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Evaluate $\displaystyle \int\limits_0^1 \dfrac{\ln^m (1+x)\ln^n x}{x}\; dx$ for $m,n\in\mathbb{N}$

I was wondering if the above had some kind of a closed form, here some of the special cases have been discussed but this one is really a fascinating one.

I guess there's no general taylor expansion for $\ln^m (1+x)$ and so transforming into a series wouldn't be that easy.

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    Are $m,n \in \mathbb{N}$?2017-02-25
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    Is this $(\ln(x))^m$ or $\ln\circ\ln\circ\dots\circ\ln(x)$?2017-02-25
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    @mrnovice thanks, I forgot to mention that2017-02-25
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    @Fimpellizieri it is $(\ln x)^m$2017-02-25
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    The similar integral $$ \int_{0}^{1}\frac{\log^m(1-x)\log^n(x)}{x}\,dx $$ depends on derivatives of Euler's Beta function, through differentiation under the integral sign.2017-02-25
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    Your problem boils down to the previous one by exploiting $\log(1+x)=\log(1-x^2)-\log(1-x)$, the binomial theorem and a suitable change of variable.2017-02-25
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    And $\log^m (1+x) = \left(\log(1-x^2)-\log(1-x)\right)^m$ would result in an binomial sum (m+n)-th derivative of Euler's Beta function :/ . I haven't yet found an easier way to start at least2017-02-25
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    This is only skeptical, but if we let $x=u^p$ and take $p\to0$, it follows that $$I\stackrel?=\frac{\ln^m(2)}{n+1}$$Highly skeptical :). Hopefully someone better than limits can follow this interesting idea (@JackD'Aurizio )2017-02-25
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    if you don't like beta derivatives, you might find some inspiration here: http://math.stackexchange.com/questions/2118580/solving-higher-order-logarithms-integrals-without-the-beta-function/2139812#21398122017-02-25
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    As an alternative, the Taylor series of $\log(1\pm x)^m$ depends on Stirling numbers, and it can be termwise integrated against $\frac{\log(x)^n}{x}$, making the given integral equal to an Euler sum.2017-02-25
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    @JackD'Aurizio, Oh I didn't see you already pointed out the use of Stirling numbers.2017-02-25

2 Answers 2

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Stirling numbers of the first kind might be useful here, Consider

$$m! \sum_{k=m}^\infty (-1)^{k-m} \left[k\atop m\right] \frac{x^k}{k!} = \log^m(1+x)$$

$$\int\limits_0^1 \dfrac{\log^m (1+x)\log^n x}{x}\; dx = m! \sum_{k=m}^\infty (-1)^{k-m} \left[k\atop m\right] \frac{1}{k!} \int^1_0 x^{k-1} \log^n(x)\,dx$$

Now it is easy to see that

$$\int^1_0 x^{k-1} \,dx = \frac{1}{k}$$

By differentiation $n$ times with respect to $k$

$$\int^1_0 x^{k-1} \log^n(x)\,dx = (-1)^n\frac{n!}{k^{n+1}}$$

Substituting back we have

$$\int\limits_0^1 \dfrac{\log^m (1+x)\log^n x}{x}\; dx =(m!)(n!) \sum_{k=m}^\infty (-1)^{k-m+n} \left[k\atop m\right] \frac{1}{k!\, k^{n+1}}$$

Now the Striling numbers could related to Euler sums through equations like

$$\frac{\left[k\atop 3\right]}{k!} =\frac{ (H_{k-1})^2-H^{(2)}_{k-1}}{2k}$$

and

$$\frac{\left[k\atop 4\right]}{k!} =\frac{ (H_{k-1})^3-3H^{(2)}_{k-1}H_{k-1}+2H^{(3)}_{k-1}}{6k}$$

I don't think there exist a simple formula but this procedure should work.


Case $m=2 , n=2$

$$\int\limits_0^1 \dfrac{\log^2 (1+x)\log^2 x}{x}\; dx =4 \sum_{k=2}^\infty (-1)^{k} \left[k\atop 2\right] \frac{1}{k!\, k^{3}}$$

Note that

$$\frac{\left[k\atop 2\right]}{k!} = \frac{H_{k-1}}{k}$$

Hence we deduce that

$$\int\limits_0^1 \dfrac{\log^2 (1+x)\log^2 x}{x}\; dx =4 \sum_{k=2}^\infty (-1)^{k} \frac{H_{k-1}}{\, k^{4}}$$

Note that

$$\begin{align} \sum_{k=2}^\infty (-1)^{k} \frac{H_{k-1}}{\, k^{4}} &=\sum_{k=2}^\infty (-1)^{k} \frac{H_{k}}{ k^{4}} -\sum_{k=2}^\infty (-1)^{k} \frac{1}{ k^{5}} \\ &=\sum_{k=1}^\infty (-1)^{k} \frac{H_{k}}{ k^{4}} -\sum_{k=1}^\infty (-1)^{k} \frac{1}{ k^{5}}\\ &= \frac{\zeta(2) \zeta(3)}{2} - \frac{ 29\zeta(5)}{32} \end{align}$$

We deduce that

$$\boxed{\int\limits_0^1 \dfrac{\log^2 (1+x)\log^2 x}{x}\; dx = 2\zeta(2) \zeta(3)- \frac{ 29}{8}\zeta(5)}$$

This implies we can represent the special case $m=2$

$$\int\limits_0^1 \dfrac{\log^2 (1+x)\log^n x}{x}\; dx =2 (-1)^n(n!) \left[ \sum_{k=1}^\infty (-1)^{k} \frac{H_k}{ k^{n+2}} + \left(1-2^{-n-2} \right) \zeta(n+3) \right]$$


General formula in terms of nonlinear Euler sums

Define $\{ m\}$ as the $l$ partitions of $m$ where $m = i_1r_1+\cdots i_l r_l$

$$ \frac{1}{(m+1)!} \log^{m+1}(1+x) =\sum_{\{m\}} \sum_{k=1}^\infty \prod^l_{j=1}\frac{(-1)^{i_j+1}}{(i_j)!} \left( \frac{H_{k-1}^{(r_j)}}{r_j}\right)^{i_j} \frac{(-x)^k}{k} $$

Substitute back in the integral

$$\int\limits_0^1 \dfrac{\log^{m} (1+x)\log^n x}{x}\; dx = (-1)^{n+1}(n!) (m)! \sum_{\{m-1\}} \sum_{k=1}^\infty \frac{(-1)^k}{k^{n+2}} \prod^{l'}_{j=1}\frac{(-1)^{i_j}}{(i_j)!} \left( \frac{H_{k-1}^{(r_j)}}{r_j}\right)^{i_j}$$

Reference: https://arxiv.org/pdf/math/0607514.pdf

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    I see, (+1) for the efforts. But the last infinite sum is almost impossible to tackle for any general value . So I guess a closed form doesn't exists.2017-02-25
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    @AdityaNarayanSharma, yeah this seems to generate an arbitrary terms of nonlinear generalized Euler sums.2017-02-25
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    @AdityaNarayanSharma, I included some examples2017-02-26
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    Great, the answer now looks substantial. You could add the closed form of the very last infinite series, alternating Euler sums2017-02-26
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    @AdityaNarayanSharma, I guess it can be representeded as a finite sum of the alternating zeta. I remember seeing it somewhere.2017-02-26
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    Yep, I have evaluated it [here](https://brilliant.org/discussions/thread/finding-euler/)2017-02-26
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    @AdityaNarayanSharma, but this is different than what we have.2017-02-26
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    I mean a similar sum. The alternating one is described in a lot of papers2017-02-26
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    @AdityaNarayanSharma, see the general formula in terms of generalized Euler sums.2017-02-26
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This is not going to be the full answer however it will be sufficient to obtain closed form expressions for some particular values of parameters. Allow me to use my own notation so that I can avoid typos and mistakes. Agan we want to compute the following quantity: \begin{equation} {\mathcal I}^{(p,d)}:= \int\limits_0^1 \frac{[\log(\xi)]^p [\log(1+\xi)]^d}{\xi} d\xi \end{equation} for $p\ge 1$ and $d\ge 1$. We have: \begin{eqnarray} {\mathcal I}^{(p,d)}&=&-\frac{d}{p+1} \int\limits_0^1 \frac{[\log(\xi)]^{p+1} [\log(1+\xi)]^{d-1}}{1+\xi} d\xi\\ &=& -\frac{d}{p+1} \int\limits_1^2 \frac{[\log(\xi)]^{d-1} [\log(\xi-1)]^{p+1}}{\xi} d\xi\\ &=& -\frac{d}{p+1} \sum\limits_{q=0}^{p+1} \binom{p+1}{q} (-1)^{d-1+q} \underbrace{\int\limits_{\frac{1}{2}}^1 \frac{[\log(u)]^{d-1+q}[\log(1-u)]^{p+1-q}}{u} du }_{{\mathcal J}^{(d,p)}_q} \end{eqnarray} In the top line we integrate by parts, in the second line we substituted $1+\xi \rightarrow \xi$ and in the bottom line we wrote $\xi-1 = \xi(1-1/\xi)$ took the logs, squared and and then substituted $1/\xi \rightarrow u$. Now we fix $p$ and $d$ and we evaluate the integrals in the sum top-down, meaning for $q=p+1,p,p-1,p-2,\cdots,0$. It is clear that the complexity increases with decreasing value of $q$. We have: \begin{eqnarray} {\mathcal J}^{(d,p)}_{p+1} &=&- \frac{[\log(\frac{1}{2})]^{d+p+1}}{(d+p+1)}\\ {\mathcal J}^{(d,p)}_{p+0} &=& (-1)^{d+p}(d+p-1)! \cdot \left[ \zeta(1+d+p) - \sum\limits_{l=0}^{d-1+p} \frac{[\log(2)]^l}{l!} Li_{1+d+p-l}(\frac{1}{2}) \right]\\ {\mathcal J}^{(d,p)}_{p-1} &=&2 (-1)^2 \sum\limits_{m\ge 1} \frac{H_{m-1}}{m} \frac{\partial^{d-2+p}}{\partial m^{d-2+p}}\left(\frac{1-2^{-m}}{m}\right)\\ &=&2!(-1)^{d+p}(d+p-2)! \cdot \left[ \zeta(d+p,1) - \sum\limits_{l=0}^{d-2+p} \frac{[\log(2)]^l}{l!} \cdot \zeta_p(2;d+p-l,1)\right]\\ {\mathcal J}^{(d,p)}_{p-2} &=&3 (-1)^3 \sum\limits_{m\ge 1} \left(\frac{[H_{m-1}]^2-H_{m-1}^{(2)}}{m}\right) \frac{\partial^{d-3+p}}{\partial m^{d-3+p}}\left(\frac{1-2^{-m}}{m}\right)\\ &=& 3! (-1)^{d+p} (d-3+p)! \cdot \left[ \zeta(d-1+p,1,1) - \sum\limits_{l=0}^{d-3+p} \frac{[\log(2)]^l}{l!} \zeta_+(2;d+p-1-l,1,1) \right] \end{eqnarray} Here $\zeta_+(t;p_1,p_2,p_3) := \sum\limits_{m_1 > m_2 > m_3 >0} t^{-m_1} \prod\limits_{\xi=1}^3 1/(m_\xi)^{p_\xi}$.

The first identity above is obvious. In the second identity we used integration by parts and in the subsequent lines we just expanded the second log in a series and integrated term by term. It is not hard to see the pattern that emerges. Note that the $\zeta(\cdots)$ quantities are in principle all reducable to single zeta quantities. In order to complete this solution we need to express that $\zeta_+(2;\cdots)$ quantities through single $\zeta$ quantities (whenever it is possible). We will do this in a systematic way by using the integral representations of the later. We will complete this asap.