Integral $\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$ Could you suggest any ideas how to evaluate this integral? Is there a closed-form result?
$$\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$$
 A: This integral can be solved by brutal force. I will use Vladimir's suggestion as a starting point:
$$I = \int_{1}^{\infty} \frac{\log(x + \sqrt{x^{2} - 1}) \log(1 + \sqrt{x^{2} + 1})}{x^{2}} \, dx. $$
By the knowledge in trigonometry, we obtain
\begin{align*}
I
&= \int_{1}^{\infty} \frac{\operatorname{arcosh} x \cdot (\operatorname{arsinh}(1/x) + \log x)}{x^{2}} \, dx \\
&= \int_{0}^{1} \operatorname{arcosh} (1/x) \cdot (\operatorname{arsinh} x - \log x) \, dx.
\end{align*}
Note that
$$ \int (\operatorname{arsinh} x - \log x) \, dx = x\operatorname{arsinh} x - x \log x + x + 1 - \sqrt{x^{2} + 1}. $$
Here, the constant of integration is chosen so that the integrand becomes $O(x\log x)$ as $x \searrow 0$. Since $\operatorname{arcosh}(1/x) = O(\log x)$ as $x \searrow 0$, we can perform integration by parts to obtain
$$ I = \int_{0}^{1} \left( \operatorname{arsinh} x - \log x + 1 + \frac{1 - \sqrt{x^{2} + 1}}{x} \right) \, \frac{dx}{\sqrt{1-x^{2}}}. $$
Plug $x = \sin\theta$. Then
$$ I = \int_{0}^{\frac{\pi}{2}} \left( \operatorname{arsinh} (\sin\theta) - \log \sin\theta + 1 + \frac{1 - \sqrt{1 + \sin^{2}\theta}}{\sin\theta} \right) \, d\theta. $$
We divide the integral into 4 parts and consider them separately.
Part 1. By the Taylor expansion of $\operatorname{arsinh} x$,
\begin{align*}
\int_{0}^{\frac{\pi}{2}} \operatorname{arsinh} (\sin\theta) \, d\theta
&= \sum_{n=0}^{\infty} \binom{-1/2}{n} \frac{1}{2n+1} \int_{0}^{\frac{\pi}{2}} \sin^{2n+1}\theta \, d\theta \\
&= \frac{1}{2} \sum_{n=0}^{\infty} \frac{1}{2n+1} \frac{\Gamma(\frac{1}{2})}{\Gamma(n+1)\Gamma(\frac{1}{2}-n)} \frac{\Gamma(n+1)\Gamma(\frac{1}{2})}{\Gamma(\frac{3}{2}+n)} \\
&= \sum_{n=0}^{\infty} \frac{(-1)^{n}}{(2n+1)^{2}}
 = G.
\end{align*}
Part 2. We know so many ways to prove that
$$ -\int_{0}^{\frac{\pi}{2}} \log \sin\theta \, d\theta = \frac{\pi}{2}\log 2. $$
Part 3. Do you need an explanation for this?
$$ \int_{0}^{\frac{\pi}{2}} d\theta = \frac{\pi}{2}. $$
Part 4. Again, by the Taylor expansion,
\begin{align*}
\int_{0}^{\frac{\pi}{2}} \frac{1 - \sqrt{1 + \sin^{2}\theta}}{\sin\theta} \, d\theta
&= - \sum_{n=1}^{\infty} \binom{1/2}{n} \int_{0}^{\frac{\pi}{2}} \sin^{2n-1}\theta \, d\theta \\
&= - \frac{1}{2} \sum_{n=1}^{\infty} \frac{\Gamma(\frac{3}{2})}{\Gamma(n+1)\Gamma(\frac{3}{2}-n)} \frac{\Gamma(n)\Gamma(\frac{1}{2})}{\Gamma(\frac{1}{2}+n)} \\
&= \sum_{n=0}^{\infty} \frac{(-1)^{n}}{(2n)(2n-1)}
 = \frac{\log 2}{2} - \frac{\pi}{4}.
\end{align*}
Putting all these together, we obtain the answer as Cleo claimed.
A: This is a very interesting integral! I'll give you a partial answer:
Yes, there is a closed form expression for it:
$$G+\frac\pi4+\frac{\pi+1}2\ln2,$$
where $G$ is the Catalan constant:
$$G=-\int_0^1\frac{\ln x}{x^2+1}dx.$$
