A Bridge Between Unit Square and Single Integrals for Real Functions of the Form \(\,f(x \cdot y)\)

Abstract

Sondow and co-workers have employed a key change of variables in order to evaluate double integrals over the unit square \([0,1] \times [0,1]\) in exact closed-form. Motivated by their results, I introduce here a change of variables which creates a ‘bridge’ between integrals of the form \(\,\int_0^1\!\!\int_0^1{f(x \cdot y)~dx \, dy}\,\) and single integrals of the form \(\int_0^1{f(p)\,\ln{p}~d p}\). This allows for prompt closed-form evaluations of several interesting integrals, including some of those investigated recently by Sampedro. I also show that the bridge holds when the intervals of integration are changed from \([0,1]\) to \([1,\infty)\). Finally, a generalization for higher dimensions is proved, which reveals an interesting link of those integrals to Mellin’s transform.