求解\int_0^{\frac{\pi }{2}} {{{\ln }^2}\sin xdx} = \int_0^{\frac{\pi }{2}} {{{\ln }^2}\cos xdx} 的值.
显然\int_0^{\frac{\pi }{2}} {{{\ln }^2}\sin xdx} \underline{\underline {{\text{令}x = \frac{\pi }{2} - t}}} \int_0^{\frac{\pi }{2}} {{{\ln }^2}\cos xdx}.
记待求积分为I,注意到
(1)\int_0^\pi {{{\ln }^2}\sin \left( x \right)dx} = 2\int_0^{\frac{\pi }{2}} {{{\ln }^2}\sin xdx} = 2I;
(2)\int_0^\pi {\ln \sin xdx} = 2\int_0^{\frac{\pi }{2}} {\ln \sin xdx} \text{(Euler 积分)} = - \pi \ln 2;
(3)\sum\limits_{n = 1}^\infty {\frac{{{{\left( { - 1} \right)}^{n - 1}}}}{{{{\left( {2n - 1} \right)}^3}}}}=\beta(3) = \frac{{{\pi ^3}}}{32},其中\beta(s)是Dirichlet beta 函数;
(4)\int_0^{\frac{\pi }{2}} {{{\ln }^2}\tan xdx} = \int_0^{\frac{\pi }{2}} {{{\ln }^2}\cot xdx} = \frac{{{\pi ^3}}}{8}.
事实上,我们有
\begin{align*}\int_0^{\frac{\pi }{2}} {{{\ln }^2}\tan xdx} &= \int_0^\infty {\frac{{{{\ln }^2}x}}{{1 + {x^2}}}dx} = 2\int_0^1 {\frac{{{{\ln }^2}x}}{{1 + {x^2}}}dx} = 2\int_0^1 {{{\ln }^2}x\sum\limits_{n = 1}^\infty {{{\left( { - {x^2}} \right)}^{n - 1}}} dx} \\&= 2\sum\limits_{n = 1}^\infty {{{\left( { - 1} \right)}^{n - 1}}\int_0^1 {{x^{2n - 2}}{{\ln }^2}xdx} } = 4\sum\limits_{n = 1}^\infty {\frac{{{{\left( { - 1} \right)}^{n - 1}}}}{{{{\left( {2n - 1} \right)}^3}}}} = \frac{{{\pi ^3}}}{8}.\end{align*}
又
\begin{align*}2I &= \int_0^{\frac{\pi }{2}} {{{\left[ {\left( {\ln \sin \left( {2x} \right) - \ln 2} \right)} \right]}^2}dx} - \int_0^{\frac{\pi }{2}} {2\ln \sin x\ln \cos xdx} \\&{ = \int_0^{\frac{\pi }{2}} {{{\ln }^2}\sin \left( {2x} \right)dx} - 2\ln 2\int_0^{\frac{\pi }{2}} {{\rm{lnsin}}\left( {2x} \right)dx} + \frac{{{{\ln }^2}2}}{2}\pi - \int_0^{\frac{\pi }{2}} {2\ln \sin x\ln \cos xdx} }\\&{ = \frac{1}{2}\int_0^\pi {{{\ln }^2}\sin \left( x \right)dx} - \ln 2\int_0^\pi {\ln \sin xdx} + \frac{{{{\ln }^2}2}}{2}\pi - \int_0^{\frac{\pi }{2}} {2\ln \sin x\ln \cos xdx} }\\&{ = I + \frac{{3{{\ln }^2}2}}{2}\pi - 2\int_0^{\frac{\pi }{2}} {\ln \sin x\ln \cos xdx} }.\end{align*}
2I = \int_0^{\frac{\pi }{2}} {{{\ln }^2}\tan xdx} + 2\int_0^{\frac{\pi }{2}} {\ln \sin x\ln \cos xdx} .
因此
\begin{align*}3I &= \int_0^{\frac{\pi }{2}} {{{\ln }^2}\tan xdx} + \frac{{3{{\ln }^2}2}}{2}\pi = \frac{{{\pi ^3}}}{8} + \frac{{3{{\ln }^2}2}}{2}\pi \\I &= \frac{{{\pi ^3}}}{{24}} + \frac{{{{\ln }^2}2}}{2}\pi.\end{align*}
同时我们有
\int_0^{\frac{\pi }{2}} {\ln \sin x\ln \cos xdx} = \frac{{{{\ln }^2}2}}{2}\pi - \frac{{{\pi ^3}}}{{48}}.
这题挺好的,哈哈,是Euler积分的一个延伸吧.

关于Dirichlet beta 函数可参阅:
解法二: \beta(x,y) = 2\int_0^{\frac{\pi}{2}} \sin^{2x-1}(t) \cos^{2y-1}(t) \ dt
\frac{\partial }{\partial x} \beta(x,y) = 4\int_0^{\frac{\pi}{2}} \sin^{2x-1}(t)\ln(\sin t) \cos^{2y-1}(t) \ dt
\frac{\partial}{\partial y} \left( \frac{\partial}{\partial x} \beta(x,y) \right) = 8\int_0^{\frac{\pi}{2}} \sin^{2x-1}(t) \ln(\sin t ) \ln(\cos t) \cos^{2y-1}(t) \ dt
and we have \beta(x,y) = \frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)}
so differentiate and put x =\frac{1}{2} , y = \frac{1}{2}
\psi \left(\frac{1}{2} \right) = -2\ln 2 - \gamma
\psi(1) = -\gamma
\psi^{(1)}(1) = \frac{\pi^2}{6}
\beta \left( \frac{1}{2} , \frac{1}{2} \right) = \frac{\Gamma \left( \frac{1}{2} \right)^2}{\Gamma(1)} = \pi
thus you'll have the integral = \frac{\pi}{8} \left(4\ln(2)^2 - \frac{\pi^2}{6} \right)
解法三:A third approach would be the Fourier series:
Namely, consider
\ln \left (2\sin \frac{x}{2}\right )=-\sum_{n=1}^{\infty}\frac{\cos nx}{n};(0<x<2\pi)
After squared:
\ln^2\left (2\sin \frac{x}{2}\right )=\sum_{n=1}^{\infty} \sum_{k=1}^{\infty}\frac{\cos kx\cos nx}{kn}
Now, integrate the last equation from x=0 to x=\pi
On the right side, we get:
\frac{\pi}{2}\sum_{k=1}^{\infty}\frac{1}{k^2}=\frac{\pi}{2}\frac{\pi^2}{6}=\frac{\pi^3}{12}
because I=\int_{0}^{\pi}\cos kx\cos nx\,dx=0;k\neq n I=\frac{\pi}{2};k=n
On the left side:
\int_{0}^{\pi}\ln^2\left (2\sin \frac{x}{2}\right )\,dx= \ln^22 \int_{0}^{\pi}dx + 4\ln 2 \int_{0}^{\frac{\pi}{2}} \ln \left (\sin x\right )dx+2 \int_{0}^{\frac{\pi}{2}} \ln^2 \left (\sin x\right )dx
Since we know that \int_{0}^{\frac{\pi}{2}} \ln(\sin x)dx=-\frac{\pi}{2}\ln(2) then we get \int_{0}^{\frac{\pi}{2}}\ln^{2}(\sin x)dx from the equation.
解法四:
Here is a completely different way to approach this integral, which relies on some elementary complex analysis (Cauchy's theorem). It is based on an approach which I have seen several times employed to compute \int_0^{\pi/2}\log{(\sin{x})}\,dx (particularly, in Ahlfors's book).
The idea is to integrate the principal branch of f(z) := \log^2{(1 - e^{2iz})} = \log^2{(-2ie^{iz}\sin{z})} over the contour below, and then let R \to \infty and \epsilon \to 0.
First of all, 1 - e^{2iz} \leq 0 only when z = k\pi + iy, where k is integral and y \leq 0. Thus, in the region of the plane which is obtained by omitting the lines \{k\pi + iy: y\leq 0\} for k \in \mathbb Z, the principal branch of \log{(1-e^{2iz})} is defined and analytic. Note that, for each fixed R and \epsilon, the contour we wish to integrate over is contained entirely within this region.
By Cauchy's theorem, the integral over the contour vanishes for each fixed R. Since f(x + iR) = \log^2{(1 - e^{2ix}e^{-2R})} \to 0 uniformly as R \to \infty, the integral over the segment [iR,\pi/2 + iR] vanishes in the limit. Similarly, since 1 - e^{2iz} = O(z) as z \to 0, we have f(z) = O(\log^2{|z|}) for small enough z, which, since \epsilon \log^2{\epsilon} \to 0 with \epsilon, means that the the integral over the circular arc from i\epsilon to \epsilon vanishes as \epsilon \to 0.
From the vertical sides of the contour, we get the contribution
\begin{align*}\int_{[\pi/2,\pi/2 + iR]} + \int_{[iR,i\epsilon]} f(z)\,dz & = i\int_0^R f(\pi/2 + iy)\,dy -i\int_\epsilon^R f(iy)\,dy.\end{align*}
Since f(iy) and f(\pi/2 + iy) are real, this contribution is purely imaginary.
Finally, the contribution from the bottom side of the contour, after letting \epsilon \to 0, is
\begin{align*}\int_0^{\pi/2} f(x)\,dx = \int_0^{\pi/2} \log^2{(-2ie^{ix}\sin{x})}\,dx,\end{align*}
and we know from the preceding remarks that the real part of this integral must vanish. For x between 0 and \pi/2, the quantity 2\sin{x} is positive. Writing -ie^{ix} = e^{i(x - \pi/2)}, we see that x - \pi/2 is the unique value of \arg{(-2ie^{ix}\sin{x})} which lies in (-\pi,\pi). Since we have chosen the principal branch of \log{z}, it follows from these considerations that \log{(-2ie^{ix}\sin{x})} = \log{(2\sin{x})} + i(x-\pi/2), and therefore that
\begin{align*}\text{Re}{f(x)} &= \log^2{(2\sin{x})} - (x-\pi/2)^2 \\&= \log^2{(\sin{x})} + 2\log{2}\log{(\sin{x})} + \log^2{2} - (x - \pi/2)^2.\end{align*}
By setting \int_0^{\pi/2} \text{Re}f(x)\,dx = 0 we get
\begin{align*}\int_0^{\pi/2} \log^2{(\sin{x})}\,dx &= \int_0^{\pi/2}(x-\pi/2)^2\,dx - 2\log{2}\int_0^{\pi/2} \log{(\sin{x})}\,dx -\frac{\pi}{2}\log^2{2} \\& = \frac{1}{3}\left(\frac{\pi}{2}\right)^3 + \frac{\pi}{2} \log^2{2}\end{align*}
as expected
By similar methods, one can compute a variety of integrals of this form with little difficulty. Here are some examples I have computed for fun. All are proved by the same method, with the same contour, but different functions f.
1. Take f(z) = \log{(1 + e^{2iz})} = \log{(2e^{iz}\cos{z})} and compare imaginary parts to get
\int_0^\infty \log{(\coth{y})}\,dy = \frac{1}{2}\left(\frac{\pi}{2}\right)^2.
2. Related to
this question of yours (which incidentally led me here), one can show by taking
f(z) = \log^4(1 + e^{2iz}) and comparing real parts that
\int_0^{\pi/2} x^2\log^2{(2\cos{x})}\,dx = \frac{1}{30}\left(\frac{\pi}{2}\right)^5 + \frac{1}{6}\int_0^{\pi/2} \log^4{(2\cos{x})}\,dx.Assuming the result of the other question, we then get
\int_0^{\pi/2} \log^4{(2\cos{x})}\,dx = \frac{19}{15}\left(\frac{\pi}{2}\right)^5.
3.Also related to the
question cited in 2., taking
f(z) = z^2\log^2{(1 + e^{2iz})} and comparing real parts gives
\int_0^{\pi/2}x^2\log^2{(2\cos{x})}\,dx = \frac{1}{5}\left(\frac{\pi}{2}\right)^5 + \pi \int_0^\infty y\log^2{(1- e^{-2y})}\,dy.
Once more, assuming the result of the other question, we get
\int_0^\infty y\log^2{(1- e^{-2y})}\,dy = \frac{1}{45}\left(\frac{\pi}{2}\right)^4.
Actually, the integral in 3. has several interesting series expansions, and I would be very interested if someone could compute it without using the result from the
question I cited. For one thing, that would give us a different proof of that result (which is why I started investigating it in the first place).
再看一下推广:
\int_0^{\frac{\pi }{2}} {{{\ln }^n}\sin xdx} = \frac{{\sqrt \pi }}{{{2^{n + 1}}}}\frac{{{d^k}}}{{d{\alpha ^k}}}{\left( {\frac{{\Gamma \left( {\frac{{2\alpha + 1}}{2}} \right)}}{{\Gamma \left( {\frac{{2\alpha + 2}}{2}} \right)}}} \right)_{\alpha = 0}}.
证明.注意到\int_0^{\frac{\pi }{2}} {{{\ln }^n}\sin xdx} = \int_0^{\frac{\pi }{2}} {\frac{{{{\ln }^n}t}}{{\sqrt {1 - {t^2}} }}dt}.
令I\left( \alpha \right) = \int_0^1 {\frac{{{t^{2\alpha }}}}{{\sqrt {1 - {t^2}} }}dt} = \frac{1}{2}B\left( {\frac{1}{2},\frac{{2\alpha + 1}}{2}} \right) = \frac{{\sqrt \pi }}{2}\frac{{\Gamma \left( {\frac{{2\alpha + 1}}{2}} \right)}}{{\Gamma \left( {\frac{{2\alpha + 2}}{2}} \right)}},
则有{I^{\left( n \right)}}\left( \alpha \right) = \int_0^1 {\frac{{{t^{2\alpha }}{2^n}{{\ln }^n}t}}{{\sqrt {1 - {t^2}} }}dt} .
故有
\int_0^{\frac{\pi }{2}} {{{\ln }^n}\sin xdx} = \int_0^{\frac{\pi }{2}} {\frac{{{{\ln }^n}t}}{{\sqrt {1 - {t^2}} }}dt} = \frac{{{I^{\left( n \right)}}\left( 0 \right)}}{{{2^n}}} = \frac{{\sqrt \pi }}{{{2^{n + 1}}}}\frac{{{d^k}}}{{d{\alpha ^k}}}{\left( {\frac{{\Gamma \left( {\frac{{2\alpha + 1}}{2}} \right)}}{{\Gamma \left( {\frac{{2\alpha + 2}}{2}} \right)}}} \right)_{\alpha = 0}}.
另一种解法
Use generating series. Consider the function
f(z)=\sum_{k=0}^{\infty}S_{k}\frac{z^{k}}{k!}. Then
f(z)=\int_0^1 \left(\sum_{k=0}^\infty (-1)^k \log^k(\sin(\pi x)) z^k \right)dx=\int_{0}^{1}\frac{1}{\sin\left(\pi x\right)^{z}}dx=\frac{\Gamma\left(\frac{1-z}{2}\right)}{\sqrt{\pi}\Gamma\left(1-\frac{z}{2}\right)}. The last equality follows from an identity of the
Beta Function and then applying the
Duplication Formula. From here, differentiating and plugging in
z=0 allows you to conclude.
关于此类问题还可参阅: