =1  n+  n =1 n + 
 2  2
∞  n− 
1 ∞
⇒ α′(x) = ∑  x n −1 − x
 (
2  = 1− x ) ∑ x n = 11−− xx
n =1  n =0

⇒ α(x) = ∫
1− x
1− x
(
.dx = x = u 2 , dx = 2u.du = 2 ∫
1− u
1− u
)2
.u du

u − u2 + 1 − 1
= 2∫
1 − u2

.u du = 2∫ 1 −
 1
1 
+ u
( )
 .du = 2u − 2ln(1 + u) + C = 2 x − 2ln 1 + x + C

Since α(0) = 0 , we have C = 0, so the solution to this sum is


 
∞ 1 1 
∑  n − 1  = α(1) = 2 − 2 ln 2
n =1  n+ 
 2

27
∞ 1 ∞ 1 ∞ 1 ∞ 1
(2) ∑ , We have : ∑
= + ∑ ∑
2 2 2 2
n =1 (2n + 1) n =1 n n =1 (2n) n =0 (2n + 1)
∞ 1 ∞ 1 ∞ 1 3 ∞ 1 3 π2
= ∑ + ∑ +1⇒ = ∑ − 1 = ζ ( 2) − 1 =
∑ −1
2 2 2 4 2 4 8
n =1 (2n) n =1 (2n + 1) n =1 (2n + 1) n =1 n
Now, the final answer is :
 
1 ∞ 1

1  1
∫ ln x.ln(1 − x ) dx = ∑  n − 1  − 2 ∑ (2n + 1)2
2

0 n =1  n +  n =1
 2
 π2  π2
= 2 − 2 ln 2 − 2  − 1 = 4 − 2 ln 2 −
 8  4
 

1
dx 1 1 1
*/ ∫ = .arctan   +
(
0 x 2 + y2 )
2
2y3  y  2 y2 + 1 ( )
Solution:
1
1 dx
1
* / I ( y) = ∫ = .arctan
2 2 y y
0x +y
1
dx −1 1 1 1 −1 1 y
I ( y ) = −2y ∫
'
= .arctan   − . = .arctan   −
( )  y  y 1+ 1
2
0 x 2 + y2 y2 y2  y  y2 + 1
y2
1
dx 1 1 1
⇒∫ = .arctan   +
(
0 x 2 + y2 )
2
2y3  y  2 y2 + 1 ( )

*/ I = ∫ ( y.x ) 2 + a 2 dx
Solution:

28
 2 y 2 .x.dx
2 u = ( y.x ) + a 2
*/ I = ∫ ( y.x ) 2
+ a dx dat  ⇒ du = , v=x
2
dv = dx ( a.x ) +a 2

2 ( y.x ) 2 .dx 2 ( y.x ) 2 + a 2 − a 2


⇒ I = x. ( y.x ) +a −∫2
= x. ( y.x ) 2
+a −∫ dx
2 2
( y.x ) +a 2
( y.x ) +a 2

2 2 a 2 .dx
I = x. ( y.x ) +a −∫2
( y.x ) 2
+ a dx + ∫
( y.x ) 2 + a 2

= x. ( x.y ) 2 + a 2 − I + a 2 .ln x.y + ( x.y ) 2 + a 2

⇒ 2I = x. ( x.y ) 2 + a 2 + a 2 .ln x.y + ( x.y ) 2 + a 2


1 
⇒ I =  x. ( x.y ) 2 + a 2 + a 2 .ln xy + ( x.y ) 2 + a 2 
2 
a
1 2 2  
⇒I=∫ ( x.y ) 2 + a 2 dx =  a y + 1 + a 2 .  ln ay + a y 2 + 1 − ln a  
2  
0
1 2 2 2 2 
= a y + 1 + a .ln y + y + 1
2  

   2 ' 
 
a  1 +  y + 1  
2x 2 .y 1  a 2 .y 2    
⇒ I ( y) = ∫
'
.dx = +a .
2 
2 y2 + 1  2 
0 ( x.y ) + a
2 y + y + 1
  
   
  y 
 2  1+    
1  a .y 
2  2
y + 1   1 a .y  2
y +1 + y 
=  + a 2 . =
 2  + a 2
.  
2 y2 + 1 2  y +1
2  
 y + 1  y + y + 1  
2 2
  y + y + 1   
   
     
  

  a
1  a 2 .y a2
 ⇒ I' ( 1) = 2x 2 1  a2. 2 a2. 2 
=
2  y2 + 1
+
2  ∫ 2 2 .dx = 2  2 + 2 
 y +1 0 x +a  
a
x2a2. 2
⇒∫ .dx =
2 2 4
0 x +a
29
+∞ − x
e
*/ ∫ x
.dx = −∞
0
Solution:
+∞ +∞ +∞ +∞ +∞
−ax
∫ da ∫ e .dx = − ∫ a.  e−ax  da = − ∫ a.da = −∞ ( a > 0)
 0
1 0 1 1
+∞ +∞ +∞ a =+∞ +∞ − x
−ax 1 e −0
⇒ ∫ da ∫ e .dx = ∫ − .  e−ax  .dx = ∫ .dx = −∞
x   a =1 x
1 0 0 0

+∞
sin x π
*/ ∫ x
.dx =
2
0
Solution:
+∞ 1 +∞ 1
−αx α −αx α.dβ
∫ e . cos ( βx ) .dx = ⇒ ∫ dβ ∫ e . cos ( β x ) .dx = ∫
0 α 2 + β2 0 0
2
0α +β
2

+∞ 1 +∞
−αx −1  1  −αx sin x 1
⇒ ∫ e .dx ∫ cos ( βx ) .dβ = tan  ⇒ ∫ e . .dx = tan −1  
0 0 α 0
x α
+∞ +∞
sin x sin x π
⇒ ∫ .dx = lim ∫ e−αx . .dx =
0
x α→0+ 0
x 2

+∞
a
*/ I = ∫ e−ax . cos ( bx ) .dx =
0 a 2 + b2
Solution:
+∞
a
I= ∫ e−ax . cos ( bx ) .dx = , Put u = e−ax ⇒ du = −a.e −ax ,
2 2
0 a +b
sin ( bx )
dv = cos ( bx ) .dx ⇒ v =
b
+∞ +∞
 −ax sin ( bx )  a −ax
I = e .  + ∫ e .sin ( bx ) .dx
 b 0 b
0

30
+∞ 2 +∞
a − cos ( bx )  a a a
2
=  e−ax .  −  ∫ e −ax
.cos ( bx ) .dx = −   .I
b b 0 b 0 b2  b 
 a 2 + b2  a +∞
a
⇒ I = ⇒ I = ∫ e−ax . cos ( bx ) .dx =
 b2  b2 a 2 + b2
  0

+∞
I= ∫ e−ax . cos 2 ( bx ) .dx, Put u = e − ax ⇒ du = −a.e −ax
0
1 + cos ( 2bx ) x sin ( 2bx )
dv = cos 2 ( bx ) .dx ⇒ v = ∫ cos 2 ( bx ) .dx = ∫ .dx = +
2 2 2b
+∞ +∞
  x sin ( 2bx )   − ax  x sin ( 2bx )
I =  e−ax .  +  + a ∫ e . +
 .dx
 2 2b   0 0 2 2b
Another elementary approach – 1 phương pháp tiếp cận sơ cấp khác:
+∞ +∞
−λx sin x sin x
J ( λ) = ∫ e .dx, Note that J ( 0 ) = ∫ .dx
x x
0 0
+∞ +∞ +∞
−λx −λx ix − x ( λ−i ) −1
⇒ J′ ( λ ) = − ∫ e . sin x.dx = −K ∫ e .e .dx = −K ∫ e .dx =
0 0 0 λ2 + 1
+∞ +∞
 tan −1 λ  = − πdλ
⇒ lim  J ( λ ) − J ( 0 )  = −
∫ 2 = −
 0 2
0 λ +1
λ→+∞

+∞ +∞
sin x π  −λx sin x

⇒ J ( 0) = ∫ .dx =  Because lim J ( λ ) = lim ∫ e .dx = 0 
x 2  λ→+∞ λ→+∞ x 
0  0 

Wrong:
+∞ +∞
−αx α α.dβ
∫ e . cos ( βx ) .dx = ⇒ ∫ e−αx .dx ∫ cos ( βx ) .dβ = ∫
0 α 2 + β2 0 α 2 + β2
+∞ +∞
−αx sin ( β x ) β
⇒ ∫ e .dx ∫ cos ( βx ) .dβ = ∫ e−αx . .dx = tan −1  
0 0
x α
+∞ +∞
sin ( βx ) sin ( β x ) π
⇒ ∫ .dx = lim ∫ e−αx . .d ( βx ) =
0
x α→0+ 0 ( βx ) 2

31
+∞
cos x
*/ ∫ x2
.dx = −∞
0
Solution:
+∞ +∞ +∞
1
− sin ( ax ) 1 a =1 cos x − 1
∫ da ∫ .dx = ∫ . cos ( ax )  .dx = ∫ .dx
2 a =0
0 0
x
0 x 0 x2
+∞ +∞ +∞ +∞ +∞ +∞
cos x − 1 cos x dx cos x 1 cos x
⇒ ∫ x2
.dx = ∫ x2
.dx − ∫ 2
= ∫ x2
.dx −  
 x 0
= ∫ x2
.dx + ∞
0 0 0 x 0 0
+∞ +∞
1
− sin ( ax ) π π
1
cos x
= ∫ da ∫ .dx = − ∫ da = − ⇒ ∫ .dx = −∞
0 0
x 2 2
0 0 x2

+∞
b
*/ ∫ e−ax . sin ( bx ) .dx =
0 a 2 + b2
Solution:
+∞
− cos ( bx )
I= ∫ e−ax . sin ( bx ) .dx =, Put u = e− ax ⇒ du = −a.e−ax , dv = sin ( bx ) .dx ⇒ v =
b
0
+∞ +∞
 −ax − cos ( bx )  a −ax
⇒ I = e .  − ∫ e .cos ( bx ) .dx
 b 0 b
0
sin ( bx )
Put u = e−ax ⇒ du = −a.e−ax , dv = cos ( bx ) .dx ⇒ v =
b
2 +∞ +∞
1 a  −ax sin ( bx ) 
2
3a  −ax 1 a
= − e .  + ( −1)   ∫ e .sin ( bx ) .dx = − −   .I
b b b 0 b b b
0
 a 2 + b2  1 +∞
b
⇒ I  = ⇒ I = ∫ e−ax . sin ( bx ) .dx =
 b2  b a 2 + b2
  0

+∞ +∞
cos x dx
* ∫ x
.dx = ∫ x
= +∞
0 0
Solution:

32
+∞
−αx −αx β 1
1 d β2
+∞ 1 1
β.dβ ( )
∫ e .sin ( βx ) .dx = α 2 + β2 ⇒ ∫ e .dx ∫ sin ( βx ) .dβ = ∫ α2 + β2 = 2 ∫ α2 + β2
0 0 0 0 0
+∞ +∞ β=1
−αx  − cos ( βx ) 
1 β=1
−αx 1  
⇒ ∫ e .dx ∫ sin ( βx ) .dβ = ∫ e .  .dx = . ln α 2 + β2
 x β=0 2  β=0
0 0 0
+∞
−αx 1 − cos x 1 α2 + 1
⇒ ∫ e .
x
.dx = − .ln
2 α2
0
+∞ +∞
−αx 1 − cos x 1 − cos x 1
⇒ lim ∫ e . .dx = ∫ .dx = − .ln 1 = 0
α→0+ 0 x
0
x 2
+∞ +∞
⇒ ∫
cos x
x
.dx = ∫
dx
x
( )
= ln ( +∞ ) − ln 0+ = +∞ − ( −∞ ) = +∞
0 0

'
e 2

*/  ∫ ( ln ax ) .dx 
 1 
a
'
e 2
 e
' 2
e
2
e
 ∫ ( ln ax ) .dx  = 2∫ ( ln ax ) a .ln ax.dx = ∫ ln ax.dx = ln ax.d ( ax )
 1  a 2∫
1 1 a 1
a
2 x =e 2
= .  ax ( ln ax − 1)  (
= e ( ln ( ae ) − 1) − ( ln a − 1)
x =1 a )
a2
2 2
= ( e ( ln a + ln e − 1) − ( ln a − 1) ) = ( ln a ( e − 1) + 1)
a a

e e a =e e e
2.ln ax.da ( ln ax ) 2  .dx = ∫ ( ln e.x ) − ( ln x )  .dx
2 2
⇒∫ ∫ dx = ∫
a 
 
 a =1 
 
1 1 1 1
e e
e
= ∫ ( ln x + ln e ) − ( ln x )  .dx = ∫ ( 2 ln x + 1) .dx =  2x. ( ln x − 1) + x 
2 2
  1
1 1
= ( 2e. ( ln e − 1) − 2 ( ln1 − 1) + e − 1) = 2 + e − 1
e
e
2.ln ax.da
e
ln a 2da  ( ln a ) 2 
e e
e
∫ a ∫ dx = 2 ( e − 1) ∫ a .da + ∫ a = 2 ( e − 1) .  2  + [ 2ln a ]1 = e − 1 + 2
1 1 1 1  1

33
+∞
π2
* I= ∫ (
log 1 + e −x
) 1
dx = ζ (2) =
2 12
0
Solution:
+∞
π2
* I= ∫ (
log 1 + e −x
) 1
dx = ζ (2) =
2 12
0
+∞  e− x  1 − log y 1
 dy  dy log y
∫ dx  ∫ 1 + y  = ∫ 1 + y ∫ dx = − ∫ 1 + y dy
0  0  0 0 0
 

{ }
D = 0 ≤ y ≤ e− x , 0 ≤ x < +∞ , y ≤ e− x ⇒ − x ≥ log y ⇒ x ≤ − log y
x = +∞ ⇒ y = 0, x = 0 ⇒ y = 1
dy dy
Put u = log y ⇒ du = , dv = ⇒ v = log 1 + y
y 1+ y
1 1 1
log y 1 log 1 + y .dy log 1 + y .dy
⇒ I = −∫ dy = − log 1 + y .log y  + ∫ = +∫
1+ y 0 y y
0 0 0

n
k −1 y
k log ( y + 1) n
k −1 y
k −1
log ( y + 1) = ∑ ( −1) ⇒ = ∑ ( −1)
k =1 k y k =1 k
1
log ( y + 1) .dy
1 1 n n  ( −1) k −1 .y k
k −1  n ( −1) k −1
k −1 y
⇒I= ∫ = ( −1) ∫∑
.dy =  ∑  =∑
0
y
0 k =1
k k =1  k2 
 0 k =1 k
2

1 1 1  1 1 1   1 1 
=1− + − − ... = −  + + + ...  + 1 + + + ... 
22 32 42  2 2 4 2 62   32 52 
 1 1 1   1 1 1 1 
= −2  + + + ...  +  1 + + + + + ... 
 2 2 42 62   22 32 42 52 
n 1 1 n 1 1 π2
= −2 ∑ = − ζ ( 2) + ζ ( 2) = ζ ( 2) =
2 ∑ 2
+
k =1 ( 2k ) k =1 k 2 2 12

( −1) 0 .0! ( −1) 1 .1!


* f ( x ) = log ( x + 1) ⇒ f ( x ) = '
,f ''
( x) =
x +1 ( x + 1) 2
( 3) ( −1) 2 .1!.2 ( 4 ) ( −1) 3 .3!
f ( x) = , f ( x) =
3 4
( x + 1) ( x + 1)
Theo quy nạp ta được:
34
n −1
f ( ) ( x ) = ( log ( x + 1) )
n ( n ) = ( −1) . ( n − 1) !
⇒ f ( ) ( 0 ) = ( −1)
n n −1
. ( n − 1) !
( x + 1) n
n f ( k ) ( 0) n ( −1) k −1 .( k − 1) ! n k
k −1 x
⇒ log ( x + 1) = ∑ .x =k
∑ k
x = ∑ ( −1)
k =1 k! k =1 k! k =0 k
k
k −1 ( x − 1)
n
⇒ log x = log ( x − 1 + 1) = ∑ ( −1)
k =1 k

+∞
* I= ∫ ( 1
log 2 1 + e− x dx = ζ ( 3)
4
)
0
2 log ( 1 + x )
( )
'
log 2 ( 1 + x ) =
1+ x
 e− x  1
+∞
 2 log ( 1 + y )  2 log ( 1 + y ) .dy − log y 1
log ( 1 + y ) .log y.dy
∫  ∫ 1+ y
dx .dy
 ∫
=
1+ y ∫ dx = −2 ∫ 1+ y
0  0  0 0 0
 

{ }
D = 0 ≤ y ≤ e− x , 0 ≤ x < +∞ , y = e− x ⇒ x = − log y = log y −1 ( )
x = +∞ ⇒ y = 0, x = 0 ⇒ y = 1

1
log ( y + 1) .log y.dy
I=∫ ( where t = y + 1)
y +1
0
 log ( y + 1) log y   ( y + 1) log ( y + 1) + y.log y 
Put u = log y.log ( y + 1) ⇒ du =  +  .dy =   .dy,
 y y +1   y ( y + 1) 
dy
dv = ⇒ v = log y + 1
y +1
1
1 ( y + 1) log 2
( y + 1) + y.log y.log ( y + 1) 
⇒ I =  log y.log 2
( y + 1 
)  ∫−  .dy
 0 y ( y + 1) 
0 

1
log 2 ( y + 1) .dy 1
log ( y + 1) .log y.dy 1
log 2 ( y + 1) .dy
= −∫ −∫ = −∫ −I
y y +1 y
0 0 0

1 log
1 2
( y + 1) .dy
⇒I=− ∫ ,
2 y
0

35
When two functions f and g are decomposed into power series around the same center c, the
power series of the sum or difference of the functions can be obtained by termwise addition and
subtraction. That is, if:
∞ ∞
n n
f ( x) = ∑ a n ( x − c) , g ( x ) = ∑ bn ( x − c )
n =0 n =0

n
⇒ f ( x) ± g ( x) = ∑ ( a n ± bn ) ( x − c )
n =0
 ∞ n 

n
f ( x ) .g ( x ) =  ∑ a n ( x − c )  ∑ b n ( x − c ) 
  
 n =0  n =0 
∞ ∞ ∞  n 
i+ j n
= ∑ ∑ a i .b j ( x − c ) = ∑  ∑ a i b n −i  ( x − c ) .
 
i =0 j=0 n =0  i =0 

(
+∞ log 1 + x 2 .dx )
1 π  1 + sin θ  Li 2 (−e2iθ ) − Li 2 ( −e−2iθ ) 
* I= ∫ 2
x + 2x cos θ + 1
=
sin θ
 log 
 4  1 − sin θ
 + θ.log 2cos θ +
 4i


0

Let I ( a ) =
(
+∞ log a 2 + x 2 .dx )
∫ 2
0 x + 2x cos θ + 1

Then it is easy to show that I(0) = 0, and what we want to calculate is now the value of I(1).

Differentiating I(α), we have


+∞
dx
I ( α ) = 2a
'

0 ( x2 + 2x cos θ + 1) ( x 2 + a 2 )
2a Ax + B Cx + D
Put = +
( x2 + 2x cos θ + 1) ( x2 + a 2 ) x2 + 2x cos θ + 1 x2 + a 2
⇒ ( Ax + B) ( x 2 + a 2 ) + ( Cx + D ) ( x 2 + 2x cos θ + 1) = 2a

⇒ lim ( Ax + B) ( x 2 + a 2 ) + ( Cx + D ) ( x 2 + 2x cos θ + 1)  = 2a
x →i.a  
⇒ ( i.C.a + D ) ( −a 2 + 2i.a.cos θ + 1) = 2a

36
⇒ −i.a 3.C − 2a 2 .C.cos θ + i.a.C − a 2 .D + 2i.a.D.cos θ + D = 2a

( )
⇒ D 1 − a 2 − 2a 2 .C.cos θ = 2a ( 1) , (
i a.C − a 3.C + 2a.D.cos θ = 0 )
(
⇒ 2D.cos θ + C 1 − a 2 = 0 ⇔ D = ) C
2 cos θ
(
. a2 − 1 )
Substituing D into ( 1) :
C
2 cos θ
( )(
. a 2 − 1 1 − a 2 − 2a 2 .C.cos θ = 2a )
( ) ( )
2 2 2
⇔ −C a 2 − 1 − 4a 2 .C. ( cos θ ) = 4a. cos θ ⇔ C a 4 − 2a 2 + 1 − 4a 2 . ( cos θ ) = −4a.cos θ

( ( ) + 1)
−1
2
⇒ C = −4a.cos θ. a − 2a 1 + 2 ( cos θ ) 4 2

( )
−1
= −4a.cos θ. a 4 − 2a 2 .cos 2θ + 1

. ( a 2 − 1) = −2a ( a 2 − 1) . ( a 4 − 2a 2 .cos 2θ + 1)
C −1
D=
2cos θ
2 2
x 2 + 2x cos θ + 1 = ( x + cos θ ) + ( sin θ ) = 0 ⇒ ( x + cos θ ) = i.sin θ

⇒ x = − cos θ + i.sin θ = cos ( π − θ ) + i.sin ( π − θ ) = e (


i π−θ)

⇒ lim (
( Ax + B) x 2 + a 2 + ( Cx + D ) x 2 + 2x cos θ + 1
i π−θ) 
) ( )  = 2a
x →e (

(
⇒ A.e (
i π−θ )
)(
+B e (
2i π−θ )
+ a 2 = 2a )
⇒ A.e (
3i π−θ )
+ a 2 .A.e (
i π−θ )
+ B.e (
2i π−θ )
+ a 2 .B = 2a

(
⇒ A cos ( 3π − 3θ ) + i.sin ( 3π − 3θ ) + a 2 .cos ( π − θ ) + i.a 2 .sin ( π − θ ) )
+ B ( cos ( 2π − 2θ ) + i.sin ( 2π − 2θ ) ) + a 2 .B = 2a

( )
⇒ A cos ( 3π − 3θ ) + a 2 .cos ( π − θ ) + B.cos ( 2π − 2θ ) + a 2 .B = 2a

⇒ A ( − cos 3θ − a 2 .cos θ) + B.cos 2θ + a 2 .B = 2a ( 1)

i.A ( sin ( 3π − 3θ ) + a 2 .sin ( π − θ ) ) + i.B.sin ( 2 π − 2θ ) = 0

⇒ A ( sin 3θ + a 2 .sin θ) − B.sin 2θ = 0 ⇒ A =


B.sin 2θ
sin 3θ + a 2 .sin θ

37
Substituing A into ( 1) :
(
− B.sin 2θ cos3θ + a 2 .cos θ ) + B.cos 2θ + a 2.B = 2a
sin 3θ + a 2 .sin θ
 − sin 2θ.cos3θ − a 2 .sin 2θ.cos θ + cos 2θ.sin 3θ + a 2 .cos 2θ.sin θ  2
⇒ B  + a .B = 2a, ( 1)
 sin 3θ + a 2
.sin θ 
 
1 1
− sin 2θ.cos3θ = − ( sin ( −θ ) + sin 5θ ) = ( sin θ − sin 5θ )
2 2
1
cos 2θ.sin 3θ = ( sin θ + sin 5θ ) ⇒ cos 2θ.sin 3θ − sin 2θ.cos 3θ = sin θ
2

−a 2 a2
2
−a .sin 2θ.cos θ = ( sin θ + sin 3θ) , a .cos 2θ.sin θ = ( sin ( −θ) + sin 3θ )
2
2 2
⇒ a 2 .cos 2θ.sin θ − a 2 .sin 2θ.cos θ = −a 2 .sin θ

1
 sin θ 1 − a 2 
sin a.cos b = ( sin ( a − b ) + sin ( a + b ) ) ( 1) ⇒ B 
( )
 + a 2 .B = 2a
2  2 
 sin 3θ + a .sin θ 
 

) )
−1 −1

⇒ B = 2a
 sin θ 1 − a 2
 ( +a

2
= 2a 
(
 sin θ 1 − a 2 + a 2 .sin 3θ + a 4 .sin θ 

 sin 3θ + a 2 .sin θ   2
sin 3θ + a .sin θ 
   
   

   
 sin 3θ + a 2 .sin θ  sin 3θ + a 2 .sin θ
⇒ B = 2a = 2a  

 ( )
 sin θ 1 − a 2 + a 2 .sin 3θ + a 4 .sin θ 



 sin θ + a 2
. ( sin 3θ − sin θ ) + a 4
. sin θ 

A+B A−B
sin 3θ − sin θ = 2 cos 2θ.sin θ, sin A − sin B = 2cos .sin
2 2
sin3θ = 3sin θ − 4sin3 θ
 3sin θ − 4sin3 θ + a 2 .sin θ   3 − 4sin 2 θ + a 2 
⇒ B = 2a   = 2a  
 sin θ + 2a 2 . cos 2θ.sin θ + a 4 .sin θ   1 + 2a 2 . cos 2θ + a 4 
   
 4 − 4sin 2 θ + a 2 − 1   4 cos2 θ + a 2 − 1 
= 2a   = 2a  4 
 a 4 + 2a 2 . cos 2θ + 1   a + 2a 2 . cos 2θ + 1 
   

B.sin 2θ 2a. sin 2θ


A= =
sin 3θ + a 2 .sin θ sin θ + 2a 2 . cos 2θ.sin θ + a 4 .sin θ
4a. sin θ.cos θ 4a.cos θ
= =
a 4 .sin θ + 2a 2 . cos 2θ.sin θ + sin θ a 4 + 2a 2 . cos 2θ + 1
38
+∞ +∞ +∞
I ( α ) = 2a
' dx ( Ax + B) .dx ( Cx + D ) .dx
∫ = ∫ x + cos θ 2 + sin θ 2 ∫ x 2 + a 2
+
2
( 2
0 x + 2x cos θ + 1 x + a )(
2
) 0 ( ) ( ) 0

+∞
( Ax + B) .dx A (
+∞ d x 2 + 2x cos θ + 1 )
I1 = ∫ 2 2
= ∫
0 ( x + cos θ ) + ( sin θ )
2
0 ( x + cos θ) 2 + ( sin θ) 2
+∞ +∞
A 2cos θ.dx B.dx
− ∫ + ∫
2
0 ( x + cos θ) 2 + ( sin θ) 2 0 ( x + cos θ) 2 + ( sin θ) 2
+∞
A 2
= .log ( x + cos θ ) + ( sin θ )
2 +∞ ( B − A.cos θ) dx
+ ∫ 2 2
0 ( x + cos θ ) + ( sin θ )
2 0

+∞
( B − A.cos θ) dx = ( B − A.cos θ) . arctan  x + cos θ  +∞
∫ x + cos θ 2 + sin θ 2 sin θ   
sin θ  0
0 ( ) ( )  
( B − A.cos θ) .  π − arctan cot θ  = ( B − A.cos θ ) .  π − arctan  tan  π − θ   
=  ( )    
sin θ 2  sin θ 2  2 
( B − A.cos θ) .θ ⇒ I A 2 2 +∞ ( B − A.cos θ ) .θ
= 1 = .log ( x + cos θ ) + ( sin θ ) +
sin θ 2 0 sin θ

 4 cos2 θ + a 2 − 1  B.sin 2θ 4a.cos θ


B = 2a   ,A= =
 a 4 + 2a 2 . cos 2θ + 1  sin 3θ + a 2 .sin θ a 4 + 2a 2 . cos 2θ + 1
 
8a cos2 θ + 2a 3 − 2a − 4a.cos2 θ 4a.cos2 θ + 2a 3 − 2a
⇒ B − A.cos θ = =
a 4 + 2a 2 . cos 2θ + 1 a 4 + 2a 2 . cos 2θ + 1

=
2a. ( cos 2θ + 1) + 2a 3 − 2a
=
(
2a a 2 + cos 2θ )
a 4 + 2a 2 . cos 2θ + 1 a 4 + 2a 2 . cos 2θ + 1

39
+∞
( Cx + D ) .dx = C .+∞ d ( x
2
+ a2 ) + +∞ D.dx
I2 = ∫ x2 + a2 2 ∫ x2 + a2
∫ 2 2
0 0 0 x +a
+∞ D  +∞ +∞ D π
C x C
= .log x 2 + a 2 + . arctan  = .log x 2 + a 2 + .
2 0 a  a 0 2 0 a 2

( ( ) )
−1
( )
2 −1
C = −4a.cos θ. a 4 − 2a 2 1 + 2 ( cos θ ) + 1 = −4a.cos θ. a 4 − 2a 2 .cos 2θ + 1

( ) ( )( )
C −1
⇒ C = − A, D = . a 2 − 1 = −2a a 2 − 1 . a 4 − 2a 2 .cos 2θ + 1
2cos θ

A 2 2 +∞
⇒ I ( a ) = I1 + I 2 = .log ( x + cos θ ) + ( sin θ )
'
2 0

+
( B − A.cos θ) .θ + C .log x 2 + a 2 +∞ + D . π
sin θ 2 0 a 2
A 2 2 +∞ A +∞
I 3 = .log ( x + cos θ ) + ( sin θ ) − .log x 2 + a 2
2 0 2 0
2 2 +∞
=
A
log
( x + cos θ) + ( sin θ) =−
A
log
1 A
= .log a 2 = A.log a
2 x2 + a2 2 a2 2
0

⇒ I' ( a ) = A.log a +
( B − A.cos θ ) .θ + D . π
sin θ a 2

I' ( a ) =
2a  θ

a 4 + 2a 2 cos 2θ + 1  sin θ
( )π1 
a 2 + cos 2θ + cos θ.log a 2 +  − a  
2a 
( )
Thus integrating both side with respect to α from 0 to 1 and partially applying the substitution
x = α 2 , we have

(1) I(1) = ∫
1
 θ
dx 
1
( x + cos 2θ ) + cos θ.log x  + ∫ 4
π 1 − α 2 .dα ( )

2  sin θ  0 α + 2α 2 . cos 2θ + 1
0 x + 2x cos 2θ + 1

Here, the last term of RHS is again integral of a rational function. So we can evaluate it. Or you

40
can use the taylor expansion
cos θ 1 ∞
(2)
2
= ∑ ( −1) n −1 .x n −1.sin ( 2nθ)
x + 2x.cos 2θ + 1 2sin θ n =1
2m ( −1) k
cos x = ∑ ( 2k ) ! x
2k
k =0
cos θ cos θ ( 2x + 2cos 2θ )
f ( x) = ⇒ f ' ( x) =
x 2 + 2x.cos 2θ + 1
( )
2
x 2 + 2x.cos 2θ + 1

(3) ∫
1 (
π 1 − α 2 .dα) −1
π tanh ( sin θ )
= .
α 4
+ 2α 2
cos 2 θ + 1 2 sin θ
0
1
θ x + cos 2θ θ
(4)
sin θ ∫ x 2 + 2x cos 2θ + 1
.dx =
sin θ
( log cos θ + log 2 )
0

* I=∫
1 (
π 1 − a 2 .da ) −1
π tanh ( sin θ )
= .
4 2 2 sin θ
0 a + 2a . cos 2θ + 1
Thus combining (1), (3) and (4), we have
(
+∞ log 1 + x 2 .dx )1 π −1  cos θ.log x.dx
1
∫ x 2 + 2x cos θ + 1 = sin θ  2 .tanh (sin θ) + θ.log 2cos θ  + ∫ x 2 + 2x cos 2θ + 1
0 0

1
cos θ.log x.dx
Therefore it remains to evaluate ∫ x 2 + 2x cos 2θ + 1 . But using (2) again, we have
0
1 1
cos θ.log x.dx 1 ∞ n −1 n −1
∫ x 2 + 2x cos 2θ + 1 = 2sin θ ∑ ( −1) sin ( 2nθ ) ∫ x . log x.dx
0 n =1 0
,
1 ∞ (−1)n
= ∑
2sin θ n =1 n 2
.sin ( 2nθ ) =
1 
4i. sin θ 
(
Li 2 −e2iθ − Li 2 −e2iθ 
 ) ( )
completing the proof.

Using this formula, we can obtain some special values for this integral. For example,
(
∞ log 1 + x 2 ) .dx = π
( ) 1  2  1 
∫ 2 3
log 2 + 3 +  ψ1   − ψ1   
12   3   3 
0 1+ x + x

41
* I( a) =
(
∞ log x 2 + a 2 ) .dx ⇒ I' ( a ) = ∞ 2a.dx
∫ ∫
0 x2 + x + 1 2
( 2
0 x + x +1 x + a )( )
2a A.x + B C.x + D
Put = +
( x2 + x + 1) ( x2 + a 2 ) x2 + x + 1 x 2 + a
⇒ ( A.x + B) ( x 2 + a 2 ) + ( C.x + D ) ( x 2 + x + 1) = 2a

( )
⇒ lim ( Ax + B) x 2 + a 2 + ( Cx + D ) x 2 + x + 1
x →i.a 
( )  = 2a
( )
⇒ ( C.i.a + D ) −a 2 + i.a + 1 = 2a ⇒ −i.C.a 3 − C.a 2 + i.C.a − D.a 2 + i.D.a + D = 2a

⇒ −a 2 ( C + D ) + D = 2a, i ( a.D − a 3.C + a.C) = 0

⇒
 ( ) ( )
 D 1 − a 2 − a 2 .C − 2a = 0  D = C a 2 − 1
⇒

D + C ( 1 − a2 ) = 0 C ( a 2 − 1) ( 1 − a 2 ) − a 2 .C − 2a = 0
 

( ) ( )
2 2
⇒ −C a 2 − 1 − a 2 .C − 2a = 0 ⇔ C a 2 − 1 + a 2 .C + 2a = 0

( )
−2a a 2 − 1
( )
⇔ C a 4 − 2a 2 + 1 + a 2 = −2a ⇔ C =
−2a
a4 − a2 + 1
(
, D = C a2 − 1 = ) a4 − a2 + 1

42

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