ADVANCED CALCULUS II (MAT 302) -

CHAPTER 5

PROF. E. K. ESSEL

01-04-2020
ii
Contents

0.1 The Gamma function . . . . . . . . . . . . . . . . . . . . . . . . . v

0.2 Beta function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . x

iii
iv CONTENTS
The Gamma and Beta
functions

0.1 The Gamma function

The gamma function may be regarded as a generalization of n! (n-factorial),
where n is any positive real integer.

De…nition

For x positive, we de…ne the Gamma function by the improper integral

Z 1
(x) = tx 1 e t dt: (1)
0

The above integral is not de…ned for all values of x. (x) is de…ned every where
except at 0 and for negative integers. This integral cannot be easily evaluated in
general, therefore we …rst look at the Gamma function at two important points
x = 1 and x = 21 :
Z 1 Z 1 t
t 1 1
(1) = t0 e t dt = e t dt = e = lim = (0 + 1) = 1:
0 0
0 t!1 et 0

Therefore
(1) = 1: (2)
Also
p
Z 1 y = t Z 1
1 1 1 y2
= t 2 e t dt = 2dy = t 2 dt = 2 e dy:
2 0
t = y2 0

R1 y2
To evaluate 2 0
e dy we let
Z 1 Z 1
y2 x2
I= e dy then also I = e dx
0 0

v
vi CONTENTS

so that
Z 1 Z 1 Z 1 Z 1
2 2
x2 y2
I2 = e dx e dy = e (x +y ) dxdy
0 0 0 0

Using polar coordinates, and integrating over the …rst quadrant, we have

dxdy = rdrd ; r2 = x2 + y 2 ; 0 r 1; 0
2
and so
Z 1 Z 1 Z 2Z 1
2 (x2 +y 2 ) 2
I = e dxdy = e r rdrd
0
Z "0 #1 Z 2"
0 0
#1 Z 2
r2 2
2 e e r 1
= r d = d = d
0 2r 0 2 0 2
0 0
2
= =
2 0 4
p
I = :
2
Therefore Z p
1
y2
I= e dy =
0 2
and so Z p
1 p
1 y2
=2 e dy = 2I = 2 = :
2 0 2
Therefore
1 p
= : (3)
2
To …nd the value of the GammaR function at Rother points, we deduce the
(x + 1) using intgration by parts. udv = uv vdu
From (1) :
Z 1
u = tx dv = e t dt
(x + 1) = tx e t dt = Let x 1
0 du = xt v = e t
Z 1
1
= tx e t 0 xtx 1 e t dt
0
x t Z 1
t
= lim +x tx 1
e t dt
t!1 et 0
0
= (0 0) + x (x) :

Hence
(x + 1) = x (x) : (4)
0.1. THE GAMMA FUNCTION vii

tx t
Note: lim et 0 is evaluated using L’Hospital’s rule several times
t!1

dm
tx dtm (tx ) x (x 1) (x 2) ::: (x (m + 1)) tx m
lim = lim m = lim
t!1 et t!1 d m (et ) t!1 xet
dt
x (x 1) (x 2) ::: (x (m + 1)) tx m
= lim
t!1 tm x xet
= 0:

Equation (4) is the fundamental recurrence relation for gamma functions. With
x = x 1 in (4) we see that it can also be written as

(x) = (x 1) (x 1) : (5)

Example
Using (3)the recurrence relation (5) we obtain the following

p
3 3 3 1 1
= 1 1 = =
2 2 2 2 2 2
p
5 5 5 3 3 3
= 1 1 = = :
2 2 2 2 2 4

A number of other results can be derived from (4) as follows: If x = n; is a

positive integer, i.e., if n 1; then

(n + 1) = n (n) :

Using (5) x = n repeatedly we see that

(n + 1) = n (n)
= n (n 1) (n 1)
= n (n 1) (n 2) (n 2)
=
= n (n 1) (n 2) (n 3) 1 (1)
= n! (1)
= n! since from (2) (1) = 1:

Thus
(n + 1) = n!: (6)
Example

(7) = (6 + 1) = 6! = 720
(8) = (7 + 1) = 7! = 5040:
viii CONTENTS

Negative values of x

The recurrence relation (4) can be used in the reverse direction as

(x + 1)
(x) = (7)
x
As x ! 0; (x) ! 1: Therefore

(0) = 1:

Using (7) negative values of x can be evaluated which otherwise could not
be obtained using the improper integral de…ntion of the gamma function in (1) :
For x = 1 and 2 we have

( 1 + 1) (0) 1
( 1) = = = = 1
1 1 1
( 2 + 1) ( 1) 1
( 2) = = = = 1 etc
2 2 2
It follows that
( n) = 1:
1 3
Also for x = 2 and 2 we have
1 1 p
1 2 +1 2
p
= 1 = 1 = 1 = 2
2 2 2 2
3 1 p
3 2 +1 2 2 4p
= 3 = 3 = 3 = :
2 2 2 2
3

Example
Z1
Evaluate x7 e x
dx:
0

Solution

Re-writing the gamma function as

Z1
(v) = xv 1
e x
dx
0

and comparing with the given integral

Z1 Z1
7 x
I= x e dx = xv 1
e x
dx = (v)
0 0
0.1. THE GAMMA FUNCTION ix

where v 1 = 7 or v = 8: Thus

Z1 Z1
7 x
x e dx x8 1
e x
dx = (8) = 7! = 5040:
0 0

Example

Z1
Evaluate x3 e 4x
dx:
0

Solution

Z1
Comparing with (v) = xv 1
e x
dx we …nd that to put it in this standard
0
form we let
u
u = 4x =) x = ; du = 4dx
4

with the limits remaining unchanged we have

Z1 Z1 3
3 4x u u du
I = x e dx = e
4 4
0 0
Z1 Z1
1 3 u 1
= u e du = 4 u4 1
e u
du
44 4
0 0
1 1 6
= (4) = (3!) =
44 256 256
3
= :
128

Graph of y = (x)

Values of (x) for a range of positive values of x are available in tabulated

form in various sets of mathematical tables. These, together with the results
established above, enable us to draw the graph of y = (x)

x 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0

(x) 1 1.772 1.000 0.886 1.000 1.329 2.000 3.323 6.000
x CONTENTS

0.2 Beta function

The beta function is a two parameter composition of gamma functions.

De…nition

For m; n positive the beta function B (m; n) ; is de…ned by

Z 1
n 1
B (m; n) = xm 1
(1 x) dx (8)
0

which converges for m > 0 and n > 0: Putting 1 x = u; or x = 1 u and

dx = du:
Limits; when x = 0; u = 1; when x = 1; u = 0:
Therefore
Z 1 Z 0
m 1 n 1 m 1 n 1
B (m; n) = x (1 x) dx = (1 u) u du
0 1
Z 1
m 1
= un 1
(1 u) du
0
= B (n; m)

Thus,
B (m; n) = B (n; m) : (9)

Alternative form of the beta function

0.2. BETA FUNCTION xi

Now
Z 1
n 1
B (m; n) = xm 1
(1 x) dx
0

If we put x = sin2 ; then dx = 2 sin cos d : When x = 0; = 0; when

x = 1; = 2 : 1 x = 1 sin2 = cos2 :

Z 2
n 1
B (m; n) = xm 1
(1 x) dx
0
Z 2
= 2 sin2m 2
cos2n 2
sin cos d
0
Z 2
= 2 sin2m 1
cos2n 1
d :
0

Therefore,
Z 2
B (m; n) = 2 sin2m 1
cos2n 1
d (10)
0

Relation between the gamma and beta function

Z 1 Z 1
(x) (y) = ux 1 e u du v y 1 e v dv
Z0 1 Z 1 0

x 1 y 1
= u v e u v dudv:
0 0

Let u = r cos2 ; v = r sin2 : The Jacobian determinant

@ (u; v) ur u cos2 2r cos sin

= =
@ (r; ) vr v sin2 2r sin cos
= 2r sin cos3 + 2r sin3 cos
= 2r sin cos cos2 + sin2
= 2r sin cos :

@ (u; v)
dudv = drd = 2r sin cos drd
@ (r; )
xii CONTENTS
Z 1 Z 1
(x) (y) = ux 1 y 1
v e u v
dudv
0 0
Z Z (
1 x 1 y 1 2 2

=
2
r cos2 r sin2 e (r cos ) (r sin )
0 0 (2r sin cos drd )
Z Z (
1 r (cos2 +sin2 )
= 2
2
rx 1
cos2x 2
ry 1 sin2y 2 e
0 0 (r sin cos drd )
Z 1 Z 2
(r) rx 1 ry 1
= 2
0 0 cos 2x 2
(cos ) sin2y 2 (sin ) e r
drd
Z 1Z 2
= 2 rx+y 1
cos2x 1
sin2y 1
e r
drd
0 0
Z 1 Z 2
= r(x+y) 1
e r
dr 2 cos2x 1
sin2y 1
d
0 0
Z 2
= (x + y) 2 cos2x 1
sin2y 1
d :
0

Let t = cos2 ; then dt = 2 sin cos d =) d = 2 sindtcos ; sin2 =

1 cos2 = 1 t:
Limits: when = 0; t = 1; and when = 2 ; t = cos2 2 = 0
Z 0
dt
(x) (y) = (x + y) 2 cos2x 1 sin2y 1
1 2 sin cos
Z 1
2x 1 1 2y 1 1
= (x + y) (cos ) (cos ) (sin ) (sin ) ( dt)
0
Z 1
2x 2 2y 2
= (x + y) (cos ) (sin ) dt
0
Z 1
x 1 y 1
= (x + y) cos2 sin2 dt
0
Z 1
y 1
= (x + y) tx 1
(1 t) dt
0
= (x + y) B (x; y) :
Thus,
(x) (y)
B (x; y) =
(x + y)
or
(m) (n)
B (m; n) =
:
(m + n)
But from (6) (x + 1) = x! and so for x = m 1; x = n 1 and x = m + n 1
(m 1 + 1) = (m 1)! =) (m) = (m 1)!
(n 1 + 1) = (n 1)! =) (n) = (n 1)!
(m + n 1 + 1) = (m + n 1)! =) (m + n) = (m + n 1)!
0.2. BETA FUNCTION xiii

Therefore
(m) (n) (m 1)! (n 1)!
B (m; n) = = : (11)
(m + n) (m + n 1)!
The relation
(m) (n)
B (m; n) = :
(m + n)
holds even when m and n are not necessrily integers.
1
Alternative proof for 2

Z 1
(m) (n) n 1
B (m; n) = = xm 1
(1 x) dx
(m + n) 0

In particular, if m = n = 12 ; we get
1 1 Z 1
1 1
2 2 1 1
1 1 = x2 (1 x) 2 dx
2 + 2 0
1 2 Z 1
1 1
2
= x 2 (1 x) 2
dx:
(1) 0
p
If we set x = sin2 or equivalently x = sin ; then the technique of substitution
implies
2 Z 1 Z
1 1 1 2
= x 2 (1 x) 2
dx = 2 d = since (1) = 1
2 0 0

Hence we have
1 p
= :
2
1
Using this formula gamma function of fractions of the form n + 2 can easily
be calculated.

Remark

The use of gamma and beta functions in the evaluation of de…nte integrals,
depends largely on one’s ability to rearrange the integral to be evaluated in a
form similar to that of gamma and beta function integral forms.

Example
R1 4
Evaluate I = 0
x5 (1 x) dx:

Solution
xiv CONTENTS

R1 n 1
Comparing with B (m; n) = 0 xm 1 (1 x) dx; we have m 1 = 5 or
m = 6 and n 1 = 4 or n = 5. Therefore I = B (6; 5) Hence
Z 1
4 (6) (5) 5!4! 1
I= x5 (1 x) dx = B (6; 5) = = = :
0 (11) 10! 1260

Example
R1 p
Evaluate I = 0
x4 1 x2 dx:

Solution
R1 n 1
Comparing this with B (m; n) = 0 xm 1 (1 x) dx; we see that we have
1
2 2
x in the root, instead of a single x: Therefore, put x = y or x = y 2 =) dx =
1 1 1 5 3
2y
2 dy: The limits remain unchanged:Therefore I =
2B 2; 2 :
Because
Z 1 Z
1 1 1 1 1 3 1
I= y 2 (1 y) 2 y 2 dy = y 2 (1 y) 2 dy
0 2 2 0

3 5 1
we have m 1 = 2 or m = 2 and n 1= 2 or n = 32 :
Therefore
Z 1 p 1 5 3
1 5 3
I = x4 1 x2 dx: = B ; = 2 2 2
0 2 2 2 (4)
p p
3
1 4 2
=
2 3!
= :
32
Other important formulas

1. Asymptotic behaviour of the gamma function when n is large, we have

p n n
(n + 1) = 2 nn e e 12(n+1) ; 0 < < 1:

2. The last factor, which is very close to 1 for large values of n can be omitted.
If n is an integer, then p
n! 2n nn e n :
This is sometimes called Stirling’s factorial approximation or asymptotic
formula for n!

3. The connection with sin x : For any x > 0; we have

Z +1
tx 1
dt = (x) (1 x) = ; 0 < x < 1:
0 1+t sin ( x)
0.2. BETA FUNCTION xv

4.
1 p
22x 1
(x) x+ = (2x)
2
This is called the duplication formula for the gamma function.

Exercise

Evaluate
R3 x3 dx (6) (1:5) ( 12 ) (5)
1. (a) I= p (b) 3 (4) (c) (2:5) (d) (e) 2 (3)
0 3 x ( 12 )
( 12 ) (2:5)
(f) (g) (3:5)
( 12 )
2. Determine
R1 5 4 R R
(a) 0
x (2 x) dx (b) 2
0
sin7 cos3 d (c) 8
0
sin2 4 cos5 4 d
3. Determine
R1 4 x R1 8 2x
R1 3 x
(a) x e dx (b) x e dx (c) x e dx
R01 p p R01 2 2x2
R01 4
(d) 0
x e x dx (e) 0
x e dx (f ) 0
x e 3x
dx
4. Evaluate the following integrals
R 1=2 4 3 R 1=p2 2 p
(a) x (1 2x) dx (b) x 1 2x2 dx
R0 =2 p R0 =4 3
(c) 0
sin cos5 d (d) 0
sin 2 cos6 2 d
R =2 5
(e) sin cos4 d
R01=3 2 p
(f) 0
x 1 9x2 dx