A Compilation of Mathematical Demonstrations

A Compilation
of
Mathematical Demonstrations
╬
Francis J. O’Brien, Jr., Ph.D.
Aquidneck Indian Council
Newport, RI
 Francis J. O’Brien, Jr., 2015 February 10, 2015
Summary—
This monograph is a compilation of 23 tutorial papers published online over the past 6
years on docstoc.com and other public websites. The intent is to provide simplified and detailed
proofs/derivations for the benefit of students. The papers are supplemental to material seen in
common textbooks at the college/graduate school level. For example, textbooks explain that the
derivative of e x cannot be done from the limit definition of derivative. A new proposed solution
by the limit definition is given in the second section.
The topics include (a) limits, (b) derivatives, (c) elementary complex numbers with
applications to series expansions and difficult circular integrals, and (d) factorials & gamma
functions. Some of the original documents have been changed to improve readability.
There may be typographical errors not corrected in the editorial process. Please bring
them to my attention.
———
Francis J. O’Brien, Jr.

Newport, Rhode Island
Table of Contents
LIMITS
1. A General Limit for Exponential Functions 2
2. Expansion of ln x  a  and the Binomial Series 22
xn
3. Proof that lim  0 By Stirling’s Approximation for Factorials:
n   n! 32
Part I
xn
4. Proof that lim  0 By Stirling’s Approximation for Factorials:
n   n! 38
Part II
DERIVATIVES
n
5. Derivative of e x by the Limit Definition
40
6. Derivative of [ln( x)]n by the Limit Definition 54
COMPLEX NUMBERS
7. Euler’s Formula by Series Expansions 58
8. Integral of e ax cos(bx) : Real Variable Solution & Complex Number 74

Solution
9. Identities for cos n ( x ) & sin n ( x ) By Complex Numbers 83
10. General Cosine and Sine Integral of Powers 90

11. Algebraic–Exponential–Trigonometric Integrals of Integer Powers 99
12. Exponential Circular Integrals I 116
13. Exponential Circular Integrals II 135
14. Finite and Infinite Sums of Cosine and Sine 142
Part I
Part II: Oscillating Series

Part III: Non Standard Series
FACTORIALS AND THE GAMMA FUNCTION

17. A Family of Algebraic–Exponential Integrals 176
18. Pochhammer Symbol: Selected Proofs 185
19. Double Factorials: Selected Proofs and Notes 216
m  x n
20. x e dx and Related Integrals 251
1 n 258

21. Derivation of   &  
2 2
22. Selected Transformations, Identities, and Special Values for the 273
Gamma Function
23. List of Formulas in 500 Integrals of Elementary & Special Functions 324
Page 1
Limits
Page 2
A General Limit for Exponential Functions
╬
Newport, RI
March 14, 2013
Calculus is built on the notion of limits

(Finney & Thomas, p. 77)
Introduction
In this paper we demonstrate a general limit for exponential functions by elementary

differential calculus methods. The suggested limit generates a number of useful limits describing
growth or decay1. Numerous examples are provided.
For example, two well-known exponential limits that can be derived from a general limit
are:
n n
 1  x
lim 1    e lim 1    e x
n   n n   n
———
or
———
1 1
n n
lim 1  n  e lim 1  nx   ex
n 0 n0
Note that it is possible to define an infinite limit by a corresponding 0 limit. This is explained
below. The limits in this paper are positive or going in the positive direction, n  , n  0 .
The limit and derivative for a general exponential function a x is also provided.
1
For a good article that describes some practical uses of exponential growth and decay functions, see the website,
http://www.willnichols.me.uk/a/exp/ar01s01s01.html.
 Francis J. O’Brien, Jr., 2013 <> Aquidneck Indian Council<> All rights reserved.
Page 3
Standard calculus texts by Bers (pp. 379 ff.) and Finney and Thomas (pp. 481 ff.) as well
as others provide excellent coverage for limits of exponential functions that tend to 0 or  .
There are also many online YouTube resources such as The Khan Academy for learning about
limits. Later we indicate a website that calculates limits which is useful to check answers
derived by hand.
——————
Demonstrating the general limit presented next can be done in two ways—(a) by log
differentiation (with a small “trick”) and (b) the more general method of L’Hôpital’s Rule2 for
differentiating “indeterminant forms” of fractions of continuous functions. We recommend the
YouTube lecture MIT 18.01 (Lecture 35, Prof. David Jerison) for an excellent detailed
explanation of the mathematical approach presented to undergraduate students of calculus.
Search for “MIT 18.01 Lec 35”.
General Exponential Limit
A general limit for simple exponential functions is:
bn
 a
lim 1    e ab ,
n   n
where a & b are some arbitrary fixed constants.
NOTE: As indicated below, the limit can be expressed in alternative ways by re-arranging the
a, b parameters. We use the one stated above.
Log Differentiation
The first approach to derive the general limit e ab is log differentiation with a clever trick.
Let the limit be called y. Take the natural log of y, re–define the limit to go to 0, substitute,
differentiate, and get y back by exponentiation. Applying the steps,
2
An alternate spelling for this French name is L’Hospital.
Page 4
bn
 a
(1) y  lim 1  
n   n
 a
(2) ln y  b lim n ln1  
n   n
a a
(3) Let  x  0, n  , and substitute
n x
ln 1  x 
(4) ln y  ab lim
x  0 x
From the limit in step (4) the “trick” is to add the quantity ln 1 = 0 in the numerator which does
not change the limit,
ln1  x   ln 1
ln y  ab lim .
x  0 x
This difference quotient now looks like a log derivative with a constant outside. If we recall the
definition of the derivative of ln x,
d ln x  x   ln x 1
ln x  lim  ,
dx x  0 x x
we see that,
ln 1  x   ln1
lim
x  0 x
is the derivative of ln x evaluated at x  1 ; i.e.,
ln 1  x   ln 1 d
lim  ln x  1.
x 0 x dx x 1
Substituting in (4),
ln 1  x   ln1
ln y  ab lim  ab.
x  0 x
Page 5
Thus, ln y  ab. Lastly, by definition, y  e ln y  e ab , which proves the limit,

bn
 a ab
lim 1   e .
n   n
NOTE: The reader can verify that the general limit just derived can be expressed in other ways
such as:
n abn
 ab   1 ab
lim 1    lim 1   e .
n   n  n   n
Apply log differentiation to demonstrate.
L’Hôpital’s Rule
This x  0 log differentiation method is straightforward but does not work for all limits.
1
When it does not work—such as for lim 1  n  —the method known as L’Hôpital’s Rule is
n
n
the logical alternative to try. L’Hôpital’s Rule is applied by differentiating “indeterminant”
f ( x)
forms of fractions of two continuous functions . For example, the limit
g ( x)
f ( x) 1 ex
lim  lim
x  0 g ( x) x  0 x
1  e0 0
reduces to lim  lim if the limit 0 is substituted. This meaningless limit is called
x 0 0 x 0 0
“indeterminant” and cannot be evaluated in this form.
The functions f ( x) & g ( x) of an indeterminant form are differentiated independently in
the L’Hôpital method of limit evaluation,
Page 6
d
f ( x)
f ( x) f ( x)
lim  lim dx  lim . L’Hôpital’s Rule
x  a g ( x) x  a d x  a g ( x)
g ( x)
dx
The above limit by the method of L’Hôpital’s Rule is:
d
(1  e x )
f ( x) 1 ex
lim  lim  lim dx   lim e x   lim 1  1.
x 0 g ( x ) x 0 x x 0 d x 0 x 0
x
dx
The following plot shows the limit clearly (Fig. A) by inspection of the curve at x  0.
1 ex
Fig. A. approaches –1.
x
Source: Wolfram Mathematica, http://www.wolframalpha.com/
NOTE: As textbooks point out, L’Hôpital’s Rule may be applied repeatedly until a clear answer
appears provided that after each round of differentiation you still have an indeterminant form
f ( x)
based on the original functions . Sometimes L’Hôpital’s Rule cannot find the limit in
g ( x)
which case other means are required such as graphical plots, series expansions or other methods.
Common indeterminant forms of functions f ( x) & g ( x ) that can be analyzed by

L’Hôpital’s Rule (whether they be combined products, fractions, sums or differences for
algebraic or transcendental functions) include the types of:
Page 7
0 1 
, , ,   , 0 0 ,  0 ,   , 0  , 1 . (See Bers, pp. 132 ff. and pp. 547 ff. for rules,
0 0 
guidelines and examples in dealing with infinite limits3). Also, the “type” can change if the
original functions in the form of a product f ( x)  g ( x) for instance need to be re-expressed to
f ( x)
create a fraction of an indeterminant form . For example, the limit type
g ( x)
ln( x) 
0   lim e  x ln( x) when expressed as lim becomes indeterminant of type .
x  x  e x 
L’Hôpital’s Rule, by differentiation and the Product Rule for limits, gives the answer of 0
ln( x)
indicating that e x grows faster than ln( x) as x increases. A plot of by x will show this
ex
intuitively (Fig B., below).
ln( x)
Fig. B. approaches 0.
ex
Source: Wolfram Mathematica, http://www.wolframalpha.com/
NOTE: L’Hôpital’s Rule is a delicate tool which must be used with great care. It is important to
understand when L’Hôpital’s Rule is not appropriate (or necessary). For example, consider the
limit,
1  2x
lim .
x 0 2  4x
1
Setting the limit x to 0 in the fraction gives the answer without further analysis. This means
2
the limit of the fraction is not “indeterminant” and, therefore, L’Hôpital’s Rule is not valid. If
L’Hôpital’s Rule is applied mistakenly to the limit by differentiating numerator and denominator
3
But some infinite limit forms of functions f ( x ) & g ( x ) are not indeterminant such as :
    , ()()  , ()()  . As one example,
lim e x ln( x)  lim e x lim ln( x)      .
x  x  x 
Page 8
1
terms separately, the incorrect answer of  results (example from Bers, p. 548).
2
Applying L’Hôpital’s Rule
bn
 a
The general limit for y  lim 1   is turned into a fraction of indeterminant form by
n   n
taking the log of the limit and adjusting as needed to form a fraction of functions. This is a
standard approach for a limit that has an exponent outside. For this method, we start above at
step (2),
 a
ln y  b lim n ln1   ,
n   n
and, since we need a fraction of an indeterminant form to apply the L’Hôpital method,
algebraically flip the n outside the log term to form the equivalent expression,
 a
ln1  
ln y  b lim 
n
.
n  1
n
This common operation for exponential limits gives us an indeterminant fractional form of type
  a 
ln1  
   ln 1 0
i.e., 
0
  .
0 1 0 0
  
Now, take separate derivatives with respect to n of the numerator and denominator functions
d  a
f (n) and g (n) ; the chain rule is needed for numerator term, ln1   . The result by
dn  n 
L’Hôpital’s Rule will be,
Page 9
d 1
a
dn n
d  a a
ln1   1
f ( n) dn  n  n  ab lim 1  ab,
lim  b lim  b lim
n   g ( n) n d 1 n  d 1 n a
1
dn n dn n n
or, ln y  ab, and y  e ab .
NOTE: The alternate forms of the e ab limit mentioned earlier can be derived by L’Hôpital’s
Rule.
ab
Thus, both log differentiation and L’Hôpital’s Rule can prove the general limit e .
When it can be applied, log differentiation is usually the easier method to employ, especially for
complicated limits (exemplified below in the last section).
L’Hôpital’s Rule, however, is the more general approach—for example, for relative
xn
growth comparison of two functions such as, lim , which is a
case. This limit is derived
x  e x 
below in the Appendix using a number of clever manipulations. Some limits of indeterminant
form can be done without either method. See O’Brien (2013) who analyzes a complicated limit
xn
lim using only Laws of Exponents and limit rules.
n   n!
bn
 a ab
NOTE: to obtain the equivalent limiting form of lim 1    e for the limit going to 0,
n   n
1 1
we re-define by letting h  , which indicates the new limit will now be h  lim  0, so
n n  n
that, re- writing the limit,
1 b
bn h  0
 a n ab
lim 1  ah 
h
lim 1    e .
n   n h 0
Applying the 4 steps of log differentiation above will show the result. Now, if desired we can
b
n ab
re–state the result in terms of n instead of h, lim 1  an   e . L’Hôpital’s Rule for the
n 0
0
log of the limit shows the same result for indeterminant form . This process was done to
0
Page 10
obtain the 0–limits of e & e x at the beginning of the paper.

NOTE: To obtain the decay form e  ab we let a  a in the general limit e ab and proceed as
follows:
bn
 a
(1) y  lim 1  
n   n 
 a
(2) ln y  b lim n ln1  
n   n
a a
(3) Let   x  0, n  
n x
ln 1  x   ln 1
(4) ln y   ab lim   ab
x  0 x
This leads to y  e ln y  e  ab . L’Hôpital’s Rule also shows the answer by creating the
indeterminant fractional form from the limit as explained above for e ab .
1
By the same reasoning shown earlier, for the same limit going to 0, set h   0,
n
1 b
bn h  0
 a n  ab
lim 1  ah 
h
lim 1    e ,
n   n h0
or in terms of n ,
 e  ab ,
n
lim 1  an 
n 0
by log differentiation or L’Hôpital’s Rule.
Other Limits
We can obtain a number of other limits for elementary exponential functions from the
general limit,
b
bn
 a
lim 1  an 
n
lim 1    e ab or  e ab
n   n n 0
Page 11
by substitution of parameters in e ab and adjusting the terms in the limit expression to satisfy the
desired result. Sometimes this involves trial and error.
NOTE: An intuitive “trick” to verify and create these elementary limits for exponential
bn
 a
functions is to recognize that in, lim 1    e ab , we can look at the product of the inside
n   n
 a
term and the exponent, and by algebra,   bn   ab (the n terms cancel) which is
 n
the ln y term in the derivation . The trick works when the base term of the function is of the form
1  and the n terms cancel. It would not work on the limit lim 1  n n which never converges,
a
n n 
as a simple plot of the function 1  n  will show .

n 4
The “trick” is useful also for the 0-limit form, lim 1  an 

n
 e ab by the same principle,
n0
n
 an  b   ab . 
But it would not work for lim 1 
1
  1.
n n  0 n
Examples by General Limit
The following examples are not derived but they can be checked by hand calculations5.
bn
 a
 If we want e  ab , set a   a in lim 1    e ab or
n   n
b
bn
 a
 lim 1  an   e  ab . This was shown earlier.
n
lim 1  
n   n n 0
o NOTE: switching the roles of a & b will give the same limit of e  ab as the reader
can verify
4
The Sandwich Theorem for Sequences (Finney and Thomas, pp. 580 ff.) is an advanced method which will
evaluate limits of this kind. Or, the log of the limit shows lim n lim ln1 n   .
n  n 
5
One excellent online limit calculator is found at the website, http://www.numberempire.com (“Limit Calculator”).
Page 12
b bn b
1  1 
 The limit e a is obtained by making a  , since lim 1    e a .
a n   an 
o NOTE: The reader can verify that the following limit going to 0 is also
b b
 n n
correct: lim 1    ea .
n  0 a
 The decay forms of the limit are:
b b
 1 
bn
 n n 
lim 1    lim 1    e a .
n   an  n  0 a
bn
2  b 2
 The limit eb is obtained by setting a  b or lim 1    eb . For the decay form,
n   n
b
bn
 b 2
 e  b . The limit going to 0 is lim 1  nb   e b .
n 2
use lim 1  
n   n n 0
n
 1
 The well-known limit, lim 1    e  2.718281828459045... results by setting
n   n
bn
 a
a  b  1 in lim 1    e ab . This is a definition of e that can be used to compute e
n   n
to as many decimal places as desired for large n. Another formula comes from the
1 1 1 1
(infinite series) expansion, e  2       for n as large as desired.
2! 3! 4! n!
1
n
 x
lim 1    lim 1  nx   e x is achieved by setting a  x, b  1 in
n

n   n n 0
bn
 a
lim 1    e ab .
n   n
1
n
 x
o The decay form is lim 1    lim 1  nx   e  x .
n
n   n n 0
Page 13
1
n
 x
  lim 1  nx   e  x can be
n
NOTE: The reader can verify that lim 1 
n   n n 0
written equivalently as,
x
nx
 1
 lim 1  n   e x .
n
lim 1  
n   n n 0
NOTE: The limiting values of e  x in limit calculations are found by simple inspection;
lim e x  , lim e  x  0, lim e  x  1, etc.
x  x  x 0
anx k 1
A more complicated limit lim 1  
x k
  e ax for any constants a & k is done by
n   n
trial and error. In the general limit we initially set a  x, b  a which gives
an
 x
e ax  lim 1   at this point. Next we multiple both sides by x k 1 to give
n   n
x k 1 k
 e ax   e ax which by the Laws of Exponents is the desired limit. By the intuitive
 
 x k

“trick” it seems correct since the algebraic product    anx k 1  ax k  y  e ax .
 n

anx k 1
o The decay form of the limit is lim 1  
k
 e  ax . Here the “trick”
x
n   n 
 x
 
indicates    anx k 1   ax k  y  e  ax . Analysis will show it to be
 n
k
correct.
1
nx
2 1
 x  x2
 For example, lim 1   e 2 results from setting
n   n
k
a  , k  2 in e  ax .
1
2
Page 14
k
o The 0–limit forms are derived by flipping n in e  ax to obtain the positive and
negative exponential forms:
ax k 1 ax k
k
lim 1  nx  lim 1  n 
n n
or  e ax
n 0 n 0
ax k 1 ax k
k
lim 1  nx  lim 1  n   e  ax
n n
or
n 0 n 0
x 
a  r nx k 1 a  r  x k
 
 In the same manner as above, lim 1  t  e t .
n   n 
 
o For the 0-limits, flip the n terms.
 The usefulness of the 4-step log differentiation method is appreciated by deriving the
limit,
bn ab
 a 
lim 1   e k .
n   nk  t 
a 1 a 
o Set x   0, n   t .
nk  t k  x 
Then, derive the limit using L’Hôpital’s Rule which requires more than one application
of the Rule. The 0-limit (by flipping the n terms) using L’Hôpital’s Rule will also be
challenging in comparison to log differentiation.
 A general exponential function a x a  0 has a limit similar to e x which is a special case

of a x . We can use the limit for e x to get the a x limit. By definition, a  e ln a , and by
Laws of Exponents,
 
a x  e x ln a  e x
ln a
.
Page 15
Recall,
n
 x
e x  lim 1   .
n   n 
Then,
ln a
ln a  x  n  n ln a
 e x   x
 lim 1     lim 1   , or
  n    n   n   n 
n ln a
 x
a x  lim 1   .
n   n 
Note that if a is set to e the limit for e x results from a x since ln e  1 (which can be
shown by log differentiation or L’Hôpital’s Rule for the limit of e).
o The 0–limit form is obtained by flipping n in the infinite limit,
ln a x ln a
a x  lim 1  nx  lim 1  n 
n n
or ,
n0 n0
and, the decay form is,
  x
n ln a
 lim 1  
1 n   n 
a x   ln a
ax 
 lim 1  nx 
n
n  0
Log differentiation or L’Hôpital’s Rule will show the limits for a x and a  x as correct.
NOTE: The reader can verify by L’Hôpital the following related limits:
Page 16
 ah  bh 
 lim    ln a  ln b  ln a  .

h  0 h  b
 ah 1
 lim    ln a

h  0 h 

o From this limit we can obtain the derivative:
d x a xh  a x
a  lim
dx h0 h
a h 1
 a x lim  a x ln a,
h0 h
d
and, if a  e, a x  e x ln e  e x .
dx
 Continuous compound Interest. The reader is invited to look up the formula for
computing continuous compound interest and inspecting the infinite limiting form; try to
determine the exponential form it takes by substituting parameters for the general limit
derived in this paper.
Page 17
APPENDIX
xn
lim 0
x  e x
Proof of Limit by L’Hôpital’s Rule
In this appendix we show a proof of this interesting limit by the method of L’Hôpital’s

Rule for indeterminant forms by derivatives. The limit is obviously indeterminant of type

and cannot be evaluated directly. The limit expression shows that x is a moving variable and n is
any fixed constant no matter how small or large, say a positive integer, n  1,2,3,....
An intuitive approach to observing the limit behavior begins by plotting the ratio of the
x2
functions. Figure 1 is a plot showing the limit for n  2 . It is clear that as x increases, lim
x  e x
goes to 0. Larger values of n can be tried with the same result.
x2
y
ex
x2
Figure1. Plot of which tends to 0.
ex
Source: Wolfram Mathematica, http://www.wolframalpha.com/.
Two approaches can be made to show the limit by L’Hôpital’s Rule for n  2 or any n—
a hard way and an easy way. For n  2 one way is by taking successive derivatives of the
functions x 2 & e x until an indeterminant form no longer exists and the limit can be clearly
evaluated. The first application of L’Hôpital’s Rule shows,
Page 18
x2
d 2
x  
2x
lim = lim dx  lim .
x  e x x  d x x  e x
e
dx
 2x
Since the fraction is still , we use L’Hôpital again on the limit of ,
 ex
2x
d
2 x  1 2
lim  lim dx  2 lim   0.
x  e x x   d e x x  e x 
dx
x2
This demonstration shows that lim  0 after two applications of L’Hôpital’s Rule .
x  e x
x100
But what if we had to evaluate lim ? That proof would require 100 individual
x  ex
derivatives of x100 before we obtained a final limiting value which cannot be predicted
beforehand. Surely an easier approach exists.
The second approach is sophisticated and uses multiple rules for limits, Laws of
Exponents, and derivatives. We state each step as we go along to show the development of the
derivation.
To show the easier method6, we first restate the limit in an equivalent form,
n
xn  x 
lim  lim  
x  e x x   e x n 
which is correct by the Laws of exponents. Since n is any integer we can expand the limit n
times,
 ntimes
 
n  x  x   x 
xn  x 
 lim    lim     
lim
x x n  x n  x n  x n  .
x  e x   e  x   e  e  e 
x
6
Another approach is by inverse functions. Set y  e  , and x  ln y , and by L’Hôpital’s Rule solve the
n
 ln y 
limit, lim   , as shown in text by integer expansion .
y  y1 / n 
Page 19
By the Product Rule for limits, this can be expressed as a product of n limit terms,
n
xn  x 
lim  lim  

x   e x x   e x n 
 
 x  x   x 
 lim    

x    e x n  e x n   e x n 
 ntimes
 
 x     
 lim   lim  x   lim  x 
x   e x n  x   e x n  x   e x n 
Note that this last expression is n indeterminant forms versus the one we started with. It is
legitimate now to apply L’Hôpital’s Rule to each individual limit; that is, differentiate the
 d   
 x   1   
functions separately, lim  dx   lim    lim  n  using the Chain Rule
 
x   d x n  x   1 x n  x    e x n 
 e   e 
 dx  n 
x
d
for e n . Do this for each of the n product terms. Then, collect the constant terms, and restate
dx
all of the n limit terms as one limit term by the Laws of Exponents for final evaluation.
Repeating all steps:
Page 20
n
xn  x 
lim  lim  
xe x 
x   e x n 

 
 x  x   x 
 lim     
x    e x n  e x n   e x n 
 ntimes
 
 x     
 lim   lim  x   lim  x   Apply L' Hôpital here
x   e x n  x   x n
 e
 x   x n
 e


 n times
 
     
     
1  lim  1   lim  1 
 lim 
x   1 e x n  x   1 e x n  x   1 e x n 
n  n  n 
n
 n    n
 lim    n n lim  1   n  0
  
x   e x n  x   e x  
xn
This concludes the proof we sought, lim  0, which demonstrates the power of
x  e x
L’Hôpital’s Rule for finding an answer in a much faster way.
_________
p
NOTE: If n is a fraction of form , q  0, then the following limit can be solved per above
q
procedure,
p q
 xp q   
lim    lim  
x
x    x  x    q p  x 
 e  e 
The reader can work out the details to show:
p q
 xp q   
lim    lim     p q  p q lim
x 1
 0.
x   x  x   q p x  x  e x
 e  e 
p
Hint: expand the limit algebraically times.
q
Page 21
Other approaches are possible including the inverse relations method, y  e x  .
References
Bers, L. Calculus, Vol. 1, 1969. Holt, Rinehart and Winston, Inc.
Finney, R.L. and G.B. Thomas, Jr. Calculus, 1990. Addison-Wesley Publishing Co.
“Limit Calculator”. http://www.numberempire.com.

The Academy
MIT 18.01. Single Variable Calculus, Fall 2007, Lecture 35: Indeterminate forms— L'Hospital's
rule. http://www.youtube.com.
xn
O’Brien, F. J. Jr. Proof that lim  0 by Stirling’s Approximation for Factorials, 2013.
n   n!
http://www.docstoc.com/profile/waabu.
xn
__________. Proof that lim  0 by Stirling’s Approximation for Factorials (Part II), 2013.
n   n!
The Khan Academy. https://www.youtube.com/user/khanacademy.
Page 22
Expansion of lnx  a  and the Binomial Series

╬

Newport, RI
© Francis J. O’Brien, Jr. July 24, 2013
References
Boas, Mary L. Mathematical Methods in the Physical Sciences, 3rd ed., 2006. NY:
Wiley.
Carr, G.S. Formulas and Theorems in Pure Mathematics, 2nd ed. New York: Chelsea
Publishing Co., 1970.
Gradshteyn, I.S. and I.M. Ryzhik. Table of Integrals, Series, and Products (7th Edition).
Alan Jeffrey and Daniel Zwillinger, Editors. NY: Academic Press, 2007.
Errata: http://www.mathtable.com/errata/gr7_errata.pdf
O’Brien, F. J. Jr. “A General Limit for Exponential Functions,” 2013,

http://www.docstoc.com/profile/waabu
Introduction
In the author’s online paper, “A General Limit for Exponential Functions,” it was
explained how to derive a log limit from the derivative,
d x  ah 1
a  a x lim    a x ln a
dx h 0 h 
 ah  1
In this paper we investigate the limit, lim    ln a, a  0.
h  0 h 
This limit will be used to derive an infinite series expansion for ln( x  a) by the
Binomial Series. Other log functions can be derived from ln(a  x) such as ln(1  x) ,
© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Page 23
ln(x), etc. by substitution and algebraic arrangement. The derivation serves as a

demonstration of an alternative to the classical Maclaurin Series expansion1.
It is well known that the Maclaurin Series for ln( x  a) is:
2 3 4
x 1 x 1 x 1 x
f ( x)  ln( x  a )  ln a            
a 2 a 3 a 4 a 
x
which converges for  1 or  a  x  a . This paper will produce the same series by an
a
alternative method which avoids derivatives2.
Derivation
To create a limit going to infinity3 for
 ah  1
ln a  lim  ,
h  0 h 
1
set n   , or,
h
1
Infinite power series is an important but difficult topic of calculus. Boas (chap. 1) has an excellent
practical discussion on finding power series (or functional series expansions) of differentiable functions,
expressed by the Maclaurin Series:
x2
f ( x)  f (0)  f (0) x  f (0)  Maclaurin Series
2!
It is possible to find the power series of a function by methods other that the successive differentiation
process of the established Maclaurin series; for example some higher derivatives can be difficult to
calculate and alternative methods are often sought after. However, the alternative method must include the
initial term of the series f (0) in order to match the Maclaurin series which is the historical and accurate
method. For our function, f ( x )  ln( x  a ), we must include the first term f (0)  ln a, a  0. We
can generate the entire series by expressing f (x) by the Product Rule for logs as
  x   x
ln x  a   ln a1    ln a  ln1   .
  a   a
2
See Carr, Theorems 149-159 (“Exponential Theorem”), for another approach that connects exponential &
logarithmic functions.
3
This is not a necessary step but it is conventional to have a limit that increases . The derivation for
h 0 gives same answer for ln  x  a .

Page 24
 1 
 n   1 
a  1   lim n a n  1
ln a  lim  
n   1  n   
 n   
 
NOTE: Either limit can be used to compute ln a a  0 to as many decimal places as

 1 
4 4 
desired for small h or large n; e.g., ln(10)  10  1010  1  2.30285.
 
 
The first step is to set a  x  a and expand ln( x  a ) by the Product Rule for
logs,
  x   x
ln( x  a )  ln a1    ln a  ln1   .
  a   a
 x
Now plug 1   into the limit definition of ln a ,
 a
 1 
 x n 
ln( x  a)  ln a  lim n 1    1, a  0.
n   a
 
This is the function which will obtain the expansion for ln( x  a ) . We focus now on
expanding the limit term by the Binomial Series.
1
 x n
Expand 1   for several terms by the Binomial Series which cancels the 1
 a
terms above:
1
 1n k  2 3 
 x n   x 1  x  1  1  x  1  1  1  x 
 1
 a
     k   a   n  a  2!n  n  a  3!n  n  n  a 
   1    1   1  2  

k 0  
The n terms now cancel in,

Page 25
 1 
 x n   1  x  1  1  x  2 1  1  1  x 
3 
lim n 1    1  lim n       1     1  2    
n   a n    n  a  2! n  n  a 3!n  n  n  a 
  
Finally, apply the limit and simplify the series:
 x  1  1  x  2 1  1  1  x 
3 
ln  x  a   ln a  lim      1     1  2    
n    a  2!  n  a  3!  n  n  a  

2 3
x 1 x 1 x 
ln( x  a)  ln a        
a 2 a 3 a 
k
 x
  
k 1  a 
ln( x  a)  ln a    1 ,a0
k 1
k
an 1
NOTE: The series converges by the Ratio Test,   lim .
n   an
n 1
1 x  x
    
n 1 a  x n
 lim   
a x
  lim  lim   
n  1 x
n n   a  n  1 n  1 a
1
  n
na
x
Thus, the series converges if  1 by the convergence criterion of the Ratio Test. End-
a
point testing (by alternating series test and integral test) shows the interval of
convergence to be:  a  x  a. The result matches the Maclaurin Series.

Page 26
Summary
The mathematical algorithm used was:
 x
ln( x  a )  ln a  ln 1  
 a
 1 
 x n 
ln( x  a )  ln a  lim n 1    1
n  a
 
  1 n   x  k 
ln( x  a )  ln a  lim n        1 , a  0
n    k  0 k   a  

Other Series Representations Based on ln( x  a )
From the derivation of ln( x  a ) other log limits can be derived by substitution
and algebra. Several examples are given in Table 1. The interval of convergence is not
included with these examples. Boas (chap. 1, pp. 20 ff.) is a good practical reference for
tests of convergence for infinite series.

Page 27
Table 1: Log Expansion Examples
Expansion Derivation Note

ln(a  x) In the expansion for ln( x  a), set x   x . Substitute a  1 for
2 3 ln(1  x) , noting
x 1 x 1 x
ln(a  x)  ln a         ln a =0
a 2a 3a
ln( x  a) Set a   a in ln( x  a) . ln  a   ln(a )  i b
x 1 x
2
1 x
3 y Euler’s Identity4.
ln( x  a )  ln  a          Keep ln(a ) and
a 2a 3a
ignore i for real
2 3
x 1x 1 x variable solution; cf.
Re ln( x  a )  ln a          
a 2a 3a Fig. 2 & 3 below.
ln( x  1) 1 1 by direct substitution
ln( x  1)  x  x 2  x 3   in ln( x  a) , noting
2 3
ln a =0
ln x In ln( x  1) set x  x  1, or See Carr, Theorem
ln1  ( x  1)  ln x 154
1 1
ln x   x  1   x  12   x  13  
2 3
ln x 1 A good exercise:
In the series ln x above, set x  , or , show that the interval
x
2 3 of convergence is:
1 1 x  1 1 x  1 1 x 
ln   ln x         
x  x  2 x  3 x  1
x
 1  x  1  1  x  2 1  1  x 3  2
ln x           
 x  2  x  3 x   Hint: Ratio Test
2 3 shows
 x 1 1  x 1 1  x 1
ln x          x 1
 x  2 x  3 x  1
x
1 1  x  The reader can verify that Generalize expansion

ln
2 1  x  to
1  x   1 1  1 a  x
ln 1  x   ln(1  x)  ln    2 x  x 3  x 5   ln
1  x   3 5  2  a  x 
or x
by replacing x by .
1 1  x  1 1
ln    x  x3  x5   a
2 1  x  3 5
i i
4
By definition, e  cos   i sin    1 & ae   a  ln(  a )  ln a  i ; the imaginary part can
be ignored for a real variable solution.

Page 28
NOTE: These are other derived series representations of the natural log function. A
large collection of other expansions can be found in the reference handbook, Table of
Integrals, Series, and Products (Section 1.5). Some can be derived from ln( x  a) while
others are more complicated.
NOTE: An excellent way to understand the behavior of functions is by graphical

methods. See Figures 1-3 for examples from Table 1.

Page 29
1 2 1 3
ln( x  1)  x  x  x 
2 3
Fig. 1. Real valued plot of ln( x  1) . The restriction is  1  x  1.

Source: http://www.quickmath.com

Page 30
1 2 1 3
ln(1  x)   x  x  x 
2 3
Fig. 2. Real valued plot of ln(1  x) . This is a multi-valued function on

either side of the discontinuity x  1 . The restriction is x  1, x  1.
Source: http://www.quickmath.com

Page 31
1 2 1 3 1 1
ln( x  1)  ln 1  x  x  x    i  x 2  x3  
2 3 2 3
 ln 1  ln(1  x)
Fig. 3. Real valued plot of ln( x  1) . This is a multi-valued function on

either side of the discontinuity x  1 . The restriction is x  1, x  1.
 
NOTE: in complex variables: ei  1; ln ei  ln  1  i . Also, we
can see that the real part is:
Re ln( x  1)  Reln(1)(1  x)  Reln(1)  ln(1  x)  ln(1  x) , ignoring
the imaginary part, ln(1). This explains why Fig 2 & 3 are the same.
Source: http://www.quickmath.com.

Page 32
xn
Proof that lim 0
n   n!
By Stirling’s Approximation for Factorials
╬
Newport, RI
November 15, 2012
ABSTRACT
The Sandwich Theorem for Sequences proves the subject limit in many calculus textbooks.
Some students find the proof not always easy to follow for this limit. This paper provides an
alternative elementary justification for the subject limit by using Stirling’s approximation
formula for factorials, the logarithm of factorials, and limit theorems. Other limit examples
are given of Stirling’s approximation for factorials.
Introduction
xn
The proof that lim  0 (all x), is given in the calculus texts by Finney and
n   n!
Thomas (page A-14, Appendix), Bers (p. 506) as well as others. This is an important limit
since factorials are used in many applications in mathematics and probability as well as
science and engineering. The standard method of proof is by the Sandwich Theorem for
Sequences (see Finney and Thomas, Theorem 2 and Theorem 3, pp. 580 ff.). Some students
find the proof not always easy to follow for this limit.
In this paper we provide an alternative elementary justification for the proof by using
Stirling’s approximation formula for factorials. That is, rather than using n! directly in the
calculation of the limit, we use an approximation for n! which is known to very accurate for
large values of n. We get the same answer of 0 by this approach, but the method is not as
elegant as the Sandwich Theorem for Sequences. However, limits which the Sandwich
Theorem proves can also be done in other (usually longer, more cumbersome) ways such as
l’Hôpital’s Rule for indeterminant forms by derivatives, and other methods; e.g.,
1
lim 0
n  2n
can be demonstrated by first taking the log of the function , or,

1
ln y  ln lim   ln 2 lim n  , y  e ln y  0. The Integral Test also works on this
n  2 n n 
© Francis J. O’Brien, Jr., Aquidneck Indian Council <> All rights reserved.
Page 33
1  n ln 2
function, e . Profs. Finney and Thomas use the Sandwich Theorem for
2n
Sequences to get the quickest (and more elegant) solution.
Stirling’s Approximation for Factorials
Feller (pp. 50 ff.) provides a good proof of the Stirling approximation. Boas (pp. 552
ff.) provides a good proof outline of the complicated derivation of Stirling’s asymptotic
formula for n! by using the gamma function, change of variable, and series expansions. The
factorial n! is first expressed by the gamma function,

n  1  n!   x n e  x dx.
0
The calculations of Boas lead to an approximation of n! :
n
n
n n
n!  n e 2n    2n n   
e
where we use the approximation equality  . This approximation of n! is the relation used in
xn
practice for large values of n and this is used to show the limit, lim 0.
n   n!
One other useful tool we need is the natural log of n! of the Stirling approximation.
 1 
ln n! ln n e 2n 
 
n n 2
 
 
1
n
 ln 2n 
n 2
 ln n  ln e
 n ln n  n.
The last term ln 2n 2 is dropped since for large n it is so small. For example, take a large
1
number like, n  10 20 . Then, by the approximation for ln n!  ln 10 20 ! ,  
 
ln n!  10 20 ln(10 20 )  10 20  ln 2 10 20  4.5121  23.94.
The relative contribution of the value of ln 2 10 20  23.94 is so small it is ignored. Thus,

we take ln n!  n ln n  n in our calculations for the limit demonstration.
Page 34
xn
To provide an intuitive justification for the infinite limiting value of , Figure 1
n!
xn
below shows a plot of the function y  for x = 10 and x = 100 and variable n. In each
n!
case we see visual evidence of convergence to zero as n   . Now it must be shown by
proof when n! is approximated.
n n
xn
Figure1. Plots of y  . Left Graph (x = 10); Right (x = 100)—connecting top of
n!
this graph not displayed.
NOTE: The peak maximum y values found by differentiation using the Chain Rule.
See below.
_________________
Proof
xn
The limit to prove is y  lim  0 , where n is assumed integer. For convenience,
n  n!
we omit writing the y in each step.
1. Set numerator and denominator to exponential form by definition of x  e ln x , Laws

of Exponents, and Stirling’s Formula for ln n! :
x n  e n ln x
n!  e ln n !  e n ln n  n
Page 35
n
2. Simplify by Laws of Exponents e nx  e x :  
xn e n ln x
 lim e n ln x  n ln n  n  lim e ln x  ln n 1
n
lim  lim
n   n! n   e n ln n  n n   n
3. Expand limit n times by e x  n  enx  e x  e x , noting that n   :

n times
 
lim e ln x ln n 1n  lim e ln x  ln n 1  lim e ln x  ln n 1 
n  n  n 
4. Take log of limit product, expand by Product Rule for Logs, and use the property that
the log of lim is lim of log:

 n  

 n 
  
ln  lim e ln x  ln n 1   lim e ln x  ln n 1   lim ln e ln x  ln n 1    lim ln e ln x  ln n 1  
 n n
5. Use log of exponents law, ln e x  x :
lim ln e ln x  ln n 1    lim ln e ln x  ln n 1    lim ln x  ln n  1    lim ln x  ln n  1  
n n n n 
6. Use the limit, lim ln n   :

n  
lim ln x  ln n  1    lim ln x  ln n  1    ln x  1      ln x  1      

n n
7. Use definition of exponential of logs, y  e ln y :
y  e   0.
That is, up to this point we have worked with the functions called y & ln y . We just
found ln y to be  .
xn
8. Concludes the proof, lim  0 by Stirling’s approximation for n!
n   n!
Page 36
en
NOTE: The derivation indicates that lim  0 which may be surprising since e n grows
n n !
so fast, but the calculated limit apply to all x values.
xn
Derivative of
n!
By above transform to logs in Step 2,

x n e n ln x
  e n ln x  n ln n  n
n! e ln n!
d u du
Then, by the Chain Rule, e  eu , with u  n ln x  n ln n  n , and
dn dn
differentiating,
d  x n  x n d
 n ln x  n ln n  n 
dn  n!  n! dn
 
xn
 ln x  ln n  1  1  0
n!
ln x  ln n  e ln x  e ln n or x  n.
xn
Thus, y  is max at n  x by the graph examples in Fig. 1. We know by the limit
n!
xn
calculation that the function decreases steadily as n increases. The function y  rises,
n!
peaks at the value of n  x for a selected x, and then falls rapidly to the value of 0. The
nn
approximate max y value is given by .
n!
NOTE: See Morrey [University Calculus (p. 462)] who explains how to prove that such a
function converges for all x values by the Ratio Test.
nn
Calculations by substituting n  10, n  100 into will give the peak y values on the
n!
graphs by Mathematica in Figure 1. For small n = 10, an exact answer follows by
1010 100100
multiplication of 10! and direct substitution, y   2756. For n =100, y  is too
10! 100!
big to handle for a calculator, so to get an approximate answer,
n n  nn 
 e
n
e100
   1.1x10 42  11x10 41.
 n
n!  n e  n 
2n  2n 200
Page 37
Other Limits by Stirling’s Formula
Boas (p. 554) gives a list of Problems involving factorials which can be solved by
Stirling’s Formula for n! For example,
lim
2n ! n .
n   2 2 n n!2
1
The answer turns out to be by appropriate substitutions of n!  n n e  n 2n and limit

rules.
n!
Other limits can be evaluated by Stirling, such as lim . One might think this is
n  n n
xn n!
the flip of lim  0 or lim   . But it also turns out to be equal to 0 by Stirling:
n   n! n n n
n! e ln n!
lim  lim  lim e n ln n  n  n ln n  lim e  n  0.
n n n n   e n ln n n n 
xn n!
The difference with lim is that here x is a fixed quantity but in lim , n is a
n   n! n n n
moving quantity.
References
Bers, L. Calculus, Vol. 1, 1969. Holt, Rinehart and Winston, Inc.
Boas, Mary L. Mathematical Methods in the Physical Sciences, 3rd ed., 2006. NY: Wiley.
Feller, William. Introduction to the Theory of Probability and Its Applications. 2nd ed. Vol.
I., NY: John Wiley and Sons. 1957.
Morrey, C. B., Jr. University Calculus, 1962. Addison-Wesley Publishing Co.
Weisstein, Eric W. "Stirling's Approximation." From MathWorld--A Wolfram Web

Resource. http://mathworld.wolfram.com/StirlingsApproximation.html
Wikipedia. Stirling's approximation.

http://en.wikipedia.org/wiki/Stirling%27s_approximation
Page 38
xn
Proof that lim =0
n → ∞ n!
by Stirling’s Approximation for Factorials
Part II
╬
Newport, RI
November 24, 2012
In reference to the original paper with same title, we add the following NOTE to page 4.
NOTE: An additional and simpler proof is as follows, using relation, n!≈ n n e − n 2πn ,
and the Product Rule for limits:
n
⎛ xe ⎞
n n ⎜ ⎟ n
⎛ xe ⎞
= lim ⎝ ⎠ =
x x n 1 1
lim ≈ lim lim ⎜ ⎟ lim
−
n
n → ∞ n! n → ∞ n e n
2πn n → ∞ 2πn 2π n → ∞⎝ n ⎠ n → ∞ n
=
1 ⎛ xe ⎞
n
1
=
(0 )n (0 )
= 0.
⎜ lim ⎟ lim
2π ⎝ n → ∞ n ⎠ n → ∞ n 2π
© Francis J. O’Brien, Jr., Aquidneck Indian Council <> All Rights Reserved
Page 39
Derivatives
Page 40
n
Derivative of e x by the Limit Definition
Revised—2nd ed.
1
╬
Newport, RI
Nov. 27, 2012
Preliminaries
By the limit definition of a derivative,
df ( x) f ( x  h)  f  x 
 lim
dx h 0 h
n
or, for the function f ( x)  e x ,
ex  h   e x
n n n
de x
 lim .
dx h 0 h
For simplicity we assume n is a positive integer.

Different proofs can be given of the solution—by the Chain Rule, implicit differentiation
n
de x n
of inverse functions, or L’Hôpital’s Rule on factored expressions;  nx n 1e x . We seek
dx
to provide a plausible elementary proof outline by the above limit definition which is not
available in standard texts. The proof of this derivative can be done by the tools of the limit for
e, the infinite binomial (or exponential) series, and the derivative of x n . Convergence proofs for
the binomial and exponential series are outlined in Appendix I & II.
First, we want to express each term as limits in terms of e. We start with the known limit
(which can be verified by applying L’Hôpital’s Rule for indeterminant forms by derivatives),
1
e x  lim1  hx  or, for x =1,

h
h 0
1
I thank Professor Michael Henle, editor of The College Mathematics Journal, for a helpful criticism of an earlier
version.
Page 41
e  lim1  h 
h
h 0
Then, by the laws of exponents, we can express each term f ( x  h) and f (x) of the
derivative in terms of e.
( x  h) n
f ( x  h)  e x  h   lim 1  h 
n h
.
h 0
Likewise,
xn
n
f ( x)  e x  lim 1  h 
h
.
h 0
To show the logic of the complete derivation two examples are given for the derivatives
2
of e x and e x .
Example for n = 1 and n = 2
If n  1 , then the derivative is,

de x ex  h   e x
 lim ,
dx h 0 h
and using the above expressions for f ( x  h) and f (x) with n =1, and limit rule for quotients,
xh x
lim 1  h   lim 1  h 
h h
de x
 lim 0
h h 0 .
dx h 0 h
This analysis is a summary of several elementary limit calculations.

We can factor the terms of the limit by the following algebraic identity,

a p  a q  a q a p q  1 , 
Page 42
xh
where a  1  h  and p & q are the respective exponents of 1  h ,
x
and . Then, by the
h h
Product Rule for limits,


x  h   x 

x
 
de x
 lim 1  h 
h
lim 
1  h  h
 1
.
dx h0 h  0 h 
 
 
 
But, as provided above, the first limit term is defined as,
lim 1  h 
h
 ex ,
h 0
and this gives,
de x  1  h   1 h
 e x lim    e x lim    e x .
dx h  0 h  h  0 h 
de x
Thus,  e x , one of the most remarkable functions in mathematics, named in honor of Euler.
dx
This approach provides a general procedure useful for higher powers of the exponential function.
de x
NOTE: What is ? We rebuild the limit terms by setting x to  x, and constructing the
dx
f ( x  h) and f ( x) terms of the limit definition.
e  x  lim 1  hx 
h
h 0
1
e 1  lim 1  h 
h
h 0
x
 
e  x  e 1  lim 1  h   f ( x)
x
h 0
h
Page 43
xh
 
e  ( x  h)  e 1
xh
 lim 1  h 
h 0
h
 f ( x  h).
d x
The derivative of e is given as:
dx
de  x f ( x  h)  f ( x )
 lim
dx h 0 h
de  x e  ( x  h)  e  x
 lim
dx h 0 h
xh x
lim 1  h   lim 1  h 
h h
 x
 lim h 0 h 0
de
dx h0 h
 xh x 
x
 
de  x 1  h
h
  1
 lim 1  h 
h
lim
dx h 0 h 0 h 
 
 
de  x  (1  h)  1
 e  x lim  
dx h 0  h
de  x  h
 e  x lim    e  x
dx h 0  h 
de x
n
This demonstration can be applied to the general case as well, .

dx
—————————
If n  2 , then, following the logic of above,
ex  h   e x
2 2 2
de x
 lim
dx h 0 h
Page 44
 x  h 2 x2
lim 1  h   lim 1  h 
h h
2
de x
 lim 0
h h 0
dx h 0 h
 x  h 2  x 2 
x2 
2  h 
de x
 lim 1  h 
h
lim 
1  h   1
dx h0 h  0 h 
 
 
 
 x  h   x
2 2 
 
2  h 
de x
 ex
2
lim 
1  h   1
dx h  0 h 
 
 
 
and simplifying,
2
de x
e x2
lim
1  h h  2 x  1
.
dx h 0 h
At this point we have to invoke an advanced result for infinite series (see Bers, pp. 484-486 & p.
540) in order to expand 1  h h  2 x and evaluate the derivative. The expression 1  h h  2 x is an
infinite binomial series but it achieves a finite quantity (converges) so long as h  1 and
h  2 x  0 is a real number. See Appendix I.
Expanding 1  h h  2 x by the binomial series2 for several terms,
2 e  x  h 2  x2 1
2
The infinite exponential series can also be used by factoring the first formula, e x lim , and
h0 h
 x  h 2  x 2 x
expanding e by the exponential series. The infinite series for e converges for all values of x [with
 x  h 2  x 2 substituting for x]. The same steps are used for the binomial series expansion and leads to the same
n
de x
result. This note applies to the general case as well, . See Appendix I, II for convergence proofs of the
dx
binomial and exponential series.
Page 45
2 h3
1  h h  2 x  1  h  2 x h  h  2 x h  2 x  1 h  h  2 x h  2 x  1(h  2 x  2) 
2! 3!
We see that all additional terms in the infinite series will involve an h value which increases. If
we then insert the expansion into the derivative expression we can cancel out denominator h, and
set numerator h terms to 0,
2
de x 2
 e x lim
1  h h  2 x  1
dx h 0 h
 h2 h3 
1  h  2 x h  h  2 x h  2 x  1  h  2 x h  2 x  1(h  2 x  2)    1
2  2! 3! 
 e x lim 
h 0 h
2 2
 ex lim (2 x)  2 xe x
h 0
It is seen that dividing by h and applying the limit eliminates all terms except the first,
limh  2 x   2 x.
h0
With these examples as a background we can obtain the result for n. The same steps are
followed.
Derivation for n
1
h
Restating the derivative to solve, and using the limit, e  lim 1  h  , and limit rule for
h 0
quotients,
( x  h) n xn
lim 1  h   lim 1  h 
h h
e x  h   e x
n n n
de x
 lim  lim 0
h h 0 .
dx h 0 h h 0 h
Factoring the terms of the limit by the algebraic identity used above for n  2 ,
Page 46

a p  a q  a q a p q  1 , 
where a  1  h  and p & q are the respective exponents of 1  h . Then by the Product Rule for
limits,
 x  h n  x n 
n x n  
 1  h 
h
de x  1
 lim 1  h 
h
lim  .
dx h0 h 0 h 
 
 
But, as provided above, the first limit term is defined to be,
xn
lim 1  h 
h n
= ex
h 0
Thus,
 ( x  h) n  x n 
 
n  h 
de x
e x n
lim  1  h  1 .
dx h 0 h 
 
 
 
( x  h) n  x n
Next, we expand the term 1  h 

h
by the infinite binomial series3, (1  h) , as
explained earlier, where
( x  h) n  x n
 .
h
3
The infinite exponential series can also be used as explained above by using the factored expression,
  x  h n  x n 
e
xn
lim
e 1  . This expansion leads to the result:
h0  h 
 
n
d xn xn  d 1 d n 1 d n  x n dx n 1 x n
e  e  xn  x ( 0)  x (0) ...  e  nx e . See Appendix II for convergence
dx  dx 2! dx 3! dx  dx
of this exponential series.
Page 47
This binomial series converges as shown in Appendix I.

Rather than write each term of the exponent  let’s expand infinite series (1  h) for h
and  , and substitute later. By the binomial expansion,
h2 h3
(1  h)  1  h   (  1)   (  1)(  2)  .
2! 3!
( x  h) n  x n
Letting 1  h  h  1 be equal to (1  h)  1 ,
 h2 h3 
x
n
n 1  h   (  1)   (  1)(  2 )    1
de
 e x lim  2! 3! .
dx h 0 h 
 
 
This allows us to cancel out the denominator h, and eliminate the h terms in the
numerator by applying the limit h  0 to each term,
n
de x

dx
 h2 h3 
n 1  h    (  1 )   (  1)(  2 )    1 
e x lim  2! 3! 
h 0  h 
 
 
n  h h2 
e x lim    (  1)   (  1)(  2)   
h 0 2! 3! 
n n ( x  h) n  x n  n
e x lim   e x  lim   nx n 1e x .
h 0 h 0 h 
In the next to last step we see all terms are going to 0 in the limit except for the first one.
( x  h) n  x n dx n
We recognize that when  is substituted, the limit, lim   nx n1. See Finney
h0 h dx
n
and Thomas (Chap. 3, “Derivatives,” pp. 142-143) for an elegant proof of dx .
dx
Putting it all together,
Page 48
n
de x x  h n  e x n x n dx n n
 lim e e  nx n  1e x
dx h0 h dx
NOTE: Working through the same steps outlined for e  x it can be shown that the derivative of
n
e  x is:
n
de  x n n n
  e  x dx  nx n  1e  x .
dx dx
To solve, expand the binomial series with  as defined above,
h2 h3
1  h   1  h   (  1)   (  1)(  2) 
2! 3!
This results in the last step of the derivation:
n n
e x lim ( )  nx n  1e  x .
h 0
Page 49
APPENDIX I
x  h n  x n
Convergence of Binomial Expansion (1  h) h
We reproduce Bers’ derivation of convergence (p. 540) for the binomial series 1  x 
x  h

by the Ratio Test. Based on that calculation, we substitute the quantities  x  h n  x n .
 
 h
Instead of using n as the limiting value as Bers does, we use k since the
x  h n  x n
expansion (1  h) h employs n, where n is assumed to be some integer constant,
n  1,2,3,
 
First, we define the k th term in the expansion 1  x  : ak    x k . The k  1st term
k 
   k 1 a
is: ak 1    x . Then, by the Ratio Test calculation,   lim k 1 :
 k  1 k   ak
Page 50
a k 1
  lim
k   ak
   k 1
 x
 k  1
 lim
k     k
  x
k 
!
x k 1
 lim
k  1!  k  1!
k  !
xk
k!  k !
 lim
k!   k ! x
k   k  1!   k  1!
k!   k   k  1!
 lim x
k   k  1k!   k  1!
 lim
  k  x
k   k  1
 
  1
 lim  x
k
k  1
1
k
 lim
0  1 x  lim  x  x
k  1 k 
Since the Ratio Test requires   1 for convergence, then if x <1, the series 1  x 
will converge.
x  hn  x n h  x

For the series, (1  h) h , we substitute   x  h n  x n and arrive at the final
 
 h
 
  1
step, lim  x:
k
k  1
1
k
Page 51
x  h n  x n  1
  lim hk h
k  1
1
k
  x  h n  x n 1 
  1
 h k 
 lim  h
k  1
 lim (0  1)h   h  h
k 
We treat
x  h n  x n as a constant and find, lim
1
 0.
h k  k
x  h n  x n
Thus, the series (1  h) h converges if h <1 by the criteria of the Ratio Test.
Page 52
APPENDIX II
Convergence of Exponential Expansion e x  h   x

n n
x 2 x3 xk x k 1
The infinite exponential series e x  1  x       is known to
2! 3! k! k  1!
converge for all values of x. Convergence is demonstrated by the Ratio Test:
x k 1 x
a (k  1)!
  lim k 1  lim  lim k  0.
k   ak k  xk k 
1
1
k! k
For expansion, e  x  h   x , we substitute x  h n  xn for x in the above calculation.

n n
The algebra of the calculation is similar to the binomial series. This leads to:
x  h
n
 xn 
k 1
x  h n  x n
(k  1)! k 0
 lim   0.
x  h 
lim
k  k k  1 1
n
 xn 1
k
k!
We treat x  h n  xn as a constant and find, lim

1
 0 . Thus, the exponential series
k  k
e x  h   x converges for all values of x  h n  xn , n  1,2,3, .

n n
Page 53
References
Bers, L. Calculus, vol. 1, 1969. Holt, Rinehart and Winston, Inc.
Page 54
Derivative of [ln( x)]n by the Limit Definition
╬
Newport, RI
Oct. 29, 2012
Preliminaries
By the limit definition of a derivative,
f ( x  h)  f  x 
f  x  
d
f ( x)  lim
dx h0 h
or, for the function f ( x)  [log( x)]n
d
ln( x)  lim
n ln( x  h)n  ln( x)n
.
dx h 0 h
 
Note that ln( x)n is also written as ln n ( x) but this not the same as the
 
quantity, ln( x) n as indicated below. For simplicity we assume n is a positive integer.
The Chain Rule provides the most straightforward solution for this derivative:
 nln( x)n 1. We seek to provide a proof using only

dy dy du 1
If u  ln( x) & y  u n , then 
dx du dx x
the above Limit Definition. The proof of this derivative can be done by the laws of logarithms,
the derivative of ln x and the algebraic formula1, a n  b n .
We assume the reader knows the derivative of ln(x) :
d ln( x  h)  ln( x) 1
ln( x)  lim  .
dx h 0 h x
The YouTube video by The Khan Academy shows this derivation by the limit definition. Any
calculus textbook also shows the proof.
It is well known that ln( x) n  n ln( x) , and
1 n
See Finney and Thomas (chapter 3, “Derivatives,” pp. 142-143) who use this to show derivative of x .
 Francis J. O’Brien, Jr., 2012.

Page 55
d d n
ln( x) n  n ln( x)  .
dx dx x
The expression ln( x) n is a sum of the logs by the Product Rule for logs,
ln( x1 x2 )  ln( x1 )  ln( x2 ) , extended to any finite number of x terms. That is,
n times
    n times
 
ln( x) n  ln( x  x  x)  ln( x)  ln( x)    ln( x)  n ln( x).
The log expression ln( x) n  n ln( x) is not to be confused with the expression ln( x)n .
The derivative of ln( x)n from the limit definition is less obvious and not shown in common
textbooks. This is the derivative of the product2 of logs:
n times
   
n
[ln( x)]  ln( x) ln( x)ln( x) .
We need one other important tool, the factorization of the difference a n  b n for positive
integer n  1 :
   
n terms
 
a  b  a  b   a
n n n 1
a n2
b  a b    a 2b n  3  ab n  2  b n 1  .
n 3 2
 
 
As such,
a 2  b 2  a  b a  b 

a 4  b 4  a  b  a 3  a 2b  ab 2  b3 . 
Derivation
With these tools we can show the derivative of ln( x)n . Restating the derivative to solve:
d
ln( x)n  lim
ln( x  h)n  ln( x)n .
dx h0 h
2
We could use the Product Rule for derivatives on this expansion. But we seek its proof by the limit definition.

Page 56
In the difference, a n  b n , let
a  ln( x  h)
b  ln( x)
Then, by the Product Rule for limits, we split up the terms,
d
ln( x)n 
dx
lim
ln( x  h)n  ln( x)n

h0 h

n times
 

ln( x  h)  ln( x) lim ln( x  h)n 1  ln( x  h)n  2 ln( x)  ln( x  h)n 3 ln( x)2    ln( x)n 1  
lim  
h0 h h  0 
 
nln( x)n 1.
1
x
In the first term, lim
ln( x  h)  ln( x) ,
we recognize this limit to be the derivative of ln(x) ;
h 0 h
ln( x  h)  ln( x) d 1
i.e., lim  ln( x)  . When we set h  0 in the second limit we see that
h 0 h dx x
there are n identical terms each of value, ln( x)n 1.
d 1
Based on the derivation, we see that, if n  1, ln( x)  .
dx x
References
The Khan Academy. Proofs of Derivatives of Ln(x) and e^x.

<http://www.youtube.com/watch?v=3nQejB-XPoY>.

Page 57
Complex Numbers
Page 58
Euler’s Formula by Series Expansions

╬

Newport, RI
 Francis J. O’Brien, Jr. July 4, 2013
On complex numbers and Euler’s Formula—
“It is one of the truly amazing facts of mathematics that the

use of complex numbers simplifies many problems, from the
convergence of series to the evaluation of definite integrals,
which on their face seem to belong strictly to the real
domain.” (Gleason, p.129)
“Gentlemen, that is surely true, it is absolutely paradoxical;

we cannot understand it, and we don't know what it means.
But we have proved it, and therefore we know it must be the
truth”. Benjamin Pierce (1809-1880)
Introduction
This paper verifies Euler’s Formula, e ix  cos x  i sin x, by series expansions and
graphical methods at an elementary level. Binomial and Exponential series expansions are
used to show a means of proof alternative to the classical Maclaurin Series1. The justification
for using real only terms in differentiation and integration of circular functions is substantiated
by analyzing the real parts only of the series.
A basic review and summary is provided for the Binomial Theorem, Binomial &
Exponential Series, and Maclaurin Series before complex numbers and the derivations.
1

Since the Binomial Series is derived by Maclaurin Series calculations on the function f ( x)  a  x this n
approach may seem like circular reasoning. But the intention is to make the paper accessible to readers not
necessarily familiar with infinite series. Experience teaches that students readily accept the Binomial Series as a
plausible extension of the integer Binomial Theorem (which requires only algebra and Mathematical Induction for
justification).
© Francis. J. O’Brien, Jr., 2013. <> Aquidneck Indian Council. <> All rights reserved.
Page 59
Binomial Theorem for Integer Exponents

n
n
( a  b) n    k a k b n  k , n  1,2, 
k  0 
n n(n  1)(n  2)  n  k  1
  
n!
 k  1, 0!  1!  1.
 k  k! (n  k )! 1  2  3 k
n(n  1) n  2 2
(a  b) n  a n  na n 1b  a b  ...  nab n 1  b n (written in reverse order)
2!
NOTE: We can also express (a  b) n in an equivalent form by interchanging the exponents:
n n
nk k
( a  b)  n
  a b
k  0 
k
n
 b
NOTE: In some calculations it is easier to use the form, (a  b) n  a n 1   .
 a
Binomial Series for Real Numbers

  n
 n  k nk  
(a  b)    a b
n
     a n  k b k
k  0  k  0 
k k
NOTE: n is any real number not necessarily a positive integer. The Binomial Series may be
viewed as an unending version of the Binomial Theorem when n is noninteger. It is very
useful for theoretical analysis of the behavior of binomial limits such as the exponential
function used in this paper2.
Letting a  1,
 n
n n n n n n
(1  b) n    k b k   0 b0  1 b1   2 b 2   3 b3   4 b 4   5 b5  
k  0             
x n
2
The well-known limit definition is: e x  lim 1  . Verifiable with L’Hôpital’s Rule by taking log. of limit.
n   n 
Page 60
n
Substituting   values,
k 
(1  b) n
b2 b3 b4
 1  nb  n(n  1)  n(n  1)(n  2)  n(n  1)(n  2)(n  3)
2! 3! 4!
b5 b6 Binomial
 n(n  1)(n  2)(n  3)(n  4)  n(n  1)(n  2)(n  3)(n  4)(n  5)
5! 6! Series
b7
 n(n  1)(n  2)(n  3)(n  4)(n  5)(n  6) 
7!
n
NOTE: This series converges if b  1. See Bers (p. 540) or O’Brien, “Derivative of e x by
the Limit Definition”, 2013.
Maclaurin Series Expansion for Approximating a Function f (x)
Definition: A power series for infinitely many derivatives (Finney & Thomas).

x2 x3 xn   xk
f ( x)  f (0)  f (0) x  f 0  f (0) ( n
   f (0))
    f (0)k
2! 3! n! k 0
k!
where f (0) is the first derivative evaluated at 0, f 0  is the second derivative evaluated at 0,
etc.
 Example: Expansions of Cosine & Sine
d
cos( x)  f ( x)   sin x cos(0)  1
dx
d
sin( x)  f ( x)  cos x sin(0)  0
dx
x2 x4 x6  1n x 2n      1k x 2k
cos x  1   
2! 4! 6!

2n !  2k !
k 0
x3 x5 x 7  1n x 2n 1      1k x 2k 1
sin x  x   
3! 5! 7!

2n  1!  2k  1!
k 0
Page 61
NOTE: We will show alternative series expansions for Euler’s Formula later in the paper
using these classical results for cos and sin as verification.
Exponential Series
We now derive with a fair amount of mathematical detail the series expansion of e x
from the definition of the limit of e x and the binomial series expansion. It is used to obtain
Euler’s Formula.
The limit definition of e x is:
n
x  x  x 
e  lim 1    Set b  in Binomial Series 
n   n  n 
Expanding e x by the Binomial Series (see next page):
Page 62
 n n k
 x   x 
e  lim 1    lim    
x
n   n n   k  0 k  n 
 n  x  0  n  x 1  n  x  2  n  x 3  n  x  4  n  x 5 
 lim                         
n    0  n 
 1  n   2  n   3  n   4  n   5  n  
  x  n( n  1)  x 
2
n( n  1)( n  2)  x 
3
n( n  1)( n  2)( n  3)  x  
4
1  n           
 n 2!  n  3! n 4! n 
 lim  
n  5
 n( n  1)( n  2)( n  3)( n  4)  x    
  
5! n
 n  n  1  x 2 n  n  1  n  2  x 3 n  n  1  n  2  n  3  x 4 
1  x             
 n  n  2! n  n  n  3! n  n  n  n  4! 
 lim
n    n  n  1  n  2  n  3  n  4  x 5 
       
 n  n  n  n  n  5! 
x2  1 x
3
 1  2
 lim 1  lim x  lim 1    lim 1   lim 1  
n  n  2! n   n  3! n   n  n   n 
x4  1  2  3
 lim 1   lim 1   lim 1  
4! n   n  n   n  n   n 
x5  1  2  3  4
 lim 1   lim 1   lim 1   lim 1    
5! n   n  n   n  n   n  n   n 
 k
x 2 x3 x 4 x5 x Exponential
 1 x      ...  
2! 3! 4! 5! k 0
k! Series
_____________
This is the primitive infinite series of e x  x  0  derived from the binomial expansion
based on the limit definition of e x . The expansion for e x is easily derived with the same result
above by the Maclaurin Series since any derivative of e x is always e x as any calculus texts
shows3. The exponential series converges for all values of x by the Ratio Test.
NOTE: if we set x   x the negative exponential series is,
3
One must always check that the constant term f (0) in the Maclaurin Series is included; in our case
0
f (0)  e  1 is provided in the expansion.
Page 63
 x
n
e  x  lim 1    1  x 
x 2 x3 x 4 x5
    ...  

 1k x k
n   n 2! 3! 4! 5! k 0
k!
In general, for any differentiable function g (x), the exponential series is:

g ( x)k
e g ( x)   k!
k 0
For example, if we set x  ax in Exponential Series,
e ax  ax 
n
 lim 1    1  ax 
ax 2 ax 3 ax 4 ax 5
    ...  

ax k
n   n  2! 3! 4! 5! k 0
k!
Similarly, if we set x  ax in Exponential Series,
 ax 
n
e  ax  lim 1    1  ax 
ax 2  ax 3  ax 4  ax 5  ...    1k ax k
n   n  2! 3! 4! 5!
 k!
k 0
______________
Complex Numbers4
The formula we seek to verify is:
 Euler’s Formula
eix  cos x  i sin x

x is real
e ix  cos x  i sin x
NOTE: For verification of e ix , recall the relations,
cos x   cos x 
sin x    sinx 
They follow by setting x   x in the cosine & sine Maclaurin Series expansions above.
4
A good introductory treatment is found in Boas (Ch. 2) and an advanced treatment in Gleason (Ch. 10 & Ch. 15).
Page 64
NOTE: Euler’s Formula is justified typically by Maclaurin series expansions on e ix (e.g.,
Finney and Thomas, Ch. 9; Boas, Ch. 2; Gleason, Ch.15). We will show a different proof
below.
NOTE: To isolate cos x from Euler’s Formula add each term and subtract each term for sin:
eix  e ix
cos x 
2
eix  e ix
sin x 
2i
This is the formal definition of cosine & sine. For real parts only the following is used.
Euler’s Identity & Complex Exponentials
These relations establish important consequences of Euler’s Formula useful for

calculations by complex exponentials.
i
ei  1 [Identity] i 2  1
e2   112
i
k k
 k   k  i
2  i k  cos k   i sin k 
i
e 2  i k  cos   i sin  e
 2   2   2   2 
NOTE: to verify, substitute all into Euler’s Formula; e.g., ei  cos   i sin   1.
NOTE: It is clear that the real parts of Euler’s Formula are:
o Re eix  Re(cos x  i sin x)  cos x [by inspection and definition of “real”]

o Re e ix  Re(cos x  i sin x)  cos x
ix
 cos x  i sin x  e
o Re   Re  Re  ieix  sin x
 i  i
ix
 cos x  i sin x  e
o Re   Re  Re ie  ix  sin x
 i  i
NOTE: These forms can also be established by series expansions. The reader can also verify
from these definitions that cos x   cos x  & sin x    sin x  .
________________
Page 65
Graphical Representation of Euler’s Formula
Figure 1 is a plot of Euler’s Formula which graphs the real part and imaginary part (Argand
diagram) for each value of x. The real part is the cosine function, as asserted above (what
function is the imaginary part?).
NOTE: Example of the plot values of eix in Figure 1:
ei  cos( )  i sin     1,0


ei 2.25  cos(2.25)  i sin 2.25   .63,.78i 
 The x axis is real; the y axis is imaginary
 The values of cos and sin will be equal by the following relations
 
cos x     sin( x)
 2
 
sin   x   cos( x)
2 
The plot values for e ix are similar.

eix
Fig. 2 is a plot of & ie  ix . The real parts are the sine function, as asserted above (what
i
function is the imaginary part?). Analysis below will show justification.
Page 66
eix
eix
Figure 1. Plot of eix & e ix . Real parts are the cosine function.
Source: http://www.wolframalpha.com
Page 67
e ix
i
ie ix
eix
Figure 2. Plot of & ie  ix . Real parts are the sine function.
i
__________________
Page 68
_________
The powers of the imaginary number i are displayed in Table 1. Any odd/even value of
k
i can be written down with this structure, useful for writing the individual terms of
expansions presented next.
Table 1
Powers of Imaginary Number
i 2  1
k ik Value of i k Re i k
0 i0 1 X
1 i1 i
2 i2 –1 X
3 i3 –i
4 i4 1 X
5 i5 i
6 i6 –1 X
7 i7 –i
8 i8 1 X
9 i9 i
10 i10 –1 X
11 i11 –i

 1 if k 2 even

k k
(even) i 2 2  X
 1 if k 2 odd
k k 1
i if k  1 2 even
(odd)

i i2 2 
 i if k  1 2 odd
Page 69
Series Expansion of Euler’s Formula e ix

We now show by series expansions the justification of Euler’s Formula. The real parts
calculations of Euler’s Formula for cosine and sine are based on the definitions given earlier.
By the limit definition of eix and Exponential Series5:
 e ix  ix 
n
 lim 1    
ix 
 k
n   n k 0
k!
 1  ix 
ix 2  ix 3  ix 4  ix 5  ix 6  ix 7 
2! 3! 4! 5! 6! 7!
x2 x3 x 4 x5 x 6 x7
 1  ix  i  i  i 
2! 3! 4! 5! 6! 7!
s
i
n
x
c
o
s
x
   
2 4 6  3 5 7   set x  ix in
x x x x x x
1     i x      Exponential Series
2! 4! 6!  3! 5! 7! 
   use Table 1 i k values
 cos x  i sin x  isolate real & imag.
terms
 compare with Maclaurin
ix Series to verify
By the limit definition of e and Exponential Series:
 e  ix  ix 
n
 lim 1      1k
ix k
n   n k 0
k!
The calculation will show,
e ix  cos x  i sin x.
Thus, we have demonstrated by series expansions, e ix  cos x  i sin x
5
In this calculation x is treated as a real variable and i is a number with properties of Table 1. This calculation is
 ax
the one given above for e ax with i playing the role of a. The same applies to e .
Page 70
 Real Parts Only Analysis
  ix     ix k 
n
 cos x  Re e ix
 Re  lim 1     Re   
n   n 
 
k  0 k ! 

 Re 1  ix  
ix 2  ix 3  ix 4  ix 5  ix 6  ...

 2! 3! 4! 5! 6! 
 x2 x3 x 4 x5 x 6 
 Re 1  ix  i  i   
 2! 3! 4! 5! 6! 
x2 x4 x6
1       cos x
2! 4! 6!  set x  ix in
Exponential Series
1  ix   1  ix k 
n
e ix  use Table 1 i k values
 sin x  Re  Re  lim 1     Re   
i  i n   n   i k !   isolate real only
  k 0 terms
 ix 2  ix 3  ix 4  ix 5  ix 6  ix 7  ...   compare with
1  ix    Maclaurin Series to
 Re  2! 3! 4! 5! 6! 7! 
verify
 i 
 
 
 x2 x3 x 4 x5 x 6 x7 
1  ix  i  i  i 
 Re  2! 3! 4! 5! 6! 7!  
 i 
 
 
x3 x5 x 7
 x      sin x
3! 5! 7!
Page 71
  ix     ix k  , and for

n
ix  ix
NOTE: for e expand Re e  Re  lim 1     Re   (1) k 
n   n 
 
 k  0
k! 
  ix  
n   ix k  .
ie ix expand Re ie  ix  Re i lim 1     Re i  (1) k 
 n   n 
 
 k  0
k! 
The results will demonstrate that cos x  Re e ix & sin x  Re ie ix . These results justify
integration using real parts only6.
sin ax
For example, the indefinite integral  cos( ax ) dx  (ignoring the constant of
a
integration) can be done using complex exponentials in two ways. By the classical definition
of Euler’s Formula,
 eiax  e  iax   iax  iax  sin( ax )

dx  1  e  e
 cos( ax)dx    2  a  2i

 a
.
  
For real parts analysis we can choose  cos(ax)dx  Re  e iax dx   
1  e iax  1  cos( ax )  i sin( ax )  sin( ax )
  Re
Re
a  i  a  i   a
, or

 cos( ax ) dx  Re  e iax

dx  
1  e  iax 
Re

a  i  
1  cos( ax )  i sin( ax )  sin( ax )
  Re 
a  i   a
.
NOTE: In a similar manner differentiation of cosine and sine can be derived by real parts
analysis (one chooses eix or e ix depending on the problem to solve; we show all options).

d
dx
d
dx
 
cos( x)  Re eix  Re ieix  Re i cos x  i sin x    sin x 
 Ree ix   Re cos x  i sin x   cos x 

d d eix
 sin( x)  Re
dx dx i
cos( x)  Re e  ix   sin  x 
d d

dx dx
sin( x)  Re ie  ix  cosx 
d d

dx dx
o Now derive the same with the classical definitions of Euler’s Formula for
cosine & sine.
6
A good YouTube lecture from MIT on integration of circular functions with complex numbers is at “18.03
Differential Equations” (Lecture 6).
Page 72
The real parts analysis is easier for differentiation and integration. It is justified by the
results in this paper and Maclaurin series expansions (see Finney and Thomas, p. 634, and for
an advanced treatment, Gleason, p. 310).
The author has several online papers at http://www.docstoc.com/profile/waabu which

uses complex numbers to evaluate difficult circular integrals. Complex numbers makes it
possible to solve such integrals which computer sometimes cannot evaluate.
A future paper will use complex numbers to verify well-known circular identities, such
as sin 2   cos 2   1, cos    , etc. The derivations are easier than the traditional real-
variable method in trigonometry.
Page 73
SOURCES & REFERENCES
Bers, L. Calculus, Vol. 1. Holt, Rinehart and Winston, Inc., 1969.
Gleason, A. M. Fundamentals of Abstract Analysis. Boston: Jones and Bartlett, 1991.
Gradshteyn, I.S. and I.M. Ryzhik. Table of Integrals, Series, and Products (7th Edition). Alan
Jeffrey and Daniel Zwillinger, Editors. NY: Academic Press, 2007.
MIT, “Differential Equations”. http://ocw.mit.edu/courses/mathematics/18-03-

differential-equations-spring-2010/index.htm
n
O’Brien, F. J., Jr. “Derivative of e x by the Limit Definition,” 2013
_______. “A General Limit for Exponentials,” 2013. http://www.docstoc.com/profile/waabu.
Sokolnikoff, I. S. Advanced Calculus. New York: McGraw Hill Book Co., 1939.
Spiegel, M. R. Mathematical Handbook of Formulas and Tables. New York: McGraw-Hill,

1968. [Reprinted Spiegel, Murray R., John Liu, and Seymour Lipschutz. Mathematical
Handbook of Formulas and Tables. New York: McGraw-Hill, 1999.]
Page 81
Integral of eax cos(bx)

Real Variable Solution & Complex Number Solution
╬

Newport, RI
On complex numbers—

use of complex numbers simplifies many problems, from the
convergence of series to the evaluation of definite integrals,
which on their face seem to belong strictly to the real
domain.” (Gleason, p.129)
Introduction
This paper shows two solutions for the following moderately difficult integral seen in
undergraduate calculus (omitting the constant of integration):
e ax
 e cos (bx)dx 
ax a cos (bx)  b sin (bx)
a 2  b2
One textbook that shows the classical (real variable) approach for solving this type of
integral is given in Crowell & Slesnick, Calculus with Analytic Geometry (pp. 357-8). The
solution requires two rounds of integration by parts and a trick unique to this integral type. The
answer is checked by differentiating the solution1. This integral will be derived in detail. Then
the same problem will be solved using complex numbers, the purpose of which is to show by
concrete example the usefulness of elementary complex numbers—a simpler, faster answer is
1
The Mathematica online integrator at http://integrals.wolfram.com/index.jsp gives the answer in < 1 second.
Computers sometimes give “strange” answers that require adjustment. When I checked the answer of the integral
by differentiating the solution, the online calculator http://www.quickmath.com/ gave an answer that had to be
simplified by hand.
Page 82
2
usually possible. In Appendix a brief review is given for readers not familiar with integrating
and differentiating functions with complex numbers2.
2
A good YouTube lecture from MIT on integration of exponential-circular functions with complex numbers is at
“18.03 Differential Equations” (Lecture 6).
Page 83
3
Integrating the Function eax cos(bx) by Parts
Standard Calculus Solution
This product integral is solved by integration by parts.
Let I   e ax cos (bx)dx , and define:
u  e ax
du  ae ax By Parts :
dv  cos(bx)dx  udv  uv   vdu
sin(bx)
v   cos(bx)dx 
b
NOTE: The solution also obtains by defining u  cos(bx), dv  e ax dx . However, experience

teaches that e ax is a better choice for u. Sometimes trial and error is necessary to produce a
useful (reduced) solution.
Substituting from above,
sin(bx) a ax
I   e ax cos (bx)dx  e ax   e sin(bx)dx
b b
A second integration by parts is needed on  e ax sin(bx)dx . Without confusion we use

again u & dv for terminology.
Define
u  e ax
du  ae ax By Parts :
dv  sin(bx)dx  udv  uv   vdu
cos(bx)
v   sin(bx)dx  
b
Page 84
4
Substituting,
sin(bx) a  ax cos(bx) a ax 
I   e ax cos (bx)dx  e ax   e   e cos(bx)dx 
b b b b 
sin(bx) a ax a 2 ax
e ax  2 e cos(bx)  2  e cos(bx)dx
b b b
a 2 ax
b2 
Bring e cos(bx)dx to the left side of the equation, factor the integral, and simplify each
side. This gives the final answer (skipping a few steps in algebra):
 a2  1 a
I  1  2   e ax cos (bx)dx  e ax sin(bx)  2 e ax cos(bx)
 b  b b
e ax
  e ax cos (bx)dx  a cos(bx )  b sin(bx ).
a 2  b2
1
e a cos(bx)  b sin(bx).
d ax
To check answer, differentiate:
2 2
a  b dx
_________
The solution required two rounds of integration by parts and some creative algebra.
More difficult integrals such as  e ax cos(bx) sin(cx)dx can be more challenging by standard
methods.
e
The same integral ax cos (bx)dx can be solved in a more efficient and faster manner
using elementary complex numbers. In the beginning this may not seem so, but the same
proficiency one obtains for the standard calculus course real variable approach can be realized
with complex numbers. The effort is well worth it in the long run since this approach is used
in differential equations, Fourier analysis, etc.
The Appendix provides a basic summary of the notations, definitions, concepts, and
properties along with examples for complex numbers which are needed to solve the integral3.
We assume readers are probably familiar with this system of numbers from previous
experience.
____________
3
A good introductory extensive treatment of elementary complex numbers is found in Boas (Ch. 2) and an
advanced treatment in Gleason (Ch. 10 & Ch. 15).
Page 85
5
Solution of  e ax cos (bx)dx by Complex Numbers
As shown in Appendix, we first convert cos(bx) to the real part of Euler’s Formula
Re eibx  cos(bx) . Carry the real operator Re until real solution occurs.
Combine the complex exponential and real exponential and integrate:
a  bi x dx  Re e a  bi x
 e cos (bx)dx  Re  e e dx  Re  e
ax ax ibx .
a  bi
Find complex conjugate of denominator and multiply it in numerator and denominator, expand
eibx by Euler’s Formula, multiply by conjugate form, and equate real, imaginary parts:
e ax e ibx e ax eibx a  bi  e ax
Re  Re  Re cosbx   i sin(bx)a  bi 
a  bi a  bi  (a  bi) a2  b2
e ax
 a cos(bx)  b sin(bx)
a2  b2
We are done! To check answer, differentiate using real parts complex numbers:
1 d ax  ibx eibx 
  e cosbx .
Re e ae  b ax
a2  b2 dx  i 
With practice one can do an integral like this fairly quickly. Practice on4:
NOTE: More difficult exponential–circular integrals that live “upstairs”5 can be solved in this
manner. The author shows several at http://www.docstoc.com/profile/waabu.
4
Copied from Mathematica online Integrator, http://integrals.wolfram.com/index.jsp
2π 1 2
5
“Downstairs” integrals such as  dθ  π cannot be solved with this approach. The advanced
0 5  4cosθ 3
complex analysis method of “contour integration” is required to handle these trigonometric integrals. M. Boas has
an accessible chapter on this (chap.14).
Page 86
6
APPENDIX
◄●►
Complex Numbers
The basic formula we need for differentiation and integration is called Euler’s Formula.
 Euler’s Formula6
ei  cos   i sin  e ix  cos x  i sin x

OR
 or x is real
e  i  cos   i sin  e  ix  cos x  i sin x
NOTE: We use x as the real variable throughout. For verification of e ix , recall the relations
for odd and even functions,
cos x   cos x 
sin x    sinx 
NOTE: To isolate cos x from Euler’s Formula add each term and subtract each term for sin x :
eix  e ix
cos x 
2
eix  e ix
sin x 
2i
This is the formal definition of cosine & sine. A “real parts” only version is given below.
 Euler’s Identity & Complex Exponentials

i
ei  1 i2 1
[Euler’s Identity] e 2   11 2  i
 i2  1
[positive square root]
eix  einx  cos(nx)  i sin(nx) Laws of Exponents

n
NOTE: to verify these relations substitute all into Euler’s Formula; e.g.,
6
Verified by Maclaurin series expansions. The author shows one demonstration (see References).
Page 87
7
ei  cos   i sin   1.
 Real Parts of Euler’s Formula e  ix
The “real parts” of Euler’s Formula are defined by the following; Re is the “real”
operator:

o Re e ix  Re(cos x  i sin x)  cos x [by inspection and definition of “real”]
ix
o Re   Re  Re  ieix  sin x
 i  i
ix
o Re   Re  Re ie  ix  sin x
 i  i
NOTE: These definitions are used in differentiation and integration to simplify the work when
a real variable solution is required.
 Complex Conjugation
To divide complex numbers “complex conjugation” is needed.
Define a & b as “real” and use property, i 2  1 ,  i 2  1
o a  bi (a  bi)  a 2  b 2
o Re
1
 Re
1 a  bi   a
(a  bi ) (a  bi ) a  bi  a 2  b 2
o Re
1
 Re
1 a  bi   a
(a  bi ) (a  bi ) a  bi  a 2  b 2
________________
These results justify integration using real parts only. For example, the indefinite
sin ax
integral  cos( ax )dx  (ignoring the constant of integration) can be done using complex
a
exponentials in two ways. Treat the imaginary number as a “constant” as in e ax a constant  .
i
By the classical definition of Euler’s Formula,
Page 88
8

dx  1  e  e 
 cos( ax ) dx    2  a  2i  a
.
  
For real parts analysis we can choose real eix or e  ix to integrate & get the same answer.
  cos( ax ) dx  Re  e  
iax
dx 
1  e iax  1  cos( ax )  i sin( ax )  sin( ax )
Re   Re
a  i  a  i   a
1  e  iax 
 iax

 cos(ax)dx  Re  e dx    Re
a  i
   Re 
1
a 
cos( ax )  i sin( ax )  sin( ax )
  .
 i a
NOTE: In a similar manner differentiation of cosine and sine can be performed by real parts
analysis (one chooses eix or e ix depending on the problem to solve; we show all options).
Treat the imaginary number as a “constant” as in e ax a constant  .
i

d
dx
d
dx
 
cos( x)  Re eix  Re ieix  Re i cos x  i sin x    sin x 
 Ree ix   Re cos x  i sin x   cos x 

d d eix
 sin( x)  Re
dx dx i
cos( x)  Re e  ix   sin  x 
d d

dx dx
sin( x)  Re ie  ix  cosx 
d d

dx dx
o Now derive the same with the classical definitions of Euler’s Formula for
cosine & sine.
The real parts analysis is easier for differentiation and integration for these elementary
functions7 . It is justified by Maclaurin series expansions (see Finney and Thomas, p. 634, and
for an advanced treatment, Gleason, p. 310).
The author has several online papers at http://www.docstoc.com/profile/waabu which

uses complex numbers to evaluate difficult circular integrals. Complex numbers makes it
possible to solve such integrals which the computer sometimes cannot evaluate.
7
As mentioned above, not all trig. integrals can be handled in this manner.
Page 89
9
REFERENCES
Boas, Mary L. Mathematical Methods in the Physical Sciences, 3rd ed., NY: Wiley, 2006.
Crowell, Richard H. & Slesnick. Calculus with Analytic Geometry. W. W. Norton, 1968.

O’Brien, F. J., Jr. “Euler’s Formula by Series Expansions,” 2013

Page 1 of 17
Identities for cosn ( x) & sin n ( x)

By Complex Numbers
╬

Newport, RI
 Francis J. O’Brien, Jr. August 26, 2013
References
O’Brien, Francis J. Jr., “Euler’s Formula by Series Expansions,” 2013


Introduction
This paper shows the derivation for obtaining the identities for cos n ( x) & sin n ( x) by
means of expanding the real part of cosine and sine powers in Euler’s Formula. A basic
summary is provided for the Binomial Theorem and complex numbers. We assume
knowledge of elementary complex numbers.1
Spiegel is a good reference for such identities, and Carr has a famous book which
provides very concise proofs2. Sometimes different references provide alternative formulas.
1
A good introductory treatment is found in Boas (Ch. 2); See O’Brien (2013) for real parts analysis.
2
See Spiegel, p. 17 and Carr, Theorems 772-774, p. 175. Online resources include Wolfram MathWorld
(“Multiple-Angle Formulas”).
Page 2 of 17
The expansions require a fair amount of work. Here we present an approach which
is very detailed (but lacking some elegance) and interconnects different ways of expressing
the same solution.
Binomial Theorem for Integer Exponents

The following are provided for reference in the development of the derivations.
n n
 
(a  b) n    a n  k b k , n  1,2,
k 0  
k
n(n  1) n  2 2 n(n  1)(n  2) n  3 3

(a  b) n  a n  na n 1b  a b  a b  ...  nab n 1  b n
2! 3!
n n
n
( a  b)    1k  k a n  k b k , n  1,2,
k 0  
n(n  1) n  2 2 n(n  1)(n  2) n  3 3

(a  b) n  a n  na n 1b  a b  a b  ...  nab n 1  b n
2! 3!
n n! n(n  1)(n  2)n  k  1

    , 0! 1! 1.
 k  k!(n  k )! k!
NOTE: It is clear that the Binomial Expansion has n+1terms since the sum runs from
2 2
k  0 to k  n . (a  b) 2    a k b n  k  a 2  2ab  b 2 .
k 0  
k
Three important relations needed for the derivation are:
 cos( x)  cos( x) (cosine is an even function)
 sin( x)   sin( x) (sine is an odd function)
n  n 
     
k  n  k 
o Verify identity by above definition for Binomial Theorem.
Page 3 of 17
n! n! n!
 
k!n  k ! n  k !n  (n  k )! (n  k )!k!
n  n 
     
k  n  k 
Elementary Complex Numbers
Euler’s Formula
 Euler’s Formula3 is:
NOTE: some texts use  instead of x as the real variable.

Adding and subtracting e ix and e ix provides definitions of cosine and sine used in
the expansions:
e ix  e ix  2 cos x
e ix  e  ix  2i sin x
Euler’s Identity & Complex Exponentials

i
ei  1 [Identity] i 2  1
e2   1  i 12
[positive sq. root]

k k
 k   k  i
2  i k  cos k   i sin k 
i
e 2  i k  cos   i sin  e
 2   2   2   2 
NOTE: to verify, substitute all into Euler’s Formula; e.g., ei  cos   i sin   1.
The value of i n (n odd/even) is important in the sine expansions (Table 3 below).
3
Formula demonstrated in O’Brien (2013) by exponential series.
Page 4 of 17
Real Parts
It is clear that the real parts of Euler’s Formula are:

o Re e ix  Re(cos x  i sin x)  cos x
ix
o Re   Re  sin x
 i  i
ix
o Re   Re  sin x
 i  i
___________
Derivation for cosn ( x)

The work will be divided into the case of n an even integer, and n is an odd integer.
The even integer case is done first4.
_________________
cos n ( x) For Even Integer n
From above we restate Euler’s Formula for cosine raised to the n th power.
eix  e ix n  2 cos xn  2n cos n x . Substituting the left side into the Binomial Theorem
and using laws of exponents:
e     
 n  ix n  k  ix k
   
n n n n  k ix  k
 ix n
ix
e   e  e     e ix e
k 0   k 0  
k k
Carrying out the expansion for several terms:
n n
Recall that the power of cosine is written by convention, cos ( x )  (cos x ) , and the power of sine is
4
sin n ( x)  (sin x) n .
Page 5 of 17
eix  e ix n    nk eix n  k eix  k 

n
k 0  
0
  
e
1 
   
e    e e    
 n  ix n ix  0  n  ix n 1 ix 1  n  ix n  2 ix  2
  e    e
2
 e  e      e   e      e    
 n  ix n  n  2  ix  n  2   n  ix n  n 1 ix  n 1  n  ix n  n ix  n
    e
 n  2  n  1 n

NOTE: if the real part of e ix  e  ix n is expanded and divided by 2n the desired result
cos n  x  is obtained. The pattern we seek becomes clear if the terms are put in a table (Table
1). For n even there will be n  1 terms in the Binomial expansion. Half of the cosine terms
in the beginning are equal to half of the cosine terms at the end5 and one constant term is in
the middle. For n  4 the 5 term expansion will show 2 pairs of equal cosine terms and one
unequal term. We look for the pattern and summarize it with a computing formula.
5
  
Since n  n and cos(  x )  cos( x ) .
k nk
Page 6 of 17
Table 1. Expansion of e ix  e  ix  n for n even integer

k n
   n  k  k
Re eix eix
k  Real Part
0 n
  eix n  cos(n) x
0
1 n
  eix n 1 eix 1  eix n  2  cos(n  2) x
1 
2 n
  eix n  2 eix 2  eix n  4  cos(n  4) x
2
3 n
  eix n 3 eix 3  eix n 6  cos(n  6) x
3 
  
n 
eix n  2 eix  2  eix n  n  cos(0) x =1
n n n
Middle term   
2 n
 
2
  
n3  n  n
     e  e 
ix n  n  3 ix  n  3
 
 e ix
6n
 cos(6  n) x  cos(n  6) x
 n  3  3 
n2  n  n
     eix n n  2 eix n  2  eix 4  n  cos(4  n) x  cos(n  4) x
 n  2  2
n 1  n  n
     eix n n 1 eix n 1  eix 2 n  cos(2  n) x  cos(n  2) x
 n  1 1 
n n n
     eix n n eix n  eix  n  cos(n) x  cos(n) x
n 0
The table shows this symmetric pattern: double all cosine terms up to the middle term and
n
add the constant value of the middle term k  :
2
n
e 
1 n 
 ix n 2 n
ix
e  2 cos ( x)  2    cosn  2k x   n 
n n
   
k 0 
k  
2
One form of the solution is given by bringing over the 2 n term:
Page 7 of 17
n
n  1
n
cos ( x)  1   1 2 n
 n   n  1   k  cosn  2k x, n  2,4,6,
2n   2 k 0  
2
This general computing formula can be simplified algebraically to obtain a second

n 
 
form of the solution. Reduce the middle term  n  from definition and identity,
 
2
n  n 
     .
k  n  k 
n   n 
    n! n(n  1)(n  2)(n  3)(n  4)(n  5)
 n   n  n    n   n    n  n  2  n  4  n  6    n  n  2  n  4  n  6  
   
2  2   ! !  2  2  2  2   2  2  2  2 
2 2  
        
          
n n
terms terms
2 2
n(n  1)(n  2)(n  3)(n  4)(n  5) (n  1)(n  3)(n  5)
  2n
n(n  2)(n  4)(n  6) n(n  2)(n  4)(n  6) n(n  2)(n  4)(n  6)
n n
22 22
n 
 
Then, substitute for  n  in first solution:
 
2
n
1
(n  1)(n  3)(n  5) 2 n
cos n  x      cosn  2k x, n  2,4,6,
1

n(n  2)(n  4)(n  6) 2 n 1 k  0  k 
A third form also exists6 (Spiegel, Formula 5.73, p. 17). Also see Carr (p.175). Others may
also be available in the literature.
6
cos
2n 
x 
1  2n 
 n 
1 n 1 2n
 
 k cos 2n  2k  x
2 2n   2 2n 1 k  0
If this form is used, the even power 2n must be set to n. For cos  x  set 2n  4, n  2, etc. Verify with
4
numerical examples. The author prefers the second form as the most straightforward.
Page 8 of 17
Examples
We use the second form, although any of the three forms will give the answer.
1 1  0 2  1 cos(2 x)
cos 2 x        cos(2  2k ) x   
2 2 k  0  k   2 2
 1 4  3 1
cos 4  x  
(3) 1 1
     cos(4  2k ) x    cos(2 x)  cos(4 x)
(4)2 23 k  0  k   8 2 8
(5)(3) 1  2 6  5 15 3 1
cos 6 ( x)       cos(6  2k ) x  =  cos(2 x)  cos(4 x)  cos(6 x)
6(4)(2) 25 k  0  k   16 32 16 32
NOTE: It is possible to find the value for cos nx by solving directly in cos n ( x) .
Calculations show:
  n 1 
 n  
1  n  2 n   
cos(nx)  2 cos ( x)  2    cosn  2k x   n  
n
n  2,4,6,
2  k 1  k    
   2  

n n
NOTE: Recall, by definition, for a summation,  uk , if n  m, set  uk  0.
k m k m
NOTE: See the MathWord article for a number of formulas to generate cos(nx).
______________________
cos n ( x) for Odd Integer n
The reader can verify this derivation with the information provided on the even n
case. Create a table like Table 1 to see the pattern. When n is odd there are n  1 terms (an
even number) in the binomial expansion. There will be an equal number of cosine pairs and
no middle term. Thus we need to double all cosine terms up to the dividing point of the
expansion, at the term n  1 . For n = 7 there will be 8 terms in the expansion or 4 pairs of
2
Page 9 of 17
cosine terms. Thus, add the first 4 cosine terms in the expansion, doubling each. The
formula for this expansion is:
n 1
2 n
   cosn  2k x, n  1,3,5,.
1
cos n ( x) 
n 1
2 k 0  k 
For example, cos 3  x   1  3  cos(3x)   3  cos( x)  3 cos( x)  cos(3 x) .
2 0
2   1    4
Another form exists (Spiegel, Formula 5.71, p. 17)7.
NOTE: The value for cos nx is obtained by solving directly in cos n ( x) .

That calculation is:
 n 1 
1 n 2 n 
cos(nx)  2 cos ( x)  2    cosn  2k  x 
n
n  1,3,5, 
2 k 1  k  
 
Derivation for sin n ( x)
The derivations for sin n ( x) are a little more complicated because we have the
imaginary value i to consider and the  1 terms in the definition of sine, eix  e ix  2i sin x .
The above results for the cosine structure will be helpful in providing results. We consider
the even n case first.
sin n ( x) for Even Integer n
We know from the case of cosine that there are n + 1 terms in the expansion (an odd
number of terms); this means a middle term needs to be considered. Before expanding the
left side, we draw a table (Table 2) to search for the pattern. Table 3 summarizes the
structure of the imaginary number i raised to odd/even powers; these properties provide
insight into the behavior of the expansion.
By definition of sine from Euler’s Formula,
7
cos
2 n 1
( x) 
1
 
n 1 2 n 1
 k cos2 n  2 k 1x
22 n  2 k 0
Set n  2n  1 in solution for odd n.
Page 10 of 17
e ix  e ix  2i sin  x 
eix  e ix n  2n i n sin n x .

n

n
  1 , giving
2
Table 3 indicates that for even n, i n  i 2 2
e 
n
 ix n
ix
e  2 (1) 2 sin n x  .
n
And the Binomial expansion is:
e    e 
n
k  n  ix n  k
n
 ix n ix  k
ix
e    1   e  2 (1) 2 sin n ( x)
n
k 0 k 
See Table 2 for the structure of the expansion.
Page 11 of 17
Table 2. Expansion of e ix  e  ix  n for n even integer

n
n
i  (1) 2
k
 1k 
n
  n  k  k
Re e ix e ix
k  Real Part
0 n
  eix n  cos(n) x
0
1 n
   eix n 1 eix 1  cos(n  2) x
1 
2 n
  eix n  2 eix 2  cos(n  4) x
2
3 n
   eix n 3 eix 3  cos(n  6) x
3 
  
n 
   
n n n
  ix n  2 ix  2
Middle term 
2 n e e  cos(0) x =1
 
2
  
n3  n 
 
n
    e  e  cos(6  n) x  cos(n  6) x
ix n  n  3 ix  n  3
 n  3 3 
n2  n  n
     eix n n  2 eix n  2  cos(4  n) x  cos(n  4) x
 n  2  2
n 1  n 
 
n
    eix n n 1 eix n 1 cos(2  n) x  cos(n  2) x
 n  1 1 
n n n
     eix n n eix n  cos(n) x  cos(n) x
n 0
n
NOTE: The corresponding Binomial coefficient terms  1k   will have the same value
k 
n  n 
by      .
k  n  k 
Page 12 of 17
Table 3
Powers of Imaginary Number
i 2  1
k ik Value of i k Re i k
0 i0 1 X
1 i1 i
2 i2 –1 X
3 i3 –i
4 i4 1 X
5 i5 i
6 i6 –1 X
7 i7 –i
8 i8 1 X
9 i9 i
10 i10 –1 X
11 i11 –i

 1 if k 2 even

k k
(even) i 2 2  X
 1 if k 2 odd
k k 1
i if k  1 2 even
(odd)

i i2 2 
 i if k  1 2 odd
k
i  k   k 
NOTE: by Euler’s Formula, e 2  i k  cos   i sin 
 2  2
 k   k 
cos   0; k  1,3,5,... sin    0; k  0,2,4,...
 2  2
 k   k 
cos   1; k  0,4,8,... sin    1; k  1,5,9,...
 2  2
 k   k 
cos   1; k  2,6,10,... sin    1; k  3,7,11,...
 2  2
Page 13 of 17
The complex exponential terms will be cosine terms since Re e ix  Re e ix  cos x and    
 n  n
Re e ix  Re e  ix  cos nx . As with the cosine expansion for even n given earlier, half of
the terms in the beginning of the expansion will be equal to half of the corresponding terms
at the end and one term is in the middle (Table 2).
NOTE: The middle term will always be positive since the k th value of the middle term is
n n
n
 1  1
2 2
i k   1
2
so that  n  1 . The reader can work through the details to show
in
 1
2

that e ix  e 
 ix n
 2 n i n sin n  x  leads to:
n n
n  2 1
1    1 2 k n
 n   n1   1  k  cosn  2k x, n  2,4,6,
n
sin ( x) 
2  2  2
n k 0  
Other equivalent versions of the expansion formula exist (Spiegel, p. 17)8, or Carr (p. 175).
NOTE: It appears that sin nx cannot be obtained from sin n ( x) above. Other solutions exist
(see MathWorld, cited earlier).
sin n ( x) for Odd Integer n

This expansion is the hardest one to derive. We start with the definition from Euler’s
Formula and the property of powers of imaginary numbers for odd integers (Table 3).
The following indicates the expansion to be performed.
8
cos
2n  1  2n  ( 1) n n 1 2n
x 
 n 
2 2n   2 2n 1 k  0
 
 k cos 2n  2k  x The even power 2n must be set to n in our version.
Page 14 of 17
e ix  e ix  2i sin  x 
eix  eix n  2i sin xn

eix  eix n  2n i n sin n ( x)
 n 1 
eix  eix n  2n ii 2  2  sin n ( x)
 
n1
eix  eix n  2n i 1 sin n ( x)
2
eix  e ix n  2n  1 n21 sin n ( x)

i
This last expression represents the complex exponential term to be expanded by the
Binomial Theorem. Unlike the foregoing expansions for cosine and sine this expansion is
reduced in terms of the sine function since,
e ix
Re  sin x
i
e  ix
Re   sin x
i
The real part of

e ix  e  ix 
n
is expanded as follows:
i
  1k  k eix  eix  k

n n nk
eix  e 
 ix n
 k 0
 
i i
The basic relation governing the derivation of sin n ( x) is:
k 
   
 n  ix n  k ix  k
  e e  

e
n  k 
 
 n  ix  n  k  ix k
e  

i i
Substituting,
Page 15 of 17
n  n 
  sin n  2k x    sin n  2k x
k  n  k 
n  n 
  sin n  2k x     sin n  2k x
k  n  k 
n  n 
  sin n  2k x    sin n  2k x
k  n  k 
Furthermore, corresponding terms have the same  sign values. To show this, assume from
above:
 1k 
n  n 
 sin n  2k x   1n  k   sin 2k  n x
k  n  k 
 1k 
n  n 
 sin n  2k x   1n  k 1   sin n  2k x
k  n  k 
 1k   1n  k 1   1 k  1n 1
 1k   1 k
 1n 1  1 for n odd
To clarify these abstract relations Table 4 shows details for the expansion of sin 5 ( x) .
Page 16 of 17
Table 4. Expansion of
e ix  e  ix 
n
for n  5.
i
k n
    n  k  k
Re 1k e ix e ix
k  Real Part
0 5
  eix 5  sin(5x)
 0 i
1  5
 

e ix  e ix 
4 1
  sin 3x 
1  i
2
5  
 n 
    n  1 
 eix 3 eix 2  sinx
 2   i
 2 
3  5  5 
    

e ix  e ix 
2 3
  sin  x   sin( x)
 3  2 i
4  5  5
     eix 1 eix 4  sin(3x)   sin(3x)
 4  1  i
5  5  5 
    

e ix 
5
  sin(5 x)  sin(5 x)
 5  0 i
n 1 5
Corresponding terms are equal north and south of the border at the k  term,  
2  2
When all the algebra is complete, the expansion shows for n  5 :
n1
5  5 5
2  1 sin n ( x)  2  sin(5 x)  2  sin 3x   2  sin( x)
n 2
 0 1   2
2 2sin(5 x)  5 sin 3 x   10 sin( x ) sin(5 x )  5 sin 3 x   10 sin( x )
sin 5 ( x)   1 
25 16
n 1
The general case is found by doubling all equal sine terms around the term and
2
n1
bringing over the terms, 2  1 n 2
:
n1 n 1
 1
2 2 n
sin n ( x) 
2 n 1 k  0
  1k  k  sinn  2k x, n  1,3,5,
 
The Spiegel version of this expansion (on page 17) sets n  2n  1.
Page 17 of 17
NOTE: It is possible to find the value for sin nx by solving directly in sin n ( x) .
Calculations show:
 n 1 
n1

1 2 n 
sin( nx)  2 n  1 sin n ( x)  2   1k   sin n  2k x, n  1,3,5,
2
2 k 1 k  
 
____________
As in many derivations in mathematics, elementary complex numbers is a remarkable

tool for analysis.
Page 98
Proof Outline
The algorithm to evaluate these integrals involves four graduated steps:
(1) Re-express the trigonometric function using a known identity for power n  2. This
reduces the higher power of the function to a unitary power for which real parts only complex
variable analysis can be used3. For example, for n  2,3 one can use well known identities to
simplify calculations4:
1  cos(2bx)
cos 2 bx 
2
1  cos(2bx)
sin 2 bx 
2
3 cos(bx)  cos3bx 
cos3 bx 
4
3 sin(bx)  sin 3bx 
sin 3 bx 
4
The process will be exemplified for n  2. For quadratic forms cos 2 bx & sin 2 bx of
m 1  ax cos bx 
  n 
 x e  n
  
dx :

0 sin bx
   
m 1  ax 1  cos( 2bx )  1  m 1  ax 
x
m 1  ax
cos bx dx   x m 1  ax
2  
e 2
e   dx   x e dx  x e cos( 2bx ) dx 
0 0
2
0 0

    
m 1  ax 1  cos( 2bx )  1  m 1  ax
x
m 1  ax
sin bx dx   x m 1  ax
2  
e 2
e   dx   x e dx  x e cos( 2bx ) dx 
0 0
2
0 0

We can further reduce complexity by the second step.
(2) Convert the transformed trigonometric component to complex exponential functions

and combine with real exponential function e ax .
3
MIT, “18.03 Differential Equations” (Lecture 6).
4
General formulas are given in Appendix I.
2|Page
Page 99
Cosine
 
1  cos(2bx) 
x
m 1  ax
e cos bx dx   x m 1e  ax 
2
 dx
0 0
 2 
   1  
1  m 1  ax   

  x e dx   x m 1
e ax
cos(2bx)dx     x m 1
e dx  Re  x m 1e  ax e  2ibx dx 
 ax
2  2  0 
0 0 0
 
1 
   x m 1e  ax dx  Re  x m 1e  a  2bi x dx 
2 
0 0
Sine
 
1  cos(2bx) 
x
m 1  ax
e sin bx dx   x m 1e  ax 
2
 dx
0 0
 2
   1  
1  m 1  ax 
   x e dx   x m 1e  ax cos(2bx)dx     x m 1e  ax dx  Re  x m 1e  ax e  2ibx dx 
2  2  0 
0 0 0
 
1  m 1  ax 
   x e dx  Re  x m 1e  a  2bi x dx 
2 
0 0
(3) Apply known algebraic-exponential reduction formula from Gradshteyn & Rhyzik5 (GR)
to simplify the integrals of step (2).

  m 1
m  x
, Re ,   0, n  0
n
 x e dx  n 
, 
n
0
where    is the gamma function.
For our multivariate integrals set m  m  1,   a, n  1, and use the expression,

m 1  ax m 
x e dx 
am
, m  0, a  0.
0
This is given as Formula 3.326.2 in GR (7th ed.). It is derived in the online paper “ x m e   x dx and related
n

5
integrals, 2nd ed.”, Jan. 3, 2013, http://www.docstoc.com/profile/waabu. See L. Bers, Calculus (pp. 402-403) for
elementary properties of the gamma function and GR (Sect. 8.3) for more extensive information.
3|Page
Page 100
(4) Polar Graph and Equations
The polar graph and polar equations of Euler’s Formula and de Moivre’s Theorem (Fig. 1)
provide the basic information needed to solve the integrals for the quadratic case of
 
x
m 1  ax
e cos bx dx and
2
x
m 1  ax
e sin 2 bx dx.
0 0
 i
a  2bi  re
a  2bim  r me im 
a  2b   r
2 2 2
r
2b = r sin 1

a
2
 2b  2 
2
r
a = r cos 2b
tan  
Figure 1. Polar form of complex number a  2bi a
on a right triangle. The form a  2bi would lie  2b 
in Quadrant IV.   tan 1 
a
 is in radians
Based on the 4-step algorithm, the quadratic integrals can be solved by applying the reduction

m  x n
formula x e dx to each of the component terms of the integrals, using complex
0
conjugation, and simplifying by the polar equations of Figure 1.
4|Page
Page 101
Cosine integral
  
1  m 1  ax 
x
m 1  ax
e cos bx dx    x e dx  Re  x m 1e  a  2bi x dx 
2
2 
0 0 0
1  m  m  a  2bi m  m   1 a  2bi m 

  m  Re     Re 
2  a a  2bi m a  2bi m  2  a m a  2bi a  2bi m 
 
m   1 r m cos m  i sin m  m   1 rm 
      
 
Re cos m
2  am 2 2 m  2  a m r 2m 
 a  4b 
tan  
2b  
a m   1  1 2b 
, Re m  0, a  0, b  0.
1
   cos m tan
2  am
   a 
m
 a 2  4b 2 2 

This is the desired solution. The solution for x
m 1  ax
e sin 2 bx dx is very similar.
0
Sine integral
 
  1
    1 
  , Re m  0, a  0, b  0.
m 1  ax m 1 2b

2
x e sin bx dx    cos m  tan
 a 
 
2  am m
0
 a 2  4b 2 2 
Special cases
With the quadratic solutions worked out reduced integrals can be solved such as when
m  1 or b  0, but not a  0. Beyond that further reductions can be made as desired.
m=1
Plug m  1 into the second term of the final form and work backwards from the
definitions, recognizing that,
5|Page
Page 102
 cos  a / r
a 
1
2 2 2
  4b r
cos a
  a / r2 
 
1
a  4b 2
2
2 2 2
a  4b
For the quadratic case it is easier to go back to the beginning of the derivation and
substitute m.

e
 ax
cos 2 bx dx
0

(1)  1
 Re
a  2bi    1  1  a 
2 a (a  2bi)(a  2bi )  2  a a 2  4b 2 

1 1 
sin 2 bx dx 
 ax a
e  
2  a a  4b 
2 2
0
a=0
When a  0 the integrals diverge (go to  ) which is evident from the final form of
the quadratic integrals. This is not true in general. Integrals converge for odd powers of n as
shown in Appendix II.
b=0
The sine integral is always 0 from inspection of

x
m 1  ax
e sin n 0 dx.
0
For the cosine integral with b = 0, cos 2 0   1 and

m 1  ax m 
x e dx 
am
0
6|Page
Page 103

m  x n
by the reduction formula x e dx. Or by substituting into the final form of the
0
integral, since tan 1
0  0, cos(0)  1.
n=1
These integrals were solved in the paper, “General Cosine and Sine Integral of
Powers,” Apr. 22, 2013, http://www.docstoc.com/profile/waabu. The derivations there
 cos n bx 
served as the model to work on the present general forms,  x m 1e  ax  dx.
0 sin n bx  
_____________________
The 4-step algorithm demonstrated for quadratic forms can be applied to the general
case for integer n; this is shown in the Appendix.
7|Page
Page 104
General Case Derivations
The general case solution has been worked out for integers of the form6,
m 1  ax cos bx 
  n 
 x e  n
  
dx,

n  1,2,3,4,...
0 sin bx
These improper integrals converge under certain regularity conditions (Sokolnikoff,

Ch. VII). The Appendix contains the summary calculations with the following sections.
 Appendix I provides the cosine and sine identities needed for the general
integer case, for even and odd powers,
cos n bx 

 n  n integer
sin bx  
 Appendix II inserts those identities and reduces them for,
m 1  ax cos bx 
  n 
 x e  n dx, n  1,2,3,4,...
0  sin bx  

&

x
m1
 n dx n  1,3,5,7,...
0 sin bx  
 Appendix III gives integrals when it is assumed 1,
 ax cos bx 
  n 
 e  dx, n  1,2,3,4,...
0  nsin bx  

 cos n bx 
e  ax  n
1
dx are not documented but are useful for waveform
6
The calculations for the model 
0 x m 1 sin bx 
 
analysis.
8|Page
Page 105
For this calculation we use relations from Appendix II:

a
 cos  
r
 nb  2bk 
   arctan  
 a 
nb  2bk
 sin  
r
 
1
 r  a 2  nb  2bk 2 2
 Take ratio of cosine or sine relative to modulus
9|Page
Page 106
References

O’Brien, F. J., Jr. “  x m e   x dx and related integrals, 2nd ed.”, Jan. 3, 2013,
n
_______.“General Cosine and Sine Integral of Powers,” Apr. 22, 2013,


10 | P a g e
Page 107
APPENDIX
Integer Power Expansions of
cosn bx 
 
 
sin n bx  
&
Integral Formulas for
m 1  ax cos bx 
  n 
 x e  n dx, n  1,2,3,4,...
0 sin bx  

m 1 cos bx 
  n 
 x  n dx, n  1,3,5,7,...
0 sin bx  
 
  n 
 sin n bx  dx,
e n  1,2,3,4,...
0  
11 | P a g e
Page 108
APPENDIX I
General Formulas for Integer Powers of Cosine cos n bx  and Sine sin n bx
Even powers
1  2n  1   2n   2n  
cos 2n A      cos 2nA    cos(2n  2) A      cos 2 A
2 2n  n  2 2n 1  1   n  1 
1  2n  n  1  2n 
  cos 2n  k A
1
      
2 2n  n  2 2n 1 k  0  k 
______________________________________________________________________
1  2n   1n   2n   2n  
sin 2n A     cos 2nA    cos(2n  2) A     1n 1  cos 2 A
2 2n  n  22n 1  1   n  1 
1  2n   1n n 1  2n 
  
2n  n  2 n 1 
 1k   cos 2n  k A
2   2 k 0 k 
NOTE: for desired even power set 2n to power. As such, for cos 4 A , set
2n  4 and n  2 . A  bx. The binomial coefficient is of the form,
 p p!
   .
 q  q!( p  q)!
12 | P a g e
Page 109
Odd powers
1   2n  1  2n  1 
cos2n 1 A   cos2n  1A    cos(2n  3) A      cos A
2 2n  2   1   n  1 
1 n 1  2n  1
    cos2n  2k  1A
2 2n  2 k  0  k 
_____________________________________________________________________
sin 2n 1 A 
 1n 1 sin 2n  1A   2n  1 sin( 2n  3) A     1n 1 2n  1 sin A
  1   n 1  
2 2n  2      

 1n 1 n 1
 1k 
2 n  1
 sin 2n  2k  1A
 
2 2n  2 k  0  k 
NOTE: for desired odd power set 2n  1 to power. As such, for sin 5 A , set
2n  1  5 and, n  3, n  1  2 . A  bx. The binomial coefficient is of the
 p p!
form,    .
 q  q!( p  q)!
Reference: Spiegel, 1968, page 17.
13 | P a g e
Page 110
APPENDIX II
General Integral Formulas for Integer Powers
m 1  ax cos bx 
  n 
 x e  dx
0 sin bx  
 n 
Even powers, n  2,4,6,8

x
m 1  ax
e cos n bx dx 
0
  nb  2bk  
cos m  tan  1 
n
 n 1 
1    m   m  2  n    a 
n  n  m  n  1   k 
2   a 2 k 0  
m
 2

a 2  nb  2bk 2
2

Re m,a  0, n  2, 4,6,8 ..., b  0 
_________________________________________________________________________

m  1e  ax sin n bx dx 
x
0
  nb  2bk 
n
n
 n 1 
1    m  2  m  2 n   
  1  1k  
a
 n  
2n   a m 2n  1 k 0 k  m
 2

a 2  nb  2bk 2  2
Re m,a  0, n  2, 4,6,8 ..., b  0 
NOTE: The notation of Appendix I is restated. Thus, even 2n is stated as n ,

n n
n as , n  1 as  1.
2 2
14 | P a g e
Page 111
Odd powers, n  1,3,5,7

x
m 1  ax
0
  nb  2bk 
n 1
cos m  tan 1 
m  2 n
  a 
  k 
a 
n 1 m
2 k  0 
 nb  2bk 2 2
2
Rem  0, n  1,3,5,7 , b  0
NOTE: when a  0,
n 1

m   m  2 n
 x cos bx dx 
m 1 n
cos    
1
m  0
0 2 n 1  2 k 0 k  nb  2bk m

x
m 1  ax
e sin n bx dx 
0
  nb  2bk 
n 1 n 1
sin m  tan 1 
m  2
k n   
 1 n 1 
 1   a
2
 
m
2 k 0 k 
a 2  nb  2bk 2 2
Rem  0, n  1,3,5,7 , b  0
NOTE: when a  0,
n 1
 n 1
m   m  2 k n
 x sin bx dx   1
m 1 n 2
sin    1  
1
m  0
 k  nb  2bk 
n 1  2 k 0 m
0 2
NOTE: The notation of Appendix I is restated. Thus, odd 2n  1 is stated as n ,

n 1 n 1
2n as n  1, n as , n  1 as .
2 2
15 | P a g e
Page 112
APPENDIX III

(Case of m  1)

e
 ax
cosn bx dx 
0
n
 n 1
1  1 a 2 n 1
 n  a  n  1   k  2
k  0   a  nb  2bk 
n
2   2
2
 2
Re a  0, n  2, 4,6,8 ..., b  0 
_____________________________________________________________________

e
 ax
sin
n
bx dx 
0
n
 n n 1
1  1 n
 n  a   1   1k
2 a 2 1
 
n
2   2 n  1 k 0  k  a 2  nb  2bk 2
 2
Re a  0, n  2, 4,6,8 ..., b  0 

n n
n as , n  1 as  1.
2 2
16 | P a g e
Page 113

e
 ax
cos n bx dx 
0
n 1
a 2 n 1
2n 1
  k  a 2  nb  2bk 2
k  0

Rea  0, n  1,3,5,7 , b  0

e
 ax
sin n bx dx 
0
n 1
n 1
2 n n  2k
 1 2 b
n 1 
 1k   2
2  
k 0
k a  nb  2bk 2
Rea  0, n  1,3,5,7, b  0

n 1 n 1
2n as n  1, n as , n  1 as .
2 2
17 | P a g e
Page 1 of 9
General Cosine and Sine Integral of Powers

╬

Newport, RI
 Francis J. O’Brien, Jr. April 22, 2013
Introduction
In this paper we show the derivation for two general algebraic-trigonometric integrals
using complex variables and the gamma function1. The new integral expressed in combined
form is:
   
   
m cos x 
n  cos 
    2  m 1
 x sin x n dx  n      ,   n ,  ,   0, n  0,
 
0   sin   
  2  
where    is the gamma function. See L. Bers, Calculus (pp. 402-403) for elementary
properties.
Complex variables often simplify trigonometric integral evaluation2.
Proof Outline
Familiar elementary complex variable relations and operations:
 By definition from Euler’s Formula,
1
Submitted to 8th edition of Gradshyetn and Rhyzik (GR), Table of Integrals, Series and Products for Section
3.761, “Trigonometric Functions of More Complicated Arguments Combined with Powers”. NOTE: One
website, http://quickmath.com, was unable to do the definite form or the indefinite form (a complicated indefinite
form solution was given at the Mathematica website, http://integrals.wolfram.com/index.jsp).
2
G. S. Carr, Formulas and Theorems in Pure Mathematics, solves similar integrals using complex variables and
gamma function; see Theorems 2577–2579. Theorem 2577 is derived below to demonstrate complexification as
a means to solve an integral computers cannot evaluate.
Page 2 of 9
eix  e ix
cos x  .
2
o If the power is 1 and one selects e ix or e  ix in Euler’s Formulas for analysis,

one may use real relations
    
cos x  Re e  ix or Re eix
 Use cos x  Re e ix  for convergence of integrals of negative
exponentials

eix  e ix
sin x  .
2i
o If power is 1 and one selects e ix or e  ix in Euler’s Formulas for analysis, one
may use real relations

 e ix
sin x  Re
 i


 
  ix
  Re  ie ix or Re  e
 i

 
  Re ie  ix

   
 e  ix 
 Use sin x  Re 
 i
  Re ie  ix

  for convergence of
 
integrals of negative exponentials
NOTE: the simplified real only formulas are valid for sine & cosine powers of 1. For integer
1  cos(2 x)
powers higher than 1 use identities such as sin 2 x  , then power of 1 real
2
relations. A future paper will demonstrate the technique.
 Euler’s identity, ei  1

i
o e2   11 2  i
i
     
o e 2  i  cos   i sin 
 2   2 
i
      
o e 2  i  cos   i sin 
 2   2 
 Complex conjugation
Page 3 of 9
o a  bi a  bi    a  bi  a  bi   a 2  b 2
o      1.
i  i   i 2
 Complexifying3 the integral by real parts only analysis
The following algebraic-exponential formula from Gradshteyn & Rhyzik is used to

simplify the complexified integrals:

  m 1
x
m  x n
e dx  ,  ,  ,   0, n  0 Formula 3.326.2, GR (7th ed.)4

0 n n
Derivation
Inserting the above relations and operations, and simplifying, the complexified cosine
integral is:
  dx  Re  x meix dx  Re ni   ii 

  n 
 x cos x
m n
0 0
 i 
    2      
 Re e   cos ,
n    n   2 
 
m 1
  , Re ,   0, n  0
n
or, calculate sum of integrals by classical definition of cosine,
3
A good YouTube lecture from MIT is at “18.03 Differential Equations” (Lecture 6).
m  x n

4
Derived in “ x e dx and related integrals, 2nd ed.”, Jan. 3, 2013.
Page 4 of 9
 

x cos x n dx
m
0
    i x n
m e
 n
 e  i x  
 Re  x  dx
 2 
0  
1    1 i   1  i  
 
2 n  
Re
 i i   
 Re
i  i    
    
 cos .
n   2 
____________
The complexified sine integral is similar. Not all the steps are specified:
 

x sin x n dx
m
0

 Re i  x m e  ix dx
n
0
    
 sin  

 2 
n
or, calculate difference of integrals by classical definition of sine,
 
   i x n  e  i x n  
Re  x m e  dx    sin   
0


2i 
 n   2 
 cosx  dx

2
Example:
0
In the general solution,
 

    
x cos x n dx 
m
cos ,
0 n   2 
Page 5 of 9
  2 1
set m  0,   1, n  2,   1 / 2, cos    to give the solution by the “short cut” or
4 2 2
standard method:
 cosx  dx

2
e
 
    ix 2
e  ix 2 


 ix 2
 Re    dx  Re  e dx
0
 2 
 0
1
 
 
   cos 
2
2 4
2

4
1 
  0.62665706865,
2 2
1
where     .
2
Example: The cosine Fresnel integral is defined to be:
z
 2 
 cos 2 tdt.

0
It cannot be solved in closed form unless z   in which case the general integral
 

    
x cos x n dx 
m
cos  holds (for ‫ ݔ‬՜ ‫ݐ‬ሻ.
  2 
0 n
   2 1
Set m  0,   , n  2,   1 / 2, cos    :
2 4 2 2

 2  1
 cos 2 t  dt  .
 2
0
The sine Fresnel integral
Page 6 of 9
z
 2 
lim
z 
 sin 2 t dt

0
gives the same solution.
 
NOTE: Theorem 2577 (p. 384) in G.S Carr, x
n 1  ax
e cosbx dx and x
n 1  ax
e sin bx dx .
0 0
Online integrators cannot solve these definite integrals; e.g., http://www.quickmath.com/
These integrals are useful because they use clever manipulations of complex variables
and serve as a general form from which specific cases can be derived.
Figure 1 provides the essential information needed for complex variables to evaluate
the integrals.
 i
a  bi  re
 in
r a  bi n
r e
n
b = r sin  2
a b  r
2 2
 b
tan  
a
a = r cos 
 1 b 
  tan a
Figure 1. Polar form of complex number a  bi  
on a right triangle. The form a  bi would
lie in Quadrant IV.
NOTE: it is more traditional to use x & y vs. a & b for polar coordinates.

Re-expressing in complex variable form and applying Form. 3.326.2,  x m e  x dx, the cosine
n
0
integral is:
Page 7 of 9
  
n 1  a  bi x n 
x
n 1  ax
e cosbx dx  x
n 1  ax  ibx
e e dx  x e dx 
0 0 0 a  bi n
NOTE: With complex variables we have reduced a complicated algebraic-exponential-

trigonometric function to an algebraic-exponential function which is more manageable.
The solution must be given in terms of the real number parameters a, b & n. Thus,
conjugating, inserting the auxiliary polar equations, and simplifying provides a string of
reductions:
 
n 1  a  bi x
 x e cosbxdx  Re  x e dx  n  Re
n 1  ax 1
0 0 a  bi n
 n  Re
1 a  bi n  n  Re
a  bi n
a  bi n a  bi n a  bi a  bi n
 n  Re
1
re i 
n
a 2  b2 n
rn cos n
 n  Re cos n  i sin n   n 
2n n
r r
tan   b a
n    b 
 cos n tan 1 .
   a 
n
2 2 2 
a b

n    b 
Thus, x
n 1  ax
e cosbx dx  cos n  tan 1 .
a 2  b2   a 
n
0 2

 

NOTE: Solution for x
n 1  ax
e sin bx dx is similar, defining sin(bx )  Re ie  ibx .
0
NOTE: If b  0, Theor. 2577 gives

n  n 
x
n 1  ax
e dx  cos n0  
n
0 a an
since arctan(0)  0, cos(0)  1.
Page 8 of 9
NOTE: If a  0, Theor. 2577 gives

x
n 1
cosbx dx
0

 Re  x n 1e  bi x dx
0
n    b 
 cos n  lim tan 1  
bn a  0  a 

n 
b n

cos n tan 1   , 

and recalling the limit of arctangent at infinity, lim tan 1 x   1.57 , then
x  2

n   
x
n 1
cosbx dx  cos n 
0 bn  2
Figure 2. Plot of y  tan 1 x .
NOTE: If n  1, the first step in the derivation of Theor. 2577 gives an immediate answer:

1 ( a  bi )
cosbx dx  Re
 ax a
e a  bi 
 Re 
a  bi a  bi  a  b 2
2
0
Page 9 of 9
where  1 =1.
Clearly, Theorem 2577 is a useful integral. Why can’t computers solve it?
A future paper will demonstrate the solution to integrals of the form
m 1 x cos  x 
  n 
 x e  n
   
dx

0 sin x
The approach is modeled on the solution of Theorem 2577.
Algebraic–Exponential–Trigonometric
Integrals of Integer Powers
╬

Newport, RI
 Francis J. O’Brien, Jr. May 6, 2013
ABSTRACT
This exploratory paper provides derivations for a class of improper integrals of algebraic–
exponential–trigonometric functions not solvable by computer in the general case.
Appendices provide a detailed summary of calculations. Applications will be designed for
waveform analysis, signal characterization and least squares optimization.
Introduction
In this paper we show the derivation for improper integrals of the following form:
m 1  ax cos bx 
  n 
 x e  dx, Re integer n  1, b  0
0 sin bx  
 n 
Computers cannot solve these improper integrals except in special reduced cases1. The
evaluations are involved for the general case. Application of results will include spectral and
statistical analysis.
Trigonometric identities, the gamma function and elementary complex variables can
reduce integrals of this type to algebraic-exponential integrals which can be solved2 by clever
manipulations. The most useful forms involve parameters n  1, 2. Higher integer powers can
1
The definite integral form was presented to quickmath.com with the response, “This calculation is taking too
much CPU time.” The indefinite form was presented to Mathematica at http://integrals.wolfram.com/index.jsp
with the response, “Mathematica could not find a formula for your integral. Most likely this means that no
formula exists”.
2
G. S. Carr, Formulas and Theorems in Pure Mathematics, solves similar integrals for the case of n 1 using
complex variables and gamma function; see Theorems 2577–2583, page 384. Theorem 2577 was derived in
O’Brien, “General Cosine and Sine Integral of Powers” http://www.docstoc.com/profile/waabu. That derivation
served as the model for the present integral evaluations.
1|Page
be calculated by expansions for powers of cos n bx  & sin n bx , demonstrated below in
Appendix.
In this paper complex analysis and real parts only complexification are used in the
derivation. The essentials were covered in the paper, O’Brien, “General Cosine and Sine
Integral of Powers” http://www.docstoc.com/profile/waabu
Proof Outline
The algorithm to evaluate these integrals involves four graduated steps:
(1) Re-express the trigonometric function using a known identity for power n  2. This
reduces the higher power of the function to a unitary power for which real parts only complex
variable analysis can be used3. For example, for n  2,3 one can use well known identities to
simplify calculations4:
1  cos(2bx)
cos2 bx 
2
1  cos(2bx)
sin 2 bx 
2
3 cos(bx)  cos3bx 
cos3 bx 
4
3 sin(bx)  sin 3bx 
sin 3 bx 
4
The process will be exemplified for n  2. For quadratic forms cos 2 bx & sin 2 bx of
m 1  ax cos bx 
  n 
 x e 
 n
 
dx :

0 sin bx
   
m 1  ax 1  cos( 2bx )  1  m 1  ax 

m 1  ax
  
m 1  ax
2  
x e cos 2
bx dx  x e   dx   x e dx  x e cos( 2bx ) dx 
0 0
2
0 0

   
m 1  ax 1  cos( 2bx )  1  m 1  ax 

m 1  ax
  
m 1  ax
2  
x e sin 2
bx dx  x e   dx   x e dx  x e cos( 2bx ) dx 
0 0
2
0 0

3
MIT, “18.03 Differential Equations” (Lecture 6).
4
General formulas are given in Appendix I.
2|Page
We can further reduce complexity by the second step.
(2) Convert the transformed trigonometric component to complex exponential functions

and combine with real exponential function e ax .
Cosine
 
m 1  ax 1  cos(2bx ) 
 x e cos bx dx   x e  2  dx
m 1  ax 2
0 0
   1  
1  m 1  ax   

  x e dx   x m 1
e ax
cos(2bx)dx     x m 1
e dx  Re  x m 1e  ax e  2ibx dx 
 ax
2  2  0 
0 0 0
 
1 
   x m 1e  ax dx  Re  x m 1e  a  2bi x dx 
2 
0 0
Sine
 
1  cos(2bx) 
x
m 1  ax
e sin bx dx   x m 1e  ax 
2
 dx
0 0
 2
   1  
1  m 1  ax 
   x e dx   x m 1e  ax cos(2bx)dx     x m 1e  ax dx  Re  x m 1e  ax e  2ibx dx 
2  2  0 
0 0 0
 
1  m 1  ax 
   x e dx  Re  x m 1e  a  2bi x dx 
2 
0 0
(3) Apply known algebraic-exponential reduction formula from Gradshteyn & Rhyzik5 (GR)
to simplify the integrals of step (2).

  m 1
m  x
, Re ,   0, n  0
n
 x e dx  n 
, 
n
0
n

5
integrals, 2nd ed.”, Jan. 3, 2013, http://www.docstoc.com/profile/waabu. See L. Bers, Calculus (pp. 402-403) for
elementary properties of the gamma function and GR (Sect. 8.3) for more extensive information.
3|Page

m 1  ax m 
x e dx 
am
, m  0, a  0.
0
(4) Polar Graph and Equations
The polar graph and polar equations of Euler’s Formula and de Moivre’s Theorem (Fig. 1)
provide the basic information needed to solve the integrals for the quadratic case of
 
x
m 1  ax
e cos 2
bx dx and x
m 1  ax
e sin 2 bx dx.
0 0
 i
a  2bi  re
a  2bim  r me im 
a  2b   r
2 2 2
r
2b = r sin 1
a
2  
 2b 2 
2
r
a = r cos 2b
tan  
Figure 1. Polar form of complex number a  2bi a
on a right triangle. The form a  2bi would lie  2b 
in Quadrant IV.   tan 1 
a
 is in radians
Based on the 4-step algorithm, the quadratic integrals can be solved by applying the reduction

m  x n
formula  x e dx to each of the component terms of the integrals, using complex
0
conjugation, and simplifying by the polar equations of Figure 1.
4|Page
Cosine integral
  
1  m 1  ax 
x
m 1  ax
e cos bx dx    x e dx  Re  x m 1e  a  2bi x dx 
2
2 
0 0 0
1  m  m  a  2bi m  m   1 a  2bi m 

  m  Re     Re 
2  a a  2bi m a  2bi m  2  a m a  2bi a  2bi m 
 
m   1 r m cos m  i sin m   m   1 rm 
      
 
Re cos m
2  am 2 2 m  2  a m r 2m 
 a  4b 
tan  
2b  
a m   1  1 2b 
, Re m  0, a  0, b  0.
1
   cos m tan
2  am
   a 
m
 a 2  4b 2 2 

This is the desired solution. The solution for x
m 1  ax
e sin 2 bx dx is very similar.
0
Sine integral
 
  1
    1 
  , Re m  0, a  0, b  0.
m 1  ax m 1 2b

2
x e sin bx dx    cos m  tan
 a 
 
2  am m
0
 a 2  4b 2 2 
Special cases
With the quadratic solutions worked out reduced integrals can be solved such as when
m  1 or b  0, but not a  0. Beyond that further reductions can be made as desired.
m=1
Plug m  1 into the second term of the final form and work backwards from the
definitions, recognizing that,
5|Page
 cos  a / r
a 
1
2 2 2
  4b r
cos a
  a / r2 
 
1
a  4b 2
2
2 2 2
a  4b
For the quadratic case it is easier to go back to the beginning of the derivation and
substitute m.

e
 ax
cos 2 bx dx
0

(1)  1
 Re
a  2bi    1  1  a 
2 a (a  2bi)(a  2bi )  2  a a 2  4b 2 

1 1 
sin 2 bx dx 
 ax a
e  
2  a a  4b 
2 2
0
a=0
When a  0 the integrals diverge (go to  ) which is evident from the final form of
the quadratic integrals. This is not true in general. Integrals converge for odd powers of n as
shown in Appendix II.
b=0
The sine integral is always 0 from inspection of

x
m 1  ax
e sin n 0 dx.
0
For the cosine integral with b = 0, cos 2 0   1 and

m 1  ax m 
x e dx 
am
0
6|Page

m  x n
by the reduction formula x e dx. Or by substituting into the final form of the
0
integral, since tan 1
0  0, cos(0)  1.
n=1
These integrals were solved in the paper, “General Cosine and Sine Integral of
Powers,” Apr. 22, 2013, http://www.docstoc.com/profile/waabu. The derivations there
 cos n bx 
served as the model to work on the present general forms,  x m 1e  ax  dx.
0 sin n bx  
_____________________
The 4-step algorithm demonstrated for quadratic forms can be applied to the general
case for integer n; this is shown in the Appendix.
7|Page
General Case Derivations
The general case solution has been worked out for integers of the form6,
m 1  ax cos bx 
  n 
 x e  n
  
dx,

n  1,2,3,4,...
0 sin bx
These improper integrals converge under certain regularity conditions (Sokolnikoff,

Ch. VII). The Appendix contains the summary calculations with the following sections.
 Appendix I provides the cosine and sine identities needed for the general
integer case, for even and odd powers,

 n  n integer
sin bx  
 Appendix II inserts those identities and reduces them for,
m 1  ax cos bx 
  n 
 x e  n dx, n  1,2,3,4,...
0  sin bx  

&

x
m1
 n dx n  1,3,5,7,...
0 sin bx  
 Appendix III gives integrals when it is assumed 1,
  n 
 e  dx, n  1,2,3,4,...
0  nsin bx  

 cos n bx 
e  ax  n
1
dx are not documented but are useful for waveform
6
The calculations for the model 
0 x m 1 sin bx 
 
analysis.
8|Page
For this calculation we use relations from Appendix II:
a
 cos  
r
 nb  2bk 
   arctan  
 a 
nb  2bk
 sin  
r
 
1
 r  a 2  nb  2bk 2 2
 Take ratio of cosine or sine relative to modulus
9|Page
References

n


10 | P a g e
APPENDIX
Integer Power Expansions of
cosn bx 
 
 
sin n bx  
&
Integral Formulas for
m 1  ax cos bx 
  n 
 x e  n dx, n  1,2,3,4,...
0 sin bx  

m 1 cos bx 
  n 
 x  n dx, n  1,3,5,7,...
0 sin bx  
 
  n 
 sin n bx  dx,
e n  1,2,3,4,...
0  
11 | P a g e
APPENDIX I
General Formulas for Integer Powers of Cosine cos n bx  and Sine sin n bx
Even powers n  2,4,6,8,...
n    n  
n 1   1  n   
cos A   
 n   n 1 cos 2nA   1 cos(n  2k ) A     n  2  cos 2 A
n
2   2  
   
2   2  
n 
1   1 n 1  n 
  
n     cosn  2k A
2 n   2n 1 k  0  k 
2
______________________________________________________________________
n    n  
n 1   1  n   
sin A 
n  n   n 1 cos 2nA   1 cos(n  2k ) A     n  2  cos 2 A
2   2      
2   2  
n
n 
1    1 n 1  n 
2
 n n    cosn  2k A
2   2n 1 k  0  k 
2
A is any argument of cos, sin. It must be factored into the expansion before
integrating the exponential and circular forms. Here we use A  bx. The
 p p!
binomial coefficient is of the form,    .
 q  q!( p  q)!
12 | P a g e
Odd powers n  1,3,5,7,...
1   2n  1  2n  1 
cos2n 1 A   cos2n  1A    cos(2n  3) A      cos A
2 2n  2   1   n  1 
1 n 1  2n  1
    cos2n  2k  1A
2 2n  2 k  0  k 
_____________________________________________________________________
sin 2n 1 A 
 1n 1 sin 2n  1A   2n  1 sin(2n  3) A     1n 1 2n  1 sin A
  1   n 1  
2 2n  2      

 1n 1 n 1  1k  2n  1 sin2n  2k  1A
 
2 2n  2 k  0  k 
NOTE: for desired odd power set 2n  1 to power. As such, for sin 5 A , set
2n  1  5 and, n  3, n  1  2 . A  bx. The binomial coefficient is of the
 p p!
form,    .
 q  q!( p  q)!
Reference: Spiegel, 1968, page 17.
13 | P a g e
APPENDIX II
m 1  ax cos bx 
  n 
 x e  dx
0 sin bx  
 n 

x
m 1  ax
0
  nb  2bk  
n
 n 1 
1    m   m  2  n    a 
n  n  m  n  1   k  m
2   a 2 k 0  
 2

a 2  nb  2bk 2
2

Re m,a  0, n  2, 4,6,8 ..., b  0 
_________________________________________________________________________

m  1e  ax sin n bx dx 
x
0
  nb  2bk 
n
n
 n 1 
1    m  2  m  2 k  n    
 n    1   1  
a
2n   a m 2n  1 k 0 k  m
 2
a 2  nb  2bk 2  2
Re m,a  0, n  2, 4,6,8 ..., b  0 

n n
n as , n  1 as  1.
2 2
14 | P a g e

x
m 1  ax
0
  nb  2bk 
n 1
cos m  tan 1 
m  2 n
  a 
  k 
a 
n 1 m
2 k  0 
 nb  2bk 2 2
2
Rem  0, n  1,3,5,7 , b  0
NOTE: when a  0,
n 1

m   m  2 n
 x cos bx dx 
m 1 n
cos    
1
m  0
0 2 n 1  2 k 0 k  nb  2bk m

x
m 1  ax
e sin n bx dx 
0
  nb  2bk 
n 1 n 1
sin m  tan 1 
m  2
k n   
 1 n 1 
 1   a
2
 
m
2 k 0 k 
a 2  nb  2bk 2 2
Rem  0, n  1,3,5,7 , b  0
NOTE: when a  0,
n 1
 n 1
m   m  2 k n
 x sin bx dx   1
m 1 n 2
sin    1  
1
m  0
 k  nb  2bk 
n 1  2 k 0 m
0 2

n 1 n 1
2n as n  1, n as , n  1 as .
2 2
15 | P a g e
APPENDIX III

(Case of m  1)

e
 ax
cosn bx dx 
0
n
 n 1
1  1 a 2 n 1
 n  a  n  1   k  2
k  0   a  nb  2bk 
n
2   2
2
 2
Re a  0, n  2, 4,6,8 ..., b  0 
_____________________________________________________________________

e
 ax
sin
n
bx dx 
0
n
 n n 1
1  1 n
 n  a   1   1k
2 a 2 1
 
n
2   2 n  1 k 0  k  a 2  nb  2bk 2
 2
Re a  0, n  2, 4,6,8 ..., b  0 

n n
n as , n  1 as  1.
2 2
16 | P a g e

e
 ax
cos n bx dx 
0
n 1
a 2 n 1
2n 1
  k  a 2  nb  2bk 2
k  0

Rea  0, n  1,3,5,7 , b  0

e
 ax
sin n bx dx 
0
n 1
n 1
2 n n  2k
 1 2 b
n 1 
 1k   2
2  
k 0
k a  nb  2bk 2
Rea  0, n  1,3,5,7, b  0

n 1 n 1
2n as n  1, n as , n  1 as .
2 2
17 | P a g e
Page 114
Exponential Circular Integrals

╬
Newport, RI
©Francis J. O’Brien, Jr. June 6, 2013

use of complex numbers simplifies many problems, from
the convergence of series to the evaluation of definite
integrals, which on their face seem to belong strictly to the
real domain.” (Gleason, p.129)
Introduction
In previous papers complex numbers and the gamma function have been used to
evaluate two classes of integrals,
   dx
m cos x
n
 sin x n
x
 
0 
“General Cosine and Sine Integral of Powers,” 2013
and
m 1  ax cos bx 
  n 
 x e  n dx, Re integer n  1
0 
sin bx  
“Algebraic–Exponential–Trigonometric Integrals of Integer Powers,” 2013
In this paper we consider additional exponential circular integrals of the form,
m 1  ax  cos bx  cos cx  

  n  p 
 dx, Re integer n, p   1
 n 
x e
 p
 sin bx   sin cx  
0
©Francis J. O’Brien, Jr., 2013 <>Aquidneck Indian Council<>All rights reserved.

Page 115
In order to make this paper relatively self-contained, well known results for complex
numbers and circular functions (Spiegel) are summarized.
Elementary Complex Numbers and Exponentials
Familiar elementary complex number definitions and relations are summarized for
reference:
eix  cos x  i sin x or ei  cos  i sin 

e ix  cos x  i sin x or e i  cos  i sin 
“Gentlemen, that is surely true, it is absolutely paradoxical;

we cannot understand it, and we don't know what it means.
But we have proved it, and therefore we know it must be the
truth”.
Benjamin Pierce (1809 -1880)
NOTE: Formulas are derived by Maclaurin series expansions on e ix (Finney and
Thomas, Ch. 9 or Gleason, Ch.15). A future paper will show how to obtain the same
results by an infinite Binomial Series expansion., with tentative title, “Binomial Series
and Euler’s Formula”.
 Euler’s identity
o ei  1

i
o e 2   11 2  i
o i 2  1
m
i  m   m 
o e 2  i m  cos   i sin 
 2   2 
m
i
o e 2  i m  cos m   i sin m 
 2   2 

Page 116
eix  e ix
cos x  .
2
o If the cosine power is 1 and one selects e ix or e  ix in Euler’s Formulas for

analysis, one may use real relations for Euler’s Formula
    
Re e ix or Re eix  cos x and
Re eix  or Re e ix    cos x assuming x is real
 Use Re e ix   cos x for convergence of integrals of negative
exponentials when the real only part is desired

eix  e ix
sin x  .
2i
o If the sine power is 1 and one selects e ix or e  ix in Euler’s Formulas for
analysis, one may use real relations for Euler’s Formula
 Re
 e ix 

 i 
  
 Re  ie  sin x, and Re 
ix
 e ix 
 i 
 
  Re ie ix   sin x
   
 e  ix 
or Re 

    ix 
 
  Re ie  ix  sin x, and Re e   Re  ie  ix   sin x
i   i 
  
assuming x is real
 e  ix 
 Use Re 
 i 
 
  Re ie  ix  sin x for convergence of

integrals of negative exponentials when the real only part is
desired
 Complex conjugation
o a  bi a  bi    a  bi  a  bi   a 2  b 2
o    m
im  im   i2  1
o
1

1 a  bi   a  bi 
a  bi  a  bi  a  bi  a 2  b 2

Page 117
NOTE: the real part formulas for cosine and sine are valid only for powers of 1 when x is
1  cos(2 x)
real. For integer powers higher than 1 use identities such as, sin 2 x  , then real
2
parts analysis on unitary power identity. Likewise, for circular products, such as sin A cos B,
reduce by expansion, then real parts analysis on the unitary function. This approach
simplifies calculations and avoids conceptual errors when converting to complex exponential
form1.
sin ax
For example, the indefinite integral  cos( ax ) dx  (ignoring the constant of
a
integration) can be done using complex exponentials in two ways. By the classical definition

of Euler’s Formula,  cos( ax ) dx    dx  1  e  e  .

 2 
 a  2i 
 a
For real parts analysis we can choose  cos(ax)dx  Re  eiax dx   

1  e iax  1  cos( ax )  i sin( ax )  sin( ax )
  Re
Re
a  i  a  i   a
, or

 cos( ax ) dx  Re  e 
 iax
dx  
1  e  iax 
Re
a  i 
1  cos( ax )  i sin( ax )  sin( ax )
  Re 
a  i   a
. The
real parts analysis is easier. It is justified by Maclaurin series expansions (see Finney and
Thomas, p. 634, and for an advanced treatment, Gleason, p. 310).
Circular Functions
For any real variables A & B, the following product relations and identities are stated in real
variable and complex exponential form using Euler’s Formula:
sin( A  B)  sin( A  B)  eiA  e  iA  eiB  e  iB 

sin A cos B  
2  2i  2 
  
cos( A  B)  cos( A  B)  e iA  e  iA  eiB  e  iB 
cos A cos B  
2  2  2 
  
cos( A  B)  cos( A  B)  eiA  e  iA  eiB  e  iB 
sin A sin B  
2  2i  2i 
  
1
A good YouTube lecture from MIT on integration of circular functions with complex numbers is at “18.03
Differential Equations” (Lecture 6).

Page 118
2
2 1  cos(2 A)  eiA  e iA 
cos A  
2  2 
 
2
2 1  cos(2 A)  eiA  e iA 
sin A  
2  2i 
 
1  cos 2 A  cos 2 B cos(2 A  2 B)  cos(2 A  2 B)

sin 2 A cos 2 B  
4 8
2 2
 eiA  e iA   eiB  e iB 
   
 2i   2 
   
Gamma Function Reduction Formula
The following algebraic-exponential formula from Gradshteyn & Rhyzik2 (GR) is used to
simplify the integral components:

   m 1
m  x
, Re ,   0, n  0
n
 x e dx  n 
, 
n
0

m 1  ax m 
x e dx 
am
, m  0, a  0.
0
n

2
integrals, 2nd ed.”, Jan. 3, 2013, http://www.docstoc.com/profile/waabu. See L. Bers, Calculus (pp. 402-403)
for elementary properties of the gamma function and GR (Sect. 8.3) for more extensive information.

Page 119
Derivation of Integrals
First Degree
We will present three integrals corresponding to each first degree circular product
form. The first is worked out in detail.

m 1
Derivation of x exp( ax) sin(bx) cos(cx)dx
0
To evaluate the exponential sin-cos circular integral, we proceed in several

preliminary steps: (a) reduce the circular product term sin Acos B to unitary terms, (b)
convert to complex exponential form using real parts only as described above and combine

with real exponential & (c) apply gamma function formula  x m 1e  ax dx :
0

m 1
x exp(ax) sin(bx) cos(cx)dx
0

 sin(b  c) x  sin(b  c) x 
  x m 1 exp( ax)   dx (a)
 2
0
  ie  i (b  c ) x  ie  i (b  c ) x 
 Re  x m 1 exp( ax)   dx (b)

 2 
0
 
1  m 1 a  (b  c )i x 
 Re   x ie dx   x m 1ie a  (b  c )i x dx  (" )
2  
0 0
m   1 1 
 Re i i  (c)
2  a  (b  c)i  a  (b  c)i m 
m
NOTE: The preliminary steps carry the bulk of the work.
Next (d) we find the complex conjugates of the denominators and multiply numerator
and denominator by that conjugate, and (e) use Euler’s Formula and De Moivre’s Theorem to
simplify. See Figure 1 which provides the basic information needed to solve this integral. A
diagram is always helpful to work from.

Page 120
(b  c)  r sin 
a = r cos 
Figure 1. Polar form of complex number a  b  c i

on a right triangle.
a  b  ci  re i  r cos  i sin 

a  b  cim  r me im  r m cos m  i sin m 
a2  b  c2  r 2
1
a 2  b  c 2  2
 r (positive square- root)
bc
tan  
a
  1 
    tan ( ) 
  tan1
b c
 2 2
 a   1 1
tan ( )  tan ( )
 is in radians
In the derivation we must distinguish between the cases of b  c & b  c. It should be

clear in context. Continuing the reduction process….

Page 121
m   1 1 
Re i i 
2  a  (b  c)i  a  (b  c)i m 
m

m  
Re i
a  (b  c)i m i
a  (b  c)i m 

2  a  (b  c)i  a  (b  c)i  a  (b  c)i m a  (b  c)i m 
m m
 
m   a  (b  c)i m a  (b  c)i m 
 Re i i
2  2

 a  (b  c )
2 m
  m
a 2  (b  c ) 2  
m   r m e  im1 r m e  im 2 
 Re i i 
2  r 2m r 2m 
m   r m cos m1  i sin m1  r m cos m 2  i sin m 2  

 Re i i 
2  r 2m r 2m 
m   sin m1 sin m 2 
 
2  r m rm 

 
m   sin m1 sin m 2 
    Rem  0
2 
   
m m
2 2 
 a  (b  c) 2 a 2  (b  c) 2 2 
bc bc
where, 1  tan 1  2  tan 1
a a
NOTE: This is the solution for the sin-cos case. It is involved but real parts complex
exponential analysis and the gamma function streamline a solution which would be
challenging to evaluate by standard real variable analysis. It is also easier than solving by the
classical Euler Formula definition of sine & cosine:
   eibx  e ibx  eicx  e icx 

m 1 m 1
x exp( ax) sin(bx) cos(cx)dx   x exp(ax)  dx .
 2i  2 
0 0   

Page 122
Figure 2 shows a plot for this type of function which shows interesting features analogous to
damped oscillation. Convergence is evident by visual inspection3.
Figure 2. Example of a plot for function x 2 exp( x) sin( x) cos( x)

The other circular integrals for the unitary power case are not derived. But the same
process is used to evaluate them. We report the results of the calculations along with
exemplary plots.

m 1
x exp(ax) cos(bx) cos(cx)dx
0
  bc  1 b  c  
 cos m tan 1  cos m tan 
m   a   a 
    Rem  0
2 
   
m m 
 a 2  b  c 2 2 a 2  b  c 2 2 

3
See Sokolnikoff (1939) for issues and conditions of convergence of improper integrals. In general integrals
will converge subject to the stated constraints.

Page 123
Figure 3. Example of a plot for function x 2 exp(2 x) cos( x) cos(2 x)


m 1
x exp(ax) sin(bx) sin(cx)dx
0
  bc  1 b  c  
 cos m tan 1  cos m tan 
m   a   a 
    Rem  0
2 
   
m m 
 a 2  b  c 2 2 a 2  b  c 2 2 

Figure 4. Example of a plot for function x 2 exp(2 x) sin( x) sin(2 x)


Page 124
Quadratic Power
These integrals require more work to evaluate since more terms must be expanded,
combined and reduced. But real parts complex exponential analysis can provide a solution.
We will derive in detail the first second power integral—the sin 2 (bx) cos 2 (cx) case.

m 1
Derivation of x exp( ax) sin 2 (bx) cos 2 (cx)dx
0
The preliminary steps must be completed first: (a) reduce the quadratic power
circular terms and the circular product term to unitary terms, (b) convert to complex
exponential form using real parts only as described above and combine with real exponential

& (c) apply reduction formula  x m 1e  ax dx . This task is straightforward but tedious and
0
subject to algebraic errors. See next page.

Page 125

m 1
x exp(ax) sin 2 (bx) cos 2 (cx) dx
0

 1  cos2bx   1  cos2cx  
  x m 1 exp(ax)  dx
 2  2 
0

1  cos(2cx)  cos(2bx)  cos(2bx) cos(2cx) 
  x m 1 exp(ax)   dx
 4
0

1   cos(2b  2c) x  cos(2b  2c) x 
  x m 1 exp( ax) 1  cos(2cx)  cos(2bx)   dx
4   2 
0
  
1 1 1
  x m 1 exp(ax) dx   x m 1 exp(ax) cos(2cx) dx   x m 1 exp( ax) cos(2bx) dx
4 4 4
0 0 0
 
1 m 1 1
  x exp(ax) cos(2b  2c) x dx   x m 1 exp( ax) cos(2b  2c) x dx
8 8
0 0
  
1 1 a  2ci x 1 a  2bi x
 Re  x m 1 exp(ax) dx   x m 1e  dx   x m 1e  dx
4 4 4
0 0 0
 
1 m 1 a  2b  2c i x 1 a  2b  2c i x
  x e dx   x m 1e  dx
8 8
0 0
m   1 1 1 1 1 1 1 
 Re      
4  a m a  2bi m a  2ci m 2 a  2b  2c i m 2 a  2b  2c i m 
Having completed the tedious construction of preliminary steps, we now find the ratio
of complex conjugates as before, and go to the polar diagrams. See Figure 5. There will be
one diagram for each for the complex numbers, a  2bi, a  2ci, a  (2b  2c)i, a  (2b  2c)i .
In the derivation we must distinguish between each complex number. It should be clear in
context.

Page 126
2 2
Figure 5. Polar form of complex numbers for sin (bx) cos (cx) integral.
r r
2b  r sin  2c  r sin 
 
a = r cos  a = r cos 
a  2bim  r meim a  2cim  r meim

a 2  4b2  r 2 a 2  4c 2  r 2
r r
( 2b  2c)  r sin  (2b  2c)  r sin 
 
a = r cos  a = r cos 
a  b  cim  r meim a  b  cim  r meim

a 2  2b  2c2  r 2 a 2  2b  2c2  r 2
NOTE: The values of r &  for each case must be distinguished in the derivation steps.
Refer to Fig. 1 for other definitions.
Continuing the reduction process….

Page 127
 1 a  2bi m a  2cim 
 m   
m   a a  2bi m a  2bi m a  2cim a  2cim 
Re  
4 1 a  2b  2c i m 
1 a  2b  2c i m 
 2 a  2b  2c i m a  2b  2c i m 2 a  2b  2c i m a  2b  2c i m 
 
 
m   1 r m e  im1 r m e  im 2 1 r m e  im 3 1 r m e  im 4 
 Re    
4 am
  2
a  4b  
2 m 2
a  4c 
2 m 2 2

a  2b  2c  
2 m 2 2

a  2b  2c  
2 m

m   1 r m cos m1  i sin 1  r m cos m 2  i sin  2  1 r m cos m 3  i sin  3  1 r m cos m 4  i sin  4  
 Re      
4  a m r 2m r 2m 2 r 2m 2 r 2m 
m   1 cos m1 cos m 2 1 cos m 3 1 cos m 4 
    
4  a m rm rm 2 rm 2 r m 
 
m   1 cos m1 cos m 2 1 cos m 3 1 cos m 4 
  m   
m
4 a
  
2
  2
  
m m m
2 2 

2
a  4b 2 2 2
a  4c 2 2
a  2b  2c 
2 2 2
a  2b  2c 
2

where,
2b 2c 2b  2c 2b  2c
1  tan  1 ,  2  tan 1 ,  3  tan 1 ,  4  tan 1
a a a a

Thus,  x m 1 exp(ax) sin 2 (bx) cos 2 (cx)dx
0
  2b   2c   2b  2c   2b  2c 
 cos m tan 1  cos m tan 1  cos m tan 1  cos m tan 1 
m   1  a   a  1  a  1  a 
     
   
4 am m m
2 m 2 m


2
a  4b 2 2
a 2
 4c 
2
2 2

a  2b  2c  2 2
a 2
 2b  2c 2
2

Rea, m  0
NOTE: Particular solutions can be obtained from the general solution; e.g., set
m  1, or c  0, but not b  0, or combination of m  1 & c  0.
________________

Page 128
Figure 6 shows a plot for this family of functions. It is similar to the first degree case (Fig. 2)
except in the quadratic case all amplitudes are positive.
Figure 6. Example of a plot for function x 2 exp(2 x) sin 2 (2 x) cos 2 (2 x)

_____
The other circular integrals for the quadratic power case are not derived. But the same
process is used to evaluate them. We report the results of the calculations and show
exemplary plots.

m 1
x exp(ax) cos 2 (bx) cos 2 (cx)dx
0
  2b   2c   2b  2c   2b  2c 
m   1  a   a  1  a  1  a 
     
4 am
   2
  2
  
m m m m

2
a  4b 2 2 2
a  4c 2 2
a  2b  2c 
2 2 2
a  2b  2c 
2 2 2
Rea, m  0

Page 129
Figure 7. Example of a plot for function x 2 exp(2 x) cos 2 ( x) cos 2 (2 x)


m 1
x exp(ax) sin 2 (bx) sin 2 (cx)dx
0
  2b   2c   2b  2c   2b  2c 
m   1  a   a  1  a  1  a 
     
4 am
   2
  2
  
m m m m

2
a  4b 2 2 2
a  4c 2 2
a  2b  2c 
2 2 2
a  2b  2c 
2 2 2
Rea, m  0
Figure 8. Example of a plot for function x 2 exp(2 x) sin 2 ( x) sin 2 (2 x)


Page 130
Inverse Models
We call an “inverse” model integrals of the form,

1  cos n bx  cos p cx 
   dx
 xm exp(  ax )  n  
0  sin bx   sin cx  
p
This model is evaluated by setting x m 1  x  m in the class of integrals,
  cos n bx  cos p cx 

m 1    dx
 x exp(  ax )  n 
0  sin bx   sin cx  
 p
and using Euler’s Reflection Formula,

m 1  m   m  0,1,2,...
sin m
For example, the first degree integral,
 
1
 x m exp(ax) sin bx  coscx dx   x exp(ax) sin bx  coscx dx
m
0 0
 
1   sin(1  m)1 sin(1  m) 2 
  Rem  0, not integer 

2 m  sin m  1 m 1 m 
2
 2
 a  (b  c) 2  
a 2  (b  c) 2 2 


bc bc
where, 1  arctan   2  arctan 
 a   a 
A plot of the function for specified parameters is given in Fig. 9.

Page 131
1
Fig. 9. Example of a plot of exp(2 x) sin 2 x  cos(2 x)
x
________
Integrals for Higher Powers
Powers greater than quadratic require general case identities for odd and even
integers. These are summarized in the paper “Algebraic-exponential-trigonometric integrals
of integer powers,” Appendix I. In general, there appears to be about 3d  1 integral
components where d is the degree of the circular terms; if n  p  4, we expect about 11
integral components in the expansion. A computer program could be created for the odd-
even expansion formulas in the referenced Appendix, the circular product relations and the
real only complex exponential for cosine, sine.

Page 132
References

n

_______. “Algebraic–Exponential–Trigonometric Integrals of Integer Powers, ” May 15,

2013. http://www.docstoc.com/profile/waabu.


Page 133
Exponential Circular Integrals

Part II
╬
Newport, RI
© Francis J. O’Brien, Jr. January 29, 2014
Introduction
This paper shows one way to solve the following useful integrals:

e
 ax
cos(bx) sin n cx  dx  n even, odd integer  1
0

e
 ax
cos n (bx ) sin cx  dx n even, odd integer  1
0
NOTE: The integrals for sin n  x  are solved by the method of “finite variation of a parameter”
in Carr, Theorems 2714 and following (p. 396 ff.). Our derivations build upon earlier online
papers by the author listed in References. Since the sine and cosine terms sin n cx  and cos n bx 
must be expanded for both even and odd integers, four integrals are evaluated. Gradshteyn &
Rhyzik (2007) list many similar integrals (Sections 3.76-3.77 ff.).
NOTE: For each derivation the same sequential steps are used.
A. Expand sin n cx  or cos n bx  for n odd integer, n even integer.
These expansions are referenced in Spiegel (p. 17).
sin  A  B   sin( A  B) cos A  B   cos( A  B)

B. Use identity, sin A cos B  or cos A cos B  ,
2 2
where A & B represent some real function such as bx  , cx , etc. These identities are taken
from Spiegel.

Page 134
C. Solve expansions in A. & B. by integrals in Carr, Theorems 2583 and 2584:


 ax b
1. e sin bxdx 
a2  b2
(2583)
0

 ax a
2. e cos bxdx 
a2  b2
(2584)
0
NOTE: Complex numbers are not needed for the four general integrals in this paper unlike the
moderately difficult integrals in the author’s previous papers. But Theorems 2583 and 2584 in
Carr are special cases for the integrals in Carr, Theorems 2577-2578,

n   b
x
n 1  ax
e sinbx dx  sin n tan 1  2577
a 2  b 2   a
n
0 2

n   b
x
n 1  ax
e cosbx dx  cos n tan 1  2578
a 2  b 2   a
n
0 2
which are derived by use of complex numbers and the gamma function. We assume knowledge
of Theorems 2583 and 2584 derived in Carr1.
NOTE: The sine-cosine expansions of power ݊ needed for the integrals are summarized next
page.
1
Solved independently of Theorems 2577-8, complexify the sine and cosine terms by Euler’s Formula
 ix
e  cos x  i sin x, conjugate, and equate imaginary & real parts:
 
 ax b
2583: e sin bxdx  Im  e  ax e ibx dx 
0 0 a2  b2
 
 ax a
2584: e cos bxdx  Re  e  ax e ibx dx 
0 0 a  b2
2

Page 135
Expansions for sin n x  and cos n x 
NOTE: argument x in table is replaced by arguments bx or cx as required in derivations.
n1 n 1
2
 1 2 n
sin n
x  odd integer sin n ( x) 
2 n 1 k  0
  1k  k  sin n  2k x, n  1,3,5,
 
[Only expansion expressed in terms of sine.]

n n2
n  2
1    1 2 k n
sin n ( x)       1   cosn  2k x, n  2,4,6, 
sin n  x  even integer
n n 1
2 n  2  2 k 0 k 
n1
1 2 n
cos n ( x) 
n1
   cosn  2k x, n  1,3,5,
n
cos ( x ) odd integer 2 k 0  k 
n 2
n 
1   1 2 n
cos n ( x)   n   n  1   k  cosn  2k x, n  2,4,6,
cos n ( x ) even integer 2n   2 k 0  
2
Source: O’Brien, ‟ Identities for cos n ( x ) & sin n ( x ) By Complex Numbers,” April 24, 2013.
http://www.docstoc.com/docs/160476032/Identities-for-Cosine--cos%5En(x)-and-Sine-
sin%5En(x)-by-Complex-Numbers
—————

Page 136
Derivations
Sine odd integer

e
 ax
cos(bx ) sin n cx  dx n odd integer, n  1,3,5, 
0
 Expand sin n cx  and bring in cos(bx ) :
n 1 n 1
 1
2 2 n
cos(bx) sin n cx     1k  k  sin nc  2ck x cos(bx)
2 n 1 k  0  
sin( A  B)  sin( A  B)
 Simplify by identity sin A cos B  , and bring in e  ax :
2
e  ax cos( bx ) sin n cx  

n 1 n 1
 1 sin nc  2ck  b x sin nc  2ck  b x 
2 2  n 
2 n 1 k  0
  1k  k e  ax 2
 e  ax
2 
 

 Integrate above expansion e  ax
cos( bx ) sin n
cx  using (2583)  e  ax sin bxdx  2 b 2 with
0 a b
b  nc  2ck  b for final solution:
n 1 n 1

 1
2 2  n  nc  2ck  b nc  2ck  b 
 e cos(bx) sin cx  dx    1k  k  
 ax n
 
0 2n k 0    a 2  nc  2ck  b 2 a 2  nc  2ck  b 2 
n  1,3,5, 
NOTE: As a simple check on calculations, set n  1, then b  0 in solution on right side to get

 ax c
e sin(cx )dx 
a2  c2
, which is Theorem 2583, Carr.
0

Page 137
Sine even integer


e
 ax
cos(bx ) sin n cx  dx n even integer, n  2,4,6, 
0
 Expand sin n cx  and bring in cos(bx ) :

n n 2
n  2
cos(bx) sin n (cx) 
1  

 1 2  1k  n  cosnc  2ck x cos(bx)
n cos(bx )  k 
2 n  2  2 n1 k 0  
cos( A  B)  cos( A  B)
 Simplify 2nd term by identity cos A cos B  , and bring in e  ax :
2
e  ax cos(bx ) sin n (cx) 

n n2
n  2
1    ax

 1 2  1k  n e ax cosnc  2ck  b x  e ax cosnc  2ck  b x 
 
n e cos( bx )   k  
2 n  2  2 n 1 k 0   2 2 

 For each term of e  ax
cos( bx ) sin n
cx  integrate using (2584)  e  ax cos bxdx  2 a 2 with
0 a b
nd
b  nc  2ck  b in 2 term which provides the desired solution:

 ax
e cos(bx ) sin n (cx )dx 
0
n n2
n  2
1   a

 1 2
 k  n 
 
a

a 
  2
n  1 k  2 
2n   a  b
2
2n k 0    a  nc  2ck  b 2 a 2  nc  2ck  b 2  n  2,4,6,
2
NOTE: As a simple check on calculations, set n  0 in solution on right side to get

 1
 ax
 e cos(bx)dx 
a
Carr 2584 , noting that the summation   0 by definition.
0 a2  b2 k 0
————————

Page 138
Cosine odd integer


e
 ax
cos n (bx ) sin cx  dx n odd integer, n  1,3,5,
0
We leave to the reader the derivation by the three step method:
n 1

1 2  n  c  nb  2bk c  nb  2bk 
 e  ax cosn (bx) sin(cx)dx  
    n  1,3,5,
2 n
 0  k  a 2  c  nb  2bk 2 a 2  c  nb  2bk 2 
0 k
NOTE: As a simple check on calculations, set n  1, then b  0 in solution on right side to get

 ax c
e sin( cx) dx 
a  c2
2
(2583, Carr).
0
Cosine even integer


e
 ax
cos n (bx ) sin cx  dx n even integer, n  2,4,6,
0
We leave to the reader to derive the solution:

e
 ax
cos n (bx) sin cx  dx =
0
n2
n 
1   c 1 2  n  c  nb  2bk c  nb  2bk 
 
n         n  2,4,6, 
2 n   a 2  c 2 2 n k  0  k   a 2  c  nb  2bk 2 a 2  c  nb  2bk 2 
2
NOTE: As a simple check on calculations, set n  0 in solution on right side to get

 1
 ax c
 e sin(cx)dx  , noting that the summation   0 by definition.
0 a2  c2 k 0

Page 139
References

Carr, G.S. Formulas and Theorems in Pure Mathematics, 2nd ed. New York: Chelsea Publishing
Co., 1970.
https://archive.org/details/synopsisofelemen00carrrich
MIT, “Differential Equations”.

http://ocw.mit.edu/courses/mathematics/18-03-differential-equations-spring-
2010/index.htm
O’Brien, F. J., Jr. ‟ Identities for cos n ( x) & sin n ( x ) By Complex Numbers,” April 24, 2013.
sin%5En(x)-by-Complex-Numbers
________. “Algebraic–Exponential–Trigonometric Integrals of Integer Powers,” May 1, 2013.

http://www.docstoc.com/docs/155608338/Algebraic-Exponential-Trigonometric--Integrals-of-
Integer-Powers.
________. “Exponential Circular Integrals,” June 3, 2013.

http://www.docstoc.com/docs/159557614/Exponential-Circular-Integrals
Spiegel, M. R. Chapter 5 in Mathematical Handbook of Formulas and Tables. New York:

McGraw-Hill, 1968. [Reprinted Spiegel, Murray R., John Liu, and Seymour Lipschutz.
Mathematical Handbook of Formulas and Tables. New York: McGraw-Hill, 1999.]
https://archive.org/details/MathematicalHandbookOfFormulasAndTables

Page 140
Finite and Infinite Sums of Cosine and Sine

╬

Newport, RI

Co., 1970.
Euler, L. Summatio Serierum ex Sin. et Cos. Compositarum [Tom XVIII Novi Comm.
Acad. Sci. Petrop. 1774, pp. 24-36].
http://www.math.dartmouth.edu/~euler/docs/translations/E447tr.pdf.
Gradshteyn, I.S. and I.M. Ryzhik (7th Edition). Table of Integrals, Series, and Products. Alan

Introduction
This paper explains how to calculate elementary sums of cosine and sine series by use of
complex numbers and geometric series1. More complicated calculations are outlined.
The derived general forms for finite series are:

1
A good introductory treatment is found in Chapter 2 of the Boas text.

Page 141
 cosa  kb  cosa  b   cosa  2b  cosa  3b     cosa  nb

k 1
 nb 
sin  
  n  1   2 
 cos a  b  (b  0 ) (1)
  2  b
sin  
2
n 1
 cosa  kb  cosa   cosa  b  cosa  2b    cosa  n  1b

k 0
 nb 
sin  
  n  1   2 
 cos a  b  (b  0) (2)
  2  sin b 
 
2
n
sina  kb  sina  b  sina  2b  sina  3b    sina  nb
k 1
 nb 
sin 
  n  1   2 
 sin a  b  (b  0) (3)
  2  sin b 
 
 2
n 1
 sin a  kb  sina   sina  b  sina  2b     sina  n  1b

k 0
 nb 
sin  
  n  1   2 
 sin a  b  (b  0) (4)
  2  sin  b 
 
2
NOTE: More complicated forms add a term c k for finite and infinite trig. series; they
will be taken up later.
For example, the sum of n terms for the series, cos   cos 2  cos 3    cos n ,
can be obtained by Formula (1), and sin   sin 3    sin 2n  1 can be obtained by
Formula (3). The parameters for a & b must be chosen for the given series of interest.

Page 142
NOTE: Carr (Theorems 783-787) provides similar finite and infinite series2 as well as other
important trigonometric series with brief proofs. Complex numbers is used extensively for the
more advanced results. See also Spiegel, Chap.19, for additional trigonometric series.
Gradshteyn and Ryzhik (Sects. 1.3-1.4) may also be consulted for many more series.
NOTE: Euler’s translated 1774 paper from Dartmouth College is one of the earliest primary
sources for series of cosine and sine.
Geometric Progressions and Elementary Complex Numbers
Geometric Progressions
Finite
Geometric progression for finite sum of terms:
S n  t1  t1r  t1r 2    t1r n2  t1r n1

1 r n
 t1
1 r
t rn
t
 1  1 t1  0, r  1
1 r 1 r
where n is the numbers of terms, t1 is the first term of the series, t n is the last or n th term,
and the common ratio r is the ratio of any two consecutive terms (usually ist and 2nd) in the finite series.
NOTE: Before applying the formula, it is necessary to show that the progression is actually
geometric by determining the terms n, t1 & r . In the series,
 cosk   1  cos   cos2   cos3     cosn 

k 0
there exists n  1 total terms3. To use the geometric formula with n terms, we are required to
split up the sum as,
n
1   cosk   1  cos   cos2   cos3     cosn 
k 1

2
There appears to be a typo in Theorem 785 on p.177; the increasing c term is misprinted.
3
An easier way to compute the number n is by taking the difference between the upper limit and lower limit of the
summation and adding 1: n  0  1  n  1.

Page 143
Infinite
Geometric progression for infinite sum of terms:
S   t1  t1r  t1r 2  

t1
t1  0, r  1
1 r
NOTE: For example, the finite geometric sum,
n 1
1 1 1 11
Sn      
2 4 8 2 2
2 n 1
 1   1  1   1  1  11
               
 2   2  2   2  2  22
2 3 n
1 1 1 1
          
2  2  2  2
n k n
1 1
    1   
k 1 
2  2
1
1
4 1   1
n
This example shows a series with t1  ; r   , and tn    .

2 1
2
2    2
n
1
The infinite sum, when n   , is equal to 1, since lim    0 and r < 1.
n   2 
Complex Numbers
Definitions of cosine and sine derived from Euler’s Formula, e  i  cos   i sin  :
e i  e i 
cos  
2
 (5)
e i  e i 
sin 
2i 
2 cos  ei  e i 

 (6)
2i sin  ei  e i 
 is a real variable.

Page 144
NOTE: Alternative derivations for the sum of cosine and sine terms use real parts quantities of
Euler’s Formula4. The real part of
e i  Re e i = Recos  i sin   = cos  .
The real part of
e i e i  cos   i sin  
 Re  Re   sin  .
i i  i 
Similarly, by De Moivre’s Theorem and Law of Exponents, the real parts of cosine and sine are:
Re e i   k
 
 Re e ik  Re cos k  i sin k   cos k
Re
e  i k
 Re
e   Re cos k  i sin k   sin k
ik
i i  i 
NOTE: The proofs of Formulas (1) through (4) as well as more difficult series can be obtained
by using Euler’s definitions of cosine and sine in (5) & (6) or by real parts only analysis.
Introduction of Proofs by Example

To show the logic and alternative approaches for Formulas (1) through (4), consider the
cosine series:
n
 cosk   cos   cos2   cos3     cosn 

k 1
Using real parts only, the sum is:
     
 e i  e i 2  e i 3    e i
Re 
  
n
 
 
 Re e i  e i 2  e i 3    e in
Clearly the series is a geometric progression of n terms with real exponential terms,

4
Boas on page 79 shows an example in optics (light waves) in which the imaginary part of Euler’s Formula,
 
Im e i  sin  , is combined in a geometric series. The imaginary part of a complex number is needed in some
physics and engineering problems.

Page 145
 
t1  Re e i
r  Re
e   Ree 
i 2
i
e  i
r  Ree 
n in
The geometric sum to calculate is:
S n  t1
1  r   Re e 1  e 
n
i
in
1 r 1  e i
The “trick” is to factor 1  r and 1  r n and use definition of sine in (6).
Factoring 1  r ,
i  i  i 
  
1  e i  e 2  e 2  e 2 
 
 

 2i sin
2
Factoring 1  r n ,
in  in in 

  
1 e in   e 2 e 2  e 2 
 
 
n
 2i sin
2
Substituting and simplifying, the sum of cos   cos2   cos3     cosn  is,
 in  n   n 1   sin n 
Re e i

1 e in
 e 2
 Re e i 
  2i sin
 2
 i
  Re e  2  
 
2


1  e i  i   2i sin    sin  
   
 e 2  2   2 
n
sin
 n  1  2
 cos 
 2  sin 
2

Page 146
NOTE: as a minimum check on calculations, set k  n  1 (the first term of the summation) to
see if the first term of the series results , cos .
NOTE: The above answer results if we set a  0, b  1 in general Formula (1). The values of
a & b are determined by the nth term of the series.
NOTE: The second way to evaluate cos   cos2   cos3     cosn  is the standard
solution, using Euler’s cosine Formula in (5) and geometric series on each term.
n
 
n  i
e    e  
k i  k
 cos k   
k 1 
k 1  2 
The same answer results as the reader can verify. However, the real parts only approach, when it
can be applied, involves less work typically.
The analogous series for sine, sin   sin2   sin3     sinn , gives an answer
similar to the case of cosine. Change the cosine term to sine. The standard approach by Euler
calculates:
n
sin k    
n
   e  
 e i k  i k

k 1 
k 1  2i 
General Formulas
Derivation of Formula (1) by Real Parts
n
 cosa  kb
k 1
 cosa  b  cosa  2b  cosa  3b    cosa  nb


 Re ei ab   ei a2b     ei anb  
 Ree ia ib
e ia i 2 b
e e  e e ia inb

Inspection provides:

t1  Re e ia e ib 
e ia ib
r  Re ia ib
e  2
 Re e ib  
e e
r  Re e inb
n
 

Page 147
The required geometric sum is:
S n  t1
1  r   Re e
n
ia
e ib
1  e 
inb
1 r 1  e ib
Now factor the terms 1  r and 1  r n , and use definition of sine in (6):
 inb  nb 
Re e ia e ib
 1 einb
 e 2
 Re e ia e ib  ib
  2i sin
 2

 
  2i sin 
ib
1 e e 2 b 
 
  2 
 nb 
  n 1    sin 
i  a b   
  2   2 
Re e
 sin b 
 
 2 
 nb 
sin 
  n  1   2 
 cosa  b 
  2  sin b 
 
2
The solution by Euler’s formula for cosine in Formula (5) is:
n
 e i akb   e i a kb  
n
 cosa  kb    
k 1 k 1  2 

n 1
 cosa  kb  cosa   cosa  b  cosa  2b    cosa  n  1b

k 0
In abbreviated form for this n term series:
cosa   cosa  b   cosa  2b     cosa  n  1b 


 Re e ia  e ia e ib  e ia e i 2b    e ia e i n1b 
 
t1  Re e ia
r  Ree ib
r  Ree 
n inb

Page 148
Sn  t1
1  r   Re e 1  e 
n
ia
inb
1 r 1  eib
Factoring the terms 1  r and 1  r n , and using definition of sine in (6):
 nb 
sin 
Re e ia
1  e   Re e
inb 

 n 1  
i  a b 
 2 

 2 
1  e ib b
sin 
2

 nb 
sin 
  n  1   2 
cos a  b 
  2  b
sin 
2
Solving by Euler’s definition:
n 1 n 1
 e i a kb   e i a kb  
 cosa  kb     
k 0 k 0  2 
NOTE: The following sum represents an oscillating cosine series taken from Gradshteyn &
Rhyzik (Formula 1.341.5):
2n 1
  1k cosx  ky   cosx   cosx  y   cosx  2 y   cosx  3 y      12n 1cosx  2n  1y 
k 0
 2n  1  sin ny
 sin  x  y .
 2  cos y
2
This series can be evaluated by the real parts only procedure just outlined with three notable
differences:
1. The number of terms in the geometric sum is 2n
2. The factoring of 1  r gives a cosine term in the denominator by (6)
3. When all factoring and simplifying is done, the following expression for the geometric
sum is seen:

Page 149
 2 n 1 
i x  y
sinny
Sn  Re ie  2 
y
cos
2
The negative complex exponential term is evaluated by noting for Euler’s Formula, the real
parts quantities:
 
Re e ix  Recos x  i sin x   cos x
Re ie ix   Re i cos x  i 2 sin x   Rei cos x  sin x    sin x
Re  ie ix   sin x
2n  1  2n  1  sin ny
Let x be x  y and the solution results, sin  x  y .
2  2  cos y
2
Other  series are found in the Gradshteyn & Rhyzik handbook.
NOTE: Formulas (3) and (4) are very similar to (1) & (2). The calculations are set up for the
reader to supply the details.

n
sina  kb  sina  b  sina  2b  sina  3b    sina  nb
k 1
 ei ab  ei a2b  ei anb  

 Re  
 i i i 
 eia e ib e ia e i 2b eia e inb 
 Re  
 i i i 

Page 150
e ia e ib
t1  Re
i
e ia e i 2b
r  Re i  Re e ib
ia ib
e e
i
r n  Re e inb
As shown earlier, factor the terms 1  r and 1  r n , and use definition of sine in (6):
 inb  nb 
S n  Re
e ia ib
e 1  e 
inb
 Re
ia ib  2
e e e
 ib
  2i sin
 2

 
i 1  e ib i    2i sin 
b 
 
e 2   2 
  n 1    nb 
i  a  b   nb  sin  
  2    sin 
Re
e
 2   sin a  b n  1   2 
  
i  sin b    2  sin  b 
   
 2  2
Calculating the sum by the classical approach evaluates:
n n
 e i akb   e i a kb  
 sin a  kb     
k 1 k 1  2i 
We leave it to the reader to show by real parts:

n 1
 sin a  kb  sina   sina  b  sina  2b    sina  n  1b

k 0
 nb 
sin  
  n  1   2 
 sin a  b  (b  0)
  2  sin  b 
 
2
And by Euler’s Formula:


Page 151
n1
 ei akb   e i akb  
n1
 sina  kb    
k 0 k 0  2i 
Example of Formula (3)
Consider the series,
sin   sin4   sin7     sin3n  2
The a & b coefficients of the last term sin3n  2 are determined from general Formula
(3). The coefficients of the first two terms, 1 & 4, are equated to the first two terms of Formula
(3), a  b & a  2b , and solved from the system of equations:
a b 1
a  2b  4
This provides a  2, b  3, or the coefficients of the last term are 3n  2.
Then, the solution of the series is:
n
 sin 3k  2  sin    sin 4   sin7     sin3n  2
k 1
 3n   3n 
sin  sin 
  n  1   2   sin  3n  1   2 
 sin  2  3   2 
  2  sin 3    sin 3 
   
2 2
Advanced Formulas
Published sources (e.g., Carr, Spiegel) present solutions for series including forms such
as:
cos(a)  c cos(a  b)  c 2 cos(a  2b)    c n1 cosa  n  1b

sin(a)  c sin(a  b)  c 2 sin(a  2b)    c n1 sina  n  1b

Page 152
The terms c k are coefficients which need to be included in the final form. We show how to
evaluate these series by real parts analysis and by the standard approach using (5) and (6).
Consider the n term series in Carr, Theorem 785:
n 1
 c k cos(a  kb)  cos(a)  c cos(a  b)  c 2 cos(a  2b)    c n 1 cosa  n  1b.
k 0
This looks like Formula (2) except for the c terms.
Solving by real parts:
 c k cos(a  kb)  Reeia  cei(a  b)  c 2 ei(a  2b)    c n 1eia  n 1b 

n 1
k 0

 Re e ia  ceia e ib  c 2 e ia e i 2b    c n 1e ia e i n 1b 
 
t1  Re e ia
r  Re
ce e   Rece 
ia ib
ib
e  ia
r  Rec e 
n n inb
S n  t1
1  r   Re e 1  c e 
n
ia
n inb
1 r 1  ceib
NOTE: In Formula (2), we were able to factor 1  r & 1  r n , use the definition of sine in (6), to
obtain a result corresponding to the standard Euler solution. This is not the best approach when
the series includes the c coefficients. As is turns out the best approach is to adjust S n by
multiplying numerator and denominator by what we might call the “complement of the
conjugate” form5 of 1  ce ib which is 1  ce  ib :
S n  t1
1  r   Re e 1  c e  1  ce 
n
ia
n inb  ib
1 r 1  ce 1  ce  ib ib
Simplifying, and after some algebra:

5
If we define a complex number in the standard fashion, z  x  iy  r cos   i sin    rei , then the
conjugate form is, z  x  iy  r cos   i sin    re , so that z z  r , a real number. We call 1  re
 i 2  i
the complement of the conjugate form. In the text c is used for r.

Page 153
1  c n einb  1  ce  ib 
1  ce ib 1  ce  ib 
Re e ia
e ia  ce i ( a  b )  c n e i ( a  nb )  c n 1e i a  n 1b 
 Re

1  ce ib
 e  c  ib
 2
2c cos b
cos a  c cos( a  b )  c n cos( a  nb )  c n 1 cos a  ( n  1)b 


1  2c cos b  c 2
NOTE: If we wanted to evaluate the infinite term case,


c
k 0
k
cos(a  kb)  cos(a)  c cos(a  b)  c 2 cos(a  2b)  , we could use the geometric
t1
progression, S   . The assumption for S is that r  1 when n  . In our series,
1 r
r  ceib ; this means we assume c  1 when n is infinite. Alternatively, we can note that when
c  1, any term with an n exponent ( c n and c n 1 ), goes to 0 when n  . In either case,
cos a  c cos(a  b)
cos(a)  c cos(a  b)  c 2 cos(a  2b)     c  1
1  2c cos b  c 2
NOTE: The standard procedure is to use Euler’s Formula and geometric progressions on each
term of the summation:
n 1  k i a  kb
n 1
c e  c k e  i a  kb) 
 c k
cos(a  kb )    
k 0 
k 0 
2 
NOTE: The reader can verify that the sine series, sin(a)  c sin(a  b)    c n1 sina  n  1b
will give the answer derived for the cosine series but change all cosine terms to sine terms in the
numerator. The infinite series also changes cosine to sine in numerator.
———
With these example, many elementary cosine and sine series can be solved. Complex numbers
simplifies the calculations to a considerable degree.

Page 154


Part II: Oscillating Series
╬

Newport, RI
 Francis J. O’Brien, Jr. August 15, 2014

Co., 1970.
O’Brien, Francis J. Jr., “Finite and Infinite Sums of Cosine and Sine,” 15 July 2014.
http://www.docstoc.com/docs/171849108/General-sum-of-cosine-and-sine-series

Introduction
This paper explains the calculation of elementary sums of  cosine and sine series by use
of complex numbers and geometric series1. It builds upon a previous paper, “Finite and Infinite

1
Carr (p. 179 ff.) outlines elegant proofs for additive and alternating cosine/sine sums.

Page 155

Sums of Cosine and Sine” at http://www.docstoc.com/docs/171849108/General-sum-of-cosine-

and-sine-series.
The primary forms derived are:
n
  1k 1 sin a  kb x  sin a  b x  sin a  2b x  sin a  3b x  sin a  4b x     1n 1 sin a  nb x
k 1
 b   1 
sin a   x   1n 1 sin a  b n   x
 2   2 
= (1)
bx
2 cos
2
n
  1k 1 cosa  kbx  cosa  bx  cosa  2b x  cosa  3bx  cosa  4bx     1n 1 cosa  nbx
k 1
 b   1 
cos a   x   1n 1 cos a  b n   x
 2   2 
 (2)
bx
2 cos
2
n 1
  1k c k sin( a  kb)  sin( a)  c sin( a  b)  c 2 sin( a  2b)     1n 1 c n 1 sin a  n  1b
k 0
sin a  c sin(a  b)   1n 1c n sina  nb   c n 1 sina  bn  1

 (3)
1  2c cos b  c 2
n 1
  1k c k cos( a  kb)  cos( a )  c cos( a  b)  c 2 cos( a  2b)     1n 1 c n 1 cosa  n  1b
k 0
cos a  c cos( a  b)   1n 1 c n cosa  nb    c n 1 cosa  bn  1

 (4)
1  2c cos b  c 2
NOTE: Other related forms will be noted. The Gradshteyn and Rhyzik handbook (Sects 1.3-1.4)
contains many sums of cosine and sine. Boas, Ch. 2, has a good introductory treatment for
calculations by complex numbers.

Page 156

Geometric Progressions and Elementary Complex Numbers
Geometric Progressions
We repeat the formulas for geometric progressions.
Finite Progressions
Geometric progression for finite sum of terms:
S n  t1  t1r  t1r 2    t1r n  2  t1r n 1

1 rn
 t1
1 r
t rn

t1
 1 t1  0, r  1
1 r 1 r
where n is the numbers of terms, t1 is the first term of the series, t n is the last or n th term,
and the common ratio r is the ratio of any two consecutive terms (usually ist and 2nd) in the finite series.
NOTE: Before applying the formula, it is necessary to show that the progression is actually
geometric by determining the terms n, t1 & r. In the series,
n
  1k cos kx  there are n  1 terms and S n is not applicable. But if we split up the summation,
k 0
n
as 1    1k cos kx  , the formula can be applied.
k 1
Infinite Progressions
Geometric progression for infinite sum of terms:
S   t1  t1r  t1r 2  
 1 t1  0, r  1
t
1 r
NOTE: The common ratio r must be <1 as n  .

Page 157

Complex Numbers
We repeat the definitions of cosine and sine derived from Euler’s Formula,
e  i  cos   i sin  :
ei  e i 
cos  
2
 (5)
ei  e i 
sin 
2i 
2 cos  ei  ei 

 (6)
2i sin  ei  e i 
 is a real variable. The calculations in this paper use x as the real variable.
NOTE: The standard calculation of sums of cosine and sine uses Formulas (5) & (6). Alternative
derivations for the sum of cosine terms use real parts quantities of Euler’s Formula. Sine series
may be derived using either real or imaginary parts of Euler’s Formula.
The real part of
e i  Re e i = Recos   i sin   = cos  .
The real part of
ei ei cos   i sin  

 Re  Re   sin .
i i  i 
The imaginary part of
e i  Im e i  Imcos   i sin    sin .
NOTE: The value of sin comes about in two ways—by using real or imaginary parts
quantities in Euler’s Formula. Sine series sums can derived by either real parts or imaginary
parts2. Some feel hesitant about using imaginary parts when a “real” solution is expected from
inputs that are real. The author prefers “real only” in most applications of complex numbers.

2
Boas on page 79 shows an example in optics (light waves) in which the imaginary part of Euler’s Formula,
 
Im e i  sin  , is combined in a geometric series. It is the approach most often used for derivations of sums of
sine series. The derivation in Boas can also be done by real parts only.

Page 158

This was the approach used in the first paper for additive (non oscillating) sums. But we will
show that the same results obtain when sine is based on “real only” or “imaginary only”.
However, the standard approach for sine series is by use of imaginary parts.
Similarly, by De Moivre’s Theorem and Law of Exponents, the real parts of cosine and
real/imaginary parts of sine are:
 k  Reeik   Recos k  i sin k   cos k

Re e i
Re
e i 
k
 Re
e ik   cos k  i sin k 
 Re   sin k
i i  i 
 k  Imeik   Imcos k  i sin k   sin k

Im e i
NOTE: Two definitions apply for sine in the general case.
NOTE: The proofs of the oscillating series can be obtained by using Euler’s definitions of
cosine and sine in (5) & (6) or by real parts only analysis for cosine or real/imaginary parts for
sine sums. Real/imaginary parts only involves less work usually.
Introduction of Proofs by Example

To show the logic and alternative approaches for oscillating series, consider the sine
series of n terms:
n
  1k 1 sin kx   sin x   sin 2 x   sin 3 x   sin 4 x      1n 1 sin nx 
k 1
NOTE: This sum is a special case of Formula (1) with a  0, b  1 .
Real Parts Derivation
We have two approaches to evaluate the sum by complex numbers (Euler’s Formula
calculation is given later): real parts and imaginary parts. Using real parts only, the sum is:

Page 159

  1k 1 sin kx  Re   1k 1 e ix 

n n k
1
k 1 i k 1
1
       
2 3 4
 Re  e ix  e ix  e ix  e ix     1n1 e ix 
i
n

 

 Re e ix  e i 2 x  e i3 x  e i 4 x     1n1 e inx
1
i

Clearly the series is a geometric progression of n terms with real exponential terms. To verify
this substitute the following into the finite geometric progression sum,
S n  t1  t1r  t1r 2    t1r n  2  t1r n 1 :
t1 
 
Re e ix
i
  2
 e ix i
 
r  Re
eix  i  Re  e ix
r n  Re 1n e inx
The geometric sum to calculate is:
S n  t1
1  r n   Re 1 eix 1   1n einx   Re 1 eix 1   1n 1 einx 
1 r i 1  e ix i 1  e ix
NOTE: In the derivations of non-oscillating series of the first paper (O’Brien, 2014) we
factored 1  r & 1  r n and used the definition of sine in (6) in the numerator and denominator.
In  series sums we factor the denominator 1  r only and use the definition of cosine in (6). It
gets too messy to factor the numerator 1  r n .
Factoring 1  r ,
ix   ix ix 
 
1  e ix  e 2 e 2  e 2 
 
 
x
 2 cos
2
Substituting and simplifying, the sum of sin x   sin 2 x      1n 1 sin nx  is,

Page 160

1
S n  Re e ix

1   1n 1 e inx  1
 Re e ix

1   1n 1 e inx  1
 Re e 2
ix

1   1n 1 e inx 
i 1  e ix i ix  x i x
e  2 cos  2 cos
2 2 2
 ix i  n   x 
 1
1 2
Re  e   1n 1 e  2   1   1
 sin x    1 sin  n   x
i n 1
    2   2
x x
2 cos 2 cos
2 2
NOTE: as a minimum check on calculations, set k  n  1 (the first term of the summation) to
1 3
see if the first term of the series results, sin x . Use identity sin A  sin B : A  x; B  x.
2 2
Imaginary Parts Derivation
Here the calculation is:
 
n n k
  1 k 1
sin kx   Im   1k 1 e ix
k 1 k 1
1
In all steps above for real parts ignore the termand observe that this gives by definition the
i
imaginary parts of Euler’s Formula for each term of the  sum:
Im e ix  Imcos x  i sin x   sin x
  
Im e ix  Im e i 2 x = Imcos 2 x  i sin 2 x   sin 2 x
2
 n  Ime inx = Imcos nx  i sin nx  sin nx

Im e ix
Then, after some manipulations of factoring and simplifying, the finite sum by imaginary parts
is:

Page 161

n
  1k 1 sinkx  Im eix
1  1 n 1 inx
e 
k 1 1  e ix
 ix i  n   x 
 1

 e 2   1 e 
n 1 2
 1   1
 sin x    1 sin n   x
n 1

 Im    2   2
x x
2 cos 2 cos
2 2
NOTE: This is the same answer obtained by the real parts method.
NOTE: The standard way to evaluate sin x   sin2 x   sin3x      1n 1 sinnx is Euler’s
sine Formula in (5) and geometric series on each term of the difference:
n
  1 k 1
sinkx 
n
  1 k 1  e    
 ix k k
 e  ix 
k 1 k 1
 2i 
 
The same answer results as for the real/imaginary parts approach as the reader can verify.
However, the real/imaginary parts only approach, when it can be applied, involves less work
typically.
Summary
In the method outlined there are three ways to compute the sum:
n
  1k 1 sin kx   sin x   sin 2 x   sin 3x   sin 4 x      1n 1 sin nx  
k 1
 Re
1 n

i k 1
 1k 1 e ix
k
 
 k
n
 Im   1k 1 e ix
k 1

n
  1 k 1 e    
 ix k k
 e  ix 
k 1
 2i 
 
Each calculation gives the same exact solution for the finite oscillating sine series.

Page 162

NOTE: The analogous series for cosine, cos x   cos2 x   cos3x      1n1 cosnx, gives
an answer similar to the case of sine as the reader can verify. Change the sine terms to cosine.
The standard approach by Euler calculates two geometric series from:
n
  1 k 1
coskx  
n
  1 k 1 e    
 ix k k
 e  ix 
k 1 k 1
 2 
 
NOTE: A special case of Formula (2) with a  0, b  1.
General Formulas
Based on the above example this derivation is relatively straightforward by complex

numbers and geometric progression. We show the real parts solution, and leave the imaginary
parts solution to the reader.
n
 1k 1 sina  kbx
k 1
 sina  bx  sina  2bx  sina  3bx     1n 1 sina  nbx

 Re eia  b x  eia  2bx  eia  3b x     1n 1 eia  nbx
1
i


1 iax ibx iax i 2bx iax i3bx
 Re e e  e e
i
e e     1n 1 eiaxeinbx 
Inspection provides:
1

t1  Re e iax e ibx
i

 e iax e ibx  i
 Re e ibx 
2
r  Re
e iax e ibx i

r n  Re  1n e inbx 
The required geometric sum by real parts is:
S n  t1
1  r n   Re 1 eiax eibx 1   1n einbx   Re 1 eiax eibx 1   1n 1einbx 
1 r i 1  e ibx i 1  e ibx
Now, factor the term 1  r and use definition of cosine in (6). Then collect all terms and simplify:

Page 163

 

1 iax ibx 1   1n1 e inbx  

1  iax ibx 1   1n1 e inbx 


Re e e  Re e e 
i 1  e ibx i

ibx
bx 
e 2 2 cos
 2 
  b   1    b   1 
 i a  2  x i  a b n    x
 sin  a   x   1 n1
sin  a  b n   x
1 e   1n1 e   2 
  2    2 
Re
i bx  bx
 2 cos  2 cos
 2  2
NOTE: check calculation for the first term, n =1, by using identity sin A  sin B. The result
should be sin a  b x.
NOTE: The solution by Euler’s formula for sine in Formula (5) is:
i a  kbx
n n
k 1  e  e ia  kbx 
  1 k 1
sina  kbx    1  
k 1 k 1  2i 
Special Cases
NOTE: With the general solution for Formula (1) worked out, special case finite sums for sine
can be obtained. We will give two examples.
Consider the series:
sin  x   sin 3 x   sin 5 x   sin 7 x      1n 1 sin 2 n  1x 
We solve this based on Formula (1) by selecting the appropriate parameters for a & b.
The a & b coefficients of the last term sin 2n  1 are determined from general Formula (1).
The coefficients of the first two terms, 1 & 3, are equated to the first two terms of Formula (1),
a  b & a  2b, and solved from the system of equations:
a b 1
a  2b  3
This provides a  1, b  2, or the coefficients of the last term are 2n  1. Substituting
a  1, b  2 into (1) gives:

Page 164

n
  1k 1 sin 2k  1x  sin x   sin 3x   sin 5 x   sin 7 x      1n 1 sin 2n  1x 
k 1

1n1 sin2nx
2 cos x
NOTE: Check calculation for k  n  1 by identity sin 2 x  2 cos x sin x to show that this gives
the first term, sin  x  .
Next consider the series,
sin 2 x   sin 4 x   sin 6 x   sin 8 x      1n 1 sin 2 n x 
The reader can use the first example to derive,
sin 2 x   sin 4 x   sin 6 x   sin 8 x      1n 1 sin 2 n x 
sin x   1n 1 sin2n  1x


2 cos x
NOTE: By similar analysis,
n1
  1k sina  kbx 
k 0
 b   1 
sin a   x   1n1 sin a  b n   x
 2   2 
bx
2 cos
2
n
  1k 1 cosa  kbx  cosa  bx  cosa  2b x  cosa  3bx  cosa  4bx     1n 1 cosa  nbx
k 1
Based on the foregoing guidance we leave to the reader to show that the solution to this
sum is:
cos a  b x  cosa  2b x  cos a  3b x  cosa  4b x     1n 1 cos a  nb x

Page 165

 b   1 
cos a   x   1n 1 cos a  b n   x
 2   2 

bx
2 cos
2
Do by real parts and by Euler’s Formula. Follow the steps for the sine series. Check for n  1 by
identity, cos A  cos B. Special case solutions can also be derived.
The following is an interesting example which uses (2):
n
  1k 1 cos 2 a  kbx  cos 2 a  bx  cos 2 a  2bx  cos 2 a  3bx
k 1
 cos 2 a  4b x     1n 1 cos 2 a  nbx
1  cos 2 A
Using identity, cos 2 A  , where A is a real function,
2
n
1  cos 2a  b x 1  cos 2a  2b x 1  cos 2a  3b x
  1k 1 cos 2 a  kbx  2

2

2
k 1
1  cos 2a  4b x 1  cos 2a  nb x
     1n 1
2 2
1 n 
 1  1  1  1     1n 1    1k 1 cos2a  2bk x 
2  
k 1 
The leading sequence 1  1  1  1     1n 1 will give either a 1 or 0 depending on the value of
n (1 for n odd, 0 for n even). In his text Calculus, L. Bers on p. 500, gives a functional
expression for the 1/0 sequence,
1   1n 1   1n 1 0, n even

1  1  1  1     1n 1   
2 2 1, n odd
n
The sum   1k 1 cos2a  2bk x is solved from Formula (2) with a  2a, b  2b.
k 1
Then,
cos 2 a  b x  cos 2 a  2b x  cos 2 a  3b x  cos 2 a  4b x     1n 1 cos 2 a  nbx 

Page 166

   1  
n 1 cos2a  b x   1
n 1
 cos 2a  2b n   x 
1 1   1   2  
  
2 2 2 cos bx 
 
 
NOTE: Setting n  1 will give the first term of the series by cos A  cos B ,
1  cos 2a  b x
 cos2 a  b x
2
 Reduced forms for this series can be derived; e.g., for a  0, b  1 .
NOTE: The analogous series for sine squared is similar differing only by a minus sign in the
1   1n 1 1  cos 2 A
middle of the solution after . Derive using the identity, sin 2 A  .
2 2
NOTE: By similar analysis with different limits,
n 1
  1k cosa  kbx 
k 0
 b   1 
cos a   x   1n 1 cos a  b n   x
 2   2 
bx
2 cos
2
Derivation of Formulas (3) and (4)
Formula (3) by Imaginary Parts
n 1
  1k c k sin( a  kb)  sin( a )  c sin( a  b)  c 2 sin( a  2b)     1n 1 c n 1 sin a  n  1b
k 0
Solving by imaginary parts:
  1k c k sin(a  kb)  Imeia  cei(a  b)  c 2 ei(a  2b)     1n 1 c n 1eia  n 1b 
n 1
k 0

 Im e ia  ceia e ib  c 2 e ia e i 2b     1n 1 c n 1e ia e i n 1b 

Page 167

 
t1  Im e ia
 ceia e ib 
 Im ce ib 
r  Im
e 
ia
r n  Im 1n c n e inb 
The finite geometric sum to calculate is:
S n  t1
1  r n   Im e ia 1   1n c n e inb   Im e ia 1   1n 1 c n e inb 
1 r 1  ce ib 1  ce ib
NOTE: We cannot easily factor 1  r or 1  r n . As shown in the first paper the best approach is
to adjust S n by multiplying3 numerator and denominator by 1  ce ib :

1 rn  ia 1   1 c e  1  ce ib 
n 1 n inb
S n  t1
1 r
 Im e
1  ce ib 1  ce ib 
Simplifying, and after some algebra, the imaginary parts solution is:

ia 1   1
n  1 n inb
c e  1  ce  ib 
Im e
1  ce ib 1  ce  ib 
e ia  ce i ( a  b )   1n  1 c n e i ( a  nb )   c n  1 e i a  n 1b 
 Im
 ib
1  ce  ib
 e
 c
2

2c cos b
sin a  c sin( a  b )   1n  1 c n sin( a  nb )   c n  1 sin a  ( n  1)b 


1  2c cos b  c 2
NOTE: If n  1, sin a results by identity sin A  sin B .
NOTE: If we wanted to evaluate the infinite term case,


  1k c k sin(a  kb)  sin(a)  c sin(a  b)  c 2c sin(a  2b)  c 3c sin(a  3b)  , we could use the
k 0

3
This decision is based on expanding the geometric progressions in Euler’s Formula (see below) which shows why
this approach works—the “short cut” method by imaginary (or real) parts must give the same solution as the
standard (longer) calculation by Euler’s Formula. The minimum check for n  1 confirms the “short cut”
calculation.

Page 168

t1
geometric progression, S   . The assumption for S  is that r  1 when n  . In our
1 r
series, r  ce ib ; this means we assume c  1 when n is infinite. Alternatively, we can note that
when c  1, any term with an n exponent ( c n and c n 1 ), goes to 0 when n  . In either case,
sin a  c sin( a  b)
sin( a )  c sin( a  b)  c 2 sin( a  2b)     c  1
1  2c cos b  c 2
NOTE: The standard procedure is to use Euler’s Formula and geometric progressions on each
term of the summation:
n 1 n 1  ia  kb  e  ia  kb) 

  1k c k sin(a  kb)    1k c k 
e

k 0 k 0  2i 
NOTE: The reader can verify that the cosine series, Formula (4),
cos( a )  c cos( a  b )  c 2 cos( a  2b )     1n 1 c n 1 cos a  n  1b 
will give the answer derived for the sine series of Formula (3) but change all sine terms to cosine
terms in the numerator. The infinite series also changes sine to cosine in numerator.
NOTE: The series for Formulas (3) & (4) also provide useful results when c  1 . However,
those series can also be derived by the method used for Formulas (1) & (2) as shown earlier.
——————

Page 169


Part III: Non Standard Series
╬

Newport, RI
 Francis J. O’Brien, Jr. © 2014
O’Brien, Francis J. Jr., “Finite and Infinite Sums of Cosine and Sine,” 15 July 2014.
http://www.docstoc.com/docs/171849108/General-sum-of-cosine-and-sine-series.
O’Brien, Francis J. Jr., “Finite and Infinite Sums of Cosine and Sine: Part II, Oscillating Series,”
15 August 2014. http://www.docstoc.com/docs/172165444/General-Sum-of-cosine-and-sine---
Part-IIdocx.
Introduction
Recently I examined two interesting elementary sums of sine and cosine series in
Gradshteyn and Ryzhik (GR):

Page 170

 2n  1 
n 1 n cos x
sin nx   Formula 1.352.1, p. 38.
 k sin kx 
2

x x
k 1 4sin 2 2sin
2 2
 2n  1 
n 1 n sin x
   1  cos nx Formula 1.352.2, p. 38
 k cos kx 
2
x x
k 1 2sin 4sin 2
2 2
n 1 n 1
NOTE: The formal statement of each formula should be,  k sin kx and  k cos kx , to give n
k 0 k 0
terms in the series, but the zero terms of each sum are zero, so no need to start the summation at
k =0. We start at zero to be able to apply known formulas, as indicated below.
Earlier instructional papers by the author on docstoc.com showed how to derive several
published formulas summarizing the sums of cosine and sine series. The process of evaluation
used real/imaginary parts of Euler’s Formula, e ix  cos x  i sin x, and geometric progressions.
What is interesting is that the above sums from GR do not form a geometric progression. But
those well-known sums of sine/cosine can be used to derive the GR forms after a clever “trick”
of differentiation. We show how this can be done.
Formula 1.352.2 in GR
We take the second derivation first. The sum we want to evaluate is:
n 1
 k cos kx  cos x  2 cos 2 x  3 cos 3x    n  1cos(n  1) x .
k 0
This series is not a geometric progression as the reader can verify. There is no common ratio r in
the series.
Derivation
The logic of the derivation consists of four steps.
1. By expansion from summation,

n 1
 sin kx  sin x  sin 2 x  sin 3x    sin(n  1) x
k 0

Page 171

2. By calculation from Step 1 using a known formula:

 nx 
sin  
 n  1    2 
sin x  sin 2 x  sin 3 x    sin( n  1) x  sin   x
 2   sin  x 
2
NOTE: This comes from a well-known formula (see Formula (4) in O’Brien, “Finite
and Infinite Sums of Cosine and Sine,” July 2014):
n 1
 sina  kb  sin a   sin a  b  sina  2b     sina  n  1b
k 0
 nb 
sin  
  n  1   2 
 sin a  b 
  2  sin  b 
 
2
Set a  0, b  x and find,
 nx 
n 1 sin  
 n  1  
 sin kx = sin  2  x  x 
2
k 0   sin  
2
3. The term-by-term derivatives Dx of the sum in Step 2 gives the desired sum in GR
Formula 1.352.2:
n 1 n 1
Dx  sin kx  cos x  2 cos 2 x  3 cos 3x    n  1cosn  1x   k cos kx
k 0 k 0
4. Equating from Steps 2 and 3,

 nx 
n 1 sin   n 1
 n  1    2 
D x  sin kx  D x sin   x   k cos kx.
k 0  2   sin  x  k  0
2
NOTE: the derivative in Step 4 will lead to the answer,

Page 172

 nx 
sin 
 n  1    2 
Dx sin   x
 2   sin x 
2
 2n  1 
n sin x n 1
 2   1  cos nx 

x 2 x
 k cos kx
2sin 4sin k 0
2 2
NOTE: As a minimum check on calculations set n  1 to see if the first term of
series results which is 0.
Formula 1.352.1 in GR
The sum to evaluate is:
n 1
 k sin kx  sin x  2 sin 2 x    (n  1) sin(n  1) x
k 0
Since it is not a geometric progression it can be evaluated in the same manner as GR

n 1
Formula 1.352.2 — by summing the simple cosine series,  cos kx , differentiating it term-by-
k 0
term and equating to the sum for the simple cosine series (Formula (2) in O’Brien, July 2014).
The sum of cosine derivatives will be negative since Dx cosax  a sinax.
The end result of all calculations will be:
n 1
D x cos x  cos 2 x    cos(n  1) x     k sin kx
k 0
 nx   2n  1 
sin  n cos x
 n  1    2  sin nx  2 
 Dx cos  x  
 2   sin x  4sin 2 x 2sin
x
2 2 2
 nx 
sin   n 1
 n  1    2 
Solve for  D x cos   x   k sin kx
 2   sin  x  k  0
2
to obtain GR Formula 1.352.1.

Page 173
Factorials
&
Gamma Function
Page 174
A Family
of
Algebraic–Exponential Integrals
╬

Newport, RI
Corrected Copy March 26, 2013
One of the most important non–elementary transcendental (or special) functions in

mathematics is the gamma function, defined by the improper integral:

    t  1e  t dt ,   0
0
A number of alternative expressions for   can be derived by change of variable1.
A plot of   is shown in Figure 1. The domain is the entire number line, but most work for
real variables is restricted to   0.
1
Three transforms:
 n
(a) if t  x ,    n  x n 1e  x dx,   0
n
0

  1  zx
(b) if t  zx,    z x e dx,   0
0
1  1
 1
(c) if x  e ,      ln 
t
dx,   0
0
 x
© Francis. J. O’Brien, Jr., 2013. Aquidneck Indian Council All rights reserved.
Page 175
 
Figure 1. The Gamma Function,  .

Clearly,    0 for   0. Sokolnikoff (Chap. X, pp. 372 ff.) describes the theory of limits that
demonstrates the convergence of   for   0. The standard reference work on the gamma
function for real variables is the book by Emil Artin (1964). The References lists other works
that provide information on the gamma function.
——————
The author has created a small family of generalized indefinite and definite algebraic–
 
exponential real variable integrals of the form x  m exp  x  n based on the gamma function.
They are useful for scientific and engineering applications.
What follows is a summary of the primary core of gamma-based formulas that appear in
the Gradshteyn and Ryzhik (GR) integration handbook. A large number of species formulas can
be generated based on these and similar published integrals. Many such integrals along with
brief proofs appear in the book, 500 Integrals of Elementary and Special Functions (F. O’Brien,
2008). The complete list of solved formulas is given in the document “List of formulas in 500
Integrals of Elementary and Special Functions” (forthcoming),
In the next section a formula number is given for integrals that appear in GR; otherwise it
is listed as “unpublished” with the section number in 500 Integrals based on the GR
classification of integrals.
NOTE: Some formulas in GR (7th Edition) contain misprints. For the errata sheet see,
http://www.mathtable.com/errata/gr7_errata.pdf
Page 176
Algebraic–Exponential Integrals
Indefinite Integrals
Unpublished Formula, Section 2.3
m  ax 1  1  t  m  1
 x e dx  t
n
t  ax ,   n 
n
e dt

na
e  ax
n
1 z 1  t  1 m
 t
n
dx  e dt t  ax , z  n 
xm na z
NOTE: these functional forms provide a transformed gamma-like structure which can be used
for definite integral applications.
Formula 2.33.4
m  ax n x m 1 n  ax n m  1  n m  n  ax n
 x e dx   na
e 
na  x e dx
Formula 2.325.5
 n n 
e  ax 1  e  ax e  ax
n
 dx    na  dx 
xm m  1  x m 1 xmn 
 
Page 177
Formula 2.33.10
m  x
 x e dx  
n 
  , x n 
n 

1  1  t m 1

n  t e dt  
n
x n
NOTE: this formula and Formula 3.326.2 (listed below) are derived in the online paper at
n
docstoc.com, “  x m e  x dx and related integrals.” Related indefinite integral formulas are also
given there for the integrands:
n
 x m e ax Unpublished Formula, Section 2.32
ax n
e
 Formula 2.325.6
xm
n
e  x
 Formula 2.33.9
xm
NOTE: Formulas are useful for generating log expansion formulas for integer values of the
 x ln x  dx given in Sect. 2.32 & Sect. 2.72 of 500 Integrals.
m n
form,
Formula 2.33.11
x
m

exp  x n dx  
   1
exp  x n    1! x n
  k 1 
 
 k
 
n   k  1!  k 1 
 0 
 m 1 
  n  1,2,..., n  0,   0
NOTE: only if the parameter  is an integer.
Page 178
Formula 2.33.2
e
ax 2
dx 
1 
2 a
 
erfi a x ,
where erfi is the imaginary error function.
Formula 2.33.16
e
 x 2
dx 
1 
2 

erf  x , 
where erf is the error function.
______________
Definite Integrals
NOTE: “Re” refers to real variables.
v
x
m

exp  x dx  n
   
  , u n    , v n   
m 1

u n n
Re   0, Re n  0
NOTE: a general gamma function integral from which a number of integrals can be derived for
selected values of u & v by properties of the complete and lower/upper incomplete gamma
functions. Those well-known relations for  ,   , x  &  , x  inter alia are summarized in
O’Brien, pp. 6–9.
Formula 3.326.2
 

  m 1
x exp   x n dx   
m

0 n n
Re n  0, Re   0, Re   0
NOTE: this formula is useful for many applications because of its simplicity.
Page 179
Formula 3.381.8
 1  , u n 
u
m  x n m 1
x e dx  n  
n
0
[ u  0, Re   0, Re n  0, Re   0 ]
Formula 3.381.9
 1 , u n 

m  x n m 1
x e dx  n  
n
u
[Re n  0, Re   0 ]
Formula 3.381.10
 u 
m  x m  x
n
m  x n n
 x e dx  x e dx   x e dx 
0 0 u
n v 1  , u n  n v 1 , u n  

m 1
n
[u  0, Re   0, Re n  0, Re   0 ]
See also Formula 3.326.2
 1  1
m  x n  11 m 1
 x e dx  n    ln t  dt  
n
0 0
Re n  0, Re   0, Re   0
NOTE: a general form of Euler’s 1730 original log formula for gamma function definition.
Page 180
n  k 1
xm
n  k , x   n  k  1!e  x 
m 0 m!
[n  k  1  0, k  0,1,...]
NOTE: for integer values only, a generalization of n, x .
Formula 8.352.6
  n  k 1 x m 
 n  k , x   n  k  1! 1  e  x 
  m! 

  m0 
[n  k  1  0, k  0,1,...]
NOTE: for integer values only, a generalization of  n, x  .
Formula 8.352.8
 n  k , x  
 1nk 0, x   e  x nk 1  1m m! 
n  k !  
m 0 x m 1 
[n  k  1  0, k  0,1,...]
NOTE: for integer values only, a generalization of  n  1, x  .
Page 181
✜
The author would like to acknowledge with deep gratitude the late Professor Alan Jeffrey for
extensive feedback in the creation of the formulas and assistance in their publication in
Gradshteyn and Ryzhik (6th & 7th Editions), Table of Integrals, Series, and Products.
Page 182
References
NOTE: each reference provides information on the gamma function.
Abramowitz, Milton and Irene Stegun. Handbook of Mathematical Functions with Formulas,
Graphs, and Mathematical Tables. Washington, DC: U.S.Government Printing Office, 1964
(Reprinted Dover, New York, 1972).
Artin, Emil. The Gamma Function. New York, NY: Holt, Rinehart and Winston, 1964.
Moll, Victor H. The integrals in Gradshteyn and Ryzhik. Part 4: The Gamma function.
arXiv:0705.0179v1 math.CA, 1 May 2007.
O’Brien, Francis J. Jr. 500 Integrals of Elementary and Special Functions, 2008.
ISBN: 1–4392-1981–8. http://www.docstoc.com/profile/waabu
m  x n
_______. x e dx and related integrals, 2nd ed., Mar.16, 2013.
_______. List of formulas in 500 Integrals of Elementary and Special Functions. (2013,
forthcoming). http://www.docstoc.com/profile/waabu.
Whittaker, E. T. A Course of Modern Analysis: An Introduction to the General Theory of Infinite

Series and of Analytic Functions; With An Account of the Principal Transcendental Functions.
Cambridge University Press, 1902. Reprinted Whittaker, E. T. and G.N. Watson, 4th ed., 1934
Wolfram Research, Inc. The Wolfram Functions Site., 1998-2008.

http://functions.wolfram.com/GammaBetaErf/Factorial2/27/01/0002/
Page 183
Pochhammer Symbol: Selected Proofs


Newport, RI USA
June 3, 2009 © 2009
Table of Contents
Introduction
x n , 1  x n , x  1n
x 
 x  n 
n  x  2-3
 x 
x  1
References……………4
Derivations
a n ,  a n ,  a n ,  12 n ,  12 n ,  12 n ……… 5 a  mk nlk , a  mk nlk ……...… 19

a 0 , a 0 ,  a 0 ,  a 0 , 0n , 0 n , 00 .. 7 a nk , a 2 n , a 3n ………………. 21
a n , 2a n , 2a 2 n ……………………………….. 8 a k  mn ………………………... 22
a 2n  k …………………….......................... 10 am  b n …………………........ 23
a 2 n , a 2n2 , a 2n4 , a 2 n6 , a 2 n 8 ……….... 11 p 
  n ! , x  n !……………… 24
q 
a 2 n1 , a 2 n3 , a 2n5 , a 2 n7 , a 2n9 …..…. 11 p 
  n !, x  n ! ……………... 25
q 
a n ……………………………………………….  p
 n  ! , n  x ! ,  x ! ……… 26
a m 12
 q
a mn , a mn …………….………………… 13

d
x n …………………...……… 27
dx
a  k nk , a  k nk …………………….…… 14

d
x n , d x!,  x !….…..….... 29
dn dx
a  m n , a  m n ………………….…….… 16 a n identities………………… 30
a  mk nk , a  mk nk ….................................. 17
Copyright © 2009 by Francis Joseph O’Brien, Jr., Aquidneck Indian Council. All rights reserved.
Page 184
Introduction
A summary of functional relations for the real variable gamma function and Pochhammer
symbol.
FORMULA PROOF OUTLINE

 x  a   ( x  a  1) x  a  1  Do integration by parts on
 x  a  1

  x  a    t x  a 1e t dt
xa 0
 2nd formula: Do integration by parts on

 x  n    x  x n

 x  a  1   t x a e t dt   x  a  x  a  and
  x  x x  1  x  n  2 x  n  1 0
n n 1 solve for  x  a 
  x   x  n  i    x   x  i ,
i 1 i 0
 3rd formula, derived from well known
Pochhammer relation,
where n is a natural number, n  0,1,2,; a  k 
x, x  n  0 a k  , with a  x, k  n.
a 
 Cited, Integrals and Series, Vol. 1,
Elementary Functions, A. P. Prudnikov, et
al., 1986, page 773
and, Mathematica,
http://functions.wolfram.com/GammaBetaErf/Gamma
 4th formula, same as 3rd, in alternative product
notation for reading Pochhammer forwards or
backwards
  x  a   ( x  a  1)   x  a  1  Do integration by parts on

  x  a  1  x  a    t x a 1e t dt

xa 0
  x  n    x  n   x  
 1   x 
n  2nd formula: Do integration by parts on

1  x n  x  a  1   t x  a e t dt  x  a  x  a  and
 x  1n  x  0
 n n
 solve for  x  a 
 x  k   k  x   3rd formula, well known, from Pochhammer:
k 1 k 1 1  a 
a k   1k with x =
x n  1  1  x  , x  1, n  x  1

n
1  a  k 
 1  x  n   x 
1  a  1  x n   1
n
.
1  x n  1  x   1  x   1  x  x  n 
 n  x   n 1  Cited Mathematica,
nx http://functions.wolfram.com/GammaBetaErf/Gamma
where n is a natural number, n  0  4th formula, same as 3rd, in alternative product
 1  x  notation; ist instance for x  1;2nd for x  1.
  x   
x  5th formula; in x  n  
 1n x  , set
where x is not a natural number, x  0 ,1, 2 ,  1  x n
x 1 x and solve for x n
 6th formula, from Pochhammer,
Page 185
a  k 
a k  , with a  1  x, and above
a 
formula,  x  a    x  a  1 x  a  1 :
1  x n  1  x  n   n  x n  x  
1  x  1  x 
n  x  
1  x n 1  x 
nx
 1  x n1 1  x  if denom. and
last term in 1  x n are cancelled.
 Last formula, set n  0 in n  x  , noting
1  x 0  1 by x  n   x n x 
 
  
 x    t x1e t dt , x  0
 0 
 x  1  x x  
 
 x   0 
 
Other formulas are well known  x    x  1!  See Artin, 1964 (Chap. 2).
 x  1  x! 
 
 1 
 2    
   
  1 
    2  
  2 
NOTE: Wolfram Research notation used in the text is from http://functions.wolfram.com/Notations/.
n  N means all natural numbers, n  0,1,2,3,

n  N  means all positive natural numbers, n  1,2,3,
n  Z means all positive and negative natural numbers, n  0,1,2,3,
SOURCE: The Gamma Function, Artin, 1974, and 500 Integrals of Elementary and Special Functions
(Section 8.331),
Page 186
References
Bers, Lipman. Calculus. 2 volumes. NY: Holt, 1969.
Gradshteyn, I.S. and I.M. Ryzhik (7th Edition). Table of Integrals, Series, and Products. Alan Jeffrey and
Daniel Zwillinger, Editors. NY: Academic Press, 2007.
Knuth, Donald E. (1992), "Two notes on notation", American Mathematical Monthly 99 (5):403–422,
doi:10.2307/2325085, arΧiv:math/9205211.
O’Brien, Francis J. Jr. 500 Integrals of Elementary and Special Functions. Newport, RI: Aquidneck Indian
Council, 2009.
Prudnikov, A. P., Yu. A. Brychkov, and O. I. Marichev. Integrals and Series. Vol. 1: Elementary Functions.
NY: Gordon & Breach Science Publishers, 1986.
Weisstein, Eric W. "Pochhammer Symbol." From MathWorld--A Wolfram Web Resource.

http://mathworld.wolfram.com/PochhammerSymbol.html
Whittaker, E. T. A Course of Modern Analysis: An Introduction to the General Theory of Infinite Series and
of Analytic Functions; With An Account of the Principal Transcendental Functions. Cambridge University
Press, 1902. [Reprinted Whittaker, E. T. and G.N. Watson, 4th ed., 1934]
Wolfram Research, Inc. The Wolfram Functions Site., 1998-2008.

[http://functions.wolfram.com/GammaBetaErf/Factorial2/27/01/0002/]
——
NOTE
The Pochhammer symbol, a n , is widely used in the disciplines of mathematics, pure &
applied science, and engineering. The derived elementary Pochhammer symbol formulas are
selected from the listings in Prudnikov, et al., pp. 772-773, and the Wolfram Internet website. The
Wolfram compendium provides an historical overview and interrelates the factorial, double factorial,
Pochhammer symbol, binomial and multinomial coefficients. The Pochhammer symbol notation
dates back to the 19th century, named after L.A. Pochhammer. The MathWorld article by Eric
Weisstein provides additional summarizing information, plots, and references.
Artin’s brief book is the classic introduction to the complete gamma function x  (for real
variables). Knuth presents historical material and clarifies the notation/terminology of the
Pochhammer symbol. Gradshteyn & Ryzhik is a standard reference work. Whittaker is good for
derivations; the 1902 edition by Whittaker is available online through Google Books.
The above table is from the author’s (yet unpublished) work (Sect. 8.331).
(see http://www.docstoc.com/docs/3507375/500-Integrals-of-Elementary-and-Special-Functions ).
The elementary Pochhammer symbol relations were derived from these functions. The derivations
are elementary with many details for the benefit of students. Additional material will be added as it
becomes available. I would appreciate receiving any reports of errors.
Computational issues are not addressed in this report. See The National Institute of
Standards and Technology, “Guide to Available Mathematical Software,” at http://gams.nist.gov/.
Page 187
Derivation of

   1
n n
1
a  1,2 ,3, , n;n  1,2 ,3,
 na 
1  a 
  a  k 
 n k  1
  n 1

   a 1  a n 1   k  a  
 
 a  0,1,2 ,3 , , n  1;n  1,2 ,3,
k 0
 
 n 1
 a n   1 a  n  1n   1  a  k  
n n
  k 0 
  a!
  1
n
a  1,  2 ,  3, ;a  n  1,  2 ,  3, ;n  1,2,3, 
  a  n !

 a  n   1   1n  1
n n
a  1,  2 ,  3, , n;n  1,2 ,3,
 a  1n k 1 a  k 
 a  n   a 
 a  k  by x  n  xx1  x 
n
1
a  n     .
 a 
A) n
 a  a  k 
n
k 1
k 1 n
 x  k 
k 1
1  a  1  a 
Also, a n   1 from definition of Pochhammer symbol— a n   1
n n
.
1  a  n  1  a  n 
1  a  1  a  1 1
a n   1
n
  1
n
  1
n
  1
n
1  a  n  1  a n 1  a  1  a n 1  a 2  a 3  a  1  a  n  1

 1n 1 n
1
by relation  x  n    x  x n with x  1  a.
  
 1 a  1a  2a  3 a  n  k 1 a  k 
n
SOURCE: 500 Integrals (Sect. 8.331) & Wolfram FACTORIAL2 website, p. 7.
B) From definition, relation  a n

  a  a  1 a  2   a  n  2  a  n  1   a 1  a n1   1 a  n  1n by inspection.
n
n  a  n  a  a1  a n 1  a 

Also,  a n    a    
 a  1  a  n  a 1  a 
  a1  a 2  a  1  a  n  31  a  n  21  a  n  1 
na
n 1
 1n aa  1a  2 a  n  2a  n  1   1n a  n  1n   1n  a  k  or,
k 0
n 1
 a 1  a n1   k  a , the latter useful for fractions.
k 0
a  n  1  a 
NOTE: from definition of Pochhammer symbol, a n  with a  a,  a    , and
a  a
n  x  
1  x n 1  x  .
nx
Page 188
a! 1  a   a !   1n a! with a  a ,
Relation  1 by a n   1   1
n n n
a  n ! 1  a  n   a  n ! a  n !
and  x    x  1!.
EXs.
4!
  42  4 31  12 or  1 4  2  12 or  1
2 2
4  2!
2!
  24   14 is not defined; a  n  2.
2  4!
1 3
 !  
 1 11 1  1  2    2     2 by x!   x  1.
          , or    =
 2 2 2  2 1 4  2  2   3 !   1   2 
   
 2  2
1
 !
 1 n 2 135 2n  3   2n  3!! by  p  n ! below with p  1 &
     1  q 
  2 n 1  2n 2n   q 2
  n !
2 
2n  3!! 1  3  5 (2n  3) is double factorial notation.
 1
NOTE: Wolfram (p. 7) states an alternative formula for    .
 2 n
1
NOTE: Setting  a  a provides, a n  a 1  a n1. If a  ,
2
1 135  1  1  3  5 2n  1 2n  1!!
    n     . Wolfram (p. 7) states an alternative formula.
 2 n 2 2 2  2 2n 2n
SOURCE: 500 Integrals (Sect. 8.331)
C)  a n is solved by substituting  a for a in A)

n
1 aa n 1 n
1
 
n
1  1
n
        
n
1
k 1 a  k  k 1  a  k  k 1  1a  k  k 1 a  k  a  1a  2a  n  1a  n 
 1n   a n   1
n
1  1 .
n
  
n
by inspection.
a  1n k 1 a  k  a  1n
EXs.
 42   1
2

1
.
56 56
1
 1 1 1  2  2n
    1   1   1   1
n n n n
,
 2  n 1  3 5 2n  1  1  3 5 2n  1 2 n  1!!
  1   2  2 2  2
 2 n 22 2  
n terms
where 2n  1!!  1  3  5 2n  1 is double factorial notation.

Page 189

a 0  1

a 0  1
 a   1

0
Derivation of  a 0  1

0   0, n  1,2,3, 
 n
 n 1
0n   1 n! , n  1,2,3, 

00  1
Justified from general relations (Prudnikov, p. 772):

 a  n  1  a 
 a   a a  1a  2  a  n  1   (  1) n
a  1  a  n 
n


a   a  n   (1)
n
 n a  1  a n
a  n  n0
A) a 0  1 from 1
a 
1  a  n0
B) a 0  1 from (1) n 1
1  a  n 
a  n  n0  a 
C)  a 0  1 from  1
a   a 
(1) n n0
D)  a 0  1 from a n  1
1  a n
a 0
E) 0 n  0 from a n  aa  1a  2  a  n  1  0
1 (1) n a0 (1) n (1) n (1) n
F) 0  n   1   
n
from
n! 1  a n 1n 1  2  3    1  n  1 n!
1  a  an0 1
G) 0 0  1 from (1) n  1
1  a  n  1
NOTE: May also be reduced by looking at the product forms;

n 1 n 0 1
e.g., a 0 obtained by a n   a  k    a  k   1 by definition for products with upper limit less
k 0 k 0
than lower limit.
n 1 a 0
0n obtained by a n   a  k   012n  1  0
k 0
SOURCE: Prudnikov, et al., p 772 & Wolfram FACTORIAL2 website

Page 190
 n a   a 1
2  2  n  2  n , n  0,2,4, 
    
Derivation of a n  
2 2
2 n  a   a  1  , n  1,3,5,
  2  n1  2  n1
 2 2
A) Numerical examples to determine intuitively start and end values for n even/odd
 Split up a n product series into even numbers and odd numbers for n even/odd
n even : 4 6  4  5  6  7  8  9  aa  1a  2  a  n  2a  n  1
 aa  2a  4
46  
4 6 8
 5 7 9  a  1a  3a  5
For n even pair up first and next - to - last terms for even integers, and pair up 2nd & last terms
for odd integers
n odd : 4 7  4  5  6  7  8  9  10  aa  1a  2 a  n  2 a  n  1
10  aa  2a  4a  6 
47  
4 6 8
 5 7 9  a  1a  3a  5
For n odd pair up first and last terms for even integers, and pair up 2nd & next - to - last terms
for odd integers
B) Product analysis to determine number of terms (n even)

 n 2
2
aa  2 a  4  a  n  2   a  2 j   n terms
  2
aa  1a  2  a  n  2 a  n  1  
j 0
n 2
 2
a  1a  3a  5 a  n  1   a  2 j  1  n terms
 j 0 2
NOTE: Lower product limit is obviously 0. Get upper limits by pairing last terms in split Pochhammer
series to corresponding product terms, and solving for index j in each split series,
 n2
a  2 j  a  n  2  j  2

a  2 j  1  a  n  1  j  n  2
 2
The number of terms for each split series is obtained from relation: upper limit – lower limit +1.
C) Divide through by 2 on each side for solution (n even)
a n  a  a  2  a  4   a  n  2   a  1  a  3  a  5   a  n  1 
           to get,
 2  2  2   2   2  2  2   2 
n n
2 2
2 2
a n  a   a 1  a   a  1
    or a n  2n     , n  0,2,4, 
2  2 n  2 n  2 n  2 n
n
2 2 2 2
Page 191
 a   a 1
NOTE: Derivation for n odd is similar: a n  2 n     , n  1,3,5,
 2  n 1  2  n 1
2 2
NOTE: The “duplication formula” 2a n is obtained by setting a  2a in above for n odd/even:
 n  1
2 a n2  a  2  n , n  0,2,4, 
  
2a n   2
2 n a n1  a  1  , n  1,3,5,
 2  2  n1
 2
NOTE: Likewise, setting a  2a, n  2n,
2a 2n  2 2 n a n  a  1  since 2n is an even natural number, n  0,2,4, 

 2 n
NOTE: Formula generalized below by a nk .
SOURCE: Weisstein
Page 192
 2 n k  a   a  1 
2  2  k  2  k , k  0,2,4 ,
   n   n
Derivation of a 2 nk 
2 2
2 2 nk  a   a 1
  , k  1,3,5,
  2  2 n k 1  2  2 nk 1
 2 2
A) Numerical examples to determine intuitively start and end values for k even/odd
 Split up a n product series into even numbers and odd numbers for k even/odd
odd
k 
424 3  4  5  6  7  8  9 10 1112 13 14  aa  1a  2a  2n  k  2a  2n  k  1
aa  2a  4 a  2n  k  1
odd
k 
a 2 nk  
a  1a  3a  5 a  2n  k  2
even
k 
424 4  4  5  6  7  8  9 10 1112 13 14 15  aa  1a  2a  2n  k  2a  2n  k  1
aa  2a  4 a  2n  k  2
k even
 
a 2 nk  
a  1a  3a  5 a  2n  k  1
B) Product analysis to determine number of terms
 2 n k 1
a  2 j   2n  k  1 terms
2
a a  2a  4  a  2n  k  1 
 
k odd  2
a 2 nk   j 0
2 n k 3
 2
2n  k  1
a  1a  3a  5 a  2n  k  2   a  2 j   terms
 j 0 2
 2 n k 2
a  2 j   2n  k terms
2
aa  2 a  4  a  2n  k  2  
 
k even  2
a 2 nk   j 0
2 n k 2
 2
2n  k
a  1a  3a  5 a  2n  k  1   a  2 j   terms
 j 0 2
C) Divide through by 2 on each side for solution
odd

k  
a 2 nk  a  a  2  a  4   a  2n  k  1   a  1  a  3  a  5   a  2n  k  2 
 
2 n  k 1 2 n  k 1        
 2  2  2   2   2  2  2   2 
2 2
2 2
a  a  1
a 2nk  2 2 nk     , k  1,3,5, 
 2  2 nk 1  2  2 n k 1
2 2
k even

 
a 2nk  a  a  2  a  4   a  2n  k  2   a  1  a  3  a  5   a  2n  k  2 
 
2 n k 2 2 n k 2         
2 2
2 2  2  2  2   2   2  2  2   2 
 a 1
a 2 nk  2 2 nk  a    , k  0,2,4, 
 2  n k  2  n k
2 2
Page 193
Other Split Series
EVEN ODD
k  0,2,4,6,  k  1,3,5,7, 
 a 1  a 1
a 2 n  2 2 n  a    a 2 n1  2 2 n1  a   
 2 n  2 n  2  n1  2  n
 a   a 1  a   a 1
a 2 n2  2 2 n2     a 2n 3  22n3    
 2  n1  2  n1  2  n  2  2  n 1
 a  1  a 1
a 2 n4  2 2 n4  a    a 2n5  2 2 n5  a   
 2  n 2  2  n 2  2  n 3  2  n  2
 a   a 1  a   a  1
a 2n6  2 2 n6     a 2n7  2 2 n7    
 2  n 3  2  n  3  2  n  4  2  n 3
 a 1  a 1
a 2 n8  2 2n8  a    a 2n9  2 2 n9  a   
 2  n 4  2  n 4  2  n 5  2  n  4
NOTE: sometimes these series ▲ are called “dimidiation formulas” (Weisstein)

 
n 
 
odd n 
NOTE: All can be derived either from a n  by setting individual parameters  to 2n  k or by
even 2 
 
 n  1 
 2 
the generalized (odd/even) forms for a 2 nk
NOTE: Similar forms can be expressed such as 2a 2 nk
m 1
ak  j
NOTE: Generalized by relation derived below, a k  mn  a k m mn    , where divisor is
j 0 m n
integer m, so that, if m =2,
 a  k 1
a 2 nk  a k 22 n  a  k   
 2 n  2 n
 a 1  a  2 
EX. a 2 n1  a 2 2 n    
 2 n  2 n
NOTE: Other split series can be verified by relation a k mn .
NOTE: many other Pochhammer symbol relations given in Integrals & Series, Vol. I, Prudnikov, et al.,
1986, pages 772-773. Proofs/derivations not provided in this useful source.
Page 194
a  m nm n  m 
a n 
 1
m  n  a  n  0,1,2,  ,m  1; m  n  1,2,3, 
Derivation of
a m  a  n 
 mn
A) If n  m, then
a  m nm  a  m  n  m  a  n   a n a   a n by x  n    x n  x 

a  m  a  m  a m a  a m
n 1
a n a a  1a  2 a  3a  n  1  a  k  n 1

  k 0
  a  k 
a m aa  1a  2a  3a  m  1 m 1
 a  k 
k 0
k m
m3
7
a  k 
EX.
a   a   aa  1a  2a  3a  4a  5a  6a  7   
n 8
  a  k 
k 0
7
a  a  aa  1a  2  2
m 3
 a  k  k 0
k 3
B) If m  n, then
1 1 a  n  a n a  a n
    by x  n    x n  x 
a  n mn a  n  m  n  a  m a m a  a m
a  n 
n 1
a n aa  1a  2 a  3 a  n  1  a  k  m 1

1
  k 0

a m aa  1a  2a  3a  m  1 m1
a  k 
 a  k 
k 0
k n
a n a 3 a a  1a  2  a  k  7
1
EX.    k 0

a m a 8 aa  1a  2 a  3a  4 a  5a  6 a  7  7
a  k 
 a  k 
k 0
k 3
n3
1
NOTE: if n  m, a  m 0   1 by inspection
a  m 0
SOURCE: Weisstein
Page 195
a m  n  a m a  m n

Derivation of 
a  
 1n a m a  m  1,2,3,, n; n  1,2,3,
 m  n 1  a  m 
 n
a  m   n a  m n a  m   a a m 

A) a mn    a  m n    a m a  m n
a  a   a  
NOTE: Called “The Addition Formula”
a  n   m
NOTE: Can also obtain a mn  a n a  n m by same process, beginning with a mn 
a 
NOTE: From Pochhammer & Gamma Function relation:
n n 1
x  n   x n x   x   x  n  i    x   x  i , where n is a natural number
i 1 i 0
NOTE: set x  a  m  & a in x  n    x n  x  . Assumed that m  n is integer.
SOURCE: 500 Integrals (Sect. 8.331).
B) From above, a  m m  n  a m a  m n . Set n  n and apply def. of a n to give,
a m  n  a m a  m  n  a m 
n
1

 1 a m by definition of a  given above with noted
n
k 1 a  m  k  1  a  m n n
constraints.
EX. 2 6  4 
 14 26  2  3  4  5  6  7  2  3
1  2  64  7  6 5 4
SOURCE: Prudnikov, et al., p. 772 & 500 Integrals (Sect. 8.331).
Page 196
Derivation of a  k nk 
a n
a k
a  k nk  a  k  n  k   a n a   a n by x  n   x x n

a  k  a k a  a k
SOURCE: Prudnikov, et al., p. 773
Page 197
Derivation of a  k n  k   1
k a n 1  a k a  n  1,2,3,,2k ; k  1,2,3,
1  a  n2 k
a  k nk  a  n  2k  from a n  a  n 

a  k  a 

 1 a  n   1  a  n 2 k by x  n    1n x  with  x  a  n; n  2k num.
2k
a  
 1 
k 1  x n  x  a;n  k denom.
1  a n

 1 a n a 1  a n  1 a n 1  a n
k

k
by  x  n    x  x n
1  a  n 2k a  1  a  n 2k
 a  4
 
EX. For  k  2 , 4  2 5  2  2 3 
 1 4 5 1  4 2 4  5  6  7  8 3 2 
2
  23 4
n  5 1  4  54  8 7  6 5
 
NOTE: Prudnikov text reads “2n” in denominator vs. “2k” in above solution.
SOURCE: Prudnikov, et al., p. 773.

Page 198
 a mn a n a  n m
a  m n  a   a m
 m
Derivation of 
a  m    1m a  1  a   1  a m a n a  m  1,2,3,, n; m  1,2,3,
 n nm m
1  a  m m
a  m  n 
A) By definition, a  m n 
a  m 
Then,
a  m  n  a mn a  a mn  a mn  a a  1a  2a  m  n  2a  m  n  1 ,
 
a  m  a  m  a  m  a m a a  1a  2a  m  2a  m  1
a 
m  n 1
n1  a  k 
or,  a  m  k   k 0
m1
k 0
 a  k 
k 0
EX. 4  2 3 
423
4 5 6  7 8
  6  7 8
4245
 x  n 
SOURCE: 500 Integrals(Sect. 8.331),   x n
 x 
B) Second relation by above,

a  m n  a m  n 
a  m  n  a  n m a  n  a  n m a n a  a n a  n m
  
a m a m a  a m a  a m a  a m
EX. 4  2 3 
43 4  32 
4  5  67 8
 67 8
42 45
C) a  m n 
1  a m a n . From above, a  m   a n a  n m , set m  m and
1  a  m m n
a m
apply def. of a n 
 1
n
to give, a  m n 
a n a  n m  1 a n 1  a m 1  a m a n

m

1  a n a m  1m 1  a  n m 1  a  m m
NOTE: Setting m  m in a  m n , a  m n 
a n  m  a n  m 1  a m   1m a  1  a  by
a  m  1m nm m
relation a  n

Page 199
Derivation of a  mk nk 
a mk  nk
a mk
a  mk  nk 
From definition, a  mk nk  by x  n    x n  x 
a  mk 
From hypothesis, a  mk nk 
a mk  nk which from definition is equal to
a mk
a  mk nk  a  mk  nk   a   a  mk  nk  which matches def. of a  mk nk .
a  mk   a  a  mk 
By direct calculation, a  mk nk 
a mk  nk by relation a  m   a m  n by setting
a mk n
a m
m  mk & n  nk .

Page 200
Derivation of
 1 a nk mk 1  a mk n  m
mk

a  mk nk    1nk 1  a 

mk
nm a  1,2,3, , mk  nk ; mk  nk  1,2,3, 
 1  a mk  nk
a  mk nk 
a mk  nk
, set mk   mk to give,
From above,
a mk
a  mk  nk a nk  mk
a  mk nk   . From this relation is derived the cases of n  m and n  m .
a  mk a  mk
1) For nk  mk  0  n  m ,
a nk  mk a nk  mk   1mk a  1  a  by relation, a    1n

a  mk   1mk 
nk  mk mk n
1  a n
 
 1  a mk 
NOTE: verifies special case of above relation, a  m n if k  1.
2) For nk  mk  0  n  m ,
a nk  mk  a  nk  mk  . By relation, a    1n applied twice,
a  mk a  mk n
1  a n
a nk mk   1 mk  nk

 1   1mk nk mk 1  a mk   1nk 1  a mk
mk
a mk 1  a mk nk 1  a mk 1  a mk nk 1  a mk nk

 1nk 1  a mk
1  a mk nk
Page 201
Derivation of a  mk n  lk 
a n a  n mk  lk
a mk
a  mk n lk  a  n  mk  lk mk lk from definition

a  mk 
a  n a  n mk  lk

a a mk
a a n a  n mk  lk a n a  n mk  lk
  by  x  n    x  x n applied to num. & denom.
a a mk a mk
Page 202
Derivation of a  mk n lk   1
lk a n 1  a mk a  n  1,2,3,, mk  lk ; mk  lk  1,2,3,
1  a  n mk lk
1  a  mk mk  1 1  a  with a  a  mk

n
a  mk nlk   1nlk by a n 
1  a  mk  n  lk  1  a  n 
1  a 1  a mk  x  1  a num.
  1 by  x  n    x  x n with 
n lk
1  a  n mk lk 1  a  n mk lk  x  (1  a  n) denom.
1  a 1  a mk n  x 

  1 by  x  n    1
n lk
with x  1  a denom.
 1n 1  a  1  a  n mk lk 1  x n
1  1  a n
  1
lk a n 1  a 1  a mk   1lk a n 1  a mk simplified
1  a 1  a  n mk lk 1  a  n mk lk

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 a   a 1  a  n 1 n 1
a j
Derivation of a nk  n nk        n 
nk

 n k  n k  n k j 0  n k
Generalization of a n . We demonstrate with a numerical example.

a nk  345  34567 891011121314151617 1819202122
One way to partition this n  k  4  5  20-term series with a  3 is by pairing every 5th (kth) term (repeat this
n  4 times). This is analogous to a 2 n where every other term is paired k  2  and divided by n  2 .
The details:
       4 4 4 4 4
 
   
 3 3 1 3  2 3  3 3  4  3 7 11 15 19   a  0  3 0  
4 4 4 4 4  n k 4 5
 k 1
j 0

3 0
4
 j  k  terms

 k  5 - terms 
4 4 4 4 4   4 4 4 4
4   n k  4 5 j0 4
 4 4 1 4  2 4  3 4  4  4 8 12 16 20  a 1  31  k 1 31  j  k  terms     NOTE: Each line has divisor 4
5
 
345  k  5 - terms
  45 4  n nk
  
 k 1

54 54 154  2 54  3 54  4   54 94 134 174 214   a n 2 k  34 2 5   34 2  j  k  terms 
& total divisors.
 k  5  terms
j 0

 
 
64 64 164  2 64  3 64  4   64 104 144 184 224   a n 3   34 3    34 3  j  k  terms 
k 1
   k 5 j 0

 k  5  terms 
Putting it all together, the 20-term series is summarized as follows. By inspection,
a nk 
3  a   a 1  a  2   a  3   3   4   5   6 
  
45
5 5 5 5             
4444  n  k  n  k  n  k  n  k  4 5  4 5  4 5  4 5
k k k k
n n n n
In general :
a nk  a   a 1  a  n 1 n 1
a j
        
n nk  n k  n k  n  k j 0  n  k
 a   a  1  a  n 1 n 1
a j
a nk  n nk        n 
nk

 n k  n k  n k j 0  n k
NOTE: This approach can be generalized to any set of values a, n, k  by the solution obtained,
n 1
a j
n nk    , where the divisor is n and skip factor is k.
j 0  n k
EXs.
To derive a 2 n from earlier result: Likewise:

n 3 2
a j 3k  a   a  1   a  2 
a j 2k  a   a  1  a 3k  33k  
n 2 1
a 2 k  2  2k
 2      3      
2 k  2 k  2 k j 0  3 k  3 k  3 k  3 k
j 0 
k n
 a   a 1  a  2 
a 2 k
k n
 a 2 n
 a   a 1
2   2n
 a 3k  a 3n  33n      
 2 n  2 n  3 n  3 n  3 n

Page 204
a k a  k mn  a mn a  mn k

Derivation of a k mn  m 1
ak j
a k m mn
  
 j 0  m n
A) a k  mn  a k a  k mn is obtained by above Addition Formula,

a mn  a m a  m n with k  m, n  mn
a  k  a  k  mn 
Check: a k a  k mn   a k mn
a  a  k 
 Further, a  k mn  mn
a  a  mn k or a  a  k   a  a  mn 
a k k mn mn k
a  a 
a  a  n m
by previous result, a  m n  n
 
by setting  m  k  .
a m  n  nm 
 
B) The second product-result is obtained from the term a  k mn by above result,
a nk  n nk   a  j 
n 1
. Set a  a  k , n  m, k  n, nk  mn to obtain
j 0  n k
a  k mn  m mn   a  j  k 
m 1
.
j 0  m n
EX. 2 234   2 14  2 34  15

By relation,
2234   22 312   2  2  j 12  4 7 10 13  5 8 11 14  6 9 12 15 

3
  22 3    
j 0  3 4  3 3 3 3  3 3 3 3  3 3 3 3 
 2 34 15
SOURCE: Prudnikov, et al., p. 772 & Wolfram FACTORIAL2 website, p. 11.

Page 205
 n m1  bk 
m   a  m  n , m  N

 j 0  
Derivation of am  b n   m
 b man b n b  n ma
 b   b ma
 ma
 
 a  am  b 
m1
a jk  
In above relation a k mn  a k m mn    , set  k  0  , to give
j 0  m n  
 n  n 
 m 
am  b n  a 0 m n   am  b  k   m n   a  b  k  .
m 1 m 1
j 0  m n j 0  m n
m m
a  2 
 
 m  3
, am  b n  10 5  10  11  12  13  14
n
NOTE: seems that constraint is integer . Ex., if 
m b4
 
n  5 
 
m 1
 bk
But, by relation am  b n  m n   a  
 , m N ,
j 0 m n
m
am  b n = 2  3  45  105  35  10  4  j

2
 ???
j 0  3 5
3
a  2 
 
 m  2 1
 4 j
However, if          
, am  b n  2  2  4 4  8 4 . By relation, am  b n  2   2 
4

b4 j 0  2 2
 
n  4 
 
8 9 n
 24      8  9  10  11 . This calculation is correct for integer  2.
 2 2  2 2 m
n
If constraint is integer , product form of relation is very limited in application relative to definitional form,
m
am  b n  am  b am  b  1 am  b  n  1 and below relation.
SOURCE: Wolfram FACTORIAL2 website, p. 7
 mk  ma 
am  b n solvable by relation mk  a nk  a mk  nk
 
NOTE: by setting  a  b  to give,
a mk  nk  n 
 
am  b n  b man  b n b  n ma a mn  a n a  n m with a  b; ma  n .
by a  m n  This form
b ma b ma a n a m
also solves correctly the above example, 2  3  4 5  10 5 .
Page 206
 p  1  p n

  n ! n  !  p  kq  n  N ;  p, q   N ; p  q
 

 q  q  q  k 1
Derivation of 
 x  n ! x! x  k   x! x  1  n  N ; x  1,2,3,
n
 
k 1
n
p  p 
  n !   n  1 from relation, x  1  x!
q  q 
p   p    p  p 
Then   n !    1  n     1  1 by relation x  n    x  x n with
q   q   q  q n
p
x  1; n  N .
q
 p   p
  1   ! by definition.
q  q
 p   p  p  p  p   p  q  p  2q  p  3q   p  nq 
  1    1  2   3   1  n  1       
q n  q  q  q  q   q  q  q   q 
n
 p  kq 
 p  q  p  2q  p  3q  p  nq   
k 1
qn qn
p  1  p n
   n ! n  !  p  kq 
q  q  q  k 1
p 
NOTE: to calculate  x  n ! set
p
 x, p  qx in   n ! to obtain
q q 
 x  n !  1n x! qx  kq   1n q n x! x  k 
n n
q k 1 q k 1
NOTE: Pochhammer relation by inspection of definition of  x  n    x n  x 
SOURCE: Wolfram FACTORIAL2 website, p. 7 & 500 Integrals (Sect. 8.331)

Page 207
 p 
  n !  1 n
n qn  p
 ! 
n  N ;  p, q   N  ; p  q 
 q 
 kq  q  p   q 
 k 1

 x! x!
Derivation of x  n !  1 n
n
 n  n  N ; x  0,1,2,3,
  k  x  1  x  1  k 
 k 1 k 1

x  n !  1n x!  x!
 n  N ; x  0,1,2,3,
  x n x  n  1n
p  1  p n
Similar to   n !  n  !  p  kq  .
q  q  q  k 1
p  p 
  n !   1  n 
q  q 
 x   x 
By relation,   x  n    1   1
n n p
with x   1, n  N
1  x n n
 k  x 
k 1
q
p   p
  1 q n  !
p  p  q
  n !   1  n    1 n  
q
  1 n
n n
,
  p 
q  q 
 k    1  kq  q  p 
k 1   q  k 1
 p
q n  !
p  p p  q
where   1  ! by definition. May also reverse signs for formula,   n ! n
.
q  q q 
  p  q  kq 
k 1
NOTE:
1  x n  1  x 2  x 1  x  n  21  x  n  1
n
 1  x 2  x n  x  1n  x    k  x 
k 1
p  x! x!
 x in   n ! provides, x  n !  1
p

n
NOTE: Setting n n
, the first
q 
 k  x  1  x  1  k 
q
k 1 k 1
by x  1  x! and the second by sign reversal of first.
NOTE: Pochhammer relations by inspection of definitions of x  n ,  x n
SOURCE: Wolfram FACTORIAL2 website, p. 7 & 500 Integrals (Sect. 8.331)

Page 208
 p 1  p n
 n  ! n   !  kq  p 
 
n  N ;  p, q   N  ; p  q 
 q  q  q  k 1
Derivation of 
n  x !  x! k  x    x!1  x 
n
  n  n  N ; x  1,2,3,
k 1
 p  p
From definition,  n  !  n  1   and
 q  q
 p  p  p
 n  1     n   n   by relation,  x  1  x x 
 q  q  q
 p  p
1   1  
 p   q n  q 
 n    by relation n  x  
1  x n 1  x  with x  p ,
 q  p nx q
 n  
 q
 p  p
1   1  
 p  p q n  q   p  p
or  n  !  n    1   1  
 q  q  p  q n  q 
 n  
 q
 p  p  p   n  p  n  kq  p  1 n
 kq  p 
p
1    1   2    1   n  1    k     
 q n  q  q  q  k 1  q  k 1  q  q n k 1
 p 1 n
 p 1  p n
  n   !  n  kq  p 1      ! kq  p  by  x   x  1!
q  q n  q  k 1
 q q k 1 
EXs.
 1
  !
 1 3  2 1
1  !     2k  1   since   1 !  1   
 2 2 2 k 1 2  2 2
 1
  !
 1 5 2 2
 2  !   2  2k  1  1  3    1 ! 1   1  3  by n  x !
 2 2 2 k 1 4 2  2 2 4
 1  1  13(5)2n  1 
 n  !  n   
 2  2 2n
 p n
in  n  ! provides n  x !   x! k  x , x  1,2,3
p p
NOTE: Setting x  & q 
q x  q k 1
NOTE: Pochhammer relation  x!1  x n by inspection of definition of n  x   1  x n 1 1  x 

 p  p  csc x 
NOTE:    ! best solved as 1   . Wolfram (p. 11) provides  x ! for non-integer
 q   q x  1!
x , a relation which will be derived in a later edition.
NOTE: Relation not included in Wolfram’s FACTORIAL2 document.
SOURCE: 500 Integrals (Sect. 8.331).
Page 209
Derivation of
d
x n  x n  x  n    x  x  0,n  x  0
dx
 x  n 
One approach is to use relation x n  . Differentiate
d
x n  d  x  n   .
 x  dx dx  x  
The derivative of the ratio of two differentiable functions f  x  & g x  is given by the rule in Bers,
(Theorem 1, basic rules for differentiation, p. 165, Vol. 1),
d  f  gf   fg 
  ,
dx  g  g2
so that,
 x   x  n    x  n   x 
d d
d
x n  d  x  n    dx dx .
dx dx   x   x  2

The gamma function for real variables is defined as  x   t x1e t dt , x  0 , and the derivative of

0
x  is given by Leibnitz’s Rule for differentiating integrals,
d  x 
  

 x   t e dt   e  x1ln t e t dt   t x1e t ln tdt   x   x  ,
d x1 t
dx 
dx 0 0
x 0
where  x  is the Psi (or digamma) function; see Gradshteyn & Rhyzik, Section 8.36.
Following Whittaker (The Gamma Function, Sect. 103, pp. 185-6)1 we derive this result in detail.
First, derive ln t in a unique way. It is seen that, by change of variable, x  zt , dx  tdz ,

1
  e tz dz
t 0
Then, obtain ln t from definition,
t
1
1 t
t
dt  ln t  ln t  ln 1  ln t
1

1
Substituting   e tz dz into this integral, combining expressions, and re-arranging the limits of the double
t 0
integral,
   tz 
t
  tz 
 t 
 e tz t  t  
 e  z  e tz 
ln t     e dz dt     e dt dz    
      dz    dz
10  01  0
z t  1  0
z 
This is the expression to use for ln t. Now, substituting integral for ln t into the derivative  x  expression,
d x     e  z  e tz    t x1e t e  z  t x1e  1 z  t

 

  x    t x1e t    dz  dt     dtdz
0    0 0 
dx 0
z z
Separating the terms, integrating with respect to t and treating z as constant,
1
I used the 1902 online Internet edition.
Page 210
 x 
 
 x 1 1 z t
 z  
x 
  1 z x
   
 t e e
  x 1 t  z
 
 1 x1 1 z t 
 x     
t e e
dt   dt dz   
z 0
  t e dt   t e
x 1 t
dt dz
00
z z  z0
0 0
 
 
1  x  

 ez
    x   dz ,
x 
0
z z 1  z  

where t e dt   x  from definition, and the second term is derived by change of variable:
x 1 t
 x 

s  1  z t ; ds  1  z dt ; t  , and use definition of x  to obtain,  t x 1e  1 z t dt 
s
1 z 0 1  z x
Factor x  and simplify,
x 
  

 1  dz
 x    x   e  z     x  x , x  0.
0 1  z x  z
This completes the derivation.
The integral in the last step is the integral representation of the Psi Function,   x  , Formula 8.361.2 in
Gradshteyn & Rhyzik.
d x  n 
Repeating this entire process for  x  n  will show the final result to be:
dx
x n
 
d x  n 
 
 1  dz
  x  n    t x  n 1e  t ln tdt   x  n   e  z     x  n   x  n , x  n  0.
xn 
dx 0 0  1  z   z
This gives the solution for

d
x n :
dx
d
x n  d  x  n    x x  n  x  n  2x  n x  x 
dx dx   x   x 
 x  n   x  n    x  n   x   x  n   x  n   x  n   x 
  
 x   x   x 
  x n   x  n     x 
SOURCE: Wolfram FACTORIAL2 website, p. 15 & Whittaker, 1902 (Sect. 103) & 500 Integrals (Math.
Summary) & Gradshteyn & Rhyzik (Sect 8.36).
NOTE: The solution presented is based on one (of many) integral representations of the Psi Function; see
Gradshteyn & Rhyzik, Section 8.36. Verify calculus work at website, http://www.quickmath.com/
Page 211
d
 dn x n  x n  x  n  n  x  0
Derivation of 
 d x! x!  x  1 x  1  0
 dx
From definition, x n  x  n  , and d

x n  d  x  n  
 x  dn dn   x  
Derivation of
d
x n is similar to d x n but x  is now treated as a constant term. The derivative
dn dx
d
x n is performed as in
d
x n . Focusing only on the numerator of d x n  d  x  n   ,
dn dx dn dn   x  
d x  n  d x  n 1  t
  

  t e dt   e x  n 1 ln t e  t dt   t x  n 1e  t ln tdt . Repeating the steps above in
dn dn 0 0
n 0
d
x n shows that,
dx
  x n 
 
d x  n 
 
 1  dz
  t xn1e t ln tdt   x  n   e  z     x  n   x  n , x  n  0.
x n 
dn 0 0 1  z   z
Thus,
d
x n  d  x  n    1 d x  n   x  n  x  n   x n  x  n  .
dn dn   x    x  dn  x 
d x  n  d x  n  d
NOTE: Notice that  . The derivative of the common factorial, x! , is easily
dn dx dx
done. Since x!  x  1, x!  x  1  x!  x  1, x  1  0, by relation,
d d
dx dx
d  x  n 
  x  n   x  n  with n  1.
dn
1
NOTE:   x  1    x   . See Gradshteyn and Rhyzik Sect. 8.36. Use relation,
x
 x  1  x x    x   xx  .
d d
dx dx
x! is x  1. It is legitimate to calculate values of  x! 1  x  0 
d
NOTE: The restriction on  x! for
dx
by relation  x!  1  x , such as,
1 1 1  1 2
 !       !  1     , etc.
2 2 3  3 3
But integer values outside this range are not legitimate such as  2! because  2!   1 which is not
defined for the complete gamma function.
SOURCE: Wolfram FACTORIAL2 website, p. 15 & 500 Integrals (Math. Summary).

Page 212
 1
 a  1 a  1n 1


a a  1
n 1


 a
 a  1n
a  n

Derivation of a n = 
a  n 1
 a  1n
 a 1


 1 a 
 a  n n 1


a  n  1a n 1
 Justified from general relations (Prudnikov, p. 772):

 a  n  1  a 
a n  a a  1a  2 a  n  1   (1) n
 a  1  a  n 
 The easiest solutions by expansion of product a n
a n  1 a  1n 1 from expansion of a n with a  a  1, n  n  1

a 1
1
a  1n 1  a  1a a  1a  2a  n  1  a n
a 1 a 1
a a  1n 1 from expansion a a  1n 1  a a  1a  2a  n  1

 a 1n 1
NOTE: This relation used above for  a n
a n  a a  1n is similar to above by expansion of a n

an
a n  a  n  1 a  1n is similar to above by expansion of a n

a 1
1
a n  a n 1 is similar to above by expansion of a n
an
a n  a  n  1a n1 is similar to above by expansion of a n
NOTE: many other such identities can be identified from formulas presented earlier.
SOURCE: Wolfram FACTORIAL2 website, p. 13 & 500 Integrals.

Page 213
 1
 1 1  a  n  Z ;1  a  1,2,3, , n
n
 n
Derivation of a n =  1
 a  m  a  m nm a  m  0 ,1,2 , ,m-1
 m


a m a  m nm
 Justified from earlier relations by substitution, or

 May also be reduced by direct calculation from derived inter-relationships of Pochhammer–gamma
function
a n   1n 1
. By def. of a n 
 1 ,
n
1  a  n 1  a n
 1 1 
n  1 n
 a n
1  a  n  1  1  1  a n
n
a n  1
a  mn  m  a  m  n  m  a  m  a  n   a n by a n  a  n 
a  mm a  m  m   a  m  a  a 
a  n 
a n  a m a  m n  m  a  m  a  m  n  m   a n by a n 
a  a  m  a 
NOTE: many other such identities can be identified from formulas presented earlier.
SOURCE: Wolfram FACTORIAL2 website, p. 15 & 500 Integrals.

Page 214
Double Factorials: Selected Proofs and Notes

₪
Francis J. O’Brien, Jr.1
Newport, RI USA
Nov. 20, 2009 ©2009
Table of Contents
Introduction and Notation…………………………………………………................................... 2
1.0 Definitions………………………………………….…….………………………………….. 3
1.1 Examples…………………………………………………………………………….…... 3
2.0 Elementary Results……………………………...................................................................... 4
2.1 Positive Even Integers………………………………………………………….………... 4
2.1.1 Derivation……………………………………………………………….………… 5
2.2 Positive Odd Integers……………………………...….……………………..……..……. 6
2.2.1 Derivation…………………….…………………………………………………… 6
2.3 Partial Double Factorials………………………………………………………………… 8
2.4 Negative Odd Integers…………………………………………...……………………… 11
2.5 Fractional Double Factorials…………………………………………………………….. 12
2.6 Sums, Products, Rational Functions and Numbers……………………………………… 18
2.7 Miscellaneous Calculations……………………………….……....................................... 18
2.7.1 Fractional Factorials and Gamma Function ………………………………………. 18
2.7.2 Derivative of x!! ……………...………………………............................................ 23
3.0 Applications………………………………………………………………………………….. 24
4.0 Summary…………………………………………………….……………………………….. 25
References………………………………………………………………………………………... 31
Appendix………………………………………………………………........................................ 34
List of Figures
Figure 1 Plots of Double Factorial Function and Gamma Function………………………… 3
List of Tables
Table 1 Examples of Common Positive Integer Double Factorial Expressions…………….. 7
Table 2 Other Forms for n!! ………………………………………………………………... 14
Table 3 Example of Writing Factorial Backwards ………………………………………….. 22
Table 4 Summary of Generalized Functional Relations for Double Factorial Expressions.... 26
1
I thank Aimee Ross for assistance in carrying out some of the calculations. Ms. Ross is an undergraduate at the
University of Massachusetts (Dartmouth), Department of Mathematics, and a Student Intern at Naval Undersea Warfare
Center, Newport, RI.
Page 215
Introduction
Double factorials—especially for integers—are used widely in the disciplines of

mathematics, pure & applied science, and engineering. The referenced double factorial formulas are
selected from the listing in the Wolfram Internet website,
http://functions.wolfram.com/GammaBetaErf/Factorial2/08/0002/. The Wolfram compendium
provides an historical overview and interrelates the factorial, double factorial, Pochhammer symbol,
binomial and multinomial coefficients. Here we propose new formulas.
The gamma function,  x  , plays a prominent role in double factorial calculations. Artin’s
brief book is the classic introduction to the complete gamma function (for real variables).
Gradshteyn & Ryzhik is a standard reference work. Whittaker is good for derivations; the 1902
edition by Whittaker is available online through Google Books. Other sources are listed in
References. A brief online summary is available at http://www.docstoc.com/docs/3507375/500-
Integrals-of-Elementary-and-Special-Functions.
The derivations are elementary with many details for the benefit of students. Additional
material will be added as it becomes available. I would appreciate receiving any reports of errors.
Standards and Technology, “Guide to Available Mathematical Software,” at
http://gams.nist.gov/.
Notation
 arg is argument of a function

 cos is cosine function
 csc is cosecant function
  x  is the (complete) gamma function
p  p
 int. means integer part of mixed fraction, , p  q ; int    0, p  q.
q q
 ln is natural logarithmic function
 n, x, z are variables, either integer or non-integer
 n  N means all natural numbers, n  0,1,2,3,
 n  N  means all positive natural numbers, n  1,2,3,
the number,   3.141592636 
  is 
the number in radians,   180 (degrees)

n n
 Product operator, 
k m
f (k )  f (m) f (m  1)  f (n). If n  m, we define  f(k)  1
k m
   x  is the Psi function (Gradsteyn & Rhyzik, Section 8.36)

 Re means real variable
 sin is sine function
 x! is factorial function
 x!! is double factorial function
 x!!! is triple factorial function
© Francis J. O’Brien, Jr. <> 1/21/2015

Created on 1/23/2009 8:38:00
Page 216
1.0 Definitions, Positive Integers 1.1 Examples
2  4  6  n  4 (n  2)n for n  0, even 2n  1!! 1  3  5 2n  3(2n  1)(2n  1) for n  0
 2n  1!! 1  3  5 2n  5(2n  3)(2n  1) for n  1
n!! 1  3  5 n  4 (n  2)n for n  0, odd
1
 for n  0,1 2n !! 2  4  6 2n  4(2n  2)(2n) for n  0
2n  2!! 2  4  6 (2n  2)(2n)2n  2 for n  0
Note that, by definition, 0!! 1!! 1
NOTE: Partial product series and negative integers defined in Sects. 2.3 & 2.4.
NOTE: a double factorial for integers skips by 2 only. A factorial that skips by three is called a triple factorial
as in (3n)!!! for integer n. See Wikipedia article, http://en.wikipedia.org/wiki/Factorial for other definitions.
Background and all basic formulas can be found at Wolfram Functions website:
 http://functions.wolfram.com/GammaBetaErf/Factorial2/08/0002/
 COMMENT: A definition for “partial double factorial” series for products such as 6  8  10 n or
7  9  11 n is considered in Sect. 2.3.
NOTE: a plot of the double factorial function and gamma function ▼generated by
http://www.quickmath.com/. It is apparent that negative double factorial  x!! is not defined for even negative
p
integers while negative odd integers, all positive integers and positive/negative fractions  !!, p  q, can be
q
calculated. Representative double factorial values are displayed in table following Fig. 1.
Figure 1. Plots of Double Factorial Function and Gamma Function

(Real Variables)

Created on 1/23/2009 8:38:00
Page 217
DOUBLE + —
FACTORIAL
(ABS. VALUE)
0 1 1
0.5 0.962828 0.920442
1.0 1 1
1.5 1.38066 1.92566
2 2 UNDEFINED
2.5 2.40707 -1.84088
3 3 -1
3.5 4.83232 -1.28377
4 8 UNDEFINED
4.5 10.8318 0 .736353
5 15 0.333333
5.5 26.5778 0 .366792
6 48 UNDEFINED
6.5 70.4068 -0.163634
7 105 -0.0666666
7.5 199.333 -0.0666894
8 384 UNDEFINED
8.5 8598.458 0.0251745
9 945 0.009523
9.5 1893.67 0.00889191
10 3840 UNDEFINED
10.5 6283.81 -0.0029617
NOTE: calculated at http://www.quickmath.com/

Reading the Table: 2.5!! = 2.40707;  2.5!! 1.84088
2.0 Elementary Results
2.1 Positive Even Integers
The double factorial of a linear function, an  b, that produces a product of

form 2  4  6    an  b  2 an  b  , is given by:
an  b
 an  b  (1)
an  b !! 2  2
!
 2 
a  0,1,2; b  0,2,4,6,...; an  b  0
 an  b 
NOTE:  ! is the ordinary factorial, written as,
 2 
 an  b   an  b  an  b  an  b   an  b  an  b
 !     1  2   k  where k  is determined as
 2   2  2  2   2  2
provided below in Section 2.6.
NOTE: an  b !!, an  b  0, must produce a product of even-integers with a “skip” factor of 2; e.g.,
n  1!! can produce either a product of even or odd values; above formula only works for a product of the
form 2  4  6    (an  b  2)(an  b), an  b  0. The trivial cases of  1!!  0!!  1 are understood.

Created on 1/23/2009 8:38:00
Page 218
NOTE: even integer forms that are subsets of (1) are given in Sect. 2.3
2.1.1 Derivation
Any double factorial of form 2  4  6    an  b  2 an  b  can be defined in product notation as:
an  b an  b
an  b an  b an  b
2 2
 an  b   an  b 
(an  b)!!  2k   2
k 1
2
 k   2
k 1
2
1  2  3   
 2 
2 2

 2 
!
NOTE: the product upper-limit is determined by setting 2k to last term in the product an  b  and
an  b
solving for k, so that, 2k  an  b  k 
2
as upper limit of . The lower limit is obviously 1 from
the definition in Sect. 1.0.

n
n
2 n
Example: n!!  2  4  6    n   2k  2
k 1
2
 ! for n even. Apply (1) setting a  1, b  0, n  n.
2
n 3
 n  3
Ex. If n is odd, n  3!! 2  2
! so that if n = 7, n  3!! 10!! 2  4  6  8  10  2 5!
5
 2 
n
n
Ex. 8!!  2  4  6  8 by definition , and by derived relation, 8!!  2 2  !  2 4!  2 1  2  3  4 .
4 4
2
Apply (1) setting a  1, b  0, n  8.
 Notice how each 2 in 24  2  2  2  2 distributes itself to each term of 4! , doubling each.
n n
Ex. Apply (1) with a  b  2 to get 2n  2 !!  2k  2  2 n1  k  1 2 n1 n  1! . Note that k
k 0 k 0
must begin at 0 and the number of product terms is n  0  1  n  1 obtained by taking, upper limit – lower
limit +1.
12
 12 
Ex. 25  2!! 12!! 2  4  6  8  10  12  2  2
! 2 1  2  3  4  5  6   2  4  6  8  10  12
6
2
1 
NOTE:  n  1!! , n even, is ambiguous since either an even or odd double factorial arises depending on
2 
the specific value of n.
NOTE: Double factorials for negative even integers  2,4,6,..., are not defined in standard textbooks or
are labeled “complex infinity” in computer programs. Compare Fig. 1. However, there is no reason why Eq.
(1) cannot be modified to read
an  b
an  b
2 an  b
 an  b 
 an  b !!   2k    1 2 2 2
 ! (1a)
k 1  2 
for the product term  2  4 (6)(8) an  b  2  an  b . The factored  1 term assigns the
proper sign;
Ex.  2!! 2;4!! 8;  8!!  1 2 4 4!  2 4 1  2  3  4   2 4 (6)(8)  384.
4
No rules of mathematics have been violated. More on this issue in Sect. 2.4.

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2.2 Positive Odd Integers
The double factorial of a linear function, an  b, that produces a product of the

form 1  3  5    an  b  2 an  b  , is hypothesized to be either:
an  b !! an  b  1! an  b !! an  b !

an  b 1 an  b 1
 an  b  1   an  b  1 
2  2
! 2  ! 2 (2)
 2   2 

a  0,1,2; b  0,1,3,5,...; an  b  0. a  0,1,2; b  0,1,3,5,...; an  b  0.
(i) (ii)
2.2.1 Derivation of Equation (2i)

last term - odd



an  b !! 1  3  5    an  b , ( an  b )  0
an  b !!
 b  1 terms
               an 
                 
next to last term - even
  last term - odd next term
 - even

 2 
1 
 4   6   8  an  b  1    an  b  1
 an  b  
3 5 7    
 2 1  22  23 24 2 an  b  1 2 an  b  1
         2          2  
an  b  1
terms
2
1  2  3  4  5  6  7  8   an  b   an  b  1 an  b  1!

  an  b  1
an  b  1

2 2 1  2  3  4   
an  b  1  2 2 
 an  b  1  (2i)
 !
 2   2 
NOTE: two things were done to obtain equation (2i). In the product 1  3  5    (an  b) , include
intermediate even-value unitary terms which cancel in numerator and denominator and (b) add an extra even-
value term after the last an+b odd-valued term. Equation (2ii) is obtained by algebraic reduction, or creating
the expansion of terms by not adding an extra even-term. Reduction is evident by manipulating (2i):
an  b !!  an  b  1! 

an  b  1(an  b)! 
an  b ! (2ii)
an b 1 an b 1 an b 1
 an  b  1   an  b  1  an  b  1   an  b  1 
2 2
 ! 2 2
   1! 2 2
 !
 2   2  2   2 
Either Equation (2i) or (2ii) will provide the desired result in reduced form (see Table 1 with examples,
below)
NOTE: an  b !!, an  b  0, must produce the product of odd-integers with skip factor of 2; e.g.,
n  1!! can produce either a product of even or odd values; above formula only works for a product of form
1  3  5   an  b  2 an  b ; an  b   0. The trivial cases of  1!! 0!! 1 are understood.
Example: 7!! 1 
2
3
4
5
6
7
8

n  1! 
n!

7!
 1  3  5  7.
n 1 n 1
2 1 22 23 24  n 1  n 1 2 3 3!
2 2
 ! 2 2
 !
 2   2 

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In Eq. (2), set a  0, b  7.
Ex. 2n  1!!

2n! by setting a  2, b  1 in Eq. (2i). If n =4, 7!! results, as above.
2 n n!
n!
Ex. n  1!!  by setting a  1, b  1 in Eq. (2i).
n
n
2 2  !
2
Table 1. Examples of Common Positive Integer Double Factorial Expressions

Form 2  4  6   n Form 1  3  5   n
0! 1!! 0!! 1 0! 1!! 0!! 1
an b
 an  b  an  b !!  an  b  1!
an  b !!  2  2
!, (an  b)  0 an b 1
 2   an  b  1 

2 2
!
a  0,1,2; b  0,2,4,6,...  2 
 anb1
an  b ! , (an  b)  0
 an  b  1 
2 2
 !
 2 
a  0,1,2; b  0,1,3,5,...
n
n n!! n 1
n  1!  n!
, n0
n!!  2 2  ! n0 n 1
2 2 
n 1 2 
n 1
2  ! 2  !
 2   2 
n  1!! n2n  2!  nn  1! , n  1
n 1
 n  1
n  1!!  2 2  !, n  1
 2  n 2 n
2 2  ! 2 2  !
 2  2
n  1!! n2n  1!  n n! , n  1
n 1
 n 1
n  1!!  2 2  !, n  1
 2  n2 n
2 2  ! 2 2  !
 2  2
n  2!! n3n  3!  n1n  2! , n  2
n2
n  2
n  2!!  2 2
 !, n  2
 2   n  3  n 1
2 2  ! 2 2  !
 2   2 
n  2!! n3n  2!  n1n  1! , n  2
n2
n2
n  2!!  2 2
 !, n  2
 2   n 3  n 1
2 2  ! 2 2  !
 2   2 
2n !! 2n n!, n0 —
2n  1!! n21n  2!  2nn 1! , n   1

—
2 n  1! 2 n! 2
2n  1!! n21n  1!  2nn ! , n  1

—
2 n  1! 2 n! 2
2n  2!! 2n 1 n  1!, n  1 —

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NOTE: interesting relationships between single (ordinary) factorials and double factorials can be observed in
this table; e.g., if n  0 and n is even or odd, then n! n!!n  1!! . Substitute values from the table to verify.
It can be generalized by Eqs. 1 & 2 so that, for example, if n is even,
2n! 2n!!2n  1!! 2 n n! 2nn!, and if n is even,2n  2! 2n  2!!2n  1!! 2 n1 n  1! n21n  2! .
 
 2 n!  2 n  1!
In general, for n odd or even, an  b ! an  b !!an  b  1!!
Other transformations and identities can be derived such as:
 n  2 !!  n  2 n!!
 n  2!! n!!
n
 n!!
n  2 !!
n2
 n!! nn  2!!
n
n
NOTE: for product 2  4  6   , once n!! 2 2  ! is derived, remaining expressions can be determined by
2
setting n to the new expression and substituting; e.g., for odd n in n  1!!, set n  n  1 in n!! As such, if
n n
n
n is even,  !!  2 4  ! Same applies to product 1  3  5   with respect to n!!
2 4
NOTE: Table 1 formulas can be expressed in gamma function notation by relation, n!  n  1, Sect. 2.7.
2.3 Partial Double Factorials
A positive integer double factorial series such as an  b !! 2n  8!! or n  8!! or 2n  5!! does
not always follow the standard definition of n!!  2  4    n or 1  3    n in Sect. 1.0. For example
2n  8!! has the form 8  10  12    2n  8 for n  0. These forms are subsets of standard double
factorials and are called “partial double factorials”. They take the form
an  b !! bb  2b  4 an  b  2an  b  . For example,
2n  6!! 6  8  10   2n  6 if n  0 vs. 2  4  6   2n  6 for n  2.
COMMENT: The motivation for partial double factorials is that, typically, in practice, a double factorial
series does not begin at n  0.
Partial double factorials can be computed in the following manner.
For positive even integers, set an  b !!  bb  2 b  4  an  b  which can be defined in product
notation as,
an
2
an  b !!  2k  b  a  1,2; b  3
k 0
where the product-limits for k are computed by setting
 Lower limit to 2k  b  b
 Upper limit to 2k  b  an  b
Calculations show that this relation can be reduced to,

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an b
 an  b  an b
2 2
 !
an  b !!  2   2 2 b!  an  b ! a  1,2; b  2
b  2!! b  2!! b  2!!
NOTE: The calculated form of the formula is essentially Eq. (1) for standard double factorials adjusted for
the “missing” front-end terms of the “full” d. factorial model.
For example, 2n  8!! for n  0 to 4, b  8 is,
2  4  6  8 10 12 14 16
8 10 12 14 16 
246
NOTE: if b  1 or 2 , partial d.f. formulas reduce to the standard from in Eq. (1) since  1!! 0!! 1.
In the case of subtractive even integer forms, the same approach for an  b !!  bb  2 b  4  an  b 
provides,
an
an  b !!  2k  b   an  b !!

2
a  1,2; b  2
k b b  2!!
For positive odd factorials with b  2 , we recommend adjusting Eq. (2i) & (2ii) for the “missing” front-end
terms of the “full” d. factorial model. The calculations result in the p.d. factorial forms,
an  b !! an  b  1!  b  2 !!

an  b !!
an  b 1
 an  b  1  b  2!!
2 2
 !
 2 
or
an  b !!  an  b !  b  2 !!

an  b !! , (a  1,2; b  3)
an  b 1
 an  b  1  b  2!!
2 2
 !
 2 
NOTE: if b  1 or 2 , partial d.f. formulas reduce to standard from in Eqs. (2i, 2ii).
Examples

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246
8 10 12    2n  8  2n  8!!
n
2n  8!!  2k  8  8 10 12    2n  8 
k 0 246 b  2!!
n
2n  8!!  2k  8  8 10 12    2n  8  2  4  6 8 10 12    2n  8  2n  8!!
2
k 8 246 b  2!!
n
2
4  6  8  n  4  n  4!!
2
n  4!!  2k  4  4  6  8    n  4 
k 0 2 b  2!!
n
n  9!!  2k  9  9 1113    n  9  1 3  5  7 9 11 13  n  9  n  9!!

2
k 9 1 3  5  7 b  2!!
NOTE: If this process is applied to standard forms in Table 1 b  2  it is seen that they can be computed
from the method of special case partial double factorials.
Examples
n
2n  2!!  2k  2  2n 1 n  1! 2  4  6    n b  2
k 0
n
2n  1!!  2k  1  1  3  5    n b  1
k 1
n!! & 2n !! cannot be computed as a partial d. factorial since b  0.
Thus, the partial double factorial for integers is of use when b  2 in an  b !! , and one desires to express a
double factorial series in a compact formula.
Ex. What p.d. factorial formula expresses the 5-term series of experimental data,
an  b !! 6  8  10  12  14 ? One solution is:
4 4
 2k  6  25  k  3 which can be adjusted by Eq. (1)

k 0 k 0
to give,
4
(n  3)! 2 7
 2k  6  2
k 0
n 3

(6  2)!! 4!!
7! , derived from the form 2n  6 !! with n  4.
A second solution,
10 10
 2k  6  2 5  k  3 will also produces the series derived by adjusting the limits in accordance with
k 6 k 6
bb  2 b  4 14 .
A third solution is the simplest:

an  b !!  2  4 6  8 10 12 14
(b  2)!! 2  4
Likewise, the 6-term partial series an  b !! 11  13  15  17  19  21 can be evaluated as,
5 n 5 2 n  11! 21! 21!!
 2 k  1  n 5  b  2!! 10  9!! .
k 0 2 n  5 2 10! 9!!

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2.4 Negative Odd Integers
One scholar who described the negative integer double factorial (such as  7!! ) was the physicist Sir
Franz Arthur Friedrich Schuster. We found an old article on Google Books titled, “On Some Definite
Integrals, and a New Method of Reducing a Function of Spherical Co-Ordinates to a Series of Spherical
Harmonics” published in Proceedings of the Royal Society of London, 1903, Volume LXXI, pp. 97-101. On
page 99, Schuster provides a definition of the double factorial for negative odd integers:
n 1
 1
2
n!! , n  1,3,5, ; n  2,4,6,  ,

 n  2!!
where n is negative throughout.
For example,
 1!! 1 by definition
 3 1
 3!!
 1 2
 1.
 (3)  2!!
1
 5!!
1 3
1
 7!!  .
1 3  5
Note the  oscillating values which Figure 1 shows.
COMMENT: It seems more intuitively clear to restate this definition by setting n   n . We can also state
Schuster’s form in terms of factorials (n odd) and gamma functions, noting n  1!  ( n), and calculating
n  2!! from Table 1:
1 n n 1 1 n n 1
 1 2  n  1 !  1  n 1
2 2

1 n
2
2 2

 1 
2
 n!!  2    2  , n  1,3,5,; n  2,4,6,  (3)

n  2!! (n  1)!  ( n)
1n
COMMENT: The numerator  1

2
can be replaced by the following cosecant term which only gives  1,
 n   n
csc ,   , 2 , 4 ,
 2  2
17
For example, in this framework,  7!!  

 1 2   13 23 4   1 , as above.
7  2!! 7  1 3  5
Note that double factorials are not defined for negative even integers in standard practice—see Figure 1.
COMMENT: Some take  2n  1!! for n = 0, 1, …, as the definition of odd-integer negative double
factorials (CRC Concise Encyclopedia of Mathematics) but it seems that Schuster’s is just as workable, and
primary. Linear forms for negative double factorials can be constructed, such as  2n  1!!, by setting the
values to the definition. To show this, if  2n  1!! is substituted into Eq. (3),
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 2n  1!!  1n 
 1n 
 1n 2 n n!
2n  1  2 !! 2n  1!! 2n !
by Table 1 substitution for 2n  1!!.
Likewise,  2n  1!! 2n  1!!

 1n where 2n  3!! can be simplfied by Eq. (2) or by partial
2n  3!!
double factorial form.
NOTE: For a general expression set n  an  b in (3) as indicated below, Table 4.
NOTE: partial double factorials for negative odd-integer linear combinations can be solved in the same
manner as for positive integer double factorials by adjusting for the “missing terms” by b  2 !! in Eq. (3).
1 2 n 7
Ex.  2n  7 !!

 1 2 by (3). If 2n  5!! is solved from Table 1 form,
2n  5!!
2n  5!! 2n n  5! so that if n  4, 2n  5!! 13 !
 13!! giving  2n  7 !!
 1!
. This is not the
2 6!
6
13!!
2 n  2 !
2
correct answer. The correct solution is obtained by noting that for n  0, 2n  5!! 5  7  9 11 13 is a
double factorial partial series, so that
1 1
 2n  7 !!  .
13!! 5  7  9 11 13
3!!
Thus, in general, if b  3, the partial double factorial for negative odd integers is preferably calculated by,
 an  b  
csc 
1 an b
 an  b !! 
 1 
2  2 
an  b  2!!b  2!! an  b  2!!b  2!!
2.5 Fractional Double Factorials
1  5 
Negative rational numbers or fractions such as z!!  !! or  !! and complex arguments are
2  2 
generated by the relation:
1
1 cos  z 
 2 4  z
z
z!!   2  1  
2
   2 (P)
z
where cosine arg  is in radians (  180) & 1   0,1,2,3,
2
NOTE: This is Formula no. 06.02.02.0001 which resides on the Mathematica Functions website,
http://functions.wolfram.com/introductions/PDF/Factorial2.pdf. A communication on 6 Feb 09 from
Mathematica by one of the formula originators (Dr. Oleg Marichev) indicated that there is no open literature
documentation of the function. This required us to verify the properties of (P), shown below.

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NOTE: The constraint for the gamma function argument in (P) disallows negative even integers, so that, for
example, if z  4,  1 is not defined. In general, if z  2k , k  1,2,3,, then
 z
1    1  k   0,  1,  3,, all of which violate the accepted definition of the gamma
 2
function for real variables,  x , x  0.
COMMENT; As stated above, there is no reason why a double factorial of form

 2 4  6  cannot be allowed in an engineering or scientific calculation. But its value cannot be
computed by Eq. (P).
COMMENT: This formula is labeled P because it is the “primary formula” that calculates double
factorials for real or complex, integer or non integer arguments (except even negative integers). To show this
visually, the values for  8  x  8 were calculated by Eq. (P) at http://www.quickmath.com/. The following
printout shows the results:
Formula: y=(2/pi)^((1/4)*[1-cos(pi*x)])*2^(x/2)*Gamma(1+x/2)
Results:
Comparing this to Figure 1 shows what appears to be exact same curves. Figure 1 was computed from
input, y  x!! . The Appendix supports this by showing simultaneous overlay of the Mathematica
function x!! plotted with Eq. (P). The curves are indistinguishable.
NOTE: (P) can also be written in three other equivalent forms which are useful for derivations:

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 1
cos z 1 z
 
   4  z
2 2 1  
 2   2
 z 1 1
  1 cos  z  4 cos  z 1  z
z!! 2 2 4  1  
  2
  cos  z 
z 1 1 1
cos  z 1  z
2 2 4 4
4 1  
  2

NOTE: many other variants are possible when the cosine and gamma terms are converted to alternative trig.
& factorial forms. Table 2 shows one derived set of variant forms of n!! & n!! Gamma functions are
covered in Sect. 2.7.1.
Table 2. Other Forms for n!!
1
1 cos  n 
 2 4  n
n
n
n!!   2 2  1  , where cosine arg  is in radians (  180) & 1   0,1,2,3,
   2 2
Definitions:
 n n n  n n  n
1) 1      &  1         
 2 2 2  2 2  2
 n n nn   n n  n  n 
2) 1      !    1 ! & 1     !       1!
 2 2 22   2 2  2  2 
1 - cos A
3)  sin 2
A
from half - angle formula 
2 2
A A  A 
4) sin 2  1  cos 2   cos 2  1
2 2  2 
A A
sin 2 cos 2
5) 2  2  1 by 4) 
2 2 2
 n   n   n   n  n  n  from Euler Relection Formula,
6) 1   1     !  !  csc   
 2  2 2  2 2  2    x  1  x    cscn  
n!! COMMENT
(A) 1
1 cos  n  by 1)
2 n n
n
4
  2  
2 Other
  2 2 variants
(B) 1 by 1 &2) possible
1 cos  n  n2
 2 4 n  for
  2 2
  1! gamma
  2 
n
term
(C) sin 2 by 3)
2
2 n 
n
2
  2    1
2
  2 

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(D) n by 4 &5)
cos 2
2 1
  2 n 
n
2 2
    2   1
2
2   2 
(E) cos 2
n
n  n  by 6) unsimplified
2 1 csc 
  2 2 2
n
2 2
 2 
    2
2    n
1  
 
 2
n
  !
2
(F)  n 
cos 2  
from D) & 6)
   n 
 n !!n!! n  , Re n  2,4,6,
 2  noting
csc
2  2  cos A  cos( A)
(G)  n 
cos 2   from  n !!n!! &
1    n 
 n !! , Re n  2,4,6,
 2 
  csc n 1
n  2!!  2   2  
n!! n  2 !!
NOTE: The integer or non-integer value of  n!! has been derived from (P) and is represented as:
 n 
cos 2  
1    n 
, Re n  2,4,6,
 2 
 n!!   csc
n  2!!  2   2 
COMMENT: Solve first the product  n!!n!! and use identities & transformations—
1  cosn   n  1
cosn   cos n , ,  n!n! n cscn  &
n
 sin 2   . The
2  2  n!! (n  2)!!
relation  n!n! n cscn  is derived from the classical Euler reflection
formula, n 1  n    cscn  , so that
n  11  n   nn 1  n   n cscn , but n  11  n   n!( n!) by definition , or,
 n   n   n  n  n  n 
  11     !  !  csc .
 2   2   2  2  2  2 
COMMENT: More efficient, and better known computing formulas for z!! and  z!! are given below which
 z
use expansions of 1  .
 2
NOTE: To show analytically the generality of (P) for negative/positive integers, we break up the proof into
1
1 cos  z 
 2 4
two parts. First, what is the value of the quantity   in Eq. (P)? The hypothesis was that
 

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1 1
1 cos  z 
 2 4  2 2
  = 1 for positive even integers, and   for odd positive and negative integers. Aimee Ross
   
conformed these hypotheses by the method of mathematical induction applied to each of the three cases.
1
1 cos  z 
 2 4
With the values of   defined we turn to evaluation of the gamma function term.
 
 z
For positive even integers, 1   can be reduced by letting z  2k , k  1,2,3, , so that
 2
 z 2 
k z
1    1  k   k! . This results in z!! 2 k! 2  ! 2  4    z by relation
2
z
 2 2
n
n
n!! 2  !, Table 1.

2
2
 z
As for positive odd integers, 1   can be reduced by the following derived relation for odd n
 2
[O’Brien, 500 Integrals, Section 8.339],
 n  n!!
  1  n 1  , n  1,3,5,
2 
22
Setting parameter n  z  gives,
z 
1
  2 2  z!!
2 
  2  z 1    z!!

   2 
2 
 z
In the case of negative odd integers  z!! 1,3,5,, 1   can be
 2
reduced by the following relation [O’Brien, 500 Integrals, Section 8.339],
n 1
 qk  p 
p   1
1 m  p

 n    k 1
 m  
 q qn  m k 1
m 1
 p  qk   q
p  p 
 q  N , m  int  q   1, p  q 
   
 p z  z 1 z  2  z 1 z  1
If we set parameters n  1,  , m  int  ,  1  1  , and simplify, then
 q 2  2 2  2 2 
 z 1 z 1 1
1     1 2 1 z
 2 z  2z  4    5  3  1
22
to give,
1
z
   1 2
1 z
 2 2  2  1 z 1
  2  1 2 1 z    z!!
    z  2 !!   z  2 ! !
 22 
as asserted.
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 x
NOTE: A general relation for computing the real variable quantity 1   is provided by the derived
 2
cosecant-gamma function relation in O’Brien (500 Integrals, Sect. 8.331),
 x   x 
 csc   2   ,2 ,4 , 
 x  2
1       
 2  x  x  1,2,3,  
  
 2  2 
 x
where    is derived by the relations in O’Brien (500 Integrals, Sect. 8.339),
 2
  p  qk   p
n
 p  p  p 
    k 1   n   
 q  N , n  int  q  , p  q
q qn q  
 x   
with parameters  p  x,q  2 , n  int   , x  2
 2 
to give,
  x  2k 
n
 x  x 
 
k 1
  n 
2 2n 2 
and,
 1n q n  n  p 
 p  q p  p 
  
   N , n  int    1 
k 0  p  qk 
n 1
 q q q 
  x 
with parameters  p  x,q  2 , n  int    1 , x  2
 2 
to give,
 1n 2 n  n  x 
 x  2
 
 2 
n 1
k 0  x  2k 
Examples:
3
 7.2  n3
 7.2  2k   1.2 
  k 1
3
 
 2  2  2 
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 7.2  n4 24
 0.8 
   3
 
 2     2 
 7.2 2

k 0
k

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COMMENT: The analysis suggests that in the case of  n!! , odd integer,
 n 
csc 
 2  n
 n!!   , 2 , 4 ,
n  2!! 2
The cosecant term is an efficient replacement for the numerator of Eq. (3).
2.6 Sums, Products, Rational Functions and Numbers
Double factorial linear functions comprising sums, products and ratios can be constructed in two
ways. First, one can use Eq.(1) and Eq. (2) for creating a linear combination analogous to an  b . For
example, a ratio can be constructed of the form,

an  b !! , for even/odd integer factorial functions, and
bm  d !!
simplified by ordinary factorial expansions or Pochhammer relations, well known to those skilled in the art.
Second, one can use Eq. (P) and apply appropriate trigonometric reductions formulas, properties of
the gamma function in addition to ordinary factorial expansions or Pochhammer relations. Transforms for the
gamma function are given in detail in Sects 8.331, 8.335 and Sect. 8.339 of the book (O’Brien, 500 Integrals,
2009). As an example, if n is not necessarily an integer, then 2n !! can be solved by setting n  2n in Eq.
(P) and simplified mathematically (by Addition Formula for cosines, and definition, sin 2 n  cos 2 n  1 )
to give,
sin 2  n 
2n !!  2  2 n 1  n  .

2
 
The same approach outlined above can be taken for solving double factorial sums, multiple argument
transformations, and products such as mn !! or 2n  m !! . In all cases we seek the most general formulas of
linear combinations for application to various engineering and scientific problems.
NOTE: In the case of integers or non-integers Eq. (P) can be expressed as a partial double factorial with
adjustment of b  2 !! in the denominator.
2.7 Miscellaneous Calculations
2.7.1. Fractional Factorials and Gamma Functions
A general form for factorial fractions which allows non-integer arguments is:
 an  b   an  b  an  b  an  b   an  b 
 !    1  2   k
 c   c  c  c   c 
 an  b 
 k  0 (4)
 c 
NOTE: one can see the validity of this expression by gamma functions, as shown below.

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Question is—what is the value of k, which amounts to asking, what is the last or stopping term of the
an  b
factorial? k must be an integer greater than 0 and less than , except for special cases of 0! and 1!
c
which by definition are each equal to 1. The value for k can be determined by trying all possible values for k
in the following format:
an  b 1 an  b  1 
k  k  
c c c

an  b 2 an  b  2 
k  k 
c c c 
an  b 3 an  b  3 
k  k  
c c c c equations, one integer value k selected (5)
 

an  b c 1 an  b  c  1 
k  k 
c c c 

an  b c an  b  c 
k  k 
c c c 
Stating (5) more compactly,
an  b z an  b  z
If z  Z  , then k   k  for z  1,2,, c  1, c
c c c
Then, once those values are computed and stored in an array, select the one for which k is an integer. That is:
 an  b-1 an  b-2 an  b-3 an  b-c 

k  int  , , ,,  (6)
 c c c c 
NOTE: The number of product terms in the factorial expansion is m  k  1. This is a useful relation for
proofs and derivations.
NOTE: This formulation will assist in evaluating ratios of factorials such as, for n an integer,
n  1!  n  1n  21 
n  1! 
1
.
n  2! n  2n  1(n)n  11 n  2n  1(n)n  1! n  2n  1(n)
NOTE: For non-integer values of factorials, one must be very careful in carrying out calculations.
 For integer argument factorials one can see the justification of the results by writing the factorial
recursively in several steps and applying the definition of factorial. If n is an integer such as 10!,
then, we know that,
n!  n(n  1)!  n(n  1)(n  2)!  n(n  1)(n  2)(n  3)  2!  n(n  1)(n  2)(n  3)  2(1)! 
n(n  1)(n  2)(n  3)  21.
The last term (1)! = 1, so the expansion is valid.
n  n  n  n  n 
 But a factorial such as  !    1  2    k  requires closer examination if n is
2  2  2  2  2 
odd. In this case, the integer value of k is selected by (6) from the set of a = 2 elements,
 n 1 n  2 
k  int  , .
 2 2 
n 1 n2
If n is odd then is the integer value of k , and for n even.
2 2
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 7 1 7  2 
If n = 7, k  int  ,   3, m  k  1  4. Writing the factorial recursively in several steps,
 2 2 
 7   7  7   7  7  7   7  7  7  1 
 !    1!    1  2 !    1  2  !
 2   2  2   2  2  2   2  2  2  2 
1
What is  ! ? The answer comes from the definition and properties of the improper integral, the
2
complete gamma function for real variables, x , x  0 :

 x   t x 1e  t dt , x  0.

0
 x    x  1!, x  0 or x!  x  1, x  1

 x  1  xx  for any value x  0
1  x 
  x    , x  0,1,2, 
x
1
     Derived in many sources
2
3  1 1 1
    1     !   , etc.
2  2 2 2
1
 This value of      1.77245.... should make sense as it is a quantity between
2
0  & 1 . Look at the following values of the gamma function and factorial equivalents.
Gamma Factorial Numerical

 x  x  1! (approx.)
lim  x     ! 
x 0
1  1 1.77245 
    !  
2  2
1 0! 1
 (1.461632... ) (0.461632)! 0.885603 
3 1 1 0 .886227 
   !  
2 2 2
2  1! 1
5 3 3 1 1.32934 
   !  
2 2 2 2
  
lim  x     ! 
x 
NOTE: These values are reasonable given the nature of the gamma function for x  0 in Fig. 1. The
minimum value x  x  0  of the gamma function is 1.461632..., which gives  (1.461632...) = 0.885603....
3
This value occurs between 1 and   .
2

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1  1 1 1 1
Thus, we see that  !  1       .
2  2 2 2 2
3  3 3 1 1 3
o Likewise,  !  1       .
2  2 2 2 2 2
7
It is instructive to write  ! recursively in both gamma function and factorial form,
2
7  9   7   7   7  5   5   7  5  3   3   7  5  3  1   1 
 !                        
2  2   2   2   2  2   2   2  2  2   2   2  2  2  2   2 
 7  5  3  1 
      
 2  2  2  2 
m terms
 
m 1 terms
 
 7   7  7   7  7  7   7  7  7  7   7  5  3  1 
 !    1!    1  2 !    1  2   3 !     !
 2   2  2   2  2  2   2  2  2  2   2  2  2  2 
m terms

 7  5  3  1 
       .
 2  2  2  2 
 an  b 
NOTE: These expressions show that the expansion  ! in Eq. (4) is valid with careful attention to the
 c 
 an  b 
last term,   k !
 c 
NOTE: As a general statement, for non-integer values of factorials, the factorial expression is evaluated
typically in terms of gamma functions. See O’Brien (500 Integrals, 2009, Section 8.339).
NOTE: The reader should see how to write the m  term factorial backwards. For example, in Table 2
 n  1  n n 1 n
below is written backwards the factorial  !, n even, where k  int  ,   . The value  is
 2  2 2  2
n
assumed as attached to result. We know from above discussion on  ! that we should expand and see what
2
 n  1
the last term is in  !, for n even. Now
 2 
 n  1   n  1  n  1  n  1   n  1  n  1  n  1   3  1 
 !     1  2 !     1  2     ! . If we select n  8,
 2   2  2  2   2  2  2   2  2 
 n  1 9 7 5 3  1  9 7 5 3 1
this results in  !   !  .
 2  2 2 2 22 2 2 2 2 2

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Table 3. Example of Writing Factorial Backwards for

 n  1
 !, n an even integer
 2 
 n  1  n8  9   9  7  5  3  1 
 !   !        
 2   2   2  2  2  2  2 
 n 1 n   1  8 1 8   1 
  !   ! Last term   !   !
 2 2 2  2 2 2
n 1  n  3 8 1 6 3
   1   
2 2  2 2 2 2
n 1  n  5 8 1 4 5
   2   
2 2  2 2 2 2
n 1  n  7 8 1 2 7
   3   
2 2  2 2 2 2
n 1  n  2m  1 n  1  n  2m  24   1 9
   m  First term   
2 2  2 2  2  2 2
n n 
Example:      1!, n odd integer. From Eq. (6) we see that
2 2 
n 3 n4 n 3 n5
k  int  ,  , and we note that, k  1  , to give,
 2 2  2 2
 n   n  n  n  n  n   n  2  n  4  n  6   3  1
     1  2   3     (k  1)   k        
 2   2  2  2  2  2   2  2  2   2  2
n
Now for an intuitive derivation of the classical computing formula for   for n odd integer using values
2
9
  (see proof in Hoel, Port & Stone, Intro. To Probability Theory, 1971, p. 130)—
2
9 7 7 5 3 1
    !  
2 2 2 2 2 2
7531  8 7 6 5 4 3 2 1
Restate  as         
2222  2  4  2  2  3  2  2  2  2  2 1  2
Reading off the relations of this form in three steps for n = 9;
(1) Numerator term: 8  7  6  5  4  3  2  1   n  1! 
1111 1 1
(2) Part of denominator term:  
4 3 2 1 4!  n  1 
 !
 2 
11111111 1 1
(3) Other part of denominator term:  8  n1
22222222 2 2

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n 2
1 n
 n  1!
    , n  1,3,5, 
2  n  1
 !
 2 
NOTE: Alternative formula (easier derivation):     ! 

9 7 7531
 
n  2!! evident in the
n 1
2 2 2222
22
structure of the expansion. This formula can be generalized for any odd n. See O’Brien (500 Integrals, 2009,
Section 8.339).
NOTE: non integer factorial calculations are well known for negative values such as
 1
 1  
 3  1  2   2  obtained by solving for x in above relation,  x    1  x  .
  !      
 2  2 1 x
2
NOTE: Generalized formulas are stated in O’Brien, 500 Integrals, 2009, of the following form:
 p  p 
 n  ,   n  for cases of p  q & p  q, and n  0.
 q q 
2.7.2 Derivative of x!!
This is the derivative of Eq (P). Using x for z,

1
1cos  x 
 2 4  x
x
x
x!!    2 1  , where cosine arg  is in radians (  180) & 1   0,1,2,3, 
2
   2 2
Wolfram http://functions.wolfram.com/introductions/PDF/Factorial2.pdf (p. 15) gives solution,
 1  x   2 
x!!  x!! ln 2    1  ln  sin x ,
x 2   2  2   
where  is Psi function (Gradshteyn & Rhyzik, Sect. 8.36).
Setting up the calculation for a three-derivative solution, by the product rule,
1cos x  1cos x  1cos x 


x!!  2 2 1  x  d  2  2  x d 2 d  x
x x x
4 4 4
   1   2 2    22 1  ,
x  2  dx       2  dx   dx  2 
And noting,
1cos x 
d 2 1 2
ln  sin x  (verify at http://www.quickmath.com/)
4
   
dx    2  
d  x d  x 2 
2 ln 2 2
  2    e   2 x ln 2 (by relation, d x n  d e n ln x  x n ln x. )
dx   dx   dn dn

d  x 1  x  x
   1     1     1  
dx  2  2  2   2 
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d  x
o NOTE: 1   derived in O’Brien, “Pochhammer Symbol”. But the chain rule
dx  2 
 x
is required for the term, 1   .
 2
Simplifying gives the solution. Resolve x!! by earlier relations in Table 2.

To show the derivation for positive integers, we note that the term sin x   0 for integers
so that,
 1   x 
x!!  x!! ln 2    1 .
x 2   2 
 x   2 x
x x
For x an even integer, x!!  2 2  ! from Table 1. We need,   ! .
2
2 x   2  
 x  x
But  !  1   , so that, from above, by the product rule,
2  2
  2 x  x  2 ln 2 1  x  x
x x x
2  !  1  2 2  1     1  
2
x   2    2 2 2  2  2
 x
x
2 2  1  
 2   x  x!!   x 
 ln 2   1  2   2 ln 2   1  2 
2      
 x x x
 x
since 2 2  !  2 2 1    x!!.
 2  2
 
 
x!   x!  is left for
For odd integer x, from Table 1, x!!  x 1 . The derivative x 1
 x  1  x  2 
x  1 
22  ! 2  !
 2    2 
the reader.
NOTE: no integral representation of x!! has been expressed at Wolfram,

http://functions.wolfram.com/introductions/PDF/Factorial2.pdf. My Mathematica-powered computer
calculator could not reduce it.
3.0 Applications
The literature seems to indicate that the primary use of double factorials involves the computation of
product series expansions for integers. The References include some specific patents, books and journal
articles that exemplify the use of double factorials for a variety of scientific and engineering areas. These
applications include areas of applied physics, signal processing, chemistry and biochemistry, and general data
processing.

Created on 1/23/2009 8:38:00
Page 238
4.0 Summary
Eq. (P), developed by Mathematica mathematicians, is the key unifying formula for double factorial
calculations. Use of non-integer double factorials in scientific or engineering practice was not found in our
cursory search.
The present method extends the standard method of double factorial calculations and computations
(for integers) to integers and non-integers of linear combinations, negative even-integers , partial double
factorials , and computational formulas for the gamma function. The result is a larger class of double
factorials to select from and possible increase in the speed of data processing.
Table 4 summarizes the functional relations for double factorials either derived or referenced in this
document. Other formulas are stated in the main body of the text.

Created on 1/23/2009 8:38:00
Page 239
Page 240
Table 4. Summary of Generalized Functional Relations for Double Factorial Expressions
CONDITION FORMULA CONSTRAINTS

(a) an  b
 an  b  a  0,1,2; b  0, 2,4,6  ; an  b  0
Even Positive Integer an  b !! 2 2
 !
0!   1!!  0!!  1
 2 
Partial double factorial an  b

 an  b  a  1, 2 ; b  2 ; an  b  0
2 2
 !
 2  an  b !!  b b  2 ( b  4 )  an  b 
an  b !!
b  2!! 0!   1!!  0!!  1
(b) an  b
an  b a  0,1,2; b  0,2,4,6; an  b  0
Even Negative Integer2
2 an  b
 an  b 
 an  b !!    2k    1 2 2
 !
k 1
2
 2  0! 1!! 0!! 1
Partial double factorial  an  b !! a  1,2; b  2; an  b  0

an  b
an  b
 an  b  0! 1!! 0!! 1
an  b
 1 2 2 2
 !
2
 2 
  2k  
k 1 b  2!!
(c)
an  b !! an  b  1! a  0,1,2; b  0,1,3,5,...; an  b  0
Odd Positive Integer an  b 1
 an  b  1  0! 1!! 0!!  1
2 2
 !
 2 
or
an  b !! an  b !

an  b 1
 an  b  1 
2 2
 !
 2 
2
Not defined in standard practice.
Page 241
Partial double factorial an  b !!  an  b  1!  b  2 !! a  1, 2 ; b  3; an  b  0

an  b  1
2 2  an  b  1 
 !
an  b !!  b b  2 ( b  4 )  an  b 
 2 
0!   1!!  0!!  1
or
an  b !!  an  b !  b  2 !!

an  b  1
2  an  b  1 
2  !
 2 

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Page 242
(d) 1 an  b
a  0 ,1, 2 ; b  0 ,1,3,5  ; an  b  0
 1
2
Odd Negative Integer
 (an  b)!!  an  b 
an  b  2!!     , 2  , 4  , 
 2 
an  b not an even negative integer
or 0!   1!!  0!!  1
 an  b  
csc   
 2  
 (an  b)!!
an  b  2!!
or
1 an  b an  b 1
 an  b  1 
 1
2
2 2
!
 2 
 (an  b)!!
(an  b  1)!
or
1 an  b
an  b 1
 an  b  1 
 1
2
2 2
 
 2 
 (an  b)!!
(an  b)

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Partial double factorial a  1, 2; b  3, an  b  0; an  b  0

1 an  b
 1
2
 an  b 
 (an  b)!!  b  2 !!     , 2 , 4 , 
an  b  2!!  2 
an  n not an even negative integer
or 0!   1!!  0!!  1
 an  b  
csc   
 2  
 (an  b)!!  b  2 !!
an  b  2!!
or
1 an  b an  b 1
 an  b  1 
 1
2
2 2
!
 2   b  2 !!
 (an  b)!!
(an  b  1)!
or
1 an  b
an  b 1
 an  b  1 
 1
2
2 2
 
 2   b  2 !!
 (an  b)!!
(an  b)
(e) a  0,1,2;0  n, b  
Positive and Negative Integer, and Non-Integer
1
1 cos  an  b  an  b an  b  , real or complex, integer or non-integer
 an  b 
an  b !!  2 
4
2 2
1   arguments.
   2  an  b not an even negative integer

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Page 244
cosine arg  is in radians (  180)

  an  b  
 an  b 
 an  b  
cos 2 
   2 
     ,2 ,4 ,
  csc   2 
2 2
 an  b !!    
an  b
an  b  2!! 1  0 ,  1,  2 ,  3 , 
2
0!   1! !  0! !  1
Partial double factorial an  b !! an  b not an even negative integer
1
1cos  an b 
an  b
 2 4
an  b
 an  b  1  0,1,2,3,
  2 2
1   2
   2 
b  2!!
Note: Formula for (e) computes all values of an  b !! except negative even integers as shown in Sect. 2.4, above

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Page 245
REFERENCES
INTERNET—
 http://functions.wolfram.com/GammaBetaErf/Factorial2/08/0002/
o A brief historical background, overview, and all basic formulas
 http://mathworld.wolfram.com/DoubleFactorial.html
 http://en.wikipedia.org/wiki/Factorial,
o Each provides other sources for study.
PATENTS—only 2 patents found under search “double factorial”

 US Patent 7,010,779, March 7, 2006. Rubin , et al. Parser, code generator, and data calculation and
transformation engine for spreadsheet calculations
[We discovered that this patent shows a computer program including a variable FACTDOUBLE
with unspecified form of double factorial calculation]
Abstract—A system including spreadsheet sheets, makes calculations and data transformations, which is
available through a programming interface, and conforms to the grammar and syntax of a target software
development language is presented. The system includes an Object Model with Data Structures representing
entities involved in spreadsheets. The system includes a Parser and Code Generator that extracts data from a
body of spreadsheet data, instantiates instances of Data Structures of the Object Model to represent the
spreadsheet data, parses the data and formulas contained in the cells of the spreadsheets, iterates through the
instantiated instances of the Data Structures, and generates source code that performs the calculations and data
transformations embodied in the spreadsheet data. The system includes a Calculation Engine with software base
classes that implement the common structural and data access features of spreadsheet data, and further
implement the operations of common spreadsheet functions and operators.
 US Patent 6,230,102, May 8, 2001. Tidor , et al. Computer system and process for identifying a
charge distribution which minimizes electrostatic contribution to binding at binding between a ligand
and a molecule in a solvent and uses thereof
[We discovered that his patent shows use of one double factorial computation in eq.(31) (2n+1)!!]
Abstract—The present computer-implemented process involves a methodology for determining properties of
ligands which in turn can be used for designing ligands for binding with protein or other molecular targets, for
example, HIV targets. The methodology defines the electrostatic complement for a given target site and
geometry. The electrostatic complement may be used with steric complement for the target site to discover
ligands through explicit construction and through the design or bias of combinatorial libraries. The definition of
an electrostatic complement, i.e., the optimal tradeoff between unfavorable desolvation energy and favorable
interactions in the complex, has been discovered to be useful in ligand design. This methodology essentially
inverts the design problem by defining the properties of the optimal ligand based on physical principles. These
properties provide a clear and precise standard to which trial ligands may be compared and can be used as a
template in the modification of existing ligands and the de novo construction of new ligands. The electrostatic
complement for a given target site is defined by a charge distribution which minimizes the electrostatic
contribution to binding at the binding sites on the molecule in a given solvent. One way to represent the charge
distribution in a computer system is as a set of multipoles. By identifying molecules having point charges that
match this optimum charge distribution, the determined charge distribution may be used to identify ligands, to
design drugs, and to design combinatorial libraries.
BOOKS AND ARTICLES—
1. Abramowitz, Milton and Irene Stegun. Handbook of Mathematical Functions with Formulas,
2. Alexandrescu, A. et al. Electronic and Centre of Mass Transitions Driven by Laguerre-Gaussian
Beams. Journal Of Optics. B, Quantum And Semiclassical Optics. 2005, vol. 7, no4, pp. 87-92
ABSTRACT—We derive the interaction Hamiltonian of a Laguerre-Gaussian beam with a
simple atomic system, under the assumption of a small spread of the centre of mass
wavefunction in comparison with the waist of the Laguerre-Gaussian beam and taking into
account the centre of mass motion of the atomic system. Using the properties of regular spherical
harmonics the internal and centre of mass dynamical variables are separated without making any
multipolar expansion. The features of angular momentum exchange process assisted by
Laguerre-Gaussian beams and the influence of their winding number on the selection rules and
transition probability of internal and centre of mass motion are discussed.
Page 246
3. Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, & Weber,
Hans and George Arfken Essential Mathematical Methods for Physicists, Academic Press, San
Diego, California, U.S.A., 2003
 Excerpt from 2003 book—
4. Artin, Emil. The Gamma Function. New York, NY: Holt, Rinehart and Winston, 1964
5. Bers, Lipman. Calculus. 2 volumes. NY: Holt, 1969.
6. Clark, M.V. et al. Matched filter performance bounds for diversity combining receivers in digital
mobile radio. IEEE Transactions on Vehicular Technology . Nov 1992, Volume: 41, Issue: 4
pages: 356-362
ABSTRACT—By employing the technique known as the matched filter bound, the authors derive analytical
expressions for the distribution and average of the bit-error-rate in an ideal space diversity mobile radio
receiver. Each diversity branch receives from a frequency-selective Rayleigh fading channel of arbitrary delay
profile, and is subjected to additive Gaussian noise of arbitrary spectral shape. Numerical results calculated
from the analytical expressions give insight into the relative benefits of antenna diversity and wideband
transmission over the mobile radio channel
7. CRC Concise Encyclopedia of Mathematics. Eric W. Weisstein, 2003.
8. Gradshteyn, I.S. and I.M. Ryzhik (7th Edition). Table of Integrals, Series, and Products. Alan Jeffrey
and Daniel Zwillinger, Editors. NY: Academic Press, 2007.
9. Hoel, P.J.et al., Introduction to Probability Theory. Houghton-Mifflin, Boston, 1971.
10. Hove, L. Van. The multiparticle correlation structure of high energy collisions. Physics Letters B
Volume 242, Issues 3-4, 14 June 1990, Pages 485-488
ABSTRACT—On the basis of the extensive experimental evidence on multiplicity distribution (MCDs) in
restricted phase space domains, especially the wide occurence of negative binomial MDs, we construct an
approximate expression for all multiparticle correlations in terms of the single-particle distribution and a
two-particle “aggregation function”. We propose to test it experimentally by measuring multiple factorial
moments of the MDs in several small domains of phase space as functions of their separations.

Created on 1/23/2009 8:38:00
Page 247
11. O’Brien, Jr., F.J. 500 Integrals of Elementary and Special Functions, 2009. Newport, RI:
Aquidneck Indian Council [in press]. http://www.docstoc.com/docs/3507375/500- Integrals-of-
Elementary-and-Special-Functions
12. O’Brien, Jr., F.J. “Pochhammer Symbol: Selected Proofs”.
http://www.docstoc.com/docs/5473276/Pochhammer-Symbol-Selected-Proofs
13. Pei, Soo-Chang Peng-Hua Wang . Closed-form design of maximally flat FIR Hilbert
transformers,differentiators, and fractional delayers by power series expansion
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, Apr
2001, Volume: 48, Issue: 4, pp. 389-398
ABSTRACT—In this paper, novel closed-form designs of the FIR Hilbert transformers, maximally flat digital
differentiators and fractional delayers are proposed. The transfer functions of these filters are analytically
obtained by expanding some suitable functions into power series. Efficient implementations can be derived
from the resultant transfer functions. The weighting coefficients and the building blocks of these filters are
explicitly expressed in closed form. The proposed filter structures are more robust to the coefficient
quantization than the direct form.
14. Safouhi, H. et al . Efficient evaluation of Coulomb integrals: the nonlinear D- and D -
transformations . 1998 J. Phys. A: Math. Gen. 31 8941-8951
ABSTRACT —The two-electron multicentre Coulomb integrals constitute the rate-limiting step of ab initio
and density functional theory (DFT) molecular structure calculations. Speed-up can be achieved by limiting
the number of integrals to evaluate analytically but these analytical evaluations remain rate-limiting for large
molecules. Here we apply the nonlinear D- and -transformations to evaluate Coulomb integrals over B-
functions more rapidly than the alternative transformation methods to a given predetermined high accuracy.
15. Schuster, Franz Arthur Friedrich. “On Some Definite Integrals, and a New Method of Reducing a
Function of Spherical Co-Ordinates to a Series of Spherical Harmonics” Proceedings of the Royal
Society of London, 1903, Volume LXXI, pp. 97-101.
16. Whittaker, E. T. A Course of Modern Analysis: An Introduction to the General Theory of Infinite
Cambridge University Press, 1902. [Reprinted Whittaker, E. T. and G.N. Watson, 4th ed., 1934]

Created on 1/23/2009 8:38:00
Page 248
Simultaneous overlay of the Mathematica function x!! plotted with Eq. (P) at http://www.quickmath.com/.
The green-colored plot for x!! lies underneath the purple-colored plot for cosine-gamma function, indicating
identical functional forms.
# # #

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Page 249
m  x
 x e dx and Related Integrals
n
2nd ed.

Newport, RI
Jan. 3, 2013
Introduction
The following indefinite integral is published in Gradshteyn and Rhyzik, Table of

Integrals, Series, and Products, as Formula 2.33.10:
x
m  x n
e dx  

  , x n   1

t
 1  t
e dt ,
 
n n  x n
m 1
 
n
The purpose of this paper is to derive this useful integral and related forms. The
derivation highlights the tactic of “inspired guessing” and justification by differentiation using
Leibnitz’s Rule for moderately difficult integrals.
n
m  x
The first step is to decide how to convert the indefinite form,  x e dx, to a definite
integral. We start by analogy with the simplest exponential integral,
x
e dx.
Trial and error shows that the indefinite integral is equivalent to,

I   e  x dx    e  t dt.
x
It can be tested by integrating each side and finding, I  e  x (ignoring the constant of
integration). The equivalence can also be verified by differentiating the definite form,
 Francis J. O’Brien, Jr., 2012-13.<> Aquidneck Indian Council<> All rights reserved.
Page 250

d  
  e  t dt ,
dx  
 x 
which by Leibnitz’s Rule for differentiating under the integral is of the form,
 a 
d    d  x  
  f (t )dt     f   x 

dx    dx 
 x  
where  ( x)  x, a  , f (t )  e t . This gives

d    dx 
  et dt     e x   e x
dx    dx 
 x 
by the Fundamental Theorems of Integral Calculus. See the referenced YouTube lectures, and
Finney and Thomas (chapter 5), for review of single variable work.
m  x n
Derivation of  x e dx
n
The best approach is first to do a change of variable on  x m e  x dx .
1
 t n m 1
Letting t  x n , dt  nx n 1dx, x    ,   ,
  n
m  x 1  1 t
 x e dx  t
n
e dt.

n
Using the above simple exponential as a model,


I   e x dx    et dt ,
x
we form the hypothesis (an initial guess),

m  x n  1  t m 1
t  1e  t dt ,  
1 1
 x e dx  n 
 t e dt   n 
 n
t  x n
Page 251
NOTE: readers familiar with incomplete gamma functions recognize that the definite integral
can be expressed as:
 

1  1  t 1

n  t e dt  
n 
  , x n .
t  x n
To test the hypothesis, we differentiate the above integral by Leibnitz’s Rule. O’Brien,
500 Integrals, p. 21, gives the most common forms of Leibnitz’s Rule for
one and two variables. For this integral the following differentiation rule is appropriate (called
Rule 5, p. 21) for our parameters:

d ( x)
 f t ,  dt   f  ( x),  
d
.
dx dx
 ( x)
m 1 n
Applying this rule we find after simplifying and noting,   1  ,
n
 
   

d   1  t   n  1  x n d 
x n   x m e  x .
1 1 n
 
dx  n   t e dt   
 n 
 x

e
dx 
 t  x n 
This calculation confirms the hypothesis by differentiating the integral.
Summarizing the work flow,
n t  x n
x m e  x dx
1  1e t dt 
 
n 
t

1  1e t dt   1   , x n 

n 
t n   
t  x n
m 1
  .
n
Formula 2.33.10, Gradshteyn and Rhyzik
Page 252
Application
The most useful application of this derived integral in science and engineering is the
improper integral,

m  x n
x e dx
0
Formula 3.326.2 in Gradshteyn and Ryzhik.
We can solve this integral by applying the limits to the indefinite form of Formula
2.33.10 and using the properties of the gamma function for real variables.
  xx  0    , n ,0  n ,


m  x n 1
x e dx  
n 
  , x n
0
 m 1 
Re    0, n  0,    0.
 n 
The integral can also be evaluated by the change of variable form and definition of the complete
gamma function,
 t  x n 
m  x n 1  1  t  
x e dx 
n  t e dt 
n 
,
0 0
 m 1 
Re    0, n  0,    0
 n 
To show one application for probability density functions (which is a common use of
Formula 3.326.2), we derive the Gaussian density by the method of this paper,
  1 x2
e 2 dx .

1 1
Since the Gaussian integral is an even function, and letting m  0,   , n  2,   , then,
2 2
Page 253
1
  1 x2   1 x2  
 2   2 ,
e 2 dx  2 e 2 dx  2  1 
 0 1 2
2 
2
1
where     .
2
Other definite integrals can be derived by the indefinite form of 233.10. Some are
documented in O’Brien.
Related Integrals
Three related algebraic exponential integrals can be derived from the solution of
m  x n
 x e dx by substitution of parameters.
The following solution is an unpublished formula:
m ax n  11  ,ax n 

x e dx 
na 

 11  1  t m 1

na  t e dt  
n
 ax n
To derive this integral, set   a in Formula 2.33.10 and substitute,
m  x
 x e dx  
n 
  , x n   1

 1 t
 t e dt
  a

n  n 
x n
 
1  1 t  11  1 t

n a    t e dt  na  t e dt
ax n  ax n
m 1

n
A related integral, Formula 2.33.19 in Gradshteyn and Rhyzik, is:
Page 254
n  z   z, x n 
e  x  
 xm dx  
n

z e t m 1

n  t z 1
dt z
n
x n
In Formula 2.33.10,
x
m  x n
e dx  

  , x n   1

t
 1 t
e dt ,
 
n n
x n
m 1

n
m 1
set m  m and define z  . The steps are omitted.
n
Lastly, the Gradshteyn and Rhyzik Formula 2.325.6 is given as:
 1z 1 a z  z,ax n 

n
e ax
 xm
dx 
n

 1z 1 a z 1
e  t dt
m 1

n  t z 1
z
n
 ax n
To solve this form, in the derived integral, Formula 2.33.10
x
m  x n
e dx  

  , x n   1

t
 1 t
e dt ,
 
n n
x n
m 1

n
m 1
set m  m ,   a, define z  , and substitute. The steps are omitted.
n
Page 255
References
MIT 18.01. Single Variable Calculus, Fall 2007, Lectures 19 & 20.
<http://www.youtube.com>.
ISBN:1–4392-1981–8.
< http://www.docstoc.com/docs/23969109/500-Integrals-of-Elementary-and-Special-
Functions>.
Page 256
1
Derivation of &  
n
Γ 
2 2

Newport, RI
 Francis J. O’Brien, Jr. January 29, 2015
References & Sources
Co., 1970.
https://archive.org/details/synopsisofelemen00carrrich
ISBN-13: 978-1439219812.
http://www.docstoc.com/docs/23969109/500-Integrals-of-Elementary-and-Special-Functions
____________. “Double Factorials: Selected Proofs and Notes,” Apr. 23, 2009.
http://www.docstoc.com/docs/167385400/Double-Factorials-Selected-Proofs-and-Notes
____________. “A General Limit for Exponentials,” Mar 4, 2013.

http://www.docstoc.com/docs/148557191/A-general-limit-for-exponentials
____________.‟ Identities for cos n ( x ) & sin n ( x ) By Complex Numbers,” Apr. 24, 2013.
sin%5En(x)-by-Complex-Numbers.
©Francis J. O’Brien, Jr., 2015 <> Derivation of Γ

1
 <>Aquidneck Indian Council<>All rights reserved.
2
Page 257
Introduction
In this research note a detailed derivation is given of the formula for the gamma function,
n 1
 , n  odd integer  1. We show first the remarkable result,     , and generalize it
2 2
by two methods to any odd n. An application of the integration method for the normal or
Gaussian probability integral is also provided.
1
  Derivation
2
This demonstration is based on Carr’s 19th century original proof with a little more detail
(see Corollary 2314, p. 362).
Define the gamma function1:


n    t n 1e  t dt , n  0
0
Use change of variable with same limits:
t  x2
dt  2 xdx
Then,

2
n   2  x 2n 1e  x dx
0

1 2
   2  e  x dx
2 0
1
Now multiply   by itself using a different variable name for the new integrand, and create a
2
double integral:
1 1 1

2 
2

2
  2
 2
       2  e  x dx 2  e  y dy  4   e  x  y dxdy 
2 2 2 0 0 0 0
1
See Boas (Ch. 11, “Special Functions,” pp. 538 ff.) for introductory material on the gamma function.
©Francis J. O’Brien, Jr., 2015 <> Derivation of Γ  <>Aquidneck Indian Council<>All rights reserved.
1
2
Page 258
 
2 2 1
since 2  e  x dx  2  e  y dy   , by definition.
0 0 2
Transform the double integral in  x, y  Cartesian coordinates to r ,  polar coordinates by the

following substitutions (see Finney and Thomas, chap. 14, “Multiple Integrals,” Sect. 14.3):
x  r cos 
y  r sin 
x2  y2  r 2
r x 2  y 2 (absolute value)
y
tan   x
x
 y 2
  tan 1   Plot of 2e  x  x  0 
x Source: http://www.wolframalpha.com/
dxdy  rdrd 
0r

0  
2
NOTE: Since 0  x  , then clearly 0  r   because x  r cos starts at 0 (by convention)

and extends indefinitely to +  . With regards to the limits of the angle  in radians, since

0  x  , and tan   , then, when x  0, tan   ,   tan 1    , and when
y
x 2

x  , tan  0,  tan 1 0  0. Thus, 0    , meaning we are in the first quadrant of the
2
circle bounded by x 2  y 2  r 2 .
Substituting the polar coordinate variables and evaluating the polar integral,
 
 
2  r 
1
2 
  
1
2

   4   e  x  y dx dy  4    re  r dr  d  4   d 2  
2 2 2
2    2   0 2
0 0  0  r 0 

1
2
Page 259
 r  2 
NOTE: The inner integral   re  r dr  1 / 2  is solved by change of variable2,
 
 r 0 
u  r 2 ; du  2rdr. Also, Fubini’s Theorem (see Finney/Thomas, p. 895-9), regarding the order
of integration of iterated integrals, tells us we could have calculated:


2 r 
r 2  1
4  d  re dr  4

  .
2 2
 0 r 0


2 2   2 r   2 1
 Note that 4  d   d  2 . Thus,  d  re  r dr  2     .
 0  0  0 r 0 2
2
1
Thus, we have demonstrated that     or, taking positive square root value only,
2
1
   
2
This is one of the most important relations in applied mathematics, probability & statistics, and
engineering3.
A more general formula useful for 

n
2
 is Formula 3.326.2 in Gradshteyn & Rhyzik, Table of Integrals, Series
2
 n 1 m 1
and Products (2007):  x m e   x dx   ,    0. Here, we calculate the inner integral above
n  n
0
1 1
with x  r , m 1,  1, n  2, 1, and the result is,
2 2
 since  n   (n  1)!, and where 0! = 1 by definition.

3
An alternative derivation comes from Euler’s Reflection Formula (Carr, p. 362),  m 1 m   with
sin m
m  1 / 2.

1
2
Page 260
A Useful Recursion Formula, Γn  1  nΓn 
This relation is derived by integration by parts, where n is any real number > 0. The
solution will provide a means to evaluate n / 2  for any finite odd integer.
In the gamma integral,


n  1   t n e  t dt , define
0
u  tn
du  nt n 1dt
By Parts:  udv  uv   vdu
t
dv  e dt
v  e  t
Calculate by parts,
   
tn
n  1  uv   vdu    n  t n 1e  t dt
t
e
0 0 0 0
 
tn tn 
   lim  lim   n  t n 1e  t dt
t t 0 t
t   e e 
0 
 n 
 0  nn   nn 
tn
NOTE: the limit lim  0 is well known [See proof in O’Brien, “A General Limit…”
t  et
(Appendix)].
NOTE: This recursion formula calculates n / 2  for any odd n.
For example, by Γn  1  nΓn  ,

1
2
Page 261
3 1  1 1 1
Γ    Γ  1       .
2 2  2 2 2
Likewise,
5 3  3 1  3 1 1 3 1
Γ   Γ  1    1     .
2 2  2 2  2 2 2 2 2
7 5  5 3  5 3 1  5 3 1 1 5 3 1
Γ   Γ  1    1     1     .
 2 2  2 2  2 2 2  2 2 2 2 2 2 2
And in general,
n  n  2   n  2   n  4   n  2  n  4   n  6 
Γ   Γ  1   Γ  1      1
2  2   2   2   2  2   2 
 n  2  n  4  n  6   n  n  1  1 
      Γ 2 
 2  2  2   2 
n 1
terms
2
or,
 n  n  2!! 1  3  5 n  2
Γ  
1
  n 1
 n odd integer  1
2 n
2 2 2 2
NOTE: n  2 !! is double factorial notation for odd n: n  2 !! 1  3  5 n  6 n  4 n  2 
with properties,  1!! 0!! 1.
NOTE: See O’Brien, [“Double Factorials…” (Table 1)] where it is shown that for n odd integer,
n  2!! n  1! , n  1

n 1  n 1 
 !
2 2  2 
 n  n  2!!
Then, if this is substituted into Γ    , it results:
2 n 1
2 2

1
2
Page 262
n 1 n  1!
Γ    n odd integer  1
 2  2 1  n  1  !
n
 
 2 
 n
This represents a second formulation of Γ  published in standard sources. The author’s
2
version with d. factorials published in 500 Integrals... (sect. 8.339) seems easier to derive and
compute from. Also, see O’Brien, “Double Factorials …” (pp 18-23).
Thus, by either formula,
 7  5!! 1 3  5  7  1 6! 1 3  5
Γ  
3
   , or Γ     
2 2 8 6
 2  2 3! 8
NOTE: The recursion formula teaches that Γ n   n  1! for integers.
By integration,

Γ1   e  t  1  0!  n  1!
0
By recursion,
Γ2   Γ1  1  1Γ1  1  1  1! ( n  1)!

Γ3  Γ2  1  2Γ2   2  1  2! (n  1)!
Γ4   Γ3  1  3Γ3  3  2  1  3! (n  1)!
Γ5  Γ4  1  4Γ4   4  3  2  1  4! ( n  1)!

Γn   Γn  1  1  n  1n  2 n  3 3  2  1  ( n  1)!

1
2
Page 263
  By Polar Coordinates

n
2
Now we show another way to obtain the second formulation directly—by a double
integral in polar coordinates. This approach is more involved but confirms the original
calculation.
 3
Let’s introduce the integration method for   . Sokolnikoff (pp. 375 ff.) does this
 2
integral.
 3
 2

n    t n 1e  t dt , n  0
0
t  x2
dt  2 xdx

2
n   2  x 2 n 1e  x dx
0

3 2
   2  x 2 e  x dx
2 0
2
3 3 3
      
2 2 2

2

2

 2
2
 2  x 2 e  x dx 2  y 2 e  y dy  4    xy 2 e  x  y dxdy
0 0 0 0
Introducing polar coordinates:
1
2
Page 264
x  r cos
y  r sin 
x2  y2  r 2
y
tan  
x
 y
  tan 1  
 x
dxdy  rdrd
0r 

0  
2
Substituting with the limits for r &  as before, we obtain the reductions,

 
2 2 
2   r 2  2  5  r 2 
 
3 2
   4  r cos   r sin    re dr  d  4  cos   sin    r e dr d
2    
0 0  0  0 
 
 
3 2 2 2
 sin 2 
4  cos   sin  2
d   4    d 3  (n  1)!  2
2  2 
0 0
  
2 2
1  cos 4 1 12
 2 cos4 d
2 2
 d   d  
0 0 0

1 2 
  sin 4  
4 8 4
0
2
3  3 1
Thus, since    ,     as shown earlier.
2 4 2 2
NOTE: In the derivation use has been made of the identities,
1
2
Page 265
sin( A  B )  sin( A  B )
 sin A cos B  with A  B  
2
1  cos( 2 A)
 sin 2 A 
2
 3 2! 
The inner integral,   f (r )dr    1, is solved by change of variable,
0 2 2 
u  r 2 ; du  2rdr ; r  u , and the definition of the gamma function, or the general integral
 n
referenced in footnote 2,  x m e   x dx, with m  5,   1, n  2,   3.
0
NOTE: In the first line it was necessary to transfer r 4 from the outer to the inner integral to
complete the solution by iterated integrals.
 n
2
This integral follows the same procedure.


n    t n 1e  t dt , n  0
0
t  x2
dt  2 xdx

2
n   2  x 2n 1e  x dx
0

n 2
   2  x n 1e  x dx
2 0
1
2
Page 266
n
2 
2

2

2
2

   2  x n 1e  x dx 2  y n 1e  y dy  4    xy n 1 e  x  y dxdy
2 0 0 00
   
 2 
n 1   r 2   n 1  2 n 1  r 2 
 
 2
 4   r cos   r sin   dr  d  4  cos   sin  

 
re r e dr d
  
0 0  0  0 
   
 
 
n 1
n  2
n  2  sin 2 
 n 1
2  2  2 
4 cos   sin  d   4   d
0 0

n  2
 sin 2 
n 1
4 d
n
2 0
The inner integral is solved by either change of variable and the gamma function, or the footnote
2 integral with m  2n  1,   1, n  2,   n.
At this point we are faced with expanding and integrating sin 2 n 1 where n is odd
integer, and, therefore, n–1 is even integer. This integral is known and published but we will
evaluate it.
This sine expansion is adapted from the form given in O’Brien, ‟ Identities for cos n ( x )
& sin n ( x ) By Complex Numbers” [p. 13]:
n1 n3
n 1  2
1    1 2 k  n  1
sin 2    n  1   n2   1  k cosn  1  2k 2 
n1
2 n  1   2 k 0  
 2 
We must integrate:
1
2
Page 267
 n1 n  3 
2  n 1  2 
n   1    1 2 k  n  1
4    n  1     1   cosn  1  2k 2 d
2n 0  2n  1   2n 2 k 0  k  
  2 

It is left to the reader to show that the second term integrates to sin and vanishes when the limits
are substituted [the only variable in the second term is cos n  1  2k 2 ], leaving the solution
as:
  n 1  
n   1  n  1!n  1! 
2
n   1
   4  
 
 n 1 
2 2  2n  1 
n
 2 n 1  n  1   n  1 
2
  2   2  !  !
 2  2 
Taking the square root we arrive at the final result:
n 1 n  1!
    n  1,3,5,7, 
 2  2 n 1  n  1 !
 
 2 
The alternative d. factorial form can be expressed by substitution.
NOTE: The simplification is accomplished by the relations:
 sin m   0, m integer.
  n   ( n  1)!
n 
n  n    n!
      and  n    n   n  with n  n  1
k  n  k   
 2   !  !
2 2
1
2
Page 268
Normal Probability Curve

An important application of the polar coordinate double integral method is in the
evaluation of the following integral encountered in probability theory:
1
  x2
I  e 2 dx

Different approaches can be used for the evaluation of this integral. Here we use the
approach employed for evaluation of Γ 1  . To do this note is that the I is an integral of an even
2
function; i.e., f ( x )  f ( x ), with equal areas4 on both sides of 0 extending to  . See
following graph.
1
 x2
Plot of even function f ( x)  f ( x )  e 2    x   
1  1 x2
  x2
Area of even function:  
e 2 dx  2 e 2 dx
 0
Source: http://www.wolframalpha.com/
Since the curve is symmetric around 0, we can double one–half of the curve:
4
For proof, see Finney/Thomas, p. 540 (“Techniques of Integration”).
1
2
Page 269
1  1 x2
  x2
I  e 2 dx  2 e 2 dx . 
 0
1
Let a = in the exponent to simplify the algebra:
2
1
 x2
 
2
I 2 e 
2 dx  2 e  ax dx 
0 0
Proceeding as earlier for Γ 1  , create a double integral, transform to polar coordinates,
2
and solve inner/outer integrals to arrive at the solution.
2
I  2 e

 ax 2

dx 2  e  ay 2
dy  4 
 
e

a x 2  y 2
dxdy  

0 0 0 0



   a  1/ 2
2  r   
2 1 2 1  
 4    re  ar dr  d  4  d  4   2 
  2a 2a 2 a 
 0  r 0  0 
1
  x2
  e 2 dx  2

————
NOTE: This integral can be solved without a double integral in polar coordinates since we know
1
1  x2

Γ    . The reader can see that if I 
 2 e 2 dx is submitted into general integral,
2 0
 m 1
m   x n dx  1
 ,   , with parameters m  0,   1 / 2, n  2,   1 / 2,
x e it
0 n  n
then results,

1
2
Page 270
 
  1 
 1 x2  1 x2   2  
 e 2 dx  2  e 2 dx  2 1
  2 .

 0
 2 1  2 
  2  
NOTE: The solution seen in standard textbooks on probability theory sets up the calculation as:
  2  r   1 r 2 
2  
I     e
 r 0
2 rdr  d  2

 0
 
I  2
Clearly the size of the radius r is 0 to . The value of  ranges from 0 to 2 but may be set up
as we did above since,

2 2 2
 f  d  4  d   d  2 (the entire circle, r  x  y ).
2 2 2
1 0 0
###

1
2
Page 271
Selected Transformations, Identities, and Special Values

for the Gamma Function
╬
Newport, RI USA
©2009
Table of Contents
Introduction and Notation…………………...……………………………................................... 2

References…………………………………………………………………………………….…. 3
Specialized Values…………………………………………………………………………….… 4
Transformations
Arguments Involving Basic Arithmetic Operations………………………………………... 6
For Multiple Arguments………………………………………………………………….… 8
Products, Sums, and Powers of the Direct Function
Products of The Direct Function…………………………………………………………... 9
Identities: Recurrence Identities
Consecutive Neighbors…………….……….......……………………..……..……...……... 12
Distant Neighbors …………………………...……...…………………………………..…. 12
Differentiation
Low-order differentiation…………………………………………………………………... 13
Appendix: Derivations & Proof Outlines with Examples & Notes……………………............... 14
List of Tables
Table 1 Formulas (1) and (2) Used in Derivations…………………………..……………….. 51
Page 272
Introduction
This report contains about 65 gamma function formulas suggested as supplemental to the
listing at http://functions.wolfram.com/GammaBetaErf/Gamma. The formulas are written in
Mathematica notation and have been placed into six (6) sections with headings corresponding to
those on the Wolfram Functions Mathematica website. See the Mathematica notation at
http://functions.wolfram.com/Notations/.
Some results are well known while others are probably no more than mathematical
curiosities. But some general relations are new, and generate useful results. Also included are
 n
new ways to write old formulas such as   . Some of the formulas involving products can
 2
be expressed or re-expressed in Pochhammer Symbol notation or double factorial notation. See
the website, http://www.docstoc.com/profile/waabu.
The references are given in the text or refer the reader to other sources for the gamma
function (Abramowitz & Stegun, Artin, Gradshteyn & Ryzhik, and Whittaker) and general
mathematics (Bers, Spiegel). An Appendix contains detailed proof outlines of the proposed
formulas with worked out examples for the benefit of students.
Standards and Technology, “Guide to Available Mathematical Software,” at
http://gams.nist.gov/.
Notation
 cos z  is cosine function

 cscz  is cosecant function; not defined for z  n , n  0,1,2,
 z  is the (complete) gamma function; z  0,1,2,3, 
p  p
 int. means integer part of mixed fraction, , p  q ; int    0, p  q
q q
 n  N means the set or subset of natural numbers, n  0,1,2,3,
 n  N  means the set or subset of positive natural numbers, n  1,2,3,
 n  Z means the set or subset of positive and negative natural numbers, n  0,1,2, , 
the number,   3.141592636 
  is 
the number in radians,   180 (degrees)

n n
 Product operator,  f (k )  f (m) f (m  1) f (n). If n  m, we define  f(k)  1
k m k m
 sin  z  is sine function

 z  n  1  z 
  z n  z  z  1 z  2  z  n  1    1
n
Pochhammer Symbol
 z  1  z  n 
  is logical operator “and”. a  b  a and b.
Most of the formulas given here have been reproduced in the authors unpublished work, 500 Integrals of
Elementary and Special Functions, which uses a more traditional notation system such as used in
Gradshteyn and Ryzhik, 2007.
© Francis J. O’Brien, Jr. <> created on 30-Jan-06 <> revised on 21-Jan-15 <> Page 2 of 51
Page 273
REFERENCES
Graphs, and Mathematical Tables. Washington, DC: U.S. Government Printing Office, 1964
Bers, Lipman. Calculus. 2 volumes. NY: Holt, 1969.
Boas, Mary L. Mathematical Methods in the Physical Sciences, 3rd ed. John Wiley & Son, Inc.,
2005.
Gradshteyn, I.S. and I.M. Ryzhik. Table of Integrals, Series and Products, 7th ed. Alan Jeffrey
and D. Zwillinger, eds. New York: Academic Press, 2007.
O’Brien, Jr., F.J. 500 Integrals of Elementary and Special Functions. Newport, RI: Aquidneck
Indian Council, 2009. http://www.docstoc.com/docs/3507375/500- Integrals-of-Elementary-and-
Special-Functions.
O’Brien, Jr., F.J. “Pochhammer Symbol: Selected Proofs”.

http://www.docstoc.com/docs/5473276/Pochhammer-Symbol-Selected-Proofs.
O’Brien, Jr., F.J. “Errata : Pochhammer Symbol: Selected Proofs”.

http://www.docstoc.com/docs/5646130/Pochhammer-Symbol-Selected-Proofs-Errata.
O’Brien, Jr., F.J. “Double Factorials: Selected Proofs and Notes”.

http://www.docstoc.com/docs/5606124/Double-Factorials-Selected-Proofs-and-Notes

Whittaker, E. T. A Course of Modern Analysis: An Introduction to the General Theory of Infinite

Cambridge University Press, 1902. [Reprinted Whittaker, E. T. and G.N. Watson, 4th ed., 1934]
Wolfram, Research, Inc. http://functions.wolfram.com/GammaBetaErf/, 2001.
Wolfram, Research, Inc. . http://functions.wolfram.com/Notations/, 2001.
Page 274
http://functions.wolfram.com/GammaBetaErf/Gamma/03/01/
Specialized values
A. n  k   n  k  1 ! /; n  N   k  N
  2 k  1
n 1
 1 k 1 
1.  n    n 1
/; n  N
 2 2
 2  n 1
   3k  1
 1  3  k 1 
2.  n    n 1
/; n  N
 3 3
 1  n 1
   3k  2 
 2  3  k 1 
3.  n    n 1
/; n  N
 3 3
 3  n 1
   4 k  1
 1  4  k 1 
4.  n    n 1
/; n  N
 4 4
 1  n1
   4 k  3
 3  4  k 1 
5.  n    n 1
/; n  N
 4  4
 p  n1
1    qk  p 
 p  q  k 1   
6.  n    n 1
/; n  N  p  N  q  N  p  q
 q q
 p  n  n  p  qk 
 
 p
7.   
 q  k 1  p   p
/; n  int    n  N  p  N  q  N   N

q q n  q  q
 1n q n  n  p 

 p  q  p   p 
8.     /; n  int    1  n  N  p  N  q  N   N
 q 
n 1
k 0  p  qk   
q q
CONTINUED►
Page 275
 p  m  m  p  qk  n  p  kq  q 
  
 p
9.  n   
 q  k 1 k 1  p  
/; m  int    n  N  p  N  q  N  p  q
 q qm  n q
 1m  n q n  m  p  m   qk  p 

m
 p  n 

q  k 1  p  n N  p N  q N  p  q
/; m  int 
10.  
q  k 1 qk  p  q
n
 p  n1
 m    qk  p 

 n 
p  q  k 1  p  1 n  N  p  N  q  N  p  q
11.  /; m  int  
 q
q n  m  qk  p m 1
k 1
q
 1 1 
12.  n    n    1  /; n  N
n
 2 2 
 1 1   1 2
n
13.  n    n   /; n  N
 2 2  2n  1
 n   n   1 2 2
n 1

14.      /; n  N
2
   2  n
 2 2    2  2  /; n  N 
n 1 n 1
14a.     n 1
n
 2 2 n!!
 2k  1
k 1
n 1
  2k  1
2
 n  2 !!
14b.    
n k 1
n 1
 n 1
/; n  N
2 2 2
2 2
14c.   n     2   
1 n 1 n 1
/; n  N
 2 k 1 2 k  1
14d .   n     q    p
n n 1 
   /; n  N  p  N   q  N   N  p  q
p p
 q  k 1  p  kq   q  q
n 1

m n  p   p  kq   p
14e.   n     q   m   km11 /; m  int    1  n  N  p  N   q  N    N   p  q
p p
 q  q    p  kq  q q
k 0
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Transformations
Arguments involving basic arithmetic operations
 1  z 
15.  z  
z
16. 1  z    z z 
 1  1
17.      z1  
 z  z
 1 1  1
18. 1       
 z z  z
1
z 
1 
19.   1   
z
z  1 z
1  z  1  1
1 z 
20.   
z z
1 1 
20a.    z  1
z z 
1
 
1 
20b.   1   
z
 z  z
 z 
 csc  
 z  2 
20c.     
 2  z
 1  
 2
 z 
 csc 
z  2 
20d .   
2  z
 1  
 2 
CONTINUED►
Page 277
 z 
 csc  
 z  2 
20 e .  1   
 2 z
 
2
21 .  n  z    1  z 1  z n  1 /; n  Z
 z 
21 a .  z  n   /; n  Z
z  1 n
z
2 z 1    
1 z  2
22 .  
 2    z  cos   z 
 
 2 
 z
21 z    1  
 z 1  2
22 a .  
 2 
z  1  1  z  cos   z 
 2 
 z
2  z   1  
 z 1  2
22 b .  
 2   z 
 1  z  cos  
 2 
 
 csc 

 1  z 
23 .     
 z  1
 1  
 z
 csc  z 
24 .  z  1 
 z  1 1  z 
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Transformations
Multiple Arguments
1 
 z   z 
24a  2 z   2 
2 2 z 1

1  2 
 z   z   z 
24b.  3 z   3  3 
1
3z
3 2 2
1 n
 nz  
2  2 n1  k  z  /; n  N 
1   
24c.
nz 
2 n 
k 0
n
1 n
 nz  b  
2  2 n1  b  k  z  /; n  N 
1   
24d .
nz b   n
2 
k 0
n
1 n
1  nz  
2  2 n 1  k  1 
1  
24e.   z  /; n  N 
nz 
2  nk 0 
n
1 
1  z   z 
24 f . 1  2 z   2 
1
2 z
2 2 2
1  2 
1  z   z   z 
24 g . 1  3 z   3  3 
1
3z
3 2 2
Page 279
Products, Sums, and Powers of the direct function
Products of the direct function
 1 1  2
25.  z    z  
 2 2  2 z  1cos z 
1  2 34 z   2 z 
2
 1 
26.  z   z   
 2  2  2 z  1  z  
 z z  2
26a. 1    1 
 2   2  z  2  sin   z 
 
 2 

27. 1  z  z   
sin  z 

28. z  11  z  
z  1sin  z 

29.  z z  1  
z z  1sin  z 
CONTINUED►
Page 280
1  1  z
30.     
 z   z  sin   
 
z
1   1 z
31.   11   
 z   z  1  z sin   
 
z
 1  1 
32. 1  1   
 z   z  z sin   
 
z
32a. n  z  z  n  

 1n 
/; n  Z
n  z sin  z 
32b. n  z  z  n  

 1n z n z 2 /; n  Z
1  z n
z z 
2
32c. 1  z  z  1 
z 1

32d . n  z z  n    z n 1  z n1 /; n  Z
sin  z 

32e.  z n  z   1  z n /; n  Z
n  z sin  z 
CONTINUED►
Page 281
 z   z  w  z  w
33.      
 w  w   w 
 z  w  z  w
33a.     
 w z  w 
 z w  w z 
34.       
 w z  w 
z 
 csc  
z w 
35.    
 w  w z 
 
 w 
z 
 csc   
 z w 
36.     
 w z 
  1
w 
z
 
z 
37.   1   
w
 w   z w
 
 w 
z 
 csc   
 z z  w 
38.     1  
 w  w   z  z  w 
  
 w  w 
Page 282
Identities
Recurrence Identities
Consecutive neighbors
1  z 
39. ( z )  
z
Distant neighbors
40.  z    z  1n z  n  /; n  Z
Page 283
Differentiation
Low-order differentiation

41.  x  n    x  n   x  n  /; x  n  0
x

42. ax  n   aax  n  ax  n  /; a  0  ax  n  0
x
 a  a a  a  a a
43.  x  n    x  n   x  n  /;  0  x  n  0
x  b  b b  b  b b
Page 284
Derivations & Proof Outlines with Examples & Notes

NOTE: Formula (1) and Formula (2) refer to two related gamma function formulas; see last page
 Formula A, n  k 

Apply integration by parts twice on (a )   t a 1e t dt where a  n  k  & n  k  , and definition,  x    x  1! Result is:
0
n  k   n  k  1n  k  1  n  k  1n  k  2!  n  k  1!

See 500 Integrals (Sect. 2.32, p. 59), http://www.docstoc.com/docs/3507375/500- Integrals-of-Elementary-and-Special-Functions.
 Formulas 1-6 & 21
Formulas 1 through 6, listed above, follow from Formula 21, n  z  , with
p
substituted for z, as appropriate.
q
n  z  = n  z  1
nz
by Formula (2), 2nd expression, below. Then if x  1  z ,
n  x   x  n
n  z  
nz
  x  n  k 
n-z k 1
by Formula (1), 3rd expression, below. Thus,
1  z  n 1  z 1  z n 1  z  0
n  z    k  z   , n  0. Check:   z    k  z  1  z  by Formula (2), 2nd expression.
n  z k 1 nz  z k 1 z
In the final form, cancel denominator with last product-term, n – z,
n 1
 k  z   1  z 1  z 
n  z   1  z 
k 1
n 1 .
Page 285
NOTE: n  z  is restricted to the set of positive integers, n  1. For functions of the form 0  z , Formula 8, below, is designed,
 7
such as    .
 3
EXAMPLE: Formula 1 derivation, from n  z  :

  2n  3!!
n 1 n 1
in double factorial notation
2
z
1
  2k  1 
 1  2  1  n1  1  1 1
 n       k    k 1
n 1
, n  1      in Pochhamer Symbol notation by   with n  n  1
 2  2  k 1  2 2   2  n1  2 n
(O' Brien, " Pochhammer Symbol, " p. 6)


2   3!!
  2k  1  2 in double factorial notation
 1 5 3  2
If n  3,  3       k 1
31
  
 2 2 2 4    1  in Pochhamer Symbol notation
  2  2
EXAMPLE: Derive Formula 6:
n 1
 p
n 1 z
p 1  
 q 
 k 1
qk  p 
 k  z 
q
n  z   1  z   , n  1.
k 1
q n 1
n
EXAMPLE: Derive alternative formula for known formula,  , for n a positive odd integer.
2
Set n  2k  1 for n odd, k  1,2, Then, using Formula 6,
n  1  1  k 1  1
    k    1    j   
2  2  2  j 1  2
n 1
k 1
  2 j  1  2k  1
2

 n  2!!
n 1
k
2
j 1
k 1
 k 1
n -1  n 1
in double factorial notation.
2 2 2
2 2
Page 286
NOTE: This version of    formula follows conformally from the structure of n  z  , and so seems easier to compute from
n
2
[especially for textbook hand calculations] than conventional formula. See O’Brien, “Double Factorials” (Sect. 2.7.1).
EXAMPLE:  7  n 7  (1)(3)(5) 15
    .
2 23 8
 p p
 Formula 7,  ,  N 
q q

 p  pq 
     1 by algebraic rearrangement, and using known relation (z  1)   t z et dt  z( z ),
q  q  0
 p  p   p 
     1  1, so that repeating the factorial process, using x  a  Formula (2), below,
q q  q 
p  n
  n   p  qk 
 p
     k 1
q
,
q qn
 p
where n  int  
q
NOTE: int  is the standard “integer” function which selects the integer-part of a mixed fractional form, such as 3  1
int    int 1   1.
2  2
 p
We take int    0, p  q. For a complete technical definition, see http://functions.wolfram.com/Notations/.
q
Page 287
5  2
   2  5  2k 
 5  n2  2  k 1 3
EXAMPLE:    2
 .
2 2 4
NOTE: Formula 7 is designed to generalize the repeated application of known formula, z  1  zz  , where z
p
, p  q.
q
 p p
 Formula 8,   ,  N 
 q q
 p
1  
 p  q
Using Formula 15, below, with z
p
,     , and repeating the factorial process, with Formula (2), 2nd expression, below,
q  q  p

q
 p
   
 1n q n  p
 n  ,
n 1
 q  p  qk   q 

k 0
 p
where n  int    1
q
 5  n2 9  1 
EXAMPLEs:      
 3  10  3 
 1  n 1
     2  .
 2
NOTE: Formula 8 is designed to generalize the repeated application of the known relation z   ( z  1) for z
p
 0. It is a
z q
special case of Formula 6 when n = 0.
Page 288
 p
 Formula 9,  n   , p>q
 q
Using Formula (1), 3rd expression, below,

 p  p n  p 
 n        n  k  ,
 q  q  k 1  q 
 p
and substituting Formula 7 above for  , p  q, with n set to m in Formula 7,
q
p 
  m  m
 p
 n     m  n    p  kq   p  kq  q ,
n
q
 q q k 1 k 1
 p
where m  int  
q
m0
 p  p
NOTE: If m = 0, then Formula 9 reduces to known formula,  n 

,
q 
since   p  kq  1 , and int q   0 , implying
k 1
p  q.
EXAMPLE:
 4  m 1 n
1
   1  4  3 k  3k  1   n
 4  m 1  3  k 1 3
 n   
 3 3 n 1
k 1
  3k  1.
3 n 1 k 1
 4  (4)(7)  1 
If n  2,  2     .
 3 33 3
 4  10  28  1 
As a check,  2   may be done with Formula 7 above,     .
 3  3  27  3 
Page 289
p 
 Formula 10,   n  , p>q
q 
p 
Use known formula,   n   n
 1n q n  p  /; n  N  p  N   p  N   p  q
 
 q  k 1 qk  p   q 
 p
and substituting Formula 7 above for  , p  q, with n set to m in Formula 7,
q
 p 
m 
p 
   m 
 
 1n q n   q  k 1

 p  kq  

  n   
q 
n  m 

q
kq  p   
k 1
 
m m
   
 1n q nm  p  m   p  kq   1n q nm  p  m   1kq  p 
q  k 1 q  k 1
  
n n
 kq  p
k 1
 kq  p 
k 1
m
 1n m q nm  p  m  kq  p 
q  k 1
,
n
 kq  p 
k 1
 p
where m  int  .
q
m0
   p
NOTE: If m = 0, then Formula 10 reduces to known formula,  p  n  , since
q 
 kq  p  =1, and int q   0 , implying
k 1
p  q.
EXAMPLE:
Page 290
m 2
7  m2 7 
 3k  7 1 4
  n    1n  2 (3) n 2   2  k 1
  1n  2 (3) n 2   .
 3  3  n
 3 n
 3k  7
k 1
 3k  7
k 1
 n
NOTE: Formula 10 is useful for deriving an alternative formula for    ; see Formula 14a, below.
 2
 p
Formula 11,  n   , p>q
 q
 p
Use Formula 6 above,  n  , p  q ,
 q
 p  n 1
1    qk  p 
 p
 n    
q  k 1
,
 q q n 1
 p p  p  p
and set 1        from Formula (2), below. Then use Formula 8 above,   , p  q, with n set to m, defined below.
 q q  q  q
 p  n 1  p  n 1  p  n 1
 1m 1 q m  n  m   qk  p   1m 1  m   qk  p   1m 1  m   qk  p 
 p   q  k 1  q  k 1  q  k 1
 n    
q 
m 1 m 1 m 1
   p  qk  q 
nm
  1qk  p  q  nm
 1m 1  qk  p 
k 1 k 1 k 1
 p  n1
 m    qk  p 
q  k 1
  m 1
,
q n  m  qk  p 
k 1
 p
where m  int   1

q
EXAMPLE:
Page 291
n 1 n 1
 2k  5   2k  5
 5  m 3  5  k 1
 n     3    n 3k 1 .
2  n 3 m 1
 2  2  2k  5 2 (3)(1)
k 1
 5 3  (3)(1)(1) 
If n  4,  4        .
 2 2 21 (3)(1) 2
NOTE: Formula 11 reduces to Formula 6 if m = 1, implying p  q.
 1 1 
 Formula 12,  n    n 
 2 2 
Multiply each known formula for n integer,
 
 1 1    
  1  2
n n n
 n    n    n  2k  1  n    1n 
 2 2   2 k 1    2k  1 
 k 1 
EXAMPLE:
 1 1  n2  5   3 
 2    2         .
 2 2  2  2
 1 1   z 2
This answer follows also from known formula,  z    z   .
 2 2  cosz 
Page 292
 1 1 
 Formula 13,  n    n 
 2  2 
1 
Multiply each formula for n integer—use Formula 1 above, and known formula   n  ,
2 
 
 
      1n  2 n   1n 2
n 1

 1 1
 n    n   n 1 2k  1  n 
 2 2   2   2n  1
k 1 

 k 1
2k  1 

 1 1  2
NOTE: See Formula 16, below,  z    z   .
 2 2  2 z  1 cos z 
EXAMPLE:
 1   1  n1  1 2
1
 1 1 
1    1        2 .
 2 2  2  2 1
 n n
 Formula 14,    
 2 2
 n
Follows from alternative formula for    given below in Formula 14a, and the example given above in Formulas 1-6 for
 2
n 1
1 n 2
1 n
n 1
2 2
  2k  1
n 2
alternative form of known formula,    2 2
  2k  1  k 1
.
2 k 1 n
Page 293
   1n n 1
2

  
 n 1
 2
2   2 j  1 
 1
n 1
 n n   2
2
  j 1  2
2
      =  n1  = .
 2 2  2  n  n

  2 j  1  



 j 1  
NOTE: may also be derived from known Euler Reflection Formula,

n
z
  2  n 2

 1 2  2  1 2   1 2 2 .
2 1 n 3 n n 1
 z  z      csc 
z sin  z   n   n  n  2  n n n
  sin  
2  2 
EXAMPLE:
 3   3  n3  1 2 2
2
      .
 2 2 3 3
 n 3 2  2
Also follows from    .
 n   n  3  3  3
  sin   sin  
2  2   2 
 n
 Formula 14a,   
 2
EXAMPLE: Derive alternative formula for   n , n positive odd integer. Set n  2k  1 for n odd, k  1,2,  . Then, using Formula
 2
10, above,
Page 294
 1k  1 
 2    1 2   2
n 1 n 1
 
k
 n 1 
k k n 1
  2 
2 2
      k    n 1
2 in double factorial notation .
 2 2 
k
 1 k
n!!
  j    2 j  1
 2 j  1
2
j 1  2 j 1
j 1
 5  n5  2  
3
8
If n  5,      .
 2 (1)(3)(5) 15
 
NOTE: This version of   n2 formula has fewer terms, and so seems easier to compute from [especially for textbook hand
calculations] than conventional formula. The present version explicitly limits n to positive odd integers vice all positive integers, N  .
n
 Formula 14b,  
2
See derivation above under Formulas 1-6, EXAMPLE.
 1
 Formula 14c,   n  
 2
n
1 1
One solution is from O’Brien, “Pochhammer Symbol” (p. 5), where,  a n   1  a  k  . Setting a 
n
,
k 1 2
 1 n
1 n
1
     1    1 2 n 
n n
.
 2  n k 1  1  k 1 2k  1
  k
2 
Page 295
 1  1
  n     n  
2 2
Also, from Formula (1), below,  x  n    x  x n ,    .
 1 2 
  
 2
 1
  n  
 1 1 2
 
n
Equating the forms,    ,  1 2 n 
n
, or,
 2  n k 1 2k  1 2 
1   2
n 1
 1 n
1  
  n     2  
n 1
and   n    in double factorial notation.
 2 k 1 2k  1  2 2n  1!!
1   1  1
NOTE: Similar forms,   n ,  n  ,  n  , can be solved using this approach by Pochhammer relations,
2   2  2
a n ,  a n , a n . To collect these formulas for comparison, noting,  1!! 0!! 1,
1  2n  1!!
  n   , n0
2  2n
1 
  n  
 2  , n  0
n
2  2n  1!!
 1  2n  3!!
 n     , n 1
 2 2 n1
1   2
n 1

  n    , n0
 2  2n  1!!
 1  n 0
EXAMPLES:   n     2 
 2
 1  n1 4
  1    
 2 3
Page 296
 1  n 2 8
  2     
 2 15
 p
 Formula 14d,   n  , p  q
 q
 n  a  n
1
From paper, “Pochhammer Symbol”:  a n    1 
p
. Setting a  ,
n
 a  k 1 a  k  q
 p
  n  
1 1
 
q n n
 a n   1 
n
  1 q n 
n
to give,
 p k 1  p  k 1  p  kq 
     k 
 q q 
 p n
1  p
  n     q     ,
n
 q k 1  p  kq   q
 p  p q  p
where    can be reduced to      1   by Formula 15, below.
 q  q p  q
 1
EXAMPLE: derive above relation,   n  
 2
 p
 Formula 14e,   n  , p  q
 q
 p  p  p
Similar to derivation of Formula 11,  n  , p  q . Substitute Formula 8,   , into Formula 14e and set n  m in   .
 q  q  q
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2
1
 3 4  3
 3  2k  24  7
EXAMPLE:   2     2   2   k 1
  which is the same result if    is solved by Formula 14a,
 2  2 1
1 3  5  7  2
 3  2k 
k 0
8
 n   7   2 2
   ;     .
 2  2 7!!
 Formula 15,  z 
1  z 
 z    follows from rearrangement of Formula 16, below. It also follows either as a corollary of known formula,
z
z  1
z   with –z substituted for z, or directly from Formulas (2), 2nd expression, below; i.e., evaluate 0  z .
z
NOTE: This formula has been shown to be useful for students evaluating non-integer arguments of gamma for z  0. Formula 17,
below, is also useful for z < 0 functions. As such, Formula 15 merely summarizes an expression used in practice to evaluate gamma
functions for z < 0.
1
 
 1 2
EXAMPLE:         2  .
 2  1
2
NOTE: integer arguments are not defined, such as  3.
 Formula 16, 1  z 
1  z    z z  from Formula (2), ist expression. 1  z   1  z  11  z  1.
 1
 Formula 17,   
 z
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 1  1 1
     z1   follows from rearrangement of Formula 18, below, or from Formula 15, above, with z set to .
 z  z z
 1  z 2  1
EXAMPLE:      21    2  .
 2  2
1  1
z   1  
NOTE: Compare result with standard approach, z   z  1  2
2
  2  .
z 1

2
 1
 Formula 18, 1  
 z
 1 1  1
1        by Formula (2), ist expression, below.
 z z  z
 1  z 2 1  1 
EXAMPLE: 1         
 2 2  2
1 
 Formula 19,   1
z 
1
z  
1 
  1    follows from Formula (2), 2nd expression, below.
z
z  1 z
1
 Formula 20,  
z
Page 299
 1  1  z   1  1 
     1 by rearrangement of Formula 19,   1 .
z z z  z 
1
 Formula 20a,  
z
1 1
Set to  0 and apply Formula (1), 2nd expression, below.
z z
1 1 
   z  1 .
z z 
1 
 Formula 20b,   1
z 
1 1 
By rearrangement of    z  1 .
z z 
 z
 Formula 20c,   
 2
for z in known formula,  z     csc  z  .

z
Substitute
2 1  z 
z 
 z   csc  2 
   = 
 2  z
 1  
 2
 
 csc  
 1
EXAMPLE:       2      2 
 2 3 1
  
2 2
Page 300
 n
NOTE: as an aside, if z  n odd, then    can be derived by noting,
 2
 n  1 1
   1 2   1 2 for integer n
n n
 csc
 2 
 n n n
 1     
 2 2 2
 nn  2 !!  n!! ,
n z n
and using Formula   above. Same approach will show that   of Formula 20d will provide   , n odd, Formula 14b.
2 2 2
z
 Formula 20d,  
2
 z 
 csc 

 z  2   z z z z  z
In Formula 20c, above,    =  , set 1      , and substitute   in    .
 2  z  2 2 2 2  2
 1  
 2
 z   z 
 csc    csc  
z  2   2 
  =  = .
2  z z  z
 1     
 2 2  2
 z 2  z
Then, set      1   by Formula (2), 2nd expression, below.
 2 z  2
Page 301
 z   z 
 csc    csc  
z  2   2 
     
2  2   z   z   z
    1   1  
 z   2   2   2
 ALTERNATIVE DERIVATION:

In known formula, z 1  z     csc  z  , set z  ,1  z  1  , and solve for
z z
sin  z  2 2
 z 
 csc

z  2 
   .
2  z
1  
 2
3 
 csc   
3
EXAMPLE:     2      .
2  1 2  2
  
 2
 z
 Formula 20e, 1  
 2
By Formula (2), ist expression, below,
 z   z 
  csc 
 csc  
 z z  z  z  2    2  by Formula 20c, above,
1        . Since     
 2 2  2  2  z z z
 1    
 2 2  2
then
Page 302
  z    z 
  csc     csc  
 z z  2    2 .
 1     
 2 2  z z  z
     
 2 2  2
 ALTERNATIVE DERIVATION:
z  z z
Switch the roles of   and 1   in Formula 20d,   .
2  2 2
 
 csc  
 1  2  .
EXAMPLE: 1   =
 2 1
 
2
 Formula 21, n  z 
Derivation given above under Formulas 1-6 & 21.
In n  z   1  z   k  z  , cancel denominator with last product

n
 1
EXAMPLE: derive alternative formula for Formula 1,  n   .
 2 nz
k 1
term, n  z,
n 1
 k  z  ,
n  z   1  z 
k 1
and reverse sense of product terms,
n 1 n 1
  1k  z  =  1
n  z   1  z 
k 1
n 1
 z  k .
1  z 
k 1
Page 303
n 1


 1  2k .
1  1
Then,  n     1n 1 21 n  If n  2,  2     12 1  (1)  .
 2  2 2
k 1
NOTE: Formula 1 seems easier to compute from.
 Formula 21a,  z  n 
 z   z 
 z  n    by Formula (2), 3rd expression, below. This formula differs from known formula,
n
z  1n
 z  k 
k 1
 z  n  
 1n z  .
1  z n
1
z
1  z  2 2n 
EXAMPLE: derive alternative formula for known formula,   n    .
2  n n
 z  k 
k 1
 1  2k 
k 1
1
 
1  2 23 
EXAMPLE:   3    = 8  .
2  3  1 3 5 15

k 1
1
 2

 k

1 z 
 Formula 22,  
 2 
Obtained from G.S. Carr, Formulas and Theorems in Pure Mathematics, 2 ed., 1970, Chelsea Publishing Co., by rearrangement of his
21 2 x  2 x 
 m 1

Formula 2319, page 363, x  . Derivation is given there from m (1  m)   , and x  
x
dx  .
1  x sin m  1 
0
  x 
2 
NOTE: Boas (2005, pp. 692-694) gives a detailed derivation of  p (1  p) . Also see Whittaker (1902, Sect. 97, p. 179).
Page 304
1
1 1
2 2
  
1 1 z   4    1 .
EXAMPLE: If z = ,    
2  2   1  cos    4
   
2 4
NOTE: Formula 22 provides another expression for z  , by rearrangement of terms.
 z 1
 2 
 z
21 z  1  
1 z   z 1  2   z  z 
In Formula 22,   , set z to 2  z    , where cos       cos  .
 2   2  z  11  z cos   z   2   2 
 
 2 
1
3 1
2 2
  
 z 1  4   4 3 .
EXAMPLE: If z =1/2,    
 2   1 cos    4
 
2 4
 z 1
EXAMPLE: If z  0,    2  .
 2 
 z 1
 Formula 22b,  
 2 
Page 305
 z  z
2  z 1     2  z  1  
1 z   z 1  2   2 ,
In Formula 22,   , set z to  z   
 2   2   z cos    z  1  z cos   z 
   
 2   2 
 z 2  z 1  z 
by substituting      1   and  z    , each from Formula (2), 2nd expression, and where
 2 z  2 z
  z  z 
cos    cos .
 2   2 
1
1  3 
2  
2
  1  
 z 1 4 4 3
EXAMPLE: If z =1/2,        .
 2   1  cos    2 4
    2
2 4 2
 z 1
EXAMPLE: If z  0,   .
 2 
 1
 Formula 23,   
 z
 csc  z  1
Derived from known formula,  z    , with z set to , giving,
 z  1 z
 
 csc  
 1  z .
    
 z 1 
  1
z 
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 
 csc  
 1  2   2 (1)
EXAMPLE:        2  .
 2 3 
 
2
 Formula 24,  z  1

Use the known formula,  z 1  z   with z set to 2  z , 1  z set to z  1 .
sin  z 
 
2  z  z  1     csc z  , or
sin 2  z  sin  z 
 csc  z   csc  z   csc  z 
z  1     .
2  z  1  z 1  z  z  11  z 
by relation,
sin  A  B   sinA cosB  cos A sin B, where A  2 , B  z , and 2  z   1  z 1  z    z  11  z  by Formula (2), ist
expression, below.
 z  11  z  
ALTERNATIVE DERIVATION: Set  z  1  and use known formula,  z  z    with z set to
1  z  z sin  z 
z  1,  z set to 1  z. Then,
 z  11  z    csc  z 
  ,
1  z  z  11  z sin  z    z  11  z 
1
since sin z      sin z    by Addition Formula, sin  A  B .
csc z 
3 
 csc   
3 
EXAMPLE:   1   2     1   .
 2   3  1   1  3   1     1 
       
2   2 2  2
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 Formula 24a,  2 z 

Set n =2 in  nz  , below.
1 
 z   z 
 2 z   2 
2 2 z 1

 1 1 3 1    

    4  
 1 4 4 4 4 4    4  
EXAMPLE: if z = ¼,   2    3                 2 
 4 22  2 2  2 2     2 2  2
 sin  4    2 
 
1 3 
using z 1  z  for    in known formula, z 1  z   .
4 4 sin  z 
 Formula 24b,  3 z 

Set n =3 in  nz  , below.
2  2   k  z   z  1  z  2  z 

1 n 2
k 0  3  3  3 
 3z   1 1
3z 3z
3 2
3 2
2 
 Formula 24c,  nz 

Set z to –z in known formula, nz  , and rearrange.
2  n 1  k  z .
1 n
 nz   1  
2

nz 
2 n
k 0 
n
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 NOTE: n is assumed a positive integer, n  N 
 Formula 24d,  nz  b 

Set z to –z in known formula, nz  b  , and rearrange.
 NOTE: n is assumed a positive integer, n  N 
 Formula 24e, 1  nz 

Set b to 1 in Formula 24d,  nz  b  .
1
1
EXAMPLE: n  2, z  ; 1  nz  
2  
2 1 1  1
  1   
1 

 1 1 3
  , using z 1  z  for   
4 20 2 4  4 2   2 2 4 4
sin  
4 2

in known formula, z 1  z   .
sin  z 
 Formula 24f, 1  2 z 
Substitute n  2, b  1 in Formula 24d,  nz  b  .
 Formula 24g, 1  3z 
Substitute n  3, b  1 in Formula 24d,  nz  b  .
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 1 1 
 Formula 25,  z    z 
 2 2 
 1 1
Follows from known formula,  z  z    , where z is set to z  and  z is set to  z.
z sin  z  2 2
 1 1    2 2
 z    z     
 2 2   1    2 z  1 cos z  2 z  1cos z 
 z   sin   z  
 2  2
where,
 
sin   z     cos z  by relation,
 2

sin  A  B   sin A cos B  cos A sin B  0  cos A, where A   z , B  .
2
 1 1  2 2 sec z  1
NOTE:  z    z  = may also be expressed as since secA  .
 2 2  2 z  1cos z  2z  1 cosA
 1  1
 Formula 26,  z   z  
 2  2
 1  1
 z   2 z  
 1 2 2
 z       by Formula (2), 2nd expression, below.
 2 1 2z  1
z
2
 1
 z   is obtained from known formula, by rearrangement,
 2
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 1
2 2 z 1  z  z  
2 z    2
.

2
2  2 z    2 3 4 z   2 z  
2 2
 1  1 2   1 
  z     z     z       
 2  2  2 z  1   2  2 z  1  2 2 z 1  z   2 z  1   z  
EXAMPLE:
2
 3
3 4  

 3 
3

z 2
3 1 3 1 2 2    1.
      
 2 2   2 2    3     3  
2 2   1   2  
    
 z z 
 Formula 26a, 1    1
 2 2 

In known formula, z  z   
z z
, set z  1  ,  z   1, and solve
z sin  z  2 2
 z z   2 2
  1      1     .
 2 2   z    z   z   z 
1   sin    2  z sin   z  2sin  
 2  2 2   2   2 
 1 1 
EXAMPLE: 1    1  2 .
 2 2 
 Formula 27,  z  1 z 
Page 311

Follows from known formulas,  z  z    , and z  1  z z .
zsin  z 
   
 z  1 z   zz  z  = z    .
 zsin  z   sin  z 
1   1 
EXAMPLE:   1      
2   2  
sin  
2
 Formula 28,  z  11  z 
 z 
 z  1  by Formula (2), 2nd expression, below.
z 1
1  z    z z  by Formula 16, above.

 z  z    by known formula.
zsin  z 
z    
  z  11  z     z  z   
z
    .
z 1 z  1  zsin  z    z  1sin  z 
1   1 
EXAMPLE:   11      2 .
2   2  1   
  1 sin  
2   2
 Formula 29,  z  z  1
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 z  
 z  z  1   z  
z 1 z  z  1sin  z 
  z 
using known formulas,  z  z    , and  z  1  .
zsin  z  z 1
 1 1  
EXAMPLE:     1    4 .
 2 2   1  1    
   sin  
 2  2   2 
1  1
 Formula 30,    
z  z
1 1
Follows from known formula z  z  with z set to and –z set to  .
z z
1  1  z
      
z  z 1    
sin   sin  
z z z
1   1
 Formula 31,   11  
z   z
1 1
Follows from known formula z  z  with z set to
 1 and –z set to 1  .
z z
1   1  z z
  11       .
z   z  1        
1   sin     1  z  sin   1  z  sin  
 z z    z  z
Page 313
 1  1
 Formula 32, 1  1  
 z  z
 1 1  1
1        by Formula (1), ist expression, below.
 z z  z
 1 1 1
1      by known transformation formula.
 z z z
 
 1  1 1  11 1 1  z   1  1
  1    1            2    from above, Formula 30,     .
 z  z z  zz z z      z  z
 sin    z sin  
  z  z
 Formula 32a, n  z  z  n 
Multiply n  z  z  n  , Formulas 21/21a above, and apply known formula,

 z 1  z   ,
sin  z 
  1n  z    1  z 1  z n   1n 
n  z  z  n  =     .
 1  z n   nz  n  z sin  z 
EXAMPLE: derive known formula  z  z  .
Set n = 0 in n  z  z  n  

 1
0



 z sin  z  z sin  z 
 Formula 32b, n  z z  n 
Page 314
From Formula (1), 3rd expression, n  z   z n  z  . From Formula (2), 3rd expression,
   1  z   1  z 
n n
Thus, n  z z  n  =
 1n z n z 2 .
 zn  n  .
1  z n 1  z n
 k  z  k 1
  2  
2
 1 1    1 
EXAMPLE: 1    1    1    .
 2 2  2   2 
 Formula 32c, 1  z  z  1
1  z  z  1 
z
z 2 from Formula 32b with n = 1.
z 1
 3 3  3  
2
EXAMPLE: 1    1   12   3   3  .
 2   2   2    2  4
 Formula 32d, n  z z  n 

Use n  z  from Formula 21 above, known formulas, n  z    z n z  , and  z 1  z   to obtain,
sin  z 

n  z z  n   z n 1  z n 1 z 1  z   z n 1  z n 1 .
sin  z 
EXAMPLE: Derive known formula 1  z  z  1 . Set n =1 in Formula 32d, n  z  z  n ,
z
1  z z  1 = .
sin  z 
Page 315
 Formula 32e, z n  z 
This formula extends the known famous relation, z 1 z    , for 0  z  1.
sin  z 
1  z  n 1  z 
Since n  z    k  z   1  z n , then
n  z k 1 nz
z n  z  =
 n
k  z 
   
 z 1  z  k 1  k  z   1  z n , 0  z  1.
n
 

nz

n  z sin  z  k 1 n  z sin  z 
 
EXAMPLES: z n  z  can be used to prove z 1 z  for n =1, and z  z  for n = 0.
n 1  
z n  z   1  z 1  .
1  z sin  z  sin  z 
n 0   csc z 
z n  z   1  z 0  
 z sin  z  z

 k  z  .
n
NOTE: z n  z  provides another expression for n  z  
n  z z sin  z  k 1
z
 Formula 33,  
 w
z  z  w
Set  1   and apply Formula (1), ist expression, below.
w  w 
z zw  zw  zw   z  w  z  w

     1    1  1  1  1    .
 w  w   w   w   w   w 
Page 316
3 32 32 1

EXAMPLE:        .
2  2   2  2
z
 w
z z
Set to  0 . Then,
w w
z  w  z  w nd
   0     by Formula (1), 2 expression, below.
 w  z  w 
 z
 Formula 34,   
 w
z w z 
Set    1 and apply Formula (2), 2nd expression, below.
w  w 
w z
 
 z  w z   z  w w z
     1     
 w  w  z z  w 
w
 3 2  1 4
EXAMPLE:          .
 2 3  2 3
z
 Formula 35,  
 w
Page 317
 z   z  w  z  w  z  w  z 
From above,         1
 w  w   w   w   w 
 csc  z 
and substitute into above formula z  1 
z
Set z to .
w z  11  z 
.
 z    z   z 
  csc      csc     csc   
 z   z  w   w     z  w  w    w 
      
 w   w    z  11  z    w    z  w 1  z   w z

  w   w     w   w    w 

   
3 
 csc   
3
EXAMPLE:    2     
1

2  2 3  1 2
    
 2   2
 z
 Formula 36,   
 w
 z w w z w  z  z
         1   from above formula,    .
 w z  w  z  w  w
 
Use known formula  z 1  z   . Then set 1  z   &
sin  z   z sin  z 
1
 csc  z  , and substitute
z
for z.
sin  z  w
Page 318
Then,
    z 
     csc   
 z w   w .
         
 w z   z   z    z   z   z  z 
  w  sin  w      w  w  sin  w       1
w 
   
3 
 csc  
 3 2   4  .
EXAMPLE:     
 2 3  3
   1
2 
z 
Formula 37,   1
w 
z
 
z   z 
  1    from known formula  z  1 
w z
with z set to .
 w   z  w z 1 w
 
 w 
 z z 
 Formula 38,     1
 w  w 
z 
 csc   
 w  .
for z in the above formula  z z  1  
z
Substitute 
w z z  1sin  z   z  z  w 
  
 w  w 
Page 319
3 
 csc   
 3 3 
EXAMPLE:     1    2    4  1  4
 2 2   3  1  3 3
  
 2  2 
 Formula 39,  z 
See Formula 15,  z  .
NOTE: Solve directly by integration by parts on 1  z ;

  e t 
1  z  
 0

 tz

dt   z z  ,


and solve for  z .
 Formula 40, z 
 z 
z    z  1n  z  n  by rearrangement of  z  n   , derived above in Formula 21a.
z  1n
 Formulas 41-43
These derivatives follow from the detailed derivations given in “Pochhammer Symbol” (pp.
27-28). The major difference is that the chain rule must be applied to the real-variable
arguments of the gamma function. Thus,
 d ax  n 
 ax  n   ax  n  ax  n   aax  n  ax  n  a, ax  n  0,
x dx
where  is the Psi function.
Page 320
a 
d x  n
 a  a  a  b   a ax  n  ax  n   a , a x  n  0
  x  n    x  n    x  n    b b 
x  b  b  b  dx b
 
 x  n  follows from ax  n  with a  1 since
d
 x  1.
x x dx

NOTE: Following the guidance in “Pochhammer Symbol,” it will be seen that the constants
associated with the variable x factor out in the integrations which justifies the chain rule as a
faster solution.

NOTE: From the above derivative forms, it is easy to see that  x    x  x  .
x
NOTE: In general, if the argument of the gamma function is a real-variable differentiable
function f  x  , then it seems safe to say,

 f x    f  x  f  x  f  x , f ( x)  0, f ( x)  0.
d
x dx
Check your work at http://www.quickmath.com/.
###
Page 321
Table 1. Formulas (1) and (2) Used in Derivations
Formula Formula Proof Outline

Number

 x  a   ( x  a  1) x  a  1  Do integration by parts on  x  a    t x  a 1e t dt

 x  a  1
0
(1)   2nd Formula: Do integration by parts on

xa 
 x  n    x n  x   x  a  1   t x a e t dt   x  a  x  a  and solve for  x  a 

n 0
  x   x  n  i   3rd Formula derived in O’Brien, “Pochhammer Symbol” (p. 2)

i 1
n 1
  x   x  i 
i 0
where n  0,1,2,3, 

x  a   ( x  a  1) x  a  1  Do integration by parts on  x  a    t x a 1e t dt

(2) x  a  1
0
  2nd Formula: Do integration by parts on

xa 
 x   1n x   x  a  1   t x a e t dt   x  a  x  a  and solve for  x  a 

x  n   
x  1n 1  x n  rd
0
3 Formula derived in O’Brien, “Pochhammer Symbol” (p. 2)

x 
 1  x 
n
 n  n
 x  k   k  x 
k 1 k 1
where n  0,1,2,3, 
Source: O’Brien, Jr., F.J. “Pochhammer Symbol: Selected Proofs”. http://www.docstoc.com/docs/5473276/Pochhammer-Symbol-Selected-

Proofs.
Page 322
List of Formulas in
500 Integrals of Elementary & Special Functions
╬

Newport, RI
© Francis J. O’ Brien, Jr. All rights reserved. Apr. 2, 2013
PREFACE
This book is a listing of derived formulas for about 500 derivatives, integrals, series, and
products. The intended audience is students and practitioners in the fields of applied
mathematics, pure and applied science, and engineering. The fundamental purpose of the book
is to present a modest listing of formulas with worked out solutions structured on the widely used
desk reference, Table of Integrals, Series, and Products (7th ed.), Gradshteyn & Ryzhik (GR).
In essence, the book contains previously published formulas in GR as well as candidates for the
next edition.
“New” formulas are provided in substantive areas—exponential and logarithmic
functions and selected special functions with emphasis on the gamma and related functions. The
level of difficulty of the material ranges from easy to moderately difficult, and covers selected
topics in first year calculus through advanced calculus/real variable anlysis. The focus is on
understanding how to evaluate the unsolved formulas covered in the text. Throughout the
computer is used as an answer–checker rather than the primary evaluator1.
The topics covered reflect the author’s own interests in applied theoretical fundamentals
and potential applications in education, science and engineering. The first section, Mathematical
and Graphical Summary of Selected Elementary and Special Functions, contains an abbreviated
tutorial on all the notations, definitions and properties of the functions used in this book. The
Mathematical Summary should be consulted for guidance in the solution of the formulas
presented. The first major section of results consists of Indefinite Integrals of selected
Elementary Functions (Sections 2.3 & 2.7 in GR). This is followed by Definite Integrals of
Elementary Functions (Sections 3.3–3.4 & 4.2.–4.4 in GR), and lastly, selected Special
Functions (Sections 8.2 & 8.3 in GR). The primary contribution presented in this volume is a
family of integrals of three–parameter algebraic–exponential functions expressed in terms of
gamma functions. (see papers at http://www.docstoc.com/profile/waabu)
As mentioned, 500 Integrals is based on the architecture of Table of Integrals, Series,
and Products. The material is presented in the order of appearance in GR using their section
1
Mathematica can solve about 80% of the integrals in GR.
© Francis J. O’Brien, Jr., <> Aquidneck Indian Council<>All rights reserved.
Page 323
nomenclature and formula numbering system. This format is used instead of conventional
chapter and sub–chapter headings.
NOTE: Some formulas in GR (7th Edition) contain misprints. For the errata sheet see
http://www.mathtable.com/errata/gr7_errata.pdf
a n Pochhammer symbol Li 2 dilogarithm

C or  Euler' s constant lim limit
G or K Catalan' s constant ln & log logarithm
 epsilon n! factorial
 not an element of a set Re real variable
Ei exponential - integral function  error function
erf error function  mathematical constant 3.14159265...
erfi error function  product
exp or e exponential function  summation
i imaginary number  Psi (Digamma) function
 and  gamma function n
  binomial coefficient
  gamma function  j
int integer function ! factorial
li logarithm - integral function !! double factorials

Page 324
References
ISBN: 1–4392-1981–8. http://www.docstoc.com/profile/waabu
m  x n
_______. x e dx and related integrals, 2nd ed., Mar.16, 2013.
_______. A family of algebraic-exponential integrals (corrected copy). Mar.g 26, 2013,

✜
The author would like to acknowledge with deep gratitude the late Professor Alan Jeffrey for
extensive feedback in the creation of the formulas and assistance in their publication in
Gradshteyn and Ryzhik (6th & 7th Editions), Table of Integrals, Series, and Products.

Page 325
INDEX OF FORMULAS
₪
500 Integrals of Elementary & Special Functions
This index lists the formulas which are solved in the text. The formulas are identified by the section
number, section title and page numbers where they appear in the text. Similar expressions are stated
in combined algebraic form. The Mathematical and Graphical Summary (page 1 and following of
full text) contains other formulas not listed below.
FORMULA SECTION SECTION TITLE (page number)

NUMBER
NOTATION AND FINITE SUMS

int x  — NOTATIONS (22)
a n —
n —
 uk
k m
n —
 f (k )
k m
n 1 0.111 FINITE SUMS (25–26)
 a  kr 
k 0
n 0.112
 aq k 1
k 1
n 0.121.1
k
k 1

Page 326
INDEFINITE INTEGRALS
THE EXPONENTIAL FUNCTION (29–34)
x e  ax dx
m n
2.31
e  ax
n
2.31
 x m dx
 exp a dx
x
  2.312
ax 2.312
 x a dx
ax 2.312
 x b dx
2x 2.312
 x 2 dx
 a dx
x2 2.312
dx 2.312
a x 2
a
xn
dx 2.312
dx 2.312
a xn
x
m
a x dx
n
2.312
x 2.312
d
dx 
f (t )dt
a
c 2.312
d
dx  f (t , a)dt
 ( x)
e THE EXPONENTIAL COMBINED WITH

 x 2.32
ln p xdx
RATIONAL FUNCTIONS OF x (35–60)
e
 x
ln xdx
e ax 2.32
 x 4 dx
x
m  ax n 2.32
e dx
uv   vdu 2.32

Page 327
c 2.32
d
dx  f (t )dt
x
  1! 2.32
  k  1!
 ln xdx 2.32
m
 x ln xdx 2.32
n m
 x ln xdx 2.32
n
erfi x  2.32
e
ax 2
dx 2.32
 dx
e
ax 2 2 bx  c 2.32
a ,  a, x , a, x  2.32

ln x n 2.32
 x m dx
erf  x  2.32
x
m  x n
2.32
e dx
x
a 1  x 2.32
e dx
e
 x 2
dx 2.32
2.32
e  ax
n
 xm
dx
n
e ax 2.32
 x dx
Eiax n  2.32
n
z  k  1! 2.32
z!
2 2.32
e ax
 x2
dx
e  x
n
2.32
 x m dx
 n, x 
e  x
n
2.32
 x dx

Page 328

Ei  x n  2.32
n
 x 2 2.32
e
 x 2 dx
 x e dx 2.32
n ax
e ax 2.32
 x n dx
 x e dx
n  x 2.32
 xe dx
 x 2.32
 x e dx

2  x 2.32
 x e dx

3  x 2.32
e  x dx 2.32
 x
e  x dx 2.32
 xn
e  x dx 2.32
 x2
e  x dx 2.32
 x3
e  x dx 2.32
 x4
 x dx 2.32
n
1 2.32
x n
dx
1 1 2.32
 x dx
2
& x 3
dx
 x dx 2.32
x
 11
n
e ax  1 2.32
 1
na  0
 ln 
 t
dt
d x
x
dx
e ax  1 e ax  1 2.32
 eax 1  eax 1 dx
dx &
e ax  m 2.32
 eax n dx
Page 329
e ax  m 2.32
 e ax  n
dx
e ax  m 2.32
 eax n dx
e ax  m 2.32
 eax n dx
 e dx 2.32
x
 e dx
x 2.32
dx 2.32
 1 e ax
e ax 2.32
 x  bdx
x 1 2.32
 e ax dx
x 2.32
 e x  1 dx
Li 2  z  2.32
lna  bx dx 2.32
 x
lnbx  a dx 2.32
 x

ln x dx 2.32
 ax
Li 2 1 2.32
Li 2  1
dx 2.32
 b
a
e mx
dx 2.32
 b
a  mx
e
dx 2.32
 a  bemx
3  x
2 2.32
x e dx
2  x 2.32
x e dx
Eix  2.32

Page 330

e t
2.32
  t
dt , x  0
x
  e  t  t 
e
2.32
 lim   dt   dt 
  0 
 x
t

t 
x0
l i x  2.32
x 2.32
dt
 ln t , x  1
0
1 dt x
dt 
2.32
lim     
 0  ln t ln t 
 0 1 
x 1
xe x 2.32
 1  x 2 dx
xe ax 2.32
 1  ax 2 dx
1 2.32
 x2
 e 2 dx
f (  x)  f ( x ) 2.32
  1 x2 2.32

e 2 dx

f ( x)   f ( x) 2.32
 1
 x2
2.32
 xe 2 dx

1
 
2
Eiax  2.32
 x  1 2.32
f n  (x) for f ( x)  x n 2.32
xn 2.32
lim &
x   e x
L' Hôpital' s Rule
Page 331
 ln xdx 2.71 LOGARITHMS (61–77)

m
 lna  bx  2.71
NOTE: ln n x  ln x 
m n
dx
dx 2.72–2.73
 ln x
Eiln x  2.72–2.73
 x ln xdx 2.72–2.73
 x ln xdx 2.72–2.73
n m
 lnln x  dx 2.72–2.73
n
 x lnln x  dx 2.72–2.73
n m
ln ln x  2.72–2.73
m
 x dx
xn 2.72–2.73
 ln x m dx
xn 2.72–2.73
 ln x 2 dx
xn 2.72–2.73
 ln x 3 dx
 a  bx  lnc  ln x  2.72–2.73
m n
dx
lnc  ln x  2.72–2.73
n
 a  bx dx
 a  bx  lnc  kx  dx 2.72–2.73
m n
lnc  kx  2.72–2.73
n
 a  bx dx
ln x n 2.72–2.73
 a  bx  m
dx
ln x n dx 2.72–2.73
 a  bx
ln x n dx 2.72–2.73
 xm
ln x 2.72–2.73
 x m dx

Page 332
ln x 2 dx 2.72–2.73
 xm
ln x 3 2.72–2.73
 xm
dx
x lna  bx  dx
n
m 2.72–2.73
ln a  bx dx 2.72–2.73
 x
dx 2.72–2.73
 lna  bx 
x 2.72–2.73
 lna  bx  dx
x n dx 2.72–2.73
 ln x
ln m a  ln x  2.72–2.73
 xn
dx
ln m a  ln x  2.72–2.73
 x
dx
x
n
ln m a  ln x dx 2.72–2.73
x
n
lna  ln x dx 2.72–2.73
ln a  ln x  2.72–2.73
 x
dx
 x lna  ln x dx 2.72–2.73

n
ln a  ln x  2.72–2.73
 x
dx
dx 2.72–2.73
 a  ln x n
dx 2.72–2.73
 a  ln x
dx 2.72–2.73
 a  ln x n
dx 2.72–2.73
x n
ln x m
dx 2.72–2.73
 x n ln x
dx 2.72–2.73
 a  ln x 2

Page 333
dx
 x n ln x m
dx 2.72–2.73
 a  ln x  n
dx 2.72–2.73
 a  ln x
xn 2.72–2.73
 a  ln x  m
dx
xn 2.72–2.73
 a  ln x dx
ln x 2.72–2.73
 a  ln x 2 dx
n
e ax 2.72–2.73
 x m dx into log function
 x e dx into log function
m ax n 2.72–2.73

Page 334
DEFINITE INTEGRALS
v 3.310 EXPONENTIAL FUNCTIONS (81–83)
 e dx
 x
u

e  x  e a x 3.310

0
x
dx
Frullani Theorem 3.310
Frullani Integral
 3.310
f ( ax )  f (bx )
 x
dx
0

e  ax  e  bx
p p
3.310
0 x
dx
0
xe x 3.311
 1  e 2 x dx
n
u
ex ln a 3.311


x
dx
v 3.311
 a dx
n
x
u
1 3.311
 a dx
n
x
0
1
1 3.311
a
0
xn
dx
 3.311
1
a
0
xn
dx
1 3.311
 a dx
x
0
1 3.311
 a dx
n
x
0
u 3.321 EXPONENTIALS OF MORE COMPLICATED
 e dx
x 2
ARGUMENTS (84–97)
0

Page 335
2
u 3.321
 e dx
x 2
 0
v 3.321
 e dx
q x 2 2
u
 3.321
 e dx
q x 2 2
u
 3.321
 e dx
q x 2 2

u 3.321
 x e dx
n q x 2 2
0
v
 x2  3.322
u   4  x dx
exp
 3.323

 exp  ax  bx dx
2

0
 3.323

2

u
3.323
 
u
2
0
v
ax 2
 kbx  c  3.323
e

dx
u
v
ax 2
 2 bx  c  3.323
e

dx
u

ax 2
 kbx  c  3.323
e

dx
0

ax 2
 bx  c  3.323
e

dx
0

ax 2
 bx  c  3.323
e

dx
u
u
ax 2
 kbx  c  3.323
e

dx
0

ax 
 cx 
2
 jbx
3.323
2
 kgx e  dx


Page 336

ax 
 cx 
2
 bx
3.323
2
 gx e  dx
0

 px 
 ax 
2
 kqx 3.323
2
 bx  c e  dx


 px 
 ax 
2
 qx  c 3.323
2
 kbx e  dx


  3.323
 ax  kbx ce
 px  jqxr
2
2
dx

 ab 3.324
u
0 exp  x 2 dx
3.326
 
v
 x exp  x dx
m n
u
v
exp   x n   3.326
u x m dx

 
3.326
m n
0
v 3.326
 x exp x  b dx
m
u

 
3.326
m  n 1 n 1
0
 3.326
 ( x  a )e
  ( x b) n
dx
0
 3.326
 ( x  a )e
  ( x b) n
dx
u
 3.326
 ( x  a )e
  ( x b) n
dx
0
 3.326
 ( x  a )e
  ( x b) n
dx
u
u 3.326
 ( x  a )e
  ( x b) n
dx
0

Page 337
3.327 EXPONENTIALS OF
 
v
 exp  ae dx
nx
EXPONENTIALS (99–102)
u
 3.327
 x  e  x 
 xe
0
dx
 3.327
 x  e  x 
 xe
0
dx
3.328
 
v
 exp  e e dx
x x
u
3.328
 
v
 exp  e e dx
x x
u

 
3.331
 x exp x  e dx
x

3.331
 
v
 exp  e  x dx
x
u
3.331
 
v
 exp  e  x dx
x
u
3.331
 
v
 exp  e  x dx
x
u

 exp e  3.331
x
 x dx
0
3.331
 
v
 exp  e  x dx
x
u

   x  1e  x dx
3.331
1
1 3.331
 x e dx
  1  x

0
 3.331
   x  1e x dx
0
3.331
  ,  
d
d
3.331
 ,  
d
d
v
e  x 3.351 COMBINATIONS OF EXPONENTIALS AND
u x n1 dx RATIONAL FUNCTIONS (103–105)

Page 338

ex 3.351
  x dx
u
u 3.351
 xe dx
 x
0
u 3.351
 x e dx
2  x
0
u 3.351
 x e dx
3  x
0
v 3.351
 x e dx
n  x
u
v
xe x 3.353
 1  x 
u
2
dx
xe  x 3.353
v
 1  x 
u
2
dx
v
e  qx 3.361 COMBINATIONS OF EXPONENTIALS AND

u x
dx ALGEBRAIC FUNCTIONS (106–118)

e  qx 3.361

u x
dx
e  x 3.362
v

u ax  b
dx

e  x 3.362

u x
dx
e  x 3.362
u

0 x
dx

e  x 3.362

u xu
dx
 3.363
 x x  u e dx
 x
u
v 3.363
 x a  bxe dx
 px
u
v 3.363
 xa  bx  e  px dx
m

Page 339
 3.363
x

u xu
e  x dx
 3.363
x  px
0 a  xe dx
v
x 3.363
u a  bx m e dx
 px

ae  px
2
3.363
0 a  x 2 dx

x  u  qx 3.363

u
x
e dx
 1 3.371
n
x
0
2
e  x dx
 1 3.371
n
x
0
2
e  x dx
 1 3.371
n
 x 2 e dx
 x
0
 n
p 3.371
x e  x dx
q
0
 n
p 3.371
x e  x dx
q
0
 p
n 3.371
x e  x dx
q
0
u 3.381 COMBINATIONS OF EXPONENTIALS AND
 x e dx
m  x n
ARBITRARY POWERS (120–125)

0
 3.381
 x e dx
m  x n
u
 3.381
 x e dx
m  x n
0
u 3.381
 x e dx
 1  x
0

ex 3.381
u x dx

Page 340
v 3.381
 x e dx
 1  x
 

x 2 m exp   x 2 n dx   3.381
 3.381
x e
nb
m  a  x
0
u 3.381
x e
nb
m  a  x
0
 3.381
x e
nb
m  a  x
u
 3.382
 1  x  e dx
  x
0
0
1 1  x 3.427 COMBINATIONS OF RATIONAL FUNCTIONS

  x  e x
 1
e dx OF POWERS AND EXPONENTIALS (126–128)

e  vx  e  x
t t
3.434
0 x  1 dx
exp ax   exp bx dx
 3.434

0
x
 3.461 COMBINATIONS OF EXPONENTIALS OF
 x e dx
n 1  x 2
MORE COMPLICATED ARGUMENTS AND

0 POWERS (129–160)
 3.461
 x e dx
2 n 1  x 2
0
 3.461
2  n 1  x
 x e dx
2
0

e x
2 2
3.461
0 x 2n dx
 3.461
 e dx
 x 2

 2 3.461
2 n  x
x e dx

v
 qx
2 dx 3.461
e
u x2
v 3.462
 x e dx
n b
m a  x

Page 341
 3.462
 e dx
na
 x
0
u 3.462
 e dx
na
 x
0
 3.462
e
 x n  a
dx
u
 3.462
 x  b e
nb
x
dx
0
v 3.462
 x  b e
n b
 x
dx
u
n b
e  x 3.462
v
u x ma dx
 n b
e  x 3.462
0 x ma dx
 n b
e  x 3.462
u x ma dx
n b
e  x 3.462
u
0 x ma dx
v 3.462
 ax  b  e dx
m  x
u
v 3.462
 b  ax  e  x dx
m
u
 3.462
 b  ax  e dx
m  x
0
u 3.462
 b  ax  e dx
m  x
0
 3.462
 b  ax  e dx
m  x
e  x 3.462
v
u ax  b n dx
e  x 3.462
v
u b  ax n dx

Page 342

e  x 3.462
0 b  ax n dx
e  x 3.462
u
0 b  ax n dx

e  x 3.462
u b  ax n dx
nq
 xa 
  
3.462
v  b 
e
  
u
xa m p dx
b
 3.462
 x  a e
  x a 
dx
0
 3.462
 ax  b  e dx
m  px
0
 3.462
 ax  b  e dx
m  px
3.462
u
 ax  b  e  px dx
m

e  px 3.462
0 ax  b n dx

e  px 3.462
u ax  b n dx
e  px 3.462
u
0 ax  b n dx
 3.462
 x  a e
   x a 
dx
0
n q
 m p  xa  3.462
 xa   
0  b  e  b 
dx
n q
m p  xa  3.462
 xa
u   
0  b  e  b 
dx
n q
 m p  xa  3.462
 xa   
u  b  e  b 
dx

Page 343
 3.462
xa xa
j k
0  b  exp   b  dx

e  x
n
3.462
0 x m dx
e  x
n
u 3.462
0 x m dx

e  x
n
3.462
u x m dx
 e  dxx
 3.464
 x 2
 e  x
2
2
u
u
  x 2  x 2  dx 3.464
 e e  2
0 x
v
 b  3.471
 exp  x
u
n 

dx
u
 b  3.471
0 exp  x n dx
u
 b 3.471
0 exp  x dx
u
 b  3.471
0 exp  x 2 dx
   dx 3.471
u
0 exp  x n  x n1
 dx
v 3.471
 exp   ax  b 
n
 dx
u 3.471
 exp   ax  b 
n
 
u 3.471
 exp   ax  b  dx
1
 exp  ax  b  dx

u
2
3.471
0
u
  ax  b   3.471
0 exp ax  b  dx


Page 344
 dx
v 3.471
 exp   b  ax 
n
 dx
u 3.471
 exp   b  ax 
n
 exp  b  ax  dx
u
1
3.471
 dx
u 3.471
 exp   b  ax 
2
0
u
   3.471
0 exp b  ax dx
u
 b  3.471
0 exp a  x  dx
   dx 3.471
u
1
 exp   x
n p
 b  3.471
u exp  n 
 x  dx
0 x m
 3.471

v xn
e
u x m dx
 3.471

 n
e x
0 x m dx
 3.471

 xn
e
u x m dx
 b  3.471
u
x exp  n dx
m
0  x 
v
a  x  1 exp   dx 3.471

u x  1



x
 
 3.473
m 1 2 n 1dx
 exp  x x
n

Page 345

 
3.473
 m 1 2 n 1
 exp  x x
n
dx
0

 
3.473
1 2 m n 1
 exp  x x
n
dx
  dx
0
  n 3.781 TRIGONOMETRIC FUNCTIONS OF MORE

m cos ax
 sin ax n
x
 
COMPLICATED ARGUMENTS COMBINED
0  WITH POWERS (new formula)
v dx 4.211 LOGARITHMIC FUNCTIONS (161–178)


u  ln x
 4.211
dx
e ln x
v 4.211
 ln xdx
u
v
dx 4.211
u x ln x
v
x n dx 4.211
u ln x
u
x n dx 4.211
0 ln x
v
xdx 4.211
 ln x
u
v 4.211
 x ln xdx
u
e 4.211
 ln x dx
1
v 4.211
 lnln x dx
u
v
ln x  p dx 4.211

u
x
e
ln xdx 4.211
1 x
e
ln x  p dx 4.211

1
x

Page 346
1
ln xdx 4.212
0 a  ln x
1
ln xdx 4.212
0 a  ln x
v
dx 4.212
 a  ln x 
u
2
v
dx 4.212
u a  ln x n
v
ln xdx 4.212
u a  ln x n
v
ln xdx 4.212
u a  ln x n
v
ln xdx 4.212
u a  ln x 2
 1 4.215
 1
1
0  ln x  dx
1
dx 4.215
 1

 ln 
0
 x
n
1 4.215
 1 2
1
0  ln x  dx
1
dx 4.215
 n
1
0
 1 2
 ln 
 x
 1 4.215
 1
v
u  ln x  dx
 1 4.215
 1
1
1
 
ln  dt
n 0  t 
z 1
dt 4.215
n  1
z 1
 ln 
0
 t

Page 347
ln ln x  LOGARITHMS OF MORE

 4.229
1 x 2 dx COMPLICATED ARGUMENTS (178)
1

ln x 4.241 COMBINATIONS OF LOGARITHMS AND

4 1 x  x  1
dx ALGEBRAIC FUNCTIONS (179–180)
n 4.269 COMBINATIONS INVOLVING POWERS OF
 1  2 p 1
1
0  ln x  x dx THE LOGARITHM AND OTHER POWERS

(181–191)
x p 1 4.269
1
 n
dx
0
 1 2
 ln 
 x
1 4.272
 ln x  x dx
n p
0
1 4.272
 ln x x dx
p
0
1
n 4.272
 1  2  1
1
0  ln x  x dx
n
1 4.272
 1
1
2
0  ln x 
 1
x dx

ln x  p  a  n1 dx 4.272

1 x2

ln x  p  a 1 dx 4.272

1 x2

ln x  p 1 dx 4.272

1 x2
v
ln x  p 1 dx 4.272

u x2
 4.272
dx
1 ln x  p x 2
 4.272
dx
1 ln x  p1 x 2
1 4.274
e q
x
 n
dx
x 1  ln x 
2
0

Page 348

 1 1  dx 4.281 COMBINATIONS OF RATIONAL
1  x  1  x ln x  x FUNCTIONS OF ln x AND POWERS (193–194)
 4.281
dx
1 x 2 ln p  ln x 
x n  a 1 4.281
u
0 ln x dx
x n 1 4.281
u
0 ln x dx

 1 1  dx 4.283
1  x ln x  ln x1  ln x  x
1
1 1  4.283
0  x  ln1  x  dx
1 4.326 COMBINATIONS OF LOGARITHMIC
 lna  ln x x dx
 1
FUNCTIONS OF MORE COMPLICATED
0 ARGUMENTS AND POWERS (196)
 4.331 COMBINATIONS OF LOGARITHMS

 e ln x  dx
 x n
AND EXPONENTIALS (197–201)
0
v 4.331
 e ln xdx
 x
u
v 4.331
 e ln xdx
x
u
v 4.337
e
 x
lna  bx dx
u
 4.337
 e lna  bx dx
 x
0
 4.337
 e lna  bx dx
 x
u
 4.337
 e lna  bx dx
 x

Page 349
SPECIAL FUNCTIONS
 0, x  8.212 THE EXPONENTIAL INTEGRAL
FUNCTION Ei(x) (203–209)
Ei x n  8.212
Ei x  8.212
 1  8.212
Ei  n 
 x 
 1 8.212
Ei  
 x
Ei x  y  8.212
Ei  x  y  8.212
 1  8.212
Ei 
x y
 x 8.212
Ei  
 y
Eia x  8.212
lix  8.240 THE LOGARITHM INTEGRAL li(x) (211)
 0, ln x  8.240
ln x
e t 8.241 INTEGRAL REPRESENTATIONS (212–213)
 t dt
lia x  8.241
li xy  8.241
erfc x  8.250 THE PROBABILITY INTEGRAL, THE
FRESNEL INTEGRALS   x , S ( x), C ( x) , THE
ERROR FUNCTION ERF(x),
AND THE COMPLEMENTARY ERROR
FUNCTION ERFC( x ) (214–220)
  xy  8.252
 x 8.252
 
 y
 y  8.252
 
 2x 
x y 8.252
 
 a 

Page 350
x  y  8.252
x y 8.252
 
 2 
 a  bx  8.252
 a x  8.252
1 z  8.313 THE GAMMA FUNCTION (EULER’S
 
 v  INTEGRAL OF THE SECOND
KIND): Γ(z) (221)
 z 1 8.313
 
 v 
x  a  8.331 FUNCTIONAL RELATIONS INVOLVING THE
GAMMA FUNCTION (222–238)
x  n  8.331
n  x  8.331
n  x n  x  8.331
1  x 
 x  8.331
 x 8.331
  
 2
 x 8.331
1  
 2
1 x  8.331
 
 2 
m 1  m  8.331
 x  1 8.331
 
 2 
x  1 8.331
1  8.331
  x 
2 
x  x  8.334
1  x 1  x  8.334
1  x  x  8.334
 x  x  1 8.334
 1 8.334
 x  x  
 2
 1 8.334
 x  
 2

Page 351
 1 1  8.334
  x     x 
 2 2 
 1  1 8.334
 x   x  
 2  2
2 x  8.334
 x  x  8.334
1    1
 2 2 
n  x  x  n  8.334
1  x  x  1 8.334
n  x  x  n  8.334
x 1  x  8.334
x n  x  8.334
sin x 8.335
2 n 1 8.335
n
8.335
x  &
1
definitions
( x)
n 1  k 8.335
  z  
k 0  n
2 z , 3 z , nz  8.335
nz  b  8.335
n 1
k 8.335
  n 
k 1
n 1
 k  k 8.335
  n 1  n 
k 1
n  k  8.339 PARTICULAR VALUES: FOR N A NATURAL

NUMBER (239–252)
n  1 8.339
 n 8.339
  
 2
n  8.339
  1 
2 
 p 8.339
 n  
 q
 1  3 8.339
 n   ,…,  n  
 2  4

Page 352
p  8.339
  n
q 
1  3  8.339
  n  ,…,   n 
2  4 
 p
  
8.339
 q
 1 1  8.339
 n    n 
 2 2 
n  n 8.339
   
2  2
n  x  8.339
 x  n 
z ,0  8.350 THE INCOMPLETE GAMMA FUNCTION
DEFINITION (253–255)
a,   8.350
 a,0 8.350
 a,   8.350
 *  n, x  8.351
 n  k , x  8.352 SPECIAL CASES (256–260)
n  k , x  8.352
 n  k , x  8.352
0, x , 1, x 2, x , 3, x , 8.352
4, x 
1, x , 2, x , 8.352
3, x , 4, x 
 1, x ,  2, x , 8.352
 3, x ,  4, x 
0, x ,  1, x , 8.352
 2, x ,  3, x ,
 4, x 
 1, x ,  2, x ,  3, x ,  4, x  8.352
 1, x ,  2, x ,  3, x ,  4, x  8.352

  , x  8.353 INTEGRAL REPRESENTATIONS (261–262)
  , x  y  8.353
  , xy 
 x 8.353
   , 
 y

Page 353
 , x  8.353
 x 8.353
  , 
 y
 , x  y  8.353
a  k , x  8.356 FUNCTIONAL RELATIONS (263–264)
 a  k , x  8.356
da, x  8.356
da
d a, x  8.356
da
8.356
erf  x 
d
dx
Eix  & d lix 
d 8.356
dx dx
d a, x  8.356
dx
d x  8.356
dx
d  1  8.356
 
dx   x  
x 8.356
exp xy dy
d
dx 0
1 d   , u n  8.356
n  du n 
1 
d   , u n  8.356
n  du n 
d  , u n  8.356
d n 

d   , u n  8.356
d  
1  1  8.359 RELATIONSHIPS WITH
  , x k ,  , x k  OTHER FUNCTIONS (265–272)
2  2 
1
  , ax  
2 8.359
2 
 1  8.359
  ,  x 
 2 

Page 354
 1  8.359
  ,  x 2 
 2 
1  8.359
  ,x 
2 
1  8.359
  , x 2 
2 
1  1 2  1 2  8.359
  2 , x    2 , x 
     
erf    8.359
 n  8.359
  ,  x 
 2 
n  8.359
 , x 
k 
n  8.359
  , x
k 
ln ln t  THE PSI FUNCTION. EULER’S CONSTANT:
 8.367
 2
dt INTEGRAL REPRESENTATIONS (273–275)
1 t
 8.367
 1 1  dt
1  t  1  t ln t  t

 1 1  dt 8.367
 
1 
t ln t ln t 1  ln t  t
1
1 1  8.367
0  t  ln1  t  dt

 
8.367
  t exp t  e t dt

0
 et et  8.367
 t e t  1 dt

 8.367
 t  e  t 
 te dt  Ei(1)
0
 8.367
Ei1   te t e dt
t
END


A Compilation of Mathematical Demonstrations

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A Compilation of Mathematical Demonstrations

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A Compilation

Francis J. O’Brien, Jr.

8. Integral of e ax cos(bx) : Real Variable Solution & Complex Number 74

9. Identities for cos n ( x ) & sin n ( x ) By Complex Numbers 83

10. General Cosine and Sine Integral of Powers 90

16. Finite and Infinite Sums of Cosine and Sine 171

FACTORIALS AND THE GAMMA FUNCTION

1 n 258

A General Limit for Exponential Functions

Calculus is built on the notion of limits

In this paper we demonstrate a general limit for exponential functions by elementary

General Exponential Limit

A general limit for simple exponential functions is:

is the derivative of ln x evaluated at x  1 ; i.e.,

Thus, ln y  ab. Lastly, by definition, y  e ln y  e ab , which proves the limit,

Apply log differentiation to demonstrate.

The above limit by the method of L’Hôpital’s Rule is:

Common indeterminant forms of functions f ( x) & g ( x ) that can be analyzed by

Applying L’Hôpital’s Rule

obtain the 0–limits of e & e x at the beginning of the paper.

by log differentiation or L’Hôpital’s Rule.

as a simple plot of the function 1  n  will show .

The “trick” is useful also for the 0-limit form, lim 1  an 

Examples by General Limit

 The decay forms of the limit are:

 A general exponential function a x a  0 has a limit similar to e x which is a special case

o The 0–limit form is obtained by flipping n in the infinite limit,

and, the decay form is,

o From this limit we can obtain the derivative:

Proof of Limit by L’Hôpital’s Rule

The reader can work out the details to show:

Other approaches are possible including the inverse relations method, y  e x  .

Bers, L. Calculus, Vol. 1, 1969. Holt, Rinehart and Winston, Inc.

“Limit Calculator”. http://www.numberempire.com.

The Khan Academy. https://www.youtube.com/user/khanacademy.

Expansion of lnx  a  and the Binomial Series

Francis J. O’Brien, Jr., Ph.D.

© Francis J. O’Brien, Jr. July 24, 2013

O’Brien, F. J. Jr. “A General Limit for Exponential Functions,” 2013,

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

ln(x), etc. by substitution and algebraic arrangement. The derivation serves as a

It is well known that the Maclaurin Series for ln( x  a) is:

To create a limit going to infinity3 for

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

NOTE: Either limit can be used to compute ln a a  0 to as many decimal places as

The n terms now cancel in,

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Finally, apply the limit and simplify the series:

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

The mathematical algorithm used was:

Other Series Representations Based on ln( x  a )

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Table 1: Log Expansion Examples

Expansion Derivation Note

1 1  x  The reader can verify that Generalize expansion

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

NOTE: An excellent way to understand the behavior of functions is by graphical

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Fig. 1. Real valued plot of ln( x  1) . The restriction is  1  x  1.

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Fig. 2. Real valued plot of ln(1  x) . This is a multi-valued function on

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.

Fig. 3. Real valued plot of ln( x  1) . This is a multi-valued function on

© Francis J. O’Brien, Jr., 2013<>Aquidneck Indian Council<>All rights reserved.