一则有关伽马函数与三角函数的积分问题
计算积分 $\displaystyle \int_{0}^{1} \ln [\Gamma(x)] \sin \pi x , \mathrm{d}x$
看到 $\ln$ 套着 $\Gamma$,并且积分上下限是 $[0,1]$,很自然地想到余元公式
记
$$
I=\displaystyle \int_{0}^{1} \ln [\Gamma(x)] \sin \pi x , \mathrm{d}x
$$
令 $t=1-x$,原式变为
$$
I=\int_{0}^{1} \ln [\Gamma(1-t)] \sin \left(\pi \left(1-t\right)\right) , \mathrm{d}t
$$
化简得
$$
I=\int_{0}^{1} \ln [\Gamma(1-x)] \sin \pi x , \mathrm{d}x
$$
与原来的 $I$ 相加得
$$
\begin{align*}
2I &= \int_{0}^{1} \ln [\Gamma(1-x)\Gamma(x)] \sin \pi x , \mathrm{d}x\
&= \int_{0}^{1} \ln \left( \frac{\pi}{\sin \pi x} \right) \cdot \sin \pi x , dx
\end{align*}
$$
即
$$
\begin{align*}
I &= \frac{\ln \pi}{2} \int_{0}^{1} \sin \pi x , \mathrm{d}x- \frac{1}{2} \int_{0}^{1} \sin \pi x \ln (\sin \pi x) , \mathrm{d}x\
&=\frac{\ln \pi}{\pi} - \frac{1}{\pi} \int_{0}^{\pi/2} \sin x \ln (\sin x) , \mathrm{d}x
\end{align*}
$$
记
$$
\displaystyle J = \int_{0}^{\pi/2} \sin x \ln (\sin x) , \mathrm{d}x
$$
本题的核心便是求解这个积分,下面给出两种求法
法一:
转化成二重积分
$$
\begin{align*}
J &= \int_{0}^{\pi/2} \int_{\sin x}^{1} \frac{\sin x}{y} , \mathrm{d}y , \mathrm{d}x\
& = \int_{0}^{1} \int_{0}^{\arcsin y} \frac{\sin x}{y} , \mathrm{d}x , \mathrm{d}y \
& = \int_{0}^{1} \frac{\sqrt{1-y^2}-1}{y} , \mathrm{d}y
\end{align*}
$$
由于
$$
\int_{0}^{1} \frac{\sqrt{1-y^2}-1}{y} , \mathrm{d}y=-\int_{0}^{1} \frac{y}{1 + \sqrt{1-y^2}} , \mathrm{d}y
$$
令 $t=1 +\sqrt{1-y^2}$
则
$$
\begin{align*}
\int_{0}^{1} \frac{\sqrt{1-y^2}-1}{y} , \mathrm{d}y &=-\int_{0}^{1} \frac{y}{1 + \sqrt{1-y^2}} , \mathrm{d}y\
&=-\int_{1}^{2}\frac{t-1}{t}, \mathrm{d}t\
&=\ln 2-1
\end{align*}
$$
故
$$
I = \frac{1}{\pi} \left( 1 + \ln \frac{\pi}{2} \right)
$$
法二
考虑
$$
F\left(a\right)=\int_{0}^{\frac{\pi}{2}}\sin^a x, \mathrm{d}x
$$
其导数
$$
F’\left(a\right)=\int_{0}^{\frac{\pi}{2}}\sin^a x\cdot \ln\sin x, \mathrm{d}x
$$
$F’\left(1\right)$ 便是我们要求的值
对于 $F\left(a\right)$,我们可以通过适当变形将其化为 $\mathrm{Beta}$ 函数
令 $t = \sin^2 x$,则 $, \mathrm{d}t = 2 \sin x \cos x , \mathrm{d}x$,$\displaystyle \mathrm{d}x = \frac{, \mathrm{d}t}{2\sqrt{t} \sqrt{1-t}}$
$$
\begin{align*}
F(a) &= \int_{0}^{1} t^{a/2} \cdot \frac{, \mathrm{d}t}{2\sqrt{t} \sqrt{1-t}} \
&= \frac{1}{2} \int_{0}^{1} t^{\frac{a-1}{2}}(1-t)^{-\frac{1}{2}}, \mathrm{d}t\
& = \frac{1}{2} B \left( \frac{a+1}{2}, \frac{1}{2} \right)\
&=\frac{\sqrt{\pi}}{2}\cdot \frac{ \Gamma\left(\frac{a+1}{2}\right)}{\Gamma\left(\frac{a}{2}+1\right)}
\end{align*}
$$
为简化求导过程,我们对 $F(a)$ 取自然对数,然后对两边关于 $a$ 求导:
$$
\ln F(a) = \ln \frac{\sqrt{\pi}}{2} + \ln \Gamma \left( \frac{a+1}{2} \right) - \ln \Gamma \left( \frac{a}{2} + 1 \right)
$$
对两边关于 $a$ 求导:
$$
\frac{F’(a)}{F(a)} = \frac{1}{2} \cdot \frac{\Gamma’ \left( \frac{a+1}{2} \right)}{\Gamma \left( \frac{a+1}{2} \right)} - \frac{1}{2} \cdot \frac{\Gamma’ \left( \frac{a}{2} + 1 \right)}{\Gamma \left( \frac{a}{2} + 1 \right)}
$$
我们引入 digamma 函数,记作 $\psi(z)$:
$$
\psi(z) = \frac{\Gamma’(z)}{\Gamma(z)}
$$
因此,上式可表示为:
$$
\frac{F’(a)}{F(a)} = \frac{1}{2} \psi \left( \frac{a+1}{2} \right) - \frac{1}{2} \psi \left( \frac{a}{2} + 1 \right)
$$
将 $F(a)$ 乘到右边:
$$
F’(a) = F(a) \cdot \left[ \frac{1}{2} \psi \left( \frac{a+1}{2} \right) - \frac{1}{2} \psi \left( \frac{a}{2} + 1 \right) \right]
$$
代入 $F\left(a\right)$ 的值:
$$
F’(a) = \frac{\sqrt{\pi}}{2} \cdot \frac{\Gamma\left(\frac{a+1}{2}\right)}{\Gamma\left(\frac{a}{2}+1\right)} \cdot \left[ \frac{1}{2} \psi\left( \frac{a+1}{2} \right) - \frac{1}{2} \psi\left( \frac{a}{2}+1 \right) \right]
$$
进一步化简:
$$
F’(a) = \frac{\sqrt{\pi}}{4} \cdot \frac{\Gamma\left(\frac{a+1}{2}\right)}{\Gamma\left(\frac{a}{2}+1\right)} \cdot \left[ \psi\left( \frac{a+1}{2} \right) - \psi\left( \frac{a}{2}+1 \right) \right]
$$
因此,$F(a)$ 的导数为:
$$
F’(a) = \frac{\sqrt{\pi}}{4} \cdot \frac{\Gamma\left(\frac{a+1}{2}\right)}{\Gamma\left(\frac{a}{2}+1\right)} \cdot \left[ \psi\left( \frac{a+1}{2} \right) - \psi\left( \frac{a}{2}+1 \right) \right]
$$
将 $a=1$ 代入
$$
F’(1) = \frac{\sqrt{\pi}}{4} \cdot \frac{\Gamma\left(1\right)}{\Gamma\left(\frac{3}{2}\right)} \cdot \left[ \psi\left(1\right) - \psi\left( \frac{3}{2}\right) \right]
$$
由 digamma 函数的性质,有
$$
\begin{align*}
\psi\left(1\right)=-\gamma \quad \quad \psi\left(\frac{3}{2}\right)&=\psi\left(\frac{1}{2}\right)+2\
&=2-\gamma-2\ln2\
\end{align*}
$$
故
$$
\begin{align*}
F’\left(1\right)&=\int_{0}^{\frac{\pi}{2}}\sin x\cdot \ln\sin x, \mathrm{d}x\
&=\frac{\sqrt{\pi}}{4}\cdot \frac{1}{\frac{\sqrt{\pi}}{2}}\cdot \left(2\ln2-2\right)\
&=\ln2-1
\end{align*}
$$
即
$$
I = \frac{1}{\pi} \left( 1 + \ln \frac{\pi}{2} \right)
$$