Exercise:
Compute, $\int_{0}^{1}{\frac{\ln
x}{{{x}^{x}}}dx}$
Solution: we
have $\int_{0}^{1}{\frac{\ln x}{{{x}^{x}}}dx}=\int_{0}^{1}{\frac{\ln
x}{{{e}^{\ln {{x}^{x}}}}}dx=\int_{0}^{1}{\frac{\ln x}{{{e}^{x\ln x}}}dx}}$
And we know
that $\frac{d}{dx}\left( x\ln x \right)=\ln x+1\Leftrightarrow d\left( x\ln x
\right)=\left( \ln x+1 \right)dx$
So $\int_{0}^{1}{\frac{\ln
x}{{{e}^{x\ln x}}}dx}=\int_{0}^{1}{\frac{\ln x+1-1}{{{e}^{x\ln
x}}}dx}=\int_{0}^{1}{\frac{\ln x+1}{{{e}^{x\ln
x}}}dx-\int_{0}^{1}{\frac{dx}{{{e}^{x\ln x}}}}}$
$=\underset{t\to
0}{\mathop{\lim }}\,\int_{t}^{1}{\frac{d\left( x\ln x \right)}{{{e}^{x\ln
x}}}-\int_{0}^{1}{{{e}^{-x\ln x}}dx}=\underset{t\to 0}{\mathop{\lim
}}\,\int_{t}^{1}{{{e}^{-x\ln x}}d\left( x\ln x \right)-\int_{0}^{1}{{{e}^{-x\ln
x}}dx}}}$
$=\underset{t\to
0}{\mathop{\lim }}\,\left( -{{e}^{-x\ln x}}
\right)_{t}^{1}-\int_{0}^{1}{{{x}^{-x}}dx=-{{e}^{0}}+\underset{t\to \infty
}{\mathop{\lim }}\,{{e}^{-t\ln t}}-\int_{0}^{1}{{{x}^{-x}}dx}}$
But $\underset{t\to
0}{\mathop{\lim }}\,{{e}^{-t\ln t}}={{e}^{-\underset{t\to 0}{\mathop{\lim
}}\,t\ln t}}$ and $\underset{t\to 0}{\mathop{\lim }}\,t\ln t=\underset{t\to
0}{\mathop{\lim }}\,\frac{\ln t}{\frac{1}{t}}=\underset{t\to 0}{\mathop{\lim
}}\,t=0$
So $\int_{0}^{1}{\frac{\ln
x}{{{x}^{x}}}dx}=-1+1-\int_{0}^{1}{{{x}^{-x}}dx=-\int_{0}^{1}{{{x}^{-x}}dx}}$
Notice that ${{x}^{-x}}={{e}^{\ln
{{x}^{-x}}}}={{e}^{-x\ln x}}$ and
we know that
${{e}^{u}}=\sum\limits_{n=0}^{\infty }{\frac{{{u}^{n}}}{n!}}$ so ${{e}^{-x\ln
x}}=\sum\limits_{n=0}^{\infty }{\frac{{{\left( -x\ln x \right)}^{n}}}{n!}}$
Since the
power series is uniformly convergence over $\left[ 0,1 \right]$
\[\Rightarrow
\int_{0}^{1}{{{x}^{-x}}dx=}\int_{0}^{1}{\sum\limits_{n=0}^{\infty
}{\frac{{{x}^{n}}{{\left( -\ln x
\right)}^{n}}}{n!}dx=}}\sum\limits_{n=0}^{\infty
}{\int_{0}^{1}{\frac{{{x}^{n}}}{n!}{{\left( -\ln x
\right)}^{n}}dx}}=\sum\limits_{n=0}^{\infty }{v\left( n \right)}\]
Where $v\left( n
\right)=\int_{0}^{1}{\frac{{{x}^{n}}}{n!}{{\left( -\ln x \right)}^{n}}dx}$
Let$u=-\ln
x\Leftrightarrow du=-\frac{1}{x}dx\Leftrightarrow -xdu=dx$ and ${{e}^{u}}=\frac{1}{x}\Leftrightarrow
x={{e}^{-u}}$
So $v\left(
n \right)=\int_{0}^{1}{{{\left( -\ln x
\right)}^{n}}\frac{{{x}^{n}}}{n!}dx}=\int_{0}^{\infty }{{{u}^{n}}\frac{{{\left(
{{e}^{-u}} \right)}^{n}}{{e}^{-u}}}{n!}du}$
$\Rightarrow
v\left( n \right)=\int_{0}^{\infty }{{{u}^{n}}\frac{{{\left( {{e}^{-u}}
\right)}^{n}}{{e}^{-u}}}{n!}du}=\frac{1}{n!}\int_{0}^{\infty
}{{{u}^{n}}{{e}^{-u\left( n+1 \right)}}du}$
Now Let $w=u\left(
n+1 \right)\Leftrightarrow dw=\left( n+1 \right)du\Leftrightarrow
du=\frac{dw}{n+1}$
So $v\left(
n \right)=\frac{1}{n!}\int_{0}^{\infty }{{{u}^{n}}{{e}^{-u\left( n+1 \right)}}du}=\frac{1}{n!}\int_{0}^{\infty
}{\frac{{{w}^{n}}{{e}^{-w}}}{{{\left( n+1 \right)}^{n}}}\times
}\frac{dw}{n+1}=\frac{1}{{{\left( n+1 \right)}^{n+1}}n!}\int_{0}^{\infty
}{{{w}^{n}}{{e}^{-w}}dw}$
But $\Gamma
\left( n \right)=\int_{0}^{\infty }{{{w}^{n}}{{e}^{-w}}dw=n!}$ thus $v\left( n
\right)=\frac{n!}{{{\left( n+1 \right)}^{n+1}}n!}=\frac{1}{{{\left( n+1
\right)}^{n+1}}}$
Thus $\sum\limits_{n=0}^{\infty
}{\frac{{{\left( -x\ln x \right)}^{n}}}{n!}=\sum\limits_{n=0}^{\infty }{v\left(
n \right)=\sum\limits_{n=0}^{\infty }{\frac{1}{{{\left( n+1
\right)}^{n+1}}}=\sum\limits_{n=1}^{\infty
}{\frac{1}{{{n}^{n}}}=\sum\limits_{n=1}^{\infty }{{{n}^{-n}}}}}}}$
so $\int_{0}^{1}{{{x}^{-x}}dx}=\int_{0}^{1}{\frac{1}{{{x}^{x}}}dx}=\sum\limits_{n=1}^{\infty
}{\frac{1}{{{n}^{n}}}}=\sum\limits_{n=1}^{\infty }{{{n}^{-n}}}$ (sophomore's
dream function)
Therefore, $\int_{0}^{1}{\frac{\ln
x}{{{x}^{x}}}dx}=-\int_{0}^{1}{{{x}^{-x}}dx}=-\sum\limits_{n=1}^{\infty
}{{{n}^{-n}}}\approx -1.2912860174669885$
*__________________________________
the startup idea of the Solution is credit to Katrina Linda
*__________________________________
the startup idea of the Solution is credit to Katrina Linda
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