grandes-ecoles 2022 Q15

grandes-ecoles · France · mines-ponts-maths1__pc Proof Direct Proof of a Stated Identity or Equality
The function $q$ associates to any real $x$ the real number $q ( x ) = x - \lfloor x \rfloor - \frac { 1 } { 2 }$.
Show, for all real $t > 0$, the identity
$$\int _ { 1 } ^ { + \infty } \frac { t q ( u ) } { e ^ { t u } - 1 } \mathrm {~d} u = - \frac { 1 } { 2 } \ln \left( 1 - e ^ { - t } \right) - \ln P \left( e ^ { - t } \right) - \int _ { 1 } ^ { + \infty } \ln \left( 1 - e ^ { - t u } \right) \mathrm { d } u$$
The function $q$ associates to any real $x$ the real number $q ( x ) = x - \lfloor x \rfloor - \frac { 1 } { 2 }$.

Show, for all real $t > 0$, the identity

$$\int _ { 1 } ^ { + \infty } \frac { t q ( u ) } { e ^ { t u } - 1 } \mathrm {~d} u = - \frac { 1 } { 2 } \ln \left( 1 - e ^ { - t } \right) - \ln P \left( e ^ { - t } \right) - \int _ { 1 } ^ { + \infty } \ln \left( 1 - e ^ { - t u } \right) \mathrm { d } u$$