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S V C C P: OME ERY Hallenging Alculus Roblems
S V C C P: OME ERY Hallenging Alculus Roblems
Joseph Breen
Here are two difficult calculus problems, solved using only (sophisticated and clever applications of)
elementary calculus. In particular, there is no complex analysis or use of the residue theorem, Fourier
series, or anything like that. Both problems were the basis for talks given at the UCLA GSO Seminar.
The integral is the concatenation of two integrals from [3]. The infinite series was originally evaluated
by other methods in [2], and the solution presented below is inspired by the solution from [4], together with
other computations found on the internet and my own computational decisions.
Contents
1 A Really Hard Integral 1
Step 1: Rewrite the integrand with trigonometry and then introduce a double integral.
We begin with some trigonometry. Recall the double angle identity cos(2θ) = 2 cos2 θ − 1. This implies
q
1+α
2θ = arccos 2 cos2 θ − 1 . Letting α = 2 cos2 θ − 1 yields θ = arccos 2 , and thus
r !
1+α
arccos(α) = 2 arccos .
2
q
1 1+cos x
2+4 cos x
θ∗
q
1+3 cos x
2+4 cos x
1
and so π r !
Z 2 1 + cos x
I=2 arctan dx.
0 1 + 3 cos x
With the goal of using the aforementioned double angle identity again, we make the substitution x = 2y.
Then dx = 2 dy and we have
Z π4 r
1 + cos 2y
I=4 arctan dy
0 1 + 3 cos 2y
Z π4 s !
2 cos2 y
=4 arctan dy
0 −2 + 6 cos2 y
Z π4 !
cos y
=4 arctan p dy.
0 2 − 3 sin2 y
| {z }
b
1 1
arctan( xa )
R
Recall that a2 +x2 dx = a + C. Thus,
1
1 1
Z Z 1
1 1 1
dt = dt = arctan(bt)
1 + b2 t 2 b2 0 b−2 + t2 b
0 0
1
= arctan(b).
b
This implies
Z π Z 1
4 cos y 1
I=4 p
2 cos2 y
dt dy
0 2 − 3 sin y 0 1 + 2−3 sin2 y t2
π Z 1 p
cos y 2 − 3 sin2 y
Z 4
=4 2 2 2
dt dy
0 0 2 − 3 sin y + cos yt
π Z 1 p
cos y 2 − 3 sin2 y
Z 4
=4 2 2 2 dt dy.
0 0 (t + 2) − (t + 3) sin y
2
Next, we decompose the integrand with partial fractions. We have
√
√ Z 3Z 1 t2
1 1
I=8 3 2
− dt ds.
0 0 2t + 6 1 + s2 3t2 + t2 s2 + 6
The terms in the parentheses can be integrated with respect to s using the inverse tangent. Thus, we switch
the order of integration.
√
√ Z 1Z 3
1 1 1
I=8 3 − ds dt
0 0 2t2 + 6 1 + s2 3 + t62 + s2
√
√ Z 1 1 π 1 3
=4 3 −q arctan q dt.
2
0 t +3 3 3 + t62 3 + t62
1 1
arctan( xa ) + C. Next, the 1
R
Here we have again used the fact that a2 +x2 dx = a t2 +3 term can be integrated
similarly with respect to t. This gives
√ Z √
4π 3 1 1 √ Z 1 1 1 3
I= 2+3
dt − 4 3 2 + 3)
q arctan q dt
3 0 t 0 (t 3+ 6
3 + t62
t2
√ Z 1
4π 3 1 1 1 t t
= √ arctan √ −4 2
√ arctan √ dt
3 3 3 0 (t + 3) t2 + 2 t2 + 2
Z 1
2π 2
t t
= −4 √ arctan √ dt.
9 2 2
0 (t + 3) t + 2 t2 + 2
Next, we will integrate by parts. Let
t t
u = arctan √ and dv = √ dt.
t2 + 2 (t2 + 3) t2 + 2
Then √ 2
t2 + 2 − √t
1 t2 +2 1
du = t2
· dt = √ dt. (2)
1+ t2 +2
t2 + 2 (t2 + 1) t2 + 2
Next, observe that
d p 1 t t
arctan( t2 + 2) = ·√ = √ .
dx (1 + t2 + 2 2
t +2 (t + 3) t2 + 2
2
√
Thus, v = arctan( t2 + 2). Integrating by parts with this set up yields
√
1 Z
1
2π 2 2 + 2)
t p arctan( t
I= − 4 arctan √ arctan( t2 + 2) − √ dt
9 t2 + 2 2
0 (t + 1) t + 2
2
0
2 Z 1 √ !
2π π π arctan( t2 + 2)
= −4 · − √ dt
9 6 3 2 2
0 (t + 1) t + 2
Z 1 √
arctan( t2 + 2)
=4 √ dt.
2 2
0 (t + 1) t + 2
3
We seek I = I(1). By the fundamental theorem of calculus,
Z ∞ Z ∞
0
I (z) dz = lim I(z) − I(1) ⇒ I = lim I(z) − I 0 (z) dz.
1 z→∞ z→∞ 1
Next, let r = z1 . Then dz = − r12 dr, and the above integral becomes
∞ 1
π2
Z Z
1 1 1 1
I 0 (z) dz = −4 · √ arctan √ dr
1 4 0 1 + r12 2 + r2 2 + r2 r2
1
π2
Z
1 1
= −4 √ arctan √ dr.
4 0 (r2 + 1) 2 + r2 2 + r2
Recall that √
1
arctan( t2 + 2)
Z
I=4 √ dt.
0 (t2 + 1) t2 + 2
4
The integral in the above expression is very similar to I, with an inverted argument in the inverse tangent.
Motivated by this, we invoke a handy trig identity. Consider the following right triangle:
θ2
β
θ1
1
5
2 A Really Hard Infinite Series
The infinite series we will evaluate is
∞ 2
X 1 1 1
S= 1 + + ··· + . (3)
n=1
n2 2 n
1 1
We adopt the shorthand notation Hn = 1 + 2 + ··· + n to denote the nth harmonic number. Recall that
Hn ∼ log n, so S clearly converges.
The last equality comes from the observation that the terms corresponding to k = 1 in the first and second
summations are both 1. Continuing,
n+1 n n
!
X1 1
X Hk X 1
2
Hn = Hn Hn+1 − Hk − + −
k k k k2
k=2 k=1 k=1
n+1 n n
!
X1 X Hk X 1
= Hn Hn+1 − · Hk−1 + −
k k k2
k=2 k=1 k=1
n+1 n n
!
X X Hk X 1
= Hn Hn+1 − (Hk − Hk−1 ) Hk−1 + −
k k2
k=2 k=1 k=1
n+1 n+1 n n
!
X X
2
X Hk X 1
= Hn Hn+1 − Hk Hk−1 + Hk−1 + −
k k2
k=2 k=2 k=1 k=1
n+2 n+1 n n
!
X X
2
X Hk X 1
= Hn Hn+1 − Hk−1 Hk−2 + Hk−1 + −
k k2
k=3 k=2 k=1 k=1
n+2 n+1 n n
!
X X
2
X Hk X 1
= Hn Hn+1 − Hk−1 Hk−2 + Hk−1 + −
k k2
k=3 k=2 k=1 k=1
n+1 n n
!
X
2
X Hk X 1
=1+ Hk−1 − Hk−1 Hk−2 + − .
k k2
k=3 k=1 k=1
6
The last equality comes from picking off the last term of the first sum and the first term of the second sum.
Simplifying,
n+1 n n
!
2
X X Hk X 1
Hn = 1 + Hk−1 (Hk−1 − Hk−2 ) + −
k k2
k=3 k=1 k=1
n+1 n n
!
X Hk−1 X Hk X 1
=1+ + −
k−1 k k2
k=3 k=1 k=1
n+1 n n
!
X Hk−1 X Hk X 1
= + −
k−1 k k2
k=2 k=1 k=1
n n
X Hk X 1
=2 − .
k k2
k=1 k=1
Step 2: Simplify S1 .
Next we consider S1 . Note that
k k Z
Hk 1X1 1 X 1 j−1
= = x dx
k k j=1 j k j=1 0
Z 1 k
1 X
= xj−1 dx
k 0 j=1
1
1 − xk
Z
1
= dx
k 0 1−x
where we have used the partial sum formula for a geometric series in the last equality. Continuing,
1 1 1
1 − xk
Z Z Z
Hk 1 1
= dx = tk−1 dt dx.
k k 0 1−x 0 1−x x
Next, we change the order of integration, taking care to change the bounds appropriately.
Z 1 Z t Z 1
Hk 1
= tk−1 dx dt = − tk−1 log(1 − t) dt.
k 0 0 1−x 0
7
The inner integral can be evaluated by a simple substitution to yield
n Z 1
X Hk n
= y n−1 log2 (1 − y) dy.
k 2 0
k=1
So
∞ n ∞
1 X 1 1 n−1
Z
X 1 X Hk
2
= y log2 (1 − y) dy
n=1
n k 2 n=1
n 0
k=1
∞
Z 1 !
1 1 X yn
= log2 (1 − y) dy.
2 0 y n=1 n
P∞ yn
Recall that log(1 − y) = − n=1 n for −1 ≤ y < 1. Thus,
∞ n
1 1 log3 (1 − y)
Z
X 1 X Hk
= − dy.
n=1
n2 k 2 0 y
k=1
logm z
lim 1 =0
z→0
zj
for any m, j > 0. Thus, if we let u = log3 z and dv = z n dz and integrate by parts, the boundary terms
disappear and we have
Z 1 Z 1
3
z n log3 z dz = − z n log2 z dz.
0 n+1 0
Integrating by parts two more times yields
Z 1 Z 1 Z 1
6 6 6
z n log3 z dz = z n log z dz = − z n dz = − .
0 (n + 1)2 0 (n + 1)3 0 (n + 1)4
Step 3: Simplify S2 .
(2) 1 1
Next, we consider S2 . We adopt the shorthand notation Hn = 1+ 22 + ··· + n2 to denote the nth
harmonic number of order 2. Then
∞ (2)
X Hn
S2 = .
n=1
n2
We proceed by summation by parts. We have
N N N N
X 1 (2) X
(2) (2)
(2)
X
(2) (2)
X (2)
H
2 n
= 1 + Hn − Hn−1 Hn = 1 + H n H n − Hn−1 Hn(2) .
n=1
n n=2 n=2 n=2
8
Next, we reindex the first sum and pull off terms from both in order to simplify.
N N N N
X X (2) (2) (2) 1 X (2) (2)
X (2)
1+ Hn(2) Hn(2) − Hn−1 Hn(2) =1+ HN HN − 1+ + Hn−1 Hn−1 − Hn−1 Hn(2)
n=2 n=2
4 n=3 n=3
2 N
1 (2)
X (2)
(2)
= − + HN + Hn−1 Hn−1 − Hn(2)
4 n=3
2 N
1 (2)
X (2) 1
= − + HN − Hn−1 ·
4 n=3
n2
2 N
(2)
X (2) 1
= HN − Hn−1 · .
n=2
n2
(2)
H1
The last inequality comes from the observation that 22 = 14 . Continuing,
∞
!2 ∞
X 1 X 1
S2 = 2
− S2 + 4
n=1
n n=1
n
and so !2
∞ ∞
1 X 1 1X 1
S2 = + .
2 n=1
n2 2 n=1 n4
P∞ 1
P∞ 1
Step 4: Algebraically relate n=1 n4 to n=1 n2 .
P∞ 1
There are many ways to evaluate n=1 n4 .
Typical arguments use Fourier series, complex analy-
sis, or infinite product expansions. In the spirit of presenting a complete solution which only uses inte-
P∞
grals, infinite sums, and ordinary power series, we present a pure algebraic manipulation of n=1 n14 to
P∞ 1
n=1 n2 . This technique comes from https://math.stackexchange.com/q/1006510 and the refer-
ence therein. Note that
∞ ∞
X 1 1X 2 1 2
= + 2 2+ 3 .
n=1
n4 5 n=1 n · n3 n ·n n ·n
Let
2 1 2
am,n = 3
+ 2 2+ 3 .
mn m n m n
Observe1 that
∞
X X X X
an,n = am,n − am,n − am,n
n=1 m,n≥1 n>m≥1 m>n≥1
X X X
= am,n − am,m+n − am+n,n
m,n≥1 m,n≥1 m,n≥1
X
= (am,n − am,m+n − am+n,n ) .
m,n≥1
1 Note that there are some divergent double sums here. It’s probably okay though!
9
Now we simplify the above double sequence.
2 1 2
am,n − am,m+n − am+n,n = + 2 2+ 3
mn3 m n m n
2 1 2 2 1 2
− + 2 + 3 − + + .
m(m + n)3 m (m + n)2 m (m + n) (m + n)n3 (m + n)2 n2 (m + n)3 n
| {z }
A
So
2m2 + mn + 2n2 mn(n + m) + 2n3 + 2m3
am,n − am,m+n − am+n,n = −
m3 n3 m3 n3 (m + n)
2m2 (n + m) + 2n2 (n + m) − 2n3 − 2m3
=
m3 n3 (m + n)
2m2 n + 2n2 m
=
m3 n3 (m + n)
2m + 2n
=
m n2 (m + n)
2
2
= .
m2 n2
Putting everything together, we have
∞ ∞
X 1 1X 1 X
4
= an,n = (am,n − am,m+n − am+n,n )
n=1
n 5 n=1 5
m,n≥1
1 X 2
=
5 m n2
2
m,n≥1
∞ X∞
2 X 1 1
= ·
5 m=1 n=1 m2 n2
∞
!2
2 X 1
= .
5 n=1 n2
P∞ 1
Step 5: Evaluate n=1 n2 .
10
P∞
Again, there are numerous ways to evaluate n=1 n12 . We present a solution due to [1] which is themat-
ically consistent with everything else done thus far. Note that
∞ ∞ ∞ ∞ ∞
X 1 X 1 X 1 1X 1 X 1
2
= 2
+ 2
= 2
+ .
n=1
n n=1
(2n) n=0
(2n + 1) 4 n=1 n n=0
(2n + 1)2
Solving for the desired sum in the above equation gives
∞ ∞
X 1 4X 1
2
= .
n=1
n 3 n=0
(2n + 1)2
We evaluate the latter sum by converting it to a double integral. Note that
∞ ∞ Z 1 Z 1
X 1 X
2n 2n
= x dx y dy
n=0
(2n + 1)2 n=0 0 0
Z 1Z 1X ∞
= (x2 y 2 )n dx dy
0 0 n=0
Z 1 Z1
1
= dx dy.
0 0 1 − x2 y 2
Next, we make the change of variables
sin u sin v
x= and y= .
cos v cos u
Note that " # " #
∂ x cos u sin u sin v
u ∂v x
= 1 − tan2 u tan2 v.
2
= sincos v cos v
∂u y u sin v cos v
∂v y cos 2u cos u
It follows that dx dy = (1 − tan2 u tan2 v) du dv. Let E be the region in the the square 0 ≤ u, v ≤ π2 which
is the image of 0 ≤ x, y ≤ 1 under this transformation. Note that this region is defined by sin u ≤ cos v
and sin v ≤ cos u. Note that equality occurs in both inequalities if v = π2 − u. This line divides the square
0 ≤ u, v ≤ π2 into two triangles. The inequalities dictate that E is the triangle with vertices (0, 0), (π/2, 0),
and (0, π/2). Therefore,
Z 1Z 1
1 − tan2 u tan2 v π2
ZZ ZZ
1 1 π π
2 2
dx dy = 2 2 du dv = du dv = · · = .
0 0 1−x y E 1 − tan u tan v E 2 2 2 8
Thus,
∞ ∞
X 1 4X 1 4 π2 π2
2
= 2
= · = .
n=1
n 3 n=0 (2n + 1) 3 8 6
11
References
[1] Beukers, F., Calabi, E. Kolk, J. Sums of generalized harmonic series and volumes. Nieuw Arch. Wisk., 1993.
[2] Borwein, D., Borwein, J. On an intriguing integral and some series related to ζ(4). Proceedings of the AMS,
1995.
[4] Valean, C., Furdui, O. Reviving the quadratic series of Au-Yeung. Classical Journal of Analysis, 2015.
12