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COXETER’S INTEGRALS

SOS440

Abstract. In this paper, we generalize the Ahmed’s integral and exhibit some identities
involved in it.

Contents

1. Generalized Ahmed integrals 1


1.1. Notations 1
1.2. Identities involving Ahmed integrals 2
2. Calculation of Coxeter’s integrals 5
2.1. Reduction of Coxeter’s integral to Ahmed integral 5
2.2. Calculation of Classical Coxeter’s Integrals 6
References 8

1. Generalized Ahmed integrals

1.1. Notations. In this section, we introduce some notations that will be used throughout
this paper.
The function Bpxq is defined for x on p´1, 8q by
ż1
dt
Bpxq “ 2
(1.1)
0 xt ` 1

This function is analytic, with the series expansion at x “ 0 given by


8
ÿ p´1qn n
Bpxq “ x .
n“0
2n ` 1

Simple case examination shows that Bpxq satisfies


$ ?
arctan x

’ ? px ą 0q
x



&
Bpxq “ 1 px “ 0q (1.2)

’ ?

’ arctanh ´x

% ? p´1 ă x ă 0q.
´x
1
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Among various relations which Bpxq satisfies,


π
ˆ ˙
1 1
B “ ? ´ Bpxq, px ą 0q
x x 2 x
and
1
Bp´1 ` xq “ ´ log x ` log 2 ` Opxq as x Ñ 0`
2
are particularly worth to notice.
Then the Ahmed integrals App, q, rq are defined by
ż1
def Bpqppx2 ` 1qq
App, q, rq “ 2
dx, (1.3)
0 pr ` 1qpx ` 1

and similarly the associated Ahmed integrals Ãpp, q, rq are defined by


ˆ ˙
def pq
Ãpp, q, rq “ App, q, rq ` B prpq ` 1qq B
q`1
c (1.4)
1 pq
b
“ App, q, rq ` ? arctan rpq ` 1q ¨ arctan .
pqr q`1
These integrals reduce to the classical Ahmed integrals for special choices of parameters,
as we can see
?
tan´1 x2 ` α
ż1 ˆ ˙
1
? dx “ A , α, α ´ 1 , (1.5)
0 px2 ` 1q x2 ` α α
which holds for α ą 1. The definition (1.3) and (1.4) seem very bizarre and visually
unappealing at first glance. But this definition is designed to capture some symmetries
innate in the Ahmed integrals, as we will see.

1.2. Identities involving Ahmed integrals. We first show the following identity.

Theorem 1.6. For p, q, r ą 0, we have

Ãpp, q, rq “ Ãpq, r, pq “ Ãpr, p, qq. (1.7)

Proof. We perform a direct calculation. By partial fraction, we have


ż1 ˆż 1 ˙
1 dy
App, q, rq “ 2 2 2
dx
0 pr ` 1qpx ` 1 0 qppx ` 1qy ` 1
ż1ż1
dxdy
“ 2 2 2
0 0 ppr ` 1qpx ` 1q pqppx ` 1qy ` 1q
ż1ż1 ˆ ˙
1 1`r qy2
“ 2
´ dxdy.
0 0 qry ` r ` 1 p1 ` rqpx2 ` 1 pqy2 x2 ` qy2 ` 1
Then by definition (1.1) of B, the former fraction becomes
ż1ż1 ˆ ˙
1`r qr
2 2
dxdy “ B pppr ` 1qq B .
0 0 pqry ` r ` 1q pp1 ` rqpx ` 1q r`1
COXETER’S INTEGRALS 3

Similarly, the latter becomes


ż1 ˆ ˙
qy2 qy2 pqy2
2 2 2
dx “ 2 B
0 pqy x ` qy ` 1 qy ` 1 qy2 ` 1
c d
q y pqy2
“ a arctan .
p qy ` 1
2 qy2 ` 1

by (1.2). So we have
ˆ ˙
qr
App, q, rq “ B pppr ` 1qq B
r`1
c ż1 d
q y pqy2
´ a arctan dy,
p 0 pqry2 ` r ` 1q qy2 ` 1 qy2 ` 1

and it remains to evaluate the last integral. But it is easy to observe that
„  ?
d q ry
b
2
arctan rpqy ` 1q “ a
dy pqry2 ` r ` 1q qy2 ` 1
thus we obtain
c ż1 d
q y pqy2
a arctan dy
p 0 pqry2 ` r ` 1q qy2 ` 1 qy2 ` 1
« d ff1
1 pqy2
b
“ ? 2
arctan rpqy ` 1q arctan
pqr qy2 ` 1
0
ż1 a
2
arctan rpqy ` 1q
´ a dy
0 pp1 ` pqqy2 ` 1q r pqy2 ` 1q
ˆ ˙
pq
“ B prpq ` 1qq B ´ Apq, r, pq,
q`1
from which we deduce (1.7) as desired. 

This theorem allows us to transform one Ahmed integral to another one, and in some
limiting case we can obtain a meaningful results. For instance, the limiting condition r Ñ 0
applied to the first part of the identity (1.7), together with Apq, 0, pq “ B pq pp ` 1qq,
immediately yields
ˆ ˙
pq
App, q, 0q “ B pqpp ` 1qq ` Bppq ´ B ,
q`1
and especially for p “ q “ 1, (1.5) gives
? ?
π ?
ż1 ?
tan´1 x2 ` 1 3 2
? dx “ Ap1, 1, 0q “ arctan 2 ´ p2 2 ´ 1q.
2
0 px ` 1q x ` 1 2 2 4

But in general, (1.7) alone gives no specific information about the actual value. So we need
the following identity.
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Theorem 1.8. For a, b, c, d ą 0, we have


c ˆ ˙ c ˆ ˙
ad a b`d d bc c b`d b
A , , ` A , ,
bc b`d c b ad b`d a d
˜ d d ¸
π
c c
ad bc a c
“ arctan ` arctan ´ arctan ¨ arctan .
2 bpa ` b ` dq dpb ` c ` dq b d
(1.9)

Proof. We begin from the expression


c c ż1ż1 ?
a c abcd
I “ arctan ¨ arctan “ 2 2
dxdy.
b d 0 0 pax ` bqpcy ` dq

By exploiting the partial fraction decomposition


1 A`B 1 1
“ “ ` ,
AB ABpA ` Bq ApA ` Bq BpA ` Bq
we have
ż1ż1 ?
abcd
I“ dxdy
0 0 pax2
` bqpax2
` cy2 ` b ` dq
ż1ż1 ?
abcd
` 2 ` dqpax2 ` cy2 ` b ` dq
dxdy
0 0 pcy
def
“ I1 ` I2
By symmetry, it suffices to evaluate I1 . By simple calculation,
ż1ż1 ?
abcd
I1 “ 2 2 2
dydx
0 0 pax ` bqpax ` cy ` b ` dq
ż1 ? ˆ ˙
abcd c
“ 2 2
B dx
0 pax ` bqpax ` b ` dq ax2 ` b ` d
ż1 ? ?
π
ˆ ˆ 2 ˙˙
abcd c ax ` b ` d
“ 2
? ´B dx
0 cpax ` bq 2 ax2 ` b ` d c
˜ ? c ˙¸
π
ż1 ˆ 2
abd ad 1 ax ` b ` d
“ ? ´ B dx
0 2 pax2 ` bq ax2 ` b ` d bc pa{bqx2 ` 1 c
? c
π 1
ż ˆ ˙
abd ad a b`d d
“ ? dx ´ A , , .
2 0 pax2 ` bq ax2 ` b ` d bc b`d c b
Then the integral in the last line is evaluated as follows: By the substitution x ÞÑ t´1 ,
? ?
π 1 π 8
ż ż
abd abd t
? dx “ a dt
2 0 pax2 ` bq ax2 ` b ` d 2 1 pbt2 ` aq pb ` dqt2 ` a
« c ff8
π b
“ arctan ppb ` dqt2 ` aq
2 ad
1
d
π ad
“ arctan .
2 bpa ` b ` dq
COXETER’S INTEGRALS 5

Therefore we have
d
π
ˆ ˙
ad a b ` d ad
I1 “ arctan ´A , , ,
2 bpa ` b ` dq c c bc
and likewise d
π
ˆ ˙
bc c b ` d bc
I2 “ arctan ´A , , .
2 dpb ` c ` dq a a ad
Combining these results yields (1.9). 

An asymmetric form of (1.9) is given by


ˆ ˙
? 1 1 1 1
pqr App, q, rq ` ? A , ,
pqr q p r
˜ d ¸ d
π
c
1 pr r`1
b
“ arctan ` arctan ´ arctan ppr ` 1q ¨ arctan .
2 rpq ` 1q p`1 qr
(1.10)
As a special case of (1.10) with pq “ 1 and r “ 1, we have
c ˜ c ¸2
π
ˆ ˙
1 1 1 2
A , α, 1 “ arctan ´ arctan ,
α 2 α`1 2 α
hence in conjunction with (1.5), we obtain
ż1 ? ˆ ˙
tan´1 x2 ` 2 1 5π2
? dx “ A , 2, 1 “ , (1.11)
0 px2 ` 1q x2 ` 2 2 96
which is the original result of Ahmed in [Ahm02].

2. Calculation of Coxeter’s integrals

2.1. Reduction of Coxeter’s integral to Ahmed integral. A Coxeter’s integral is an in-


tegral of the form
ż θ0 c
cos θ ` 1
arctan dθ. (2.1)
0 a cos θ ` b
We impose additional condition a ą |b| and min0ďθďθ0 pa cos θ ` bq ě 0. Our aim in this
chapter is to show that any Coxeter’s integral is reduced to an Ahmed integral.
We make use of simple change of variable to obtain
ż θ0 c ż θ0 d
cos θ ` 1 2 cos2 pθ{2q
arctan dθ “ arctan dθ
0 a cos θ ` b 0 a ` b ´ 2a sin2 pθ{2q
ż θ0 {2 ˜ ¸
cos θ
“2 arctan a dθ,
0 pa ` bq{2 ´ a sin2 θ
where the substitution θ ÞÑ 2θ is used in the last line. This shows that it suffices to consider
the integral of the form
żφ ˜ ¸
cos θ
Ipα, β, φq “ arctan a dθ, (2.2)
0 α β2 ´ sin2 θ
6 SOS440

where α ą 0, φ P r0, π{2s and sin φ ă β ă 1. With this notation we readily identify (2.1)
as
ż θ0 c ˜ c ¸
cos θ ` 1 ? a ` b θ0
arctan dθ “ 2I a, , .
0 a cos θ ` b 2a 2

Then the substitution sin θ ÞÑ β sin θ with φ̃ “ arcsinpsin φ{βq, followed by the substitution
tan θ ÞÑ t tan φ̃ gives

Ipα, β, φq
ż φ̃ ˜a ¸˜ ¸
1 ´ β2 sin2 θ β cos θ
“ arctan dθ
αβ cos θ
a
0 1 ´ β2 sin2 θ
˜a ¸˜ ¸
1 ` t2 p1 ´ β2 q tan2 φ̃ β tan φ̃ dt
ż1
“ arctan .
αβ t2 tan2 φ̃
a
0 1 ` t p1 ´ β q tan φ̃
2 2 2 1 `

Then by comparison with the definition (1.3), it follows that


tan φ̃ β2
ˆ ˙
1
Ipα, β, φq “ A p1 ´ β2 q tan2 φ̃, 2 2 , ,
α α β 1 ´ β2
hence after some simple algebraic manipulations, we obtain
ż θ0 c d
cos θ ` 1 1 ´ cos θ0 a ´ b 1 ´ cos θ0
ˆ ˙
2 a`b
arctan dθ “ 2 A , , .
0 a cos θ ` b a cos θ0 ` b 2 a cos θ0 ` b a ` b a ´ b
(2.3)

2.2. Calculation of Classical Coxeter’s Integrals. Now let’s consider the following clas-
sical Coxeter’s integrals:
żπ żπ
cos θ cos θ
ˆ ˙ ˆ ˙
2 3
I1 “ arccos dθ, I2 “ arccos dθ,
ż0π ˆ 1 ` 2 cos θ ˙ ż0π ˆ 1 ` 2 cos θ ˙
2 1 3 1
I3 “ arccos dθ, I4 “ arccos dθ,
0 1 ` 2 cos θ 0 1 ` 2 cos θ
ż arccosp 1 q żπ
1 ´ cos θ 1 ´ cos θ
ˆ ˙ ˆ ˙
3 3
I5 “ arccos dθ, I6 “ arccos dθ,
ż0π c 2 cos θ ż0π c 2 cos θ
2 cos θ 3 cos θ
I7 “ arccos dθ, I8 “ arccos dθ.
0 1 ` 2 cos θ 0 1 ` 2 cos θ
By the half-angle formula, for |A| ă 1,
c c
A`1 1´A
arccos A “ 2 arccos “ 2 arctan .
2 1`A
Thus we obtain
ż θ0 ż θ0 c
cos θ 3 cos θ ` 1
ˆ ˙
arccos dθ “ 2 arccos dθ
0 1 ` 2 cos θ 0 4 cos θ ` 2
ż θ0 c
cos θ ` 1
“2 arctan dθ,
0 3 cos θ ` 1
COXETER’S INTEGRALS 7

and likewise
ż θ0 ż θ0 c
cos θ ` 1
ˆ ˙
1
arccos dθ “ 2 arccos dθ
0 1 ` 2 cos θ 0 2 cos θ ` 1
ż θ0 c
cos θ
“2
arctan dθ
0 cos θ`1
ż θ0 ˜ c ¸
π cos θ
“2 ´ arctan dθ
0 2 cos θ ` 1
ż θ0 c
cos θ ` 1
“ πθ0 ´ 2 arctan dθ,
0 cos θ
ż θ0 ż θ0 c
1 ´ cos θ cos θ ` 1
ˆ ˙
arccos dθ “ 2 arccos dθ
0 2 cos θ 0 4 cos θ
ż θ0 ˜ c ¸
π 3 cos θ ´ 1
“2 ´ arccos dθ
0 2 4 cos θ
ż θ0 c
cos θ ` 1
“ πθ0 ´ 2 arctan dθ,
0 3 cos θ ´ 1
ż θ0 c ż θ0 c
cos θ cos θ ` 1
arccos dθ “ arctan dθ,
0 2 cos θ ` 1 0 2 cos θ ` 1
So that
ˆ ˙ ˆ ˙
1 4 1 1
I1 “ 4 A 1, , 2 , I2 “ ? A , ,2 ,
2 5 5ˆ 2
π π
2 2
˙
? 1
I3 “ ´ 4 28 A p8, 2, 1q , I4 “ ´ 4A , 2, 1 ,
2 3 ˆ2
π
ˆ ˙ 2
˙
1 ? 1 1
I5 “ 2π arctan ? ´ 2 28 A 8, 1, , I6 “ ´ 4 A 2, 1, ,
ˆ 2˙ 2 3ˆ ˙ 2
1 2 1 2
I7 “ 2 A , ,3 , I8 “ A , ,3 .
2 3 8 3
? ?
Here the notation 8 Ap8, q, rq is understood as the limit case of p App, q, rq, hence
by (1.10) with p Ñ 8,
˜ d d ¸
? π 1 ? r`1
8 Ap8, q, rq “ ? arctan ` arctan r ´ arctan . (2.4)
2 qr rpq ` 1q qr

Hence I3 and I5 are given by


π2
I3 “ I5 “ .
6
Also, with aid of (1.7) and (1.11), we obtain
ˆ ˙ ˆ ˙
1 13π2 1 5π2
A 2, 1, “ , A 1, , 2 “
2 288 2 96
and we obtain
5π2 π2 11π2
I1 “ , I4 “ , I6 “ .
24 8 72
8 SOS440

References
[Ahm02] Zafar Ahmed. Definitely an integral. American Mathematical Monthly, 109:670–671, 2002.