Sophomore's dream

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Template:Use shortened footnotes Template:Short description In mathematics, the sophomore's dream is the pair of identities (especially the first)

01xxdx=n=1nn01xxdx=n=1(1)n+1nn=n=1(n)n discovered in 1697 by Johann Bernoulli.

The numerical values of these constants are approximately 1.291285997... and 0.7834305107..., respectively.

The name "sophomore's dream"[1] is in contrast to the name "freshman's dream" which is given to the incorrect[note 1] identity (x+y)n=xn+yn. The sophomore's dream has a similar too-good-to-be-true feel, but is true.

Proof

File:Sophdream.png
Graph of the functions y = xx (red, lower) and y = xx (grey, upper) on the interval x ∈ (0, 1].

The proofs of the two identities are completely analogous, so only the proof of the second is presented here. The key ingredients of the proof are:

  • to write xx=exp(xlnx) (using the notation lnScript error: No such module "Check for unknown parameters". for the natural logarithm and expScript error: No such module "Check for unknown parameters". for the exponential function);
  • to expand exp(xlnx) using the power series for expScript error: No such module "Check for unknown parameters".; and
  • to integrate termwise, using integration by substitution.

In details, xxScript error: No such module "Check for unknown parameters". can be expanded as

xx=exp(xlogx)=n=0xn(logx)nn!.

Therefore,

01xxdx=01n=0xn(logx)nn!dx.

By uniform convergence of the power series, one may interchange summation and integration to yield

01xxdx=n=001xn(logx)nn!dx.

To evaluate the above integrals, one may change the variable in the integral via the substitution x=exp(un+1). With this substitution, the bounds of integration are transformed to 0<u<, giving the identity 01xn(logx)ndx=(1)n(n+1)(n+1)0uneudu. By Euler's integral identity for the Gamma function, one has 0uneudu=n!, so that 01xn(logx)nn!dx=(1)n(n+1)(n+1).

Summing these (and changing indexing so it starts at n = 1Script error: No such module "Check for unknown parameters". instead of n = 0Script error: No such module "Check for unknown parameters".) yields the formula.

Historical proof

The original proof, given in Bernoulli,Template:Sfn and presented in modernized form in Dunham,Template:Sfn differs from the one above in how the termwise integral 01xn(logx)ndx is computed, but is otherwise the same, omitting technical details to justify steps (such as termwise integration). Rather than integrating by substitution, yielding the Gamma function (which was not yet known), Bernoulli used integration by parts to iteratively compute these terms.

The integration by parts proceeds as follows, varying the two exponents independently to obtain a recursion. An indefinite integral is computed initially, omitting the constant of integration +C both because this was done historically, and because it drops out when computing the definite integral.

Integrating xm(logx)ndx by substituting u=(logx)n and dv=xmdx yields:

xm(logx)ndx=xm+1(logx)nm+1nm+1xm+1(logx)n1xdx(for m1)=xm+1m+1(logx)nnm+1xm(logx)n1dx(for m1)

(also in the list of integrals of logarithmic functions). This reduces the power on the logarithm in the integrand by 1 (from n to n1) and thus one can compute the integral inductively, as xm(logx)ndx=xm+1m+1i=0n(1)i(n)i(m+1)i(logx)ni

where (n)i denotes the falling factorial; there is a finite sum because the induction stops at 0, since Template:Mvar is an integer.

In this case m=n, and they are integers, so

xn(logx)ndx=xn+1n+1i=0n(1)i(n)i(n+1)i(logx)ni.

Integrating from 0 to 1, all the terms vanish except the last term at 1,[note 2] which yields:

01xn(logx)nn!dx=1n!1n+1n+1(1)n(n)n(n+1)n=(1)n(n+1)(n+1).

This is equivalent to computing Euler's integral identity Γ(n+1)=n! for the Gamma function on a different domain (corresponding to changing variables by substitution), as Euler's identity itself can also be computed via an analogous integration by parts.

See also

Notes

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  1. Incorrect in general, but correct when one is working in a commutative ring of prime characteristic Template:Mvar with Template:Mvar being a power of Template:Mvar. The correct result in a general commutative context is given by the binomial theorem.
  2. All the terms vanish at 0 because limx0+xm(logx)n=0 by l'Hôpital's rule (Bernoulli omitted this technicality), and all but the last term vanish at 1 since log 1 = 0Script error: No such module "Check for unknown parameters"..

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References

Formula

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  • OEIS, (sequence A083648 in the OEIS) and (sequence A073009 in the OEIS)
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  • Max R. P. Grossmann (2017): Sophomore's dream. 1,000,000 digits of the first constant

Function

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Footnotes

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