Question Number 40883 by prof Abdo imad last updated on 28/Jul/18
$${find}\:\int_{\mathrm{0}} ^{\infty} \:\:\frac{{t}^{{p}} }{{e}^{{t}} −\mathrm{1}}{dt}\:{with}\:{p}\in{N}^{\bigstar} \\ $$
Answered by maxmathsup by imad last updated on 31/Jul/18
$${let}\:{A}_{{p}} =\:\int_{\mathrm{0}} ^{\infty} \:\:\:\frac{{t}^{{p}} }{{e}^{{t}} −\mathrm{1}}\Rightarrow{A}_{{p}} =\:\int_{\mathrm{0}} ^{\infty} \:\:\frac{{e}^{−{t}} \:{t}^{{p}} }{\mathrm{1}−{e}^{−{t}} } \\ $$$$=\int_{\mathrm{0}} ^{\infty} \:\:{e}^{−{t}} {t}^{{p}} \left(\sum_{{n}=\mathrm{0}} ^{\infty} \:{e}^{−{nt}} \right)\:=\sum_{{n}=\mathrm{0}} ^{\infty} \:\:\int_{\mathrm{0}} ^{\infty} \:\:{t}^{{p}} \:{e}^{−\left({n}+\mathrm{1}\right){t}} {dt}\:{changement}\:\left({n}+\mathrm{1}\right){t}\:={x} \\ $$$${give} \\ $$$${A}_{{p}} =\:\sum_{{n}=\mathrm{0}} ^{\infty} \:\:\left(\frac{{x}}{{n}+\mathrm{1}}\right)^{{p}} \:{e}^{−{x}} \:\frac{{dx}}{{n}+\mathrm{1}}\:=\:\sum_{{n}=\mathrm{0}} ^{\infty} \:\:\int_{\mathrm{0}} ^{\infty} \frac{{x}^{{p}} \:{e}^{−{x}} }{\left({n}+\mathrm{1}\right)^{{p}+\mathrm{1}} }{dx} \\ $$$$=\sum_{{n}=\mathrm{0}} ^{\infty} \:\:\frac{\mathrm{1}}{\left({n}+\mathrm{1}\right)^{{p}+\mathrm{1}} }\:\int_{\mathrm{0}} ^{\infty} \:\:{x}^{{p}} \:{e}^{−{x}} {dx}\:\:{by}\:{parts} \\ $$$${w}_{{p}} =\int_{\mathrm{0}} ^{\infty} \:\:{x}^{{p}} \:{e}^{−{x}} {dx}\:=\left[−{x}^{{p}} \:{e}^{−{x}} \right]_{\mathrm{0}} ^{+\infty} \:\:+\int_{\mathrm{0}} ^{\infty} \:{px}^{{p}−\mathrm{1}} \:{e}^{−{p}} {dx} \\ $$$$={pw}_{{p}−\mathrm{1}} \:\:\:\Rightarrow{w}_{{p}} ={p}!{w}_{\mathrm{0}} \:\:\:\:{and}\:{w}_{\mathrm{0}} =\int_{\mathrm{0}} ^{\infty} \:{e}^{−{x}} {dx}\:=\mathrm{1}\:\Rightarrow{w}_{{p}} ={p}!\:\Rightarrow \\ $$$${A}_{{p}} ={p}!\:\sum_{{n}=\mathrm{1}} ^{\infty} \:\:\frac{\mathrm{1}}{{n}^{{p}+\mathrm{1}} }\:={p}!\:\xi\left({p}+\mathrm{1}\right)\:\:\:{with}\:\xi\left({x}\right)=\sum_{{n}=\mathrm{1}} ^{\infty} \:\:\frac{\mathrm{1}}{{n}^{{x}} }\:,\:\:\:{x}>\mathrm{1} \\ $$$$ \\ $$