Function and Definite Integrals

1- The Error function.

2- The Gamma function.
3- The Beta function.
4- The factorial function.

Chapter four (Function and Defined Integrals) Page 1

 The Error Function (erf (x))

This function which occurs in the theory of probability, distribution of residence

times, conduction of heat and diffusion of matter is defined by the integral:

erf = .
√

ℎ ℎ ! ,

# $% = 0 $ = . x=0 z=x

' dummy variable 1 ' $ 1 ℎ ! $1 '1

! ' 1 2$ $ ℎ' . 3ℎ ! ' 1 ' '%' 1 ℎ '%' $#

' 4 '$ ℎ !' 4 ℎ $ ! ' 1 . 3ℎ # $ ' ' $

√

#$ $! ' $ ℎ #∞ = 1 .
7 7
#∞ = , $ #∞ = .
√ √

7
$ $! ℎ #∞ = 1 , 8 9= , $! .
7 7 7 7
9= , 9 = = :
.

7 7
9 = ;:
= ∬= ;:
.
>?

2ℎ ℎ 4'$ $# ' 4 '$ @ : ' ℎ 2ℎ$ $# ℎ $ ' '! A

$# ℎ − .

C$2 #$ %' 4 9 $ $ $$ ' &E ' 4 ℎ A '$

= cos E , = sin E , ℎ ℎ % $# ℎ $1

1 E , + 1 .
Chapter four (Function and Defined Integrals) Page 2
 P
NO KO7
9 = ∬= K
E = NO
E KO
K
.
LM

⁄ U ⁄
9 = −1/2 K
]7 E = E= .
V

√ 7
$ 9 = ⇒ 9= = .
V

7 √
∴ #∞ = = . =1.
√ √

Properties of the Error function

1- Y'## ' ' 4 $ # '$ A '$ 4'! '

Z
erf = . ' 4 ℎ' $' 4 erf ,1 4'!
Z √
2- Integration of erf x
erf = . erf − +
√
U
= . erf + + , 2ℎ ' ℎ $ $# ' 4 '$ .
√
erf ,' $% '% 1 ℎ %1$ i erf x 2' ℎ
U
=− $ ℎ ' erf 0 = 0 .
√
\ $ℎ # '$ 2ℎ' ℎ ' $% '% 1 ' ℎ
$% % $ # '$ # , ℎ' ' #' 1 ℎ A '$
7
# = 1 − erf = .
√

The gamma function b c

7
3ℎ' ' #' 1 ℎ ' 4 , ] = U ^

= + 1, ℎ ' 4 1 4'! ,
7 7
] +1 = ^
=− ^ 7
] + U ^

] +1 = ] , >0
2ℎ = , 1 ' 4 $ ' '! ' 4 ≥ 1 , 2 ℎ ! ,
] +1 = ] = − 1 ] − 1 = − − −−= ! ] 1 ,
7
' ] 1 = ^
= 1 , 4'!

Chapter four (Function and Defined Integrals) Page 3

 ] +1 = !
'# = 1 ⇒ ] 2 = 1] 1 = 1!
'# = 2 ⇒ ] 3 = 2] 2 = 2 × 1] 1 = 2!
'# = 3 ⇒ ] 4 = 3] 3 = 3 × 2] 2 = 3 × 2 × 1] 1 = 3!
i j l!
g : = = 30
i k × !
g : ] 2.5 = ] 1.5 + 1 = 1.5] 1.5 = 1.5] 1 + .5 = 1.5 × 0.5] 0.5
p
U 7
' 2ℎ' ℎ ] n o = ^
, $! 1 ' 4 =
p
U 7
' 4 ' 4 ,]n o = ^
,∵ = ⇒ =2
p
U
& ^
= r
& = U/
= U
=
r
$2 1 ' #$ ℎ$ ' % ' ' 4 $ 4
U 7 √
]n o = 2 r
=2. = √s ,
7 √
' 2 ℎ $! r
= !'$
U U √
$ ] 1.5 = ] n o =
k U k√
] 2.5 = 1.5 × 0.5] 0.5 = × × √s =
V
t l l l l l
g : ] n o = ] n + 1o = ] n o = ] n + 1o = × ]
k k k k k k k k k
u
ji j l i
$ $ ! v
= × × v
li l k ki
v v
6 5 2
= . . =2
5 3 3
3ℎ '$ ] + 1 = ] ' $ # ' #' ' 4 ℎ
]−# '$ #$ 4 '! ! $# .
'# 2 −2 ' ' 4 ℎ' '$
i ;U
] =
p p
k i i V
] n− o = v = v p = √s
n o k

C$ ℎ ] 1 $% ' #' ' =0

C$ : \ 4 '! ' 4 ! $# 1 $% ' #' ' , ' '
'% $ $ % ℎ ' ℎ ℎ ! $# ] #$ 4 '! !
$# $ 4'! 1 ℎ ' 4 #$ % 1 1 ℎ '$

Chapter four (Function and Defined Integrals) Page 4

 i ;U
] =

#$ 1 $# ℎ ] − # '$ x ℎ 8 g% ,
3 1 $# # '$ ". Y$! z 1 ' '$ , 1945.
2 $2 ℎ$2 ℎ$2 ' ' 4 % 1 ! ' % $#
ℎ ]−# '$ .
7
g :$ ! ℎ ' 4 9= l.
,2 = ,
7 U 7 U
$1 ' 9 = .U ^
= k.U U ^
= ] 3.1
.U .U U.U U
= ] 2.1 = ] 1.1 = 2.1 1.1 ] 0.1
' # $% 1 ] 0.1 = 9.5135, 2 #' 9 = 1.10 $ $
2$ '% .
7 j
g : $! ^

: U
|$ ⁿ: 2 = ⇒ = , = ,
7 j 7 : j : U U ~ 7 U
^
= = j :
= ] 7
U t
6!
= = 92160
128
$% 1 $# ] # '$
: 1 , 1.01 , 1.05, − − −
] : 1 , 0.99433, 0.9735 , − − −
•.W(1) evaluate:
k ~ l ~ i k i .l
1− ]n o , 2 − ] n o , 3 − ] n− o , ] n− o , 4 −
i l.l
7 k 7 l.l 7 ‚ ^v
5− ^
, 6− k^
, 7−
H.W(2) Evaluate each of the following integrals:
7 7 7 7
v v v
1 ƒ , 2 ƒ √ , 3 ƒ +1 , 4 ƒ√
√
7 „
5 , •' : = †‡ …
…>

Chapter four (Function and Defined Integrals) Page 5

 The Beta Function (B)

3ℎ 1 −# '$ ˆ %, ' #' 1 ℎ ' 4 :

U
ˆ %, = ‰ U
1− Š U
, #$ %>0 & >0
U
' ' ' %% ' ' % ,ˆ ,% = Š U
1−
‰ U

' ,1 ' 4 1− = , =−
' 1$! ' 4 2' 4'! ℎ #$ % $#1 −# '$ ˆ ,%

ˆ ,% = − U
‰ U
1− Š U
= ˆ %, .
\ '! #$ % $# ℎ 1 −# '$ , $1 ' 1 ' 4
= ' E, = 2 sin E cos E E , 1 − = $ E ,
1 ' ' % ' A. $# ˆ %, $4
P
ˆ %, = sin E ‰ U
cos E Š U
. 2 sin E cos E E ,
2ℎ ℎ '%' $# ' 4 '$ ℎ 4 # $% 0 → 1, $ 0 → ,1
' 4 = 1 ,& = 0, ' A. = ' E, $ #' E=0→
P
$ ˆ %, =2 ' ‰ U
E $ Š U
E E.
# $% 2ℎ' ℎ 2 % '! '$ #$ % ' 4 ˆ %,
‰ U ! Š U !
ˆ %, = ˆ 1,1 ,
‰;Š U !
U U
2ℎ ˆ 1,1 = 1, ˆn , o = s .
U U
ℎ$2 $ $! ℎ ˆ 1,1 = 1 & ˆ n , o = s , ' 1 ' 4
$ $# ℎ 1$! 2$ '$ ' ! ' #$ $ $ $! ' .
ℎ '$ 1 2 Œ %% ˆ # '$ ' ∶
i ‰ i Š
ˆ %, =
i ‰;Š
U Z
g : 3$ ! 9= •
, V
= , ℎ =4 k
Ž U

Chapter four (Function and Defined Integrals) Page 6

 U k
1 1 1 V
∴ = , ∴9= ƒ
4 k 4 Ž 1−
p p
U U U U U U U i U⁄V i U⁄
9= • 1− = ˆn , o =
V V V Vi k⁄V
√ i U⁄ V
∴9= .
V i k⁄ V
P
g : 3$ ! 9= √sin E E, ' E=
2 sin E cos E E =
p
Zr
∴ √sin E = • , E=
•‘‡ N ’“• N
' cos E = √1 − ' E = √1 −
P p
”
U U r • U k U
9= √sin E E = = ˆ ,
√U r V
i•k–V—i U–
=
i l⁄V
l U U U
' ]n o = ]n o ] n o = √s
V V V
P
i k⁄V
√sin E E = 2√s i U⁄V
≅ 1.198 .

The Factorial Function

3ℎ' ' #' 1 ℎ ' 4 ,
7
!= ^ Š
= ] +1
$ != −1 − 2 − − − − −× 3 × 2 × 1 × 0!
2ℎ 0! = 1, $ $! ℎ :
7
0! = ^
= − ^ |7 = 1
#$ % 3! = 3 × 2 × 1 × 0! = 3 × 2!
4! = 4 × 3 × 2 × 1 × 0! = 4 × 3!
7! = 7 × 6 × 5 × 4 × 3 × 2 × 1 × 0! = 7 × 6! = 7 × 6 × 5!
= 7 × 6 × 5 × 4!

Chapter four (Function and Defined Integrals) Page 7