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Special Integrals
of Gradshteyn
and Ryzhik
the Proofs - Volume II

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Special Integrals of Gradshteyn and Ryzhik: the Proofs – Volume ll, Victor H. Moll

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MONOGRAPHS AND RESEARCH NOTES IN MATHEMATICS

Special Integrals
of Gradshteyn
and Ryzhik
the Proofs - Volume II

Victor H. Moll
Tulane University
New Orleans, Louisiana, USA

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CRC Press
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© 2016 by Taylor & Francis Group, LLC
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 ✐ ✐

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Contents

Introduction xi
Chapter 1. Complete elliptic integrals 1
1.1. Introduction 1
1.2. Some examples 2
1.3. An elementary transformation 3
1.4. Some principal value integrals 6
1.5. The hypergeometric connection 7
1.6. Evaluation by series expansions 7
1.7. A small correction to a formula in Gradshteyn and Ryzhik 10
Chapter 2. The Riemann zeta function 15
2.1. Introduction 15
2.2. A first integral representation 16
2.3. Integrals involving partial sums of ζ(s) 18
2.4. The alternate version 20
2.5. The logarithmic scale 21
2.6. The alternating logarithmic scale 23
2.7. Integrals over the whole line 24
Chapter 3. Some automatic proofs 25
3.1. Introduction 25
3.2. The class of holonomic functions 25
3.3. A first example: The indefinite form of Wallis’ integral 28
3.4. A differential equation for hypergeometric functions in two
variables 29
3.5. An integral involving Chebyshev polynomials 30
3.6. An integral involving a hypergeometric function 33
3.7. An integral involving Gegenbauer polynomials 36
3.8. The product of two Bessel functions 37
3.9. An example involving parabolic cylinder functions 39
3.10. An elementary trigonometric integral 42
Chapter 4. The error function 45
4.1. Introduction 45
4.2. Elementary integrals 45
4.3. Elementary scaling 46
vii

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viii CONTENTS

4.4. A series representation for the error function 48

4.5. An integral of Laplace 49
4.6. Some elementary changes of variables 51
4.7. Some more challenging elementary integrals 53
4.8. Differentiation with respect to a parameter 54
4.9. A family of Laplace transforms 55
4.10. A family involving the complementary error function 57
4.11. A final collection of examples 60

Chapter 5. Hypergeometric functions 63

5.1. Introduction 63
5.2. Integrals over [0, 1] 63
5.3. A linear scaling 64
5.4. Powers of linear factors 65
5.5. Some quadratic factors 67
5.6. A single factor of higher degree 68
5.7. Integrals over a half-line 70
5.8. An exponential scale 72
5.9. A more challenging example 72
5.10. One last example: A combination of algebraic factors and
exponentials 73

Chapter 6. Hyperbolic functions 75

6.1. Introduction 75
6.2. Some elementary examples 75
6.3. An example that is evaluated in terms of the Hurwitz zeta
function 76
6.4. A direct series expansion 79
6.5. An example involving Catalan’s constant 80
6.6. Quotients of hyperbolic functions 80
6.7. An evaluation by residues 84
6.8. An evaluation via differential equations 86
6.9. Squares in denominators 87
6.10. Two integrals giving beta function values 89
6.11. The last two entries of Section 3.525 91

Chapter 7. Bessel-K functions 95

7.1. Introduction 95
7.2. A first integral representation of modified Bessel functions 97
7.3. A second integral representation of modified Bessel functions 101
7.4. A family with typos 104
7.5. The Mellin transform method 105
7.6. A family of integrals and a recurrence 108
7.7. A hyperexponential example 109

Chapter 8. Combination of logarithms and rational functions 117

✐ ✐

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“book2” — 2015/10/19 — 10:35 — page ix — #6

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CONTENTS ix

8.1. Introduction 117

8.2. Combinations of logarithms and linear rational functions 118
8.3. Combinations of logarithms and rational functions with
denominators that are squares of linear terms 120
8.4. Combinations of logarithms and rational functions with
quadratic denominators 121
8.5. An example via recurrences 123
8.6. An elementary example 124
8.7. Some parametric examples 127
8.8. Integrals yielding partial sums of the zeta function 130
8.9. A singular integral 133

Chapter 9. Polylogarithm functions 135

9.1. Introduction 135
9.2. Some examples from the table by Gradshteyn and Ryzhik 136

Chapter 10. Evaluation by series 141

10.1. Introduction 141
10.2. A hypergeometric example 141
10.3. An integral involving the binomial theorem 142
10.4. A product of logarithms 143
10.5. Some integrals involving the exponential function 145
10.6. Some combinations of powers and algebraic functions 146
10.7. Some examples related to geometric series 150

Chapter 11. The exponential integral 153

11.1. Introduction 153
11.2. Some simple changes of variables 153
11.3. Entries obtained by differentiation 155
11.4. Entries with quadratic denominators 156
11.5. Some higher degree denominators 158
11.6. Entries involving absolute values 160
11.7. Some integrals involving the logarithm function 161
11.8. The exponential scale 163

Chapter 12. More logarithmic integrals 165

12.1. Introduction 165
12.2. Some examples involving rational functions 165
12.3. An entry involving the Poisson kernel for the disk 167
12.4. Some rational integrands with a pole at x = 1 171
12.5. Some singular integrals 173
12.6. Combinations of logarithms and algebraic functions 176
12.7. An example producing a trigonometric answer 179

Chapter 13. Confluent hypergeometric and Whittaker functions 181

13.1. Introduction 181

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x CONTENTS

13.2. A sample of formulas 184

Chapter 14. Evaluation of entries in Gradshteyn and Ryzhik employing
the method of brackets 195
14.1. Introduction 195
14.2. The method of brackets 196
14.3. Examples of index 0 197
14.4. Examples of index 1 199
14.5. Examples of index 2 205
14.6. The goal is to minimize the index 207
14.7. The evaluation of a Mellin transform 212
14.8. The introduction of a parameter 213
Chapter 15. The list of integrals 215
15.1. The list 215
References 255
Index 259

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 ✐ ✐

“book2” — 2015/10/19 — 10:35 — page xi — #8

✐ ✐

Introduction

This represents the second volume of the project to evaluate all entries
in the classical table of integrals by I. Gradshteyn and I. S. Ryzhik. The first
volume appeared as [53]. The present collection contains papers that have
appeared in Revista Scientia. The author wishes to thank the editors of
this journal for their collaboration in this project.
Chapter 1: Complete elliptic integrals, 20, 2011, 45–59; with S. Boettner.
Chapter 2: The Riemann zeta function, 20, 2011, 61–71; with T. Amdeberhan
and K. Boyadzhiev.
Chapter 3: Some automatic proofs, 20, 2011, 93–111; with C. Koutschan.
Chapter 4: The error function, 21, 2011, 25–42; with M. Albano, T. Amde-
berhan, E. Beyerdsted.
Chapter 5: Hypergeometric functions, 21, 2011, 43–54; with K. Kohl.
Chapter 6: Hyperbolic functions, 22, 2011, 109–127; with K. Bodadzhiev.
Chapter 7: Bessel K-functions, 22, 2011, 129–151; with L. Glasser, K. Kohl,
C. Koutschan, A. Straub.
Chapter 8: Combinations of logarithms and rational functions, 23, 2012, 1–18;
with L. Medina.
Chapter 9: Polylogarithm functions, 23, 2012, 45–51; with K. McInturff.
Chapter 10: Evaluation by series, 23, 2012, 53–65.
Chapter 11: The exponential integral, to appear 2015; with K. Bodadzhiev.
Chapter 12: More logarithmic integrals, to appear 2015; with L. Medina.
Chapter 13: Confluent hypergeometric and Whittaker functions, to appear
2015; with A. Dixit.
Chapter 14: Evaluation of entries in Gradshteyn and Ryzhik employing the
method of brackets, 25, 2014, 65–84; with I. Gonzalez and K. Kohl.
The author was supported in part by NSF-DMS 1112656.

xi

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“book2” — 2015/10/19 — 10:35 — page 1 — #10

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CHAPTER 1

Complete elliptic integrals

1.1. Introduction
Elliptic integrals were at the center of analysis at the end of 19th century.
The complete elliptic integral of the first kind defined by
Z 1
dx
(1.1.1) K(k) := p
0 (1 − x )(1 − k 2 x2 )
2

is a function of the so-called modulus k 2 . The corresponding complete

elliptic integral of the second kind is defined by
Z 1r
1 − k 2 x2
(1.1.2) E(k) := dx.
0 1 − x2
The total collection of complete elliptic integrals contains one more, the so-
called complete elliptic integral of the third kind, defined by
Z 1
dx
(1.1.3) Π(n, k) := p .
2 2 2 2 2
0 (1 − n x ) (1 − x )(1 − k x )

The complementary integrals are defined by

(1.1.4) K′ (k) := K(k ′ )
√
where k ′ = 1 − k 2 is the so-called complementary modulus.
The change of variables x = sin t yields the trigonometric versions
Z π/2 Z π/2 p
dt
(1.1.5) K(k) = p and E(k) = 1 − k 2 sin2 t dt,
2 2
0 1 − k sin t 0

with a similar expression for Π(n, k).

In general, an elliptic integral is one of the form
Z b
P (x) dx
(1.1.6) I := ,
a y
where y 2 is a cubic or quartic polynomial in x. The integral is called complete
if a and b are roots of y = 0. It is clear that K(k) is elliptic. The same is true
for E(k), written in the form
Z 1
(1 − k 2 x2 ) dx
(1.1.7) E(k) := p .
0 (1 − x2 )(1 − k 2 x2 )

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2 1. ELLIPTIC INTEGRALS

1.2. Some examples

In this section we offer some evaluations from [35] that follow directly
from the definitions. Some special values are offered first. The evaluation of
these integrals is facilitated by Legendre’s relation
π
(1.2.1) K(k)E′ (k) + K′ (k)E(k) − K(k)K′ (k) = .
2
The reader will find this identity as Exercise 4 in Section 2.4 of [45].
Example 1.2.1.
√

 
1 2 1
(1.2.2) K −1 = √ Γ .
4 2π 4
The proof is direct. The integral is
(1.2.3)
Z 1
√ dx 1 1 −3/4 Γ(1/4) Γ(1/2)
Z
K( −1) = √ = y (1 − y)−1/2 dy = .
0 1−x 4 4 0 4Γ(3/4)
The result now follows from the symmetry rule
π
(1.2.4) Γ(a)Γ(1 − a) =
sin πa
√
for the gamma function and the special value Γ(1/2) = π. This example
appears as entry 3.166.16 in [35]. Entry 3.166.18 states that
Z 1
x2 dx
 
1 3
(1.2.5) √ = √ Γ2 .
0 1 − x 4 2π 4
The proof consists of a reduction to a special value of the beta function. The
change of variables t = x4 gives
Z 1
x2 dx 1 1 −1/4
Z
(1.2.6) √ = t (1 − t)−1/2 dt.
0 1−x 4 4 0
This integral is 41 B 43 , 12 . The simplified result is obtained as above.


√
Formula (1.1.7) with k = −1 shows that
Z 1
√ 1 + x2
(1.2.7) E( −1) = √ dx.
0 1 − x4
The values given above show that
√
    
1 1 3
(1.2.8) E( −1) = √ Γ2 + 4Γ2 .
4 2π 4 4
Example 1.2.2.

  
1 1 2 1
(1.2.9) K √ = √ Γ .
2 4 π 4
This appears as entry 8.129.1 in [35]. This value comes from the previous
example and the identity
√
 
1 k
(1.2.10) K( −1k) = √ K √ ,
1 + k2 1 + k2

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1.3. AN ELEMENTARY TRANSFORMATION 3

with k = 1. The identity (1.2.10) follows by the change of variables

p
x 7→ x/ 1 + k 2 (1 − x2 )
in the left-hand side integral.
The values of the modulus k for which K′ /K is the square root of an
integer are of considerable interest. √These are called the singular values.
The previous example shows that 1/ 2 is the simplest of them: in this case
K′
 
1
(1.2.11) √ = 1.
K 2
A list of the first few values kr for which
K′ √
(1.2.12) (kr ) = r
K
is given in [18] and it starts with
√ √
√ √ √ √
q q 
2( 3 − 1) 1
k2 = 2−1, k3 = , k4 = 3−2 2, k5 = 5−1− 3− 5 .
4 2

1.3. An elementary transformation

Elementary manipulations can be employed to evaluate certain entries in
[35]. For instance, direct integration by parts on the integrals defining the
functions K and E produces
Z 1
x arcsin x 1  π 
(1.3.1) p dx = 2 ′
− K(k)
0 (1 − k 2 x2 )3 k 2k
and
1
x arcsin x 1  π 
Z
(1.3.2) √ dx = 2 E(k) − k ′ .
0 1 − k 2 x2 k 2
This last evaluation appears as entry 4.522.4 in [35].
On the other hand, several entries in [35] may be evaluated also by inte-
gration by parts, choosing the inverse trigonometric term to be differentiated.
Such a procedure gives

1
x arccos x dx 1 π
Z 
(1.3.3) √ = 2 − E(k) ,
0 1 − k 2 x2 k 2
which appears as entry 4.522.5,
Z 1
x arcsin x dx 1 π 
(1.3.4) √ = 2 − E(k) ,
0 k ′2 + k 2 x2 k 2
which appears as entry 4.522.6, and finally 4.522.7,
Z 1
x arccos x dx 1  π 
(1.3.5) √ = 2 − k ′ + E(k) .
0 k ′2 + k 2 x2 k 2

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4 1. ELLIPTIC INTEGRALS

In this section we derive a different type of elementary transformation for

integrals and use it to obtain the value of some elliptic integrals appearing in
[35].
Lemma 1.3.1. Let f be an odd periodic function of period a. Then
Z ∞
f (x) π a/2 f (x)
Z
(1.3.6) dx = dx.
0 x a 0 tan πx
a
Proof. The result follows by splitting the integral as
Z ∞ ∞ Z a
f (x) X f (x)
dx = dx
0 x x + ka
k=0 0
∞ Z a/2  
X 1 1
= f (x) − dx
0 x + ka (k + 1)a − x
k=0
and using the partial fraction decomposition
∞
πb 4b X 1
(1.3.7) tan = ,
2 π j=1 (2j − 1)2 − b2
given as entry 1.421.1 in [35]. 
Corollary 1.3.2. Let f be an even function with period a. Then
Z ∞
f (x) πx π a/2
Z
(1.3.8) sin dx = f (x) dx.
0 x a a 0
In particular, for a = π,
Z ∞ Z π/2
f (x)
(1.3.9) sin x dx = f (x) dx.
0 x 0

Proof. Apply the lemma to the function f (x) sin πx a , which is odd and
has period 2a. The result follows from the half-angle formula
x sin x
(1.3.10) tan =
2 1 + cos x
and the value
Z a
πx
(1.3.11) f (x) cos dx = 0.
0 a

A similar results holds for odd functions. These appear as entry 3.033 in
[35].
Corollary 1.3.3. Let f be an odd function with period a. Then
Z ∞
f (x) πx π a/2 πx
Z
(1.3.12) sin dx = f (x) cos dx.
0 x a a 0 a
In particular, for a = π,
Z ∞ Z π/2
f (x)
(1.3.13) sin x dx = f (x) cos x dx.
0 x 0

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“book2” — 2015/10/19 — 10:35 — page 5 — #14

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1.3. AN ELEMENTARY TRANSFORMATION 5

Example 1.3.4. The function f (x) ≡ 1 and a = π in Corollary 1.3.2 gives

the classical integral
Z ∞
sin x π
(1.3.14) dx = .
0 x 2
This is entry 3.721.1 in [35]. The reader will find in [37, 38] a couple of
articles by G. H. Hardy with an evaluation of the many proofs of this identity.
These papers are available in volume 5 of his Complete Works.
Example 1.3.5. Entry 3.842.3 of [35] consists of four evaluations, the
first of which is
Z ∞
sin x dx
(1.3.15) p = K(k).
0 1 − k 2 sin x x
2
p
This follows from Corollary 1.3.2 by choosing a = π and f (x) = 1/ 1 − k 2 sin2 x.
A different proof of this evaluation is offered in Section 1.6 below.
Example 1.3.6. A second integral appearing in 3.842.3 is
Z ∞
sin x dx
(1.3.16) √ = K(k).
0 1 − k cos x x
2 2

It also follows from Corollary 1.3.2. This is also true for entry 3.841.1
Z ∞ p dx
(1.3.17) sin x 1 − k 2 sin2 x = E(k)
0 x
and its companion entry 3.841.2
Z ∞ p dx
(1.3.18) sin x 1 − k 2 cos2 x = E(k).
0 x
Example 1.3.7. The elementary method introduced here may be used to
evaluate all integrals of the type
Z ∞
sinn x cosm x dx
(1.3.19) Im,n (k) := p
0 1 − k 2 sin2 x x
and the companion family
∞
sinn x cosm x dx
Z
(1.3.20) Jm,n (k) := √ .
0 1 − k 2 cos2 x x
All entries in Sections 3.844 and 3.846 match one of these forms.
Example 1.3.8. Many other evaluations can be produced by this method.
For instance,
Z ∞ Z π/2
sin x log(1 − k 2 sin2 x) dx log(1 − k 2 sin2 x)
(1.3.21) p = p dx.
0 1 − k 2 sin2 x x 0 1 − k 2 sin2 x
The integral on the left appears as entry 4.432.1 and the one on the right is
entry 4.414.1 in [35]. A proof of the identity
Z π/2
log(1 − k 2 sin2 x)
(1.3.22) p dx = K(k) ln k ′
2 2
0 1 − k sin x

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