Question Number 72025 by mathmax by abdo last updated on 23/Oct/19
$${calculate}\:\:\int_{\mathrm{0}} ^{\infty} \:{e}^{−\alpha{x}} {ln}\left({x}\right){dx}\:\:{with}\:\alpha>\mathrm{0} \\ $$
Commented by mathmax by abdo last updated on 24/Oct/19
$${changement}\:\alpha{x}={t}\:{give}\: \\ $$$$\int_{\mathrm{0}} ^{\infty} {e}^{−\alpha{x}} {ln}\left({x}\right){dx}=\int_{\mathrm{0}} ^{\infty} {e}^{−{t}} {ln}\left(\frac{{t}}{\alpha}\right)\frac{{dt}}{\alpha}\:=\frac{\mathrm{1}}{\alpha}\int_{\mathrm{0}} ^{\infty} \:\:{e}^{−{t}} \left\{{ln}\left({t}\right)−{ln}\alpha\right\}{dt} \\ $$$$=\frac{\mathrm{1}}{\alpha}\int_{\mathrm{0}} ^{\infty} \:{e}^{−{t}} {ln}\left({t}\right)−\frac{{ln}\left(\alpha\right)}{\alpha} \\ $$$$=\frac{\mathrm{1}}{\alpha}\left(−\gamma\right)−\frac{{ln}\left(\alpha\right)}{\alpha}\:=−\frac{\mathrm{1}}{\alpha}\left(\:\gamma\:+{ln}\left(\alpha\right)\right) \\ $$$$\int_{\mathrm{0}} ^{\infty} \:{e}^{−{t}} {ln}\left({t}\right){dt}=−\gamma\:\:{and}\:{this}\:{value}\:{is}\:{proved}. \\ $$
Answered by mind is power last updated on 23/Oct/19
$$\mathrm{u}=\alpha\mathrm{x} \\ $$$$\Rightarrow\int_{\mathrm{0}} ^{\infty} \mathrm{e}^{−\mathrm{u}} \mathrm{ln}\left(\frac{\mathrm{u}}{\alpha}\right).\frac{\mathrm{du}}{\alpha} \\ $$$$=\int_{\mathrm{0}} ^{+\infty} \mathrm{e}^{−\mathrm{u}} \mathrm{ln}\left(\mathrm{u}\right)\frac{\mathrm{du}}{\alpha}−\int_{\mathrm{0}} ^{\infty} \mathrm{e}^{−\mathrm{u}} .\frac{\mathrm{ln}\left(\alpha\right)}{\alpha}\mathrm{du} \\ $$$$=\frac{\mathrm{1}}{\alpha}\int_{\mathrm{0}} ^{+\infty} \mathrm{e}^{−\mathrm{u}} \mathrm{ln}\left(\mathrm{u}\right)\mathrm{du}+\frac{\mathrm{ln}\left(\alpha\right)}{\alpha}\left[\mathrm{e}^{−\mathrm{u}} \right]_{\mathrm{0}} ^{+\infty} \\ $$$$=\frac{\mathrm{1}}{\alpha}.\gamma−\frac{\mathrm{ln}\left(\alpha\right)}{\alpha}=\frac{\mathrm{1}}{\alpha}\left(\gamma−\mathrm{ln}\left(\alpha\right)\right) \\ $$