DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)

ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Course Material

COURSE ESSENTIAL MATHEMATICS – II for Civil /EE

/ME/CSE Stream
COURSE CODE 22MATC21/22MATE21/22MATM21/22MATS21

MODULE I

MODULE NAME INTEGRAL CALCULUS

STAFF INCHARGE KOMALA C.S

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Multiple Integrals

Objectives:

At the end of this Module, students will be able :

 Understand of Evaluation of Double Integrals and Evaluation of Triple Integrals

 Evaluate Change of Order in Double Integrals
 Evaluate Change of Variables in Double Integrals
 Applications of Double and Triple Integral to find area and volume respectively.
 Definition of Gamma and Beta function
 Evaluate Gamma and Beta functions.

INTRODUCTION:
Double Integrals over the simplest to the most general region in the Cartesian system
can be evaluated through repeated or iterated integrals. The different forms of the
region of Integrals are as follows:
1. Region R is rectangular with the boundaries parallel to the axes of co-ordinates.
2. Region R has left and right boundaries as lines parallel to the y-axis that is x is
fixed, the elementary area parallel to the y-axis with bottom restricted by curve 1
and top bounded by curve 2.
3. Region R has bottom and top boundaries as lines parallel to the x-axis that is y is
fixed, the elementary area parallel to the x-axis with left restricted by curve 1 and
right bounded by curve 2.
4. R is bounded by a simple closed curve ( a closed curve which does not intersect
itself) and the above two points that is point 2,3 are applied depending on the
region of interest.
5. Any region R, Partition the region R into sub regions R1 , R2 ,........., Rk such that each
one possesses the property of point 4.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems Based on Double Integrals:

1 1 𝑑𝑥 𝑑𝑦
1. Evaluate ∫0 ∫0
√(1−𝑥 2 )(1−𝑦 2 )

1 1 𝑑𝑥𝑑𝑦 1 1 1 1
Solution: ∫0 ∫0 = ∫0 [∫0 𝑑𝑥] 𝑑𝑦
√(1−𝑥 2 )(1−𝑦 2 ) √1−𝑦 2 √1−𝑥 2

1 1
1 1 1 𝜋
∫ [𝑠𝑖𝑛−1 𝑥] 𝑑𝑦 = ∫ [ − 0] 𝑑𝑦
0 √1 − 𝑦 2 0 0 √1 − 𝑦 2 2

𝜋 1 𝜋 𝜋 𝜋2
𝑠𝑖𝑛−1 𝑦] = ( − 0) =
2 0 2 2 4
 
2 2

2. Evaluate   sin  x  y dydx

0 0

 
2 2

Solution: Let I =   sin  x  y dydx

0 0


2 

   cos  x  y  
0
2
0
dx  sin  a  x  dx   cos  a  x  
 

 

2
    2
    cos  x 
0   2
  cos x 

dx   0   sin x  cos x dx

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS


2 
   sin x  cos x dx   cos x  sin x 02
0

   0  1  1  0   2

1 1 x

   x  y
2
3. Evaluate dydx
0 0

1 1 x

   x  y
2
Solution: Let I = dydx
0 0

1 x 
x  y 
1 3

  3


dx
0 0
1 1

 1  x dx
1  x  1  x 3   x  0 3 dx  1
 
3

3   3
0 0
1
1 x4  1
1  0   1  0     1  
1 1 1
  x    
3 4 0 3 4  3 4
1

4

2 2 y

4. Evaluate 
1 0
xydxdy

2 2 y

Solution: Let I =  
1 0
xydxdy

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2 y
x2 
2 2
1
  dy   y  2  y   0 dy
2
y  
1
2 0 2 1
2
1
  y  4  y  4 y
2

2 dy
1

2
1  4 y2 y3 
2
y4

1
21  4 y  y  4 y dy  3

2 2

4
 4 2

3 1
1 
 
2
2  2 2
 12
 
1
4
 2 4
 14
 
4
3
 23  13  

5

24

1 1 x 2

 
2

5. Evaluate xye x dydx

0 0

1 1 x 2

 
2

Solution: Let I = xye x dydx

0 0

1 x 2
y2 
1 1
dx   xe x 1  x 2  0  dx
1
  xe
2 2
x

0
2 0 20
1
  x 1  x 2 e x dx
1 2

20

dt
Put x 2  t  2 xdx  dt  xdx 
2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
1
dt
If x  0  t  0, if x  1  t  1
I   1  t  et
20 2
1 
1
  1  t  e t 1

    1 et dt 
4 0
0 
1 1 [By integration by parts]
 0  1  et    1   e  1 
1

4 0 4
1
  e  2
4
 Change of Order in Double Integrals

INTRODUCTION:
In the evaluation of repeated integrals the computational work can often be reduced by
interchanging the order of integration. To change the order of integration we should
first identify the region of integration. Instead of taking a vertical strip R we can also
take horizontal strip. We can easily convert the integral involving horizontal strip into
vertical one and vice versa, such a process is called change of order of integration. In
changing the order of integration it is convenient to geometrically represent the region
of integration which is easier to integrate with the new limits of integration.

Problems
𝒂 𝟐√𝒙𝒂
1. Evaluate 𝑰 = ∫𝟎 ∫𝟎 𝒙𝟐 𝒅𝒚𝒅𝒙 by changing the order of integration.

Solution:

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x varies from 0 to a

x: 0  a

For each x,

y varies from 0 to 2 xa

y: 0  2 xa

The lower value of y lies on the x-axis and the upper values on the upper part of the parabola

y 2 =4ax

The Region R of integration is shown in the diagram

 y2 
In R, y varies from 0 to 2a and for each y, x varies from   to a
 4a 

2a 

a 

I    
2
x dx  dy
y 0 
 x y2 / 4 a 

2a
1 
 3  y2  
3

  3
a     dy
 4a  
0 
 

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2q
1 3 1 y7 
 a y
3
 64 a 3 7 0

2. Change the order of integration in the integral

x
a a

  x 2
 y2  dydx and hence evaluate it.
0 x
a

x x x
Solution: X varies from 0 to a for each x, y varies from to
The lower value of y lies on
a a a
x
(which is a straight line) and the upper value of y lies on the curve y 2  (which is a parabola).
a

The Region R of integration is, In R, y varies from 0 to 1 for each y, x varies from 0 to a.

𝑥
𝑎 √ 1 𝑎𝑦
𝑎
𝐼=∫ ∫ (𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥 = ∫ ∫ (𝑥 2 + 𝑦 2 ) 𝑑𝑥𝑑𝑦
𝑥
𝑥=0 𝑦=𝑎 𝑦=0 𝑥=𝑎𝑦 2

1 
 x
3

ay


I    y x
2
  dy
  ay 2
 3 
0 

1 
1
  
3
a 3 y 3  a 3 y 6   y 2 ay  ay 2  dy

0

1 1

a y  dy  a   y  y 4 dy
1
 3 3
 y 6 3

3 0 0

a3  1 1 1 1
     a  
3 4 7 4 5

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

a3  3   1 
    a 
3  28   20 

a3 a
 
28 20

 x  x2

  xe
y
3. Evaluate dydx by changing the order of integration
0 0

Solution: x : 0   & y : 0  x

y=0 and y=x

On changing the order of integration, we require the variable limits for x and constant limits for
y

i.e. y : 0   and x: y 
∞ 𝑥 −𝑥 2 ∞ ∞ −𝑥 2
∫ ∫ 𝑥𝑒 𝑦 𝑑𝑦𝑑𝑥 = ∫ ∫ 𝑥𝑒 𝑦 𝑑𝑥𝑑𝑦
0 0 0 0

x2 ydt
Put  t  xdx 
y 2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 x2
 x y    t y

  xe dydx     e
 2
dt dy

0 0 0  x y 
 
y  et 
 
0
 
2  1  x  y
dy

  x2
1
2 

 ye y
y dy
0


1

2 0 y
 0  e y 
dy

1

2 
0
ye  y dy

1   e y  
 e y  
 y 

   dy 
  1 
0
2  0  y  

1  e y 
  0  0 

 
1
0
2  
1 1
    0  1  
2   2
4. Evaluate by changing the order of integration

 
e y

0 x
y
dydx

Solution: x : 0  , y : x  

y=x and y= 

10
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

On changing the order of integration, we require the variable limits for x and constant limits for
y.

i.e. y : 0   and x:0  y

  
e y e y
y

  dydx    dxdy
0 x
y 0 0
y


e y

y
 x 0 dy
0
y

e y
   y  0  dy
0
y


e y

y
 e dy 
0
1 0

   0  1  1

5. Change the order of integration in

1 2 y


0
 xydydx and evaluate
y

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Solution: y : 0 1 and x : y  2 y

x y and x  2  y

or x2  y and x  y  2

On changing the order of integration, we require the variable limits for y. This requires to divide
the region into two parts R1 and R2.

For R1

x : 0 1
y : x  axis  parabola  y  x 2 
i.e
y : 0  x2

For R2

x :1  2
y : x  axis  line  x  y  2 
y:0  2 x

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 2 y 1 x2 2 2 x
  xydxdy    xydydx    xydydx
0 y 0 0 1 0

1 x 2
2 2 x
xy 2 xy 2
 
0
2
dx  
1
2
dx
0 0
1 2


x
x  0  dx  
x 
 2  x 2   0  dx
2
 4

0
2 1
2 
 

1 2
x  4  x 2  4 x dx
1 1

2 
0
x 5 dx 
21
1 2
1 x6
x  4 x  4 x 2 dx
1
  3

2 6 0
2 1
2
1 1  x4 4x2 4 x3 
 1  0      
12 2 4 2 3 1
1 1 15 28 
    6
12 2 4 3 

1 1  45  112  72 
 
12 2 12 

1 1  5 
 
12 212 

2 5
 
24 24
7

24

13
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

6. Change the order of integration and hence evaluate the integral

1 2 x
x
  y
dxdy
0 x

Solution: The region of integration is the shaded portion shown in the figure below

Y
y=x
x=0

B
y=1 A
(1,1)
M
X
0 y=2-x

To get the limits for x first, we need to divide the shaded area into two parts AMB and AMO
where the x values are 0 to 2-y and 0 to y respectively. The respective y values are 1 to 2 and 0
to 1.

The given integral is now

1 y 2 2 y
x x
   y
dxdy    y
dxdy
y 0 x =0 y =1 x = 0

1 2
y 2 y 
  2
dy      2 dy
y 2 
y =0 y =1

= 2 ln 2 -1.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 Change of Variables in Double Integrals

INTRODUCTION:
Sometimes the double integral can be evaluated easily by changing the variables when
the limits of integrations are known. The region R can be changed to a new variable
under the transformations. The conversion of the integrals from one system to other
system (usually Cartesian to polar, to spherical, to cylindrical or to parametric) is known
as changing of variables. In the evaluation of repeated integrals, the computational
work can often be reduced by changing the variables of integration to some other
approximate variables.
 

 x2  y 2 
1. Evaluate 
0
e
0
dxdy by changing to polar co-ordinates

Solution:

x:0  
y:0  

If x = r cos  , y= r sin  then

dxdy = rdrdθ , r varies from 0 to 

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS


 varies from 0 to
2

  
 
2
 x y
2 2

 e   e rdrd
r
dxdy 
2

0 0 0 0
 

 1  r 2 
2
 0  2 e  d
0

1 
1   
  2    0 
2 0
2 2  4

2. Evaluate  rdrd
R
where R is the region bounded by the cardiod

r  a 1  cos   above the initial line

Solution:

𝜃: 0 → 𝜋
𝑟: 0 → 𝑎(1 − 𝑐𝑜𝑠𝜃)
𝜋 𝑎(1−𝑐𝑜𝑠𝜃)
= ∫ ∫ 𝑟𝑑𝑟𝑑𝜃 = ∫ ∫ 𝑟𝑑𝑟𝑑𝜃
𝑅 0 0

𝜋 𝑟 2 𝑎(1−𝑐𝑜𝑠𝜃)
= ∫0 | 0
𝑑𝜃s
2
𝜋
1 2
= ∫ [𝑎 (1 − 𝑐𝑜𝑠𝜃)2 − 0]𝑑𝜃
0 2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑎2 𝜋
= 2
∫0 (1 + 𝑐𝑜𝑠 2 𝜃 − 2𝑐𝑜𝑠𝜃) 𝑑𝜃

𝑎2 𝜋 1 + 𝑐𝑜𝑠2𝜃
= ∫ (1 + − 2𝑐𝑜𝑠𝜃) 𝑑𝜃
2 0 2

𝑎2 𝜋 3 + 𝑐𝑜𝑠2𝜃 − 4𝑐𝑜𝑠𝜃
= ∫ ( ) 𝑑𝜃
2 0 2

𝑎2 𝑠𝑖𝑛2𝜃 𝜋
= [3𝜃 + − 4𝑠𝑖𝑛𝜃]
4 2 0

𝑎2 1
= [3(𝜋 − 0) + (0) − 4(0 − 0)]
4 2

3𝑎2 𝜋
=
4
3. Change to polar coordinates and hence evaluate

aa
x
 2
dxdy
0y x  y2

Solution: The region of integration is as shown below

Y
x=y

y=a

X
0 y=0 x=a

We see that  ranges from 0 to /4 in the shaded region. R ranges from 0 to x = a i.e., a sec .

The given integral

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𝜋⁄ 𝑎𝑠𝑒𝑐𝜃
4
=∫ ∫ 𝑟 2 𝑐𝑜𝑠 2 𝜃𝑑𝑟𝑑𝜃
0 0


4 3
a3 
sec d  ln sec   tan 0 4
a
  3 3
0

a3
 ln 2  1
3
 
 Evaluation of Triple Integrals

INTRODUCTION:
Realistic Engineering problems can be better understood by 3 dimensional geometry
which can be depicted mathematically by Triple Integrals. The definition of a double
integral can be extended to three - dimensions which is the triple integrals. Triple
integral can be evaluated by expressing it in terms of three integrals.
Some times the triple integrals can be evaluated easily by changing the variables under
the transformations. Evaluation of the triple integrals by changing of variables
reduces the computational work.

Definition of Triple Integrals:

Triple integrals are evaluated by expressing it in terms of three integrals , that is
x2 y2 z2

I  
v
f ( x, y , z ) dxdydz  
x1 y1 z1
f ( x, y , z )dzdydx

The rule for the integration that is it is carried out from the innermost bracket to the
outermost bracket.
x2  y2 ( x )  z ( x, y )
 2 
 
  



 f ( x , y , z ) dz 

dy dx

x1  y1 ( x )  1
z ( x , y )  
Firstly f(x,y,z) is integrated with respected to z between z1 and z2 keeping x and y
fixed. The resulting expression is then integrated with respect to y treating x as constant

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between y1 , y2 . The result thus obtained is finally integrated with respect to x from
x1 , x2 .

Evaluation of the integral can be performed in any order if all the limits are constants.

Problems [Triple integrals] general

a x x y

1. Evaluate   
0 0 0
e x  y  z dzdydx

Solution:

a x x y a x x y

   
x y z
e dzdydx  e x e y e z dzdydx
0 0 0 0 0 0

a x a x
x y
e e e  e ey   e0 
x y
 x y
0
z
dydx  x
e  dydx
0 0 0 0
a x
   e e2 y  e x e y 
2x
dydx
0 0
a
e2 y
e
x
 2x
 exe y 
 0 dx
0
2
 e2 x
a
0 
  
 e 2x
 e 0

  e x

 e x
 e 
 dx
0  
2
 1 4 x e2 x
a

  e   e 2 x  e x dx
0  
2 2
1 
a
3 2x
   2 e  e  e x dx
4x

0
2 

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1 e4 x 3 e2 x a
   ex  
2 4 2 2 0


1
8
 e 4 a  1 
3
4
 e 2 a  1   e a  1
4a
e 3 2a 3
  e  ea 
8 4 8
1 z x z

2. Evaluate     x  y  z dydxdz
1 0 x  z

Solution:

1 z x z x z
 1 z
y2 
   x  y  z dydxdz    x  y
z  y   dxdz
1 0 
1 0 x  z
2  x z
 2 
1 z
1
    x  z   x  z   x  z    2  x  z    x  z   dxdz
2

1 0

 
1 z
1
    x  z  2 z  2  4 xz   dxdz
1 0
1 z
    2 xz  2 z  2 xz dxdz
2

1 0
1 z
    4 xz  2 z dxdz
2

1 0

z
1
 x2 
1
   2z2 x  4z dz    2z  2 z 3 dz
3

1  
2 1
1
z4  0
 0
1
  4 z 3 dz  4   1   1
4 4

1
4  1

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1 1 x x  y
dxdydz
3. Evaluate    1  x  y  z 
0 0 0
3

Solution: Let this integral be I, then

 1 x 1 x  y
1  
  dz  
I       dy  dx
x  0  y  0  z  0 1  x  y  z 
 3
 

1 1 x 1 x  y
 1 
     dydx
 
x  0 y  0  2 1 x   2
y z  z  0

1 1−𝑥
−1 1
=∫ ∫ [ + ] 𝑑𝑦𝑑𝑥
𝑥=0 𝑦=0 8 2(1 + 𝑥 + 𝑦)2

1
−𝑦 1 1−𝑥
=∫ [ − ] 𝑑𝑥
𝑥=0 8 2(1 + 𝑥 + 𝑦) 0

1
𝑥−1 1 1 1
=∫ { − [ − ]} 𝑑𝑥
0 8 2 2 1+𝑥

𝑥 2 3𝑥 1 1
=[ − + 𝑙𝑛(1 + 𝑥)]
16 8 2 0

1 3 1
= − + 𝑙𝑛2
16 8 2

1 5
= 𝑙𝑛2 −
2 16

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1 5
  ln 2  
2 8

4. If R is the region bounded by the co-ordinate planes and the planes x=a, y=a, z=a in
the first quadrant then show that

  x  y 2  z 2 dxdydz  a5
2

  x  y 2  z 2 dxdydz
2
Solution: Let I =
R

x:0  a
y:0  a
z :0  a

a a a
I    x  y 2  z 2 dxdydz
2

0 0 0
a
 x3
a a

    y 2 x  z 2 x  dydz
0 0  0
3
a a
 a3 
 0 0  3
   y 2
 z 2
 a dydz


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a
 a3
a
y3 
  ya  az 2 y  dz
0  0
3 3
a
 a4 a4 
 0  3 
3
 a2 z2 dz

 2a 4
a

   a 2 z 2 dz
0  
3
a
2a 4 z3 
 z  a2 
3 3 0
2a 5 a5 3a 5
  
3 3 3

= 𝑎5

APPLICATIONS OF DOUBLE AND TRIPLE INTEGRALS

INTRODUCTION:
The use of double integrals for computing areas of plane and curved surfaces, and

volumes. Volumes underneath a surface, volume of revolution. The following are some

of the examples to evaluate the area and volume.

1. Area bounded by the plane curve over the region R can be calculated by
using
A   dxdy
R
2. Surface area can be calculated by using
S  s
zdxdy

3. Volume can be calculated by using

V   dxdydz
v

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Problems:

1. Find the area bounded by the parabola y  x2 and the line y=x
Solution:

The given curves intersect at (0,0) and (1,1).

x : 0 1
y : x2  x

Required area

1 x
   dydx
0 x2
1 x

  y
0 2
dx
x
1
   x  x dx
2

𝑥3

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1
x2 x2 
  
2 3 0
1 1
 
2 3
1

6

2. Find the area bounded by the curve r 2  a2 cos 2

Solution:

Required area is equal to 4 times the area in the first quadrant

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
Area  4  rdrd
R

  a cos 2
cos 2
r 
4 a 4 2
 4  rdrd  4  
0 0 0
2 0

4

 a cos 2  0 
 2  d
2

0

 sin 2  4
 2a  2

 2 0
 a 2 1  0 
 a2

3. Find the area between the parabola y = 4x - x2 and the line y = x, using double integration.

Solution: The required area is  dxdy

r

(2,4) y=x

(3,3)

3 4x  x 2
 dxdy   3x  x 2  dx
3
 
x =0 y  x x =0

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3
3 2 𝑥3 9
= [2 𝑥 − ] =
3 0 2

BETA – GAMMA FUNCTIONS

INTRODUCTION:
Two improper integrals which are also called as special functions, beta and gamma

function. These integrals are together known as eulerian integrals and these functions

play important role in applied mathematics.

Gamma and Beta Functions

Definition:

The improper integral n    e  x x n 1dx is defined as the gamma function.
0

Here n is a real number called the parameter of the function. (n) exists for all real values of n
except 0, -1, -2., ………..the graph of which is shown below :

r(n)

n
-4 -3 -2 -1 0

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Recurrence formula


n    e  x x n 1 dx, n  0
0

   n
xn x 
 x x
 e   e dx, integrating by parts.

 n 
0 0 n

Applying the definition of Gamma function and using

xn
 0 as x  
ex
n  1
n   .........................(1)
n

or n  1  nn.................(2)

Note:

(1) n is not convergent when n = 0, -1, -2, …….

(2) If n is known for 0 < n < 1, then its value for 1 < n < 2 can be found using equation (2).
Also, its values for -1 < n < 0 can be got using equation (1)

(3) If n is a +ve integer, using the recurrence relation and 1 = 1, we get

n = (n - 1) n - 1

= (n - 1) (n - 2) (n - 2) and so on

= (n - 1) (n - 2) (n - 3) …….. 1

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= (n - 1) !

Problems:

(1) Prove that    

1
2

By definition, n    e  x x n 1dx
0



 e  t t 2 n 1 dt u sin g
2
x  t2
0  2
 n   2  e  x x 2n 1dx
0

 2
 2  e  y y 2n 1dy
0

 
1 2 2
     e  x dx   e  y dy
 2 0 0

2     x 2  y 2 
  1 
      4   e   dxdy
  2   0 0

Converting Cartesian (x, y) to polar (r, ) system, we get


2 
  1  2

 2   2   e (2r )drd

r 2

    0 r 0

𝜋⁄ 2 ∞
= 2 ∫0 2−𝑒 −𝑟 ]0 𝑑𝜃

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
2 2
 2  d,  e - r  0 as r  
0

=

1
Taking square roots on both sides, we get    
2


x4 1 1
(2) Show that e dx   
4  4
0

1 3
Let x 4  y  4 x 3dx  dy  dx  y 4 dy
4

 
1 3
 e x4
dx  e
y
y 4
dy
0
4 0

1 1
= 4 Γ 4 by using the definition of Gamma function

1
 x ln x
5
(3) Find dx
0

using ln x = -y, we get x = e - y , dx = -e - y dy

and y ranges from  to 0 when x = 0 to 1

1 
 x ln x  dx    y e dy ,
 5 5  6y

0 0

interchanging the lower and the upper limits

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
t t 5dt
 e , choosing 6y = t
0 66

6   
1 5!

6
6 66

a
dx
(4) Prove that  a
a 
ln  
0

x

Solution:

a a
put ln    t , we get  e t
x x

dx = -a e-t dt and t =  to 0 when x = 0 to a

a 
dx 1 1
2 a.e  t dt
 a
 t  a    a 
2
0 ln   0
x

1
log x  dx   1n n!
x
m n
(5) Show that .
0 m  1n 1

1
log x
Hence show that 
0 x
dx   4 when 'n' is a positive integer and m > -1.

Let logx = - t  dx = -e-t dt and t =  to 0 when x = 0 to 1.

1  
  x log x  dx   e  mt
 t  e dt   1
t
t e  m 1t dt
m n n n n

0 0 0

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
yn
1

using m  1 t  y,  x m log xn dx   1 n

 m  1n e
y dy
,  m  -1
0
m 1
0


1
 x log x dx   1n
e  y y n dy
n 1 
m n

0 m  1 0


 1n n!,  n  1  n!
m  1n 1

1
choosing n  1 and m   , we get the required result.
2

Beta function:
Definition: Beta function, denoted by β(m,n) is defined by

1
Bm, n    x m 1 1  x n 1 dx , where m and n are positive real numbers.
0

1 1

 x 1  x  dx   1  x 
m 1 n 1 m 1
By a property of definite integral, x n 1 dx
0 0

Therefore we have 𝜷(m,n) = β(n,m)

Alternate Expressions for β(m,n)

1
β m, n    x 1  x 
m1 n 1
dx .......... .......... .......( 1)
0

1 1 t
(i) Let x   dx   dt , 1 - x 
1 t 1  t  2
1 t

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and t =  to 0 when x = 0 to 1.

m1 n 1
 1 

 t   1 
 1reduces to β(m, n)        dt
  2 
0
1 t  1 t   1 t  


t n 1
β(m, n) is also   1  t  dt using β m, n   β n , m 
m n
0


ii  Let x  sin 2  dx  2 sin  cosd and   0 to when x  0 to 1
2


2
Then (1) reduces to 2 sin 2m--1 cos 2n  1  d

0


2


 β(m, n)  2 sin 2m-1 cos 2 n 1  d 
0

Relation between Gamma and Beta functions.

Γ𝑚 Γ𝑛
Prove that 𝛽(𝑚, 𝑛) = Γ𝑚+𝑛

Proof:
 2
We know that n   2  e  x x 2n 1dx
0
∞
2
Γ𝑚 = 2 ∫ 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦
0

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ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS


Then m  n   4  e  x  y2  x 2 n 1 y 2 m 1 dxdy
2

0 0


 2
 r 2 2m  n 1 2m 1
 4e r dr  sin  cos2n 1d in polar coordinates
0 0

= (m+n) β(m,n) by definitions.

Note:

 n -1
x 
U sin g  1  x dx  sin n , 0  n 1
0

We get (n) (1-n) = (1) β (1-n,n) using the above relation

 n 1
β 1 - n, n 
x
But  1  x dx
0
using definition of Beta function.

Therefore (n) (1-n) =  /sin n, 0 < n < 1

Problems
1
5x 2 1
(1) Show that  5
dx  B , 
 5 2
0 1 x

1 1 4
Letting x 5  t, we get x  t 5 , dx  t 5 dt
5
and t = 0 to 1 when x = 0 to 1

1 1 1 1 1  4
dx   5t 5 1  t  2 t 5 dt s
5x

1 x5 5
0 0

34
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
3
 t 5 1  t  1 2 dt
0

2 1
 β  ,  by definition .
5 2

(2) Evaluate
 10

x 1  x8 dx   x18
dx
0 1  x  0 1  x 
30 30

= β (11,19) - β(19,11) = 0, using β(m,n) = β(n,m).

𝜋⁄
2
(3) Evaluate ∫0 √𝑡𝑎𝑛𝜃 𝑑𝜃

 
2 2
1 1
0
tan  d   sin
0
2
 cos 2
d

1 3 1
 β  , , by definition
2 4 4

n n
 x  t 1
 1  n  x dx  n Bt, n  1,
t
(4) Show that t  0, n  1
0

x
Put  y  dx  ndy and y  0 to 1 when x  0 to n
n

n
 x
n 1
  1   x t 1dx   1  y  n t 1 y t 1ndy
n

0 
n 0

35
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ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 1  y  y dy  n t β t, n  1 by definition .
t 1
n t n

1
(5) Prove that 𝛽(𝑛, 𝑛) = 22𝑛−1 𝛽(𝑛, 1⁄2)

Solution:

2


We know that β(n, n)  2 sin 2n -1 cos 2 n1  d 
0


sin 2n 1 2
2
2  22n 1 d, sin2  2sincos
0


sin 2n 1 
 d, putting 2  
2n 1
0 2


2
sin 2 n1 
2 d , sin  is even in (0, ) as sin  -    sin 
0
2 2 n1

1  1
Applying the definition of Beta function , we get β n, n   2 n 1
β  n, 
2  2

(6) Prove the Duplication formula

 1 
n  n    2 n1 2n
 2 2

 1 1 1  1 1
Using the previous result, B n  , n    B n  ,  …………(1)
 2 2 2 2 n  2 2

36
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 1  1  1
 n   n  n  1
1
B n  , n  
Also  2 2
 
2  2
......................(2)
 1 1  1 1
B n  ,  2n  1 n   
 2 2  2 2

 1
 n   n n 
From (1) and (2) we get  2 1
 2n
2n 2n   2

 1 
 n . n    2 n1 2n 
 2 2

1 𝑥 𝑚−1 +𝑥 𝑛−1
(7) Prove that 𝛽(𝑚, 𝑛) = ∫0 (1+𝑥)𝑚+𝑛

By one of the definitions of Beta function, we have


x n 1
β m , n    1  x m  n dx
0


x n 1 x n 1
1
 dx   dx
0 1  x  1 1  x 
mn mn

= I1 + I2 (say)

1
Substituting x  in I 2 , we get
y

ymn  1  y m 1
0 1
I2     dy   dy
mn  2
1 y n 1
1  y   y  0 1  y mn

37
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 m 1
x  x n 1
Hence β m, n   1  x m  n dx
0

x (1  x) p dx in terms of gamma functions and hence evaluate

m
8. Evaluate
0
1

 x (1  x )
5 3 10
dx .
0

2
2 2 1
Solution: Put xn  sin2  , so that x  sin n  , dx  sin n  cos  d , then
n
 /2
2 (2 / n ) 1
I= 
0
(sin 2 / n ) m (1  sin 2  ) p
n
sin  cos  d

 /2 2m 2
2  1
=
n  (sin  )
0
n n
(cos ) 2 p 1 d

 2m  2 
11
n1  2 p  1  1 
=  n , 
22  2 2 
 

1  m 1 
  , p  1
2  n 

When m=5, n=3, p=10, we get

1  5 1 
1

 x 1  x  dx 
10
5 3
 ,10  1
0
3  3 

1 1   2   11 1 1!10! 1
   2,11   
3 3  13 3 12! 396

38
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 
e x 
2

 dx * 
 x2
xe dx 
9. Prove that 0 0 x 2 2

1 1/ 2
Solution: Put x 2  t , so that x  t ; dx 
1/ 2
t dt. Thus
2
 
1 1  1  1  1
 xe x dx   e  t t 1/ 4 dt      1   1   ....... 1
2

0
20 2  4  2  4

 
e x
2
1 1  3  1 1
0 x dx  2 0 e t dt  2    4  1  2   4  ........  2 
 t 3/ 4

Multiplying (1) and (2), gives

1 1 1 1  1  
 
e x
2
1 
 dx * 
 x2
xe dx   1   *      .
0 0 x 2  4  2  4  4 sin  4 1 2 2
4 2

 /2  /2
1
 sin  d *  sin 
d  
10. Prove that 0 0

Solution:
1
 /2  /2  /2  /2 
d 1 2
 
0
sin  d * 
0 sin 
 
0
sin  d *
2

0
sin  d

1   1 
1  2 1 1  1   2 1 1 
  , *   , 
2  2 2  2  2 2
   
1 3 1 1 1
   ,   , 
4 4 2 4 2

39
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

3 1 1 1

     
1 4 2 4 2

4 3 1 1 1
     
4 2 4 2

3 1
    
1 4 4

4 5 3
  
4 4

1 1
    
1 4  4 
 
4  1 4 1 1
 1    
 4 4 4

40
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

EXERCISE:
1. Evaluate :
2 4 √ 1 𝑥 1 1 1−𝑥
(i) ∫1 ∫3 (𝑥𝑦 + 𝑒 𝑦 )𝑑𝑦 𝑑𝑥 (ii) ∫0 ∫𝑥 (𝑥 2 + 𝑦 2 )𝑑𝑥 𝑑𝑦 (iii) ∫0 ∫𝑦 2 ∫0 𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑦
𝑒 𝑙𝑜𝑔𝑦 𝑒 𝑥
(iv) ∫1 ∫1 ∫1 𝑙𝑜𝑔𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑦

2. Evaluate ∫ ∫ 𝑥 𝑦 𝑑𝑥 𝑑𝑦 over the positive quadrant of the circle 𝑥 2 + 𝑦 2 = 𝑎2

3. Evaluate the integrals by changing order of integration

∞ 𝑥 −𝑥 2⁄ 𝑎/√2 √𝑎2 −𝑦 2
(i) ∫0 ∫0 𝑥 𝑒 𝑦 𝑑𝑦 𝑑𝑥 (iii) ∫0 ∫𝑦 𝑙𝑜𝑔(𝑥 2 + 𝑦 2 )𝑑𝑥 𝑑𝑦(𝑎 > 0)
1 √2−𝑥 2 𝑥 𝑑𝑦 𝑑𝑥
(ii) ∫0 ∫𝑥 √𝑥 2 +𝑦 2
4. Evaluate the integrals by changing variables of integration
1 √1−𝑦 2
∫ ∫ (𝑥 2 + 𝑦 2 )𝑑𝑥 𝑑𝑦
0 0

3⁄
5. Change to polar co-ordinates and evaluate∫ ∫ 𝑥𝑦 (𝑥 2 + 𝑦 2 ) 2 𝑑𝑥 𝑑𝑦, over the first
quadrant of the circle𝑥 2 + 𝑦 2 = 𝑎2 .

6. Evaluate ∬ 𝑟 3 𝑑𝑟 𝑑𝜃 over the area bounded between the circles r = 2 cos𝜃 and 𝑟 = 4 𝑐𝑜𝑠𝜃
∞ 𝑥4 Γ(5) 𝜋⁄ 1 1 3 3
2
7. Show that (i) ∫0 4𝑥
𝑑𝑥 = (𝑙𝑜𝑔4)5 (ii) ∫0 √𝑡𝑎𝑛𝜃 + √𝑠𝑒𝑐𝜃 𝑑𝜃 = 2 Γ 4 (Γ 4 + √𝜋/Γ(4)
1 1 𝑑𝑥 1 1 1
8. Prove that (i)∫0 𝑥 3 (1 − √𝑥)5 𝑑𝑥 = 2𝛽(8,6) (ii) ∫0 = 𝛽(4 , 2)
√(1+𝑥 4 4√2

ANSWERS:
21 1
1. (i) 𝑒 4 − 𝑒 3 (ii) 3/35 (iii) 4/35 (iv) 4 (13 − 8𝑒 + 𝑒 2 )
4
𝑎4
2.
8
𝜋 𝑎2 1 1
3. (i) 1 (ii) (𝑙𝑜𝑔 𝑒 − ) (iii) 1 −
4 2 √2
𝜋
4. (i) 8
𝑎7
5. 14
45 𝜋
6. 2

41
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
ShavigeMalleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

42