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Question Number 33119 by abdo imad last updated on 10/Apr/18
find  ∫_0 ^∞    (t^n /(e^t  −1)) dt by using ξ(x) for n integr  ξ(x)=Σ_(n=1) ^∞  (1/n^x )   with x>1 .
$${find}\:\:\int_{\mathrm{0}} ^{\infty} \:\:\:\frac{{t}^{{n}} }{{e}^{{t}} \:−\mathrm{1}}\:{dt}\:{by}\:{using}\:\xi\left({x}\right)\:{for}\:{n}\:{integr} \\ $$$$\xi\left({x}\right)=\sum_{{n}=\mathrm{1}} ^{\infty} \:\frac{\mathrm{1}}{{n}^{{x}} }\:\:\:{with}\:{x}>\mathrm{1}\:. \\ $$
Commented by prof Abdo imad last updated on 15/Apr/18
let put A_n = ∫_0 ^∞   (t^n /(e^t  −1))dt   A_n = ∫_0 ^∞ ((e^(−t)  t^n )/(1−e^(−t) ))dt  =∫_0 ^∞  t^n e^(−t)  ( Σ_(p=0) ^∞  e^(−pt) )dt  = Σ_(p=0) ^∞   ∫_0 ^∞  t^n   e^(−(p+1)t)  dt  thech (p+1)t =u give  A_n  = Σ_(p=0) ^∞   ∫_0 ^∞  (u^n /((p+1)^n )) e^(−u)  (du/((p+1)))  = Σ_(p=0) ^∞   (1/((p+1)^(n+1) )) ∫_0 ^∞  u^n  e^(−u)  du  but we know that  Γ(x) = ∫_0 ^∞  t^(x−1)  e^(−t) dt  for x>0 ⇒  ∫_0 ^∞  u^n  e^(−u)  du = Γ(n+1)  and Σ_(p=0) ^∞   (1/((p+1)^(n+1) ))  =Σ_(p=1) ^∞   (1/p^(n+1) ) =ξ(n+1) ⇒  A_n = Γ(n+1).ξ(n+1) .
$${let}\:{put}\:{A}_{{n}} =\:\int_{\mathrm{0}} ^{\infty} \:\:\frac{{t}^{{n}} }{{e}^{{t}} \:−\mathrm{1}}{dt}\: \\ $$$${A}_{{n}} =\:\int_{\mathrm{0}} ^{\infty} \frac{{e}^{−{t}} \:{t}^{{n}} }{\mathrm{1}−{e}^{−{t}} }{dt}\:\:=\int_{\mathrm{0}} ^{\infty} \:{t}^{{n}} {e}^{−{t}} \:\left(\:\sum_{{p}=\mathrm{0}} ^{\infty} \:{e}^{−{pt}} \right){dt} \\ $$$$=\:\sum_{{p}=\mathrm{0}} ^{\infty} \:\:\int_{\mathrm{0}} ^{\infty} \:{t}^{{n}} \:\:{e}^{−\left({p}+\mathrm{1}\right){t}} \:{dt}\:\:{thech}\:\left({p}+\mathrm{1}\right){t}\:={u}\:{give} \\ $$$${A}_{{n}} \:=\:\sum_{{p}=\mathrm{0}} ^{\infty} \:\:\int_{\mathrm{0}} ^{\infty} \:\frac{{u}^{{n}} }{\left({p}+\mathrm{1}\right)^{{n}} }\:{e}^{−{u}} \:\frac{{du}}{\left({p}+\mathrm{1}\right)} \\ $$$$=\:\sum_{{p}=\mathrm{0}} ^{\infty} \:\:\frac{\mathrm{1}}{\left({p}+\mathrm{1}\right)^{{n}+\mathrm{1}} }\:\int_{\mathrm{0}} ^{\infty} \:{u}^{{n}} \:{e}^{−{u}} \:{du}\:\:{but}\:{we}\:{know}\:{that} \\ $$$$\Gamma\left({x}\right)\:=\:\int_{\mathrm{0}} ^{\infty} \:{t}^{{x}−\mathrm{1}} \:{e}^{−{t}} {dt}\:\:{for}\:{x}>\mathrm{0}\:\Rightarrow \\ $$$$\int_{\mathrm{0}} ^{\infty} \:{u}^{{n}} \:{e}^{−{u}} \:{du}\:=\:\Gamma\left({n}+\mathrm{1}\right)\:\:{and}\:\sum_{{p}=\mathrm{0}} ^{\infty} \:\:\frac{\mathrm{1}}{\left({p}+\mathrm{1}\right)^{{n}+\mathrm{1}} } \\ $$$$=\sum_{{p}=\mathrm{1}} ^{\infty} \:\:\frac{\mathrm{1}}{{p}^{{n}+\mathrm{1}} }\:=\xi\left({n}+\mathrm{1}\right)\:\Rightarrow \\ $$$${A}_{{n}} =\:\Gamma\left({n}+\mathrm{1}\right).\xi\left({n}+\mathrm{1}\right)\:. \\ $$

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