21

Gamma, Beta Functions, Differentiation

Under the Integral Sign

21.1 GAMMA FUNCTION


0 e  x xn  1 dx n  0

is called gamma function of n. It is also written as n  0 e  x xn  1 dx.

Example 1. Prove that 1  1


Solution. n  0 e  x xn  1 dx


 ex 
Put n = 1, 1  0 e  x dx     1 Proved
  1 0
Example 2. Prove that
—— — ——
(i)  n  1  n n (ii)  n  1  —
n (Reduction formula)
Solution.
— 
(i) n   xn  1 e  x dx ...(1)
0
Integrating by parts, we have
 
 ex  ex
  xn  1
 1 0
 n  1 0 xn  2
1
dx

 xn  1 x x2 xn 
  lim x  lim 1         xn  1  0
x  0 e x0 1 2 n 

 n  1 0 xn  2 e  x dx

—
 n  n  1 n  1 ...(2)
—
n  1  n n Replacing n by (n + 1) Proved
(ii) Replace n by n  1 in (2), we get

1158
Gamma, Beta Functions 1159

— —
 1  n  2 n  2
n

Putting the value n  1 in (2), we get

—
n  n  1 n  2n  2
Similarly n  n  1 n  2  3.2.1
... 1 ... (3)
—
Putting the value of |1 in (3), we have
n  n  1 n  2 3.2.1.1
n  |n

 1
Replacing n by n + 1, we have
——–
n  1  |n
 Proved

Example 3. Evaluate 0 4x e  x dx

Solution. Let I  0 x1/4 e  x dx ...(1)

x  t or x  t2 or dx  2 t dt in (1), we get

Putting 
 
I  0 t1/2 e  t 2 t dt  2 0 t3/2 e  t dt

5
 2 By definition
2
3 3 3 1 1 3
 2.
2 2 
 2. .
2 2 2
 
2
  Ans.
 3
Example 4. Evaluate 0 x e   x dx.
 3
Solution. Let I  0 x e   x dx
 ...(1)
3
Putting 
 x  t or x  t3 or dx  3 t2 dt in (1) we get

 92  3 . 72 . 52 . 32 . 12 12
 
315
I  0 t3/2 e  t 3 t2 dt  3 
0
t7/2 e  t dt  3 
16

 Ans.

0
2 2
Example 5. Evaluate xn  1 e  h x dx.

0
2 2
Solution. Let I  xn  1 e  h x dx ...(1)

t dt
Putting t  h2x2 or x  or dx  ,
h 2 h
t
 n1
t  dt
(1) becomes I  o  h  et
2ht
 
 
1 n 1 dt 1 n2

2 hn 0 t 2 et
t


2 hn 0 t 2 e  t dt
1160 Gamma, Beta Functions

1 n

2 hn 2 Ans.

xa
Example 6. Evaluate 0 ax
dx. a  1

xa
Solution: I  0 ax
dx ...(1)

t dt
Putting ax  et or x log a  t, x  , dx  in 1, we have
log a log a
 a 
t   t dt 1
I     e  0 e  t ta dt
0  log a  log a log aa  1

1 a  1
 Ans.
log aa  1
1 m1
.  loge .   
1
Example 7. Evaluate 0 x n1
. dx
  x 
1
Solution: Put loge  t or x  e  t  dx   e  t dt
x
1 m1 0 
0 xn  1  loge  x   dx   e  tn  1 [t]m  1   e  t dt  0 e  nt tm  1 dt
1
  
u du
Put nt  u or t   dt 
n n
 m1
1 
  e  
u du 1
 m  e  u um  1 du  m m
u
Ans.
0 n
  n n 0 n
21.2 TRANSFORMATION OF GAMA FUNCTION
 1 n1
n 1 1
Prove that (1)  e kyyn  1 dy  (2)   
 (3)  log  dy  n
0 kn 2 0  y

Solution: We know that n  0 xn  1 e  x dx ...(1)

(i) Replace x by k y, so that dx = kdy; then


(1) becomes n  0 kyn  1 e  ky k dy.

n  kn 0 e  ky yn  1 dy

n
 0 e  ky yn  1 dy 
kn
...(2) Proved

(ii) Replace xn by y, n xn  1 dx  dy in (1), then

 n1
dy
0
1/n
n  y n ey
nxn  1
Gamma, Beta Functions 1161

 n1 dy 1   y1/n
0 n 0
1/n
 y n ey n1
 e dy
ny n

1

1 1 1
0 e  y dy  2    
2
When n  
2, 2 1  2 
2

Proved 12  

(iii) Substitute e  x by y,  e  x dx  dy
1
 x  log y, x  log , Then (1) becomes
y
0 n1
n     log 
1 dy
y.
1 y ex
1 n1 1 n 1
 log 1  dy  log 1 
 0  y 
y.
y
 0  y 
dy. Proved
 
Exercise 21.1
Evaluate :
3  15
 2 2  2
1 7
1. (i) (ii) (iii) (iv) (v) 0
2
4 28 
 
15
Ans. (i)  2 
 (ii) 
 (iii) (iv) (v) 
3 15  13  11  9  7  5  3 8
 


3 
3
0 0
2
2. x e  x dx
 Ans. 3. x4 e  x dx Ans. .
2 8



0
2 2
4. e  h x dx Ans.
2h
 
m n
0 0
2 2
5. e  ax  by 
x2 m  1 y2 n  1 dx dy, a, b, m, n  0 Ans.
4 ambn
1 n1 1
 log 1  dx
6. 0  y 
dy, n  0 Ans. n 7. 0  log x



Ans. 

1 1
8. 0 x log x3 dx Ans. 
3
9.  dx
1
Ans. 

2
128 0 
 x log
x
——–
|
2n n 
1
2
10. Prove that 1.3.5.....2 n  1 


 1m
11. 0 ey dy  m m.
1162 Gamma, Beta Functions

21.3 BETA FUNCTION


0 xl  1 1  xm  1 dx l  0, m  0

is called the Beta function of l, m. It is also written as

1
 l, m  0 xl  1 1  xm  1 dx.
21.4 EVALUATION OF BETA FUNCTION
l m
 l , m  ——–
l  m
1 1
Solution. We have  l, m  0 xl  1 1  xm  1 dx  0 1  xm  1 xl  1 dx

Integrating by parts, we have

1 1
 xl   xl 
  1  xm  1   m  1
l 0 0 1  xm  2   dx
  l 
1
m  1

l 0 1  xm  2 xl dx

Again integrating by parts

1
m  1 m  2

l l  1 0 1  xm  3 xl  1 dx
1
m  1 m  22.1

l l  1......l  m  2 0 xl  m  2 dx
1
m  1 m  22.1  xl  m  1 

l l  1......l  m  2  l  m  1 0
m  1 m  22.1

l l  1.... l  m  2 l  m  1

|m  1 l  1 l  2  1
 
l l  1...l  m  2 l  m  1 l  1 l  2  1
|
m |l  
1  1

1.2  l  2 l  1 . l l  1  l  m  2 l  m  1
|l
1 
|m 1

|lm

1
l m
 ——–
l  m
And if only l is positive integer and not m then
|
l1
 l, m  Ans.
m m  1 m  l  1
21.5 A PROPERTY OF BETA FUNCTION
 l, m   m, l
Solution. We have
1
 a a

 l, m  0 xl  1 1  xm  1 dx   f x dx  0 f a  x dx 
 0 
Gamma, Beta Functions 1163

1
 0 1  xl  1 [1  1  x]m  1 dx
1
 0 1  xl  1 xm  1 dx
1
 0 xm  1 1  xl  1 dx   m, l l and m are interchanged. Proved
1
Example 8. Evaluate 0 x4 1  
 x 5 dx

x  t or x  t2 or dx  2 tdt
Solution. Let 
1 1
0 x4 1  
x 5 dx  0 t24 1  t5 2 tdt
1
10 6 9 5
 2 0 t9 1  t5 dt  2  10, 6  2
16
 2
15
5 212345
 2. 
10  11  12  13  14  15 10  11  12  13  14  15
1 1
  Ans.
11  13  7  15 15015
1 1

Example 9. Evaluate 0 1  x3 2 dx

1 2
Solution. Let x3  y or x  y1/3 or dx  y 3 dy
3
1 1 1 1 1
1  y  2  y  3 dy 
2
0 0

1  x3 2 dx 
 3 
 1 1
1 1
1 1 1 1 1 3 2
2 
0 1  y dy  3   3 , 2   3 5

3
y 3 2 Ans.
 
6
21.6 TRANSFORMATION OF BETA FUNCTION
We know that
1
 l, m  0 xl  1 1  xm  1 dx

1 1 y
Putting x  so that dx   dy and 1  x  .
1y 1  y2 1y
0 l1 m1
 1   y   1 
 l, m   1y 1y  1  y2 dy 
     
 m  1
y
 0 1  yl  m
dy

Since l, m can be interchanged in  l, m,

1164 Gamma, Beta Functions

 
yl  1 xl  1
 l, m  0 1  ym  l
dy or  l, m  0 1  xm  l
dx
1
xm  1  xn  1
Example 10. Evaluate 0 1  xm  n
dx

Solution. We know that

 
xm  1 xm – 1
 m, n  0 1  xm  n
dx  0 1  xm  n
dx   m, n
1 
xm  1 xm  1
 0 1  xm  n
dx  1 1  xm  n
  m, n ...(1)

xm  1  Put x  1 
Consider 1 1  xm  n
dx  t 

m1
1 m  1
 1 1
  t 
t 
0
  1 dt  
1
t2
  
mn      dt
1  1  t
2
 0  1 m  n
1 t  t  1 m  n
 t 
  
1 1
tn  1 xn  1
  dt   dx
0 1  tm  n 0 1  x 
m n


xm  1
Putting the value of 1 1  xm  n
dx in (1) we get
1 1
xm  1 xn  1
0 1  xm  n dx  0 1  xm  n dx =  m, n
1
xm  1  xn  1
1  xm  n
0
dx   m, n Ans.

21.7 RELATION BETWEEN BETA AND GAMMA FUNCTIONS

We know that
 
l
l  0 e  x xl  1 dx,
zl
 0 e  zx xl  1 dx

l  0 zl e  zx xl  1 dx

Multiplying both sides by e  z zm  1, we have


l . e  z . zm  1  0 e  z . zm  1 . zl . e  zx xl  1 dx

l . e  z . zm  1  0 e  1  x z zl  m  1 xl  1 dx

Integrating both sides w.r.t. ‘x’ we get

  
0 l e  z zm  1 dz  0 0 e  1  x z zl  m  1 xl  1 dx dz
 
l m  0 xl  1 dx 0 e  1  x z zl  m  1 dz
Gamma, Beta Functions 1165

 ——–
|l  m
 0 xl  1 dx .
1  xl  m
——– 
xl  1 ——–
l m  |l  m 0 1  x l  m
dx  |l  m .  l, m

l m
\  l, m  ——–
|l  m
This is the required r elation.
Example 11. Show that
  P1  q1 
 2   2 
0 sinP  cosq  d     
2

Pq2
2  
 2 
Solution. We know that
1
 m, n  0 xm  1 1  xn  1 dx ...(1)

Putting x  sin2 , dx  2 sin  cos  d 

and 1  x  1  sin2   cos2 

Then (1) becomes


0
2
 m, n  sin2 m  2  cos2 n  2  2 sin  cos  d 

m n
0
2
or  2 sin2 m  1  cos2 n  1  d 
m  n
p1
Putting 2 m  1  p, i.e. m 
2
q1
and 2 n  1  q, i.e. n 
2
p  1  q  1 
2 2
 2  sinP  . cosq  d 
2

P  q  2 0
2
——– ——–
 |
P1 q1
2 2
|
0 sinP  . cosq  d   ————
2
Proved
2
Pq2
2
|
—
Example 12. Find the value of |1
2
.
Solution. We know that
1166 Gamma, Beta Functions

—— ——
 P1 q1
2 2
| |
0 sin  cos  d   ————
2 P q

2
Pq2
2
|
——
 1 1
2 2
| |
0 d   2 |—1
2
Putting P  q  0

— 2 — 2
1 1
or   0
/2
   or
2 2
| 
2
1 1
  
2 2
|
— 2 —
or
 1
|    or
 2
|1
2
 
 Ans.
Example 13. Show that
 — —
0 
2
cot  d  
1 1 3
2 4 4
||
Solution. We know that
— ——–
 P1 q1
2 2
| |
0 sinP x cosq x dx  ————
2
...(1)
2
Pq2
2
|
 
cos1/2 
0 0
2 2

cot d   d
sin1/2 


0
2
 sin  1/2  cos 1/2  d 

On applying formula (1), we have

———— ——— — ——
|
 1/2  1 1/2  1 1 3 —— | | |

2
—————— 
2 4 4 1 1 3
—  2 4 4 | | Proved
2 |  1/2  1/2  2 2 |1
2
1
Example 14. Evaluate 1 1  xP  1 1  xq  1 dx.

Solution. Put x  cos 2 , then dx   2 sin 2  d 

1 0
1 1  xP  1 1  xq  1 dx   1  cos 2 P  1 1  cos 2 q  1   2 sin 2  d 
2
0
  1  2 cos2   1P  1 1  1  2 sin2 q  1   4 sin  cos  d
2
Gamma, Beta Functions 1167

 4
2
2P  1 cos2P  2  . 2q  1 sin2q  2  . sin  cos  d 
0

 2P  q 0 sin2q  1  cos2P  1  d 

—— ——

Pq
2q 2P
2 2
| | ——
P  q  1 |P |q
 2 ————  2 ——— Ans.
2
2P2q
2
| |P  q

—— 
Example 15. Show that n 1  n  0  n  1
sin n 
Solution. We know that

xn  1
 m, n  0 1  xm  n
dx

m n xn  1
m  n
 0 1  xm  n
dx

Putting m  n  1 or m  1  n
——
|1  n n  
xn  1
1 0 1  x1
dx

—— 
xn  1   xn  1  
|1  n n  01x
dx  dx  
 0 1x sin n  

 Proved
sin n 
1
dx
Example 16. Evaluate 01  xn1/n
.

Solution. Let xn  sin2  or x  sin2/n 

2
So that dx  sin2/n  1  cos  d 
n
 2 sin2/n  1  cos  d  
1
dx 2 n 2 sin2/n  1  cos  d 
0 1  xn1/n  0 0
2

1  sin 
2 1/n n cos2 1/n

2
0
2
 sin2/n  1  cos1  2/n  d 
n
———— ————

| |
2 2
11 1 1
n n
2 2 2
 ————————

|
n 2 2
112
2 n n
2
1168 Gamma, Beta Functions

— ——
|1 |n  1 — ———

1 n n
n 1
| |
 1
 n
1
1 
n
 

 sin 
 n

 Ans.

n sin
n

 P
0
2
Example 17. Show that tanP  d   sec and indicate the restriction on the
2 2
values of P.
 

0 0
2 2
Solution. tanP  d   sinP  cos  P  d 

——— ————
|P 2 1 |  P2 1  1  P  0
 ———————  1  P
2 |
P1 P1 
2
——— ————
p1 p1
2 2
| |
1P0
  P  1 
2 1  
—— ———

1 1p p1
2 2 2
| 1P1 |
1  1   p
   sec Proved
2 p1 2 p 2 2
sin  cos
2 2
Example 18. Prove Duplication Formula
——
 ——
—
|
1 
|m m   2 m  1 |2 m.
2 2
 m, m  21  2 m   m, 
1
Hence show that (U.P., II Semeter, Summer 2001)
 2
Solution. We know that
—— ——
|
p1 q1
2 2
| 

—————   sinP  cosq  d 

2

2 |
pq2
2
0

Putting q  p we get
—— ——
|
p1 p1
2 2
|  

  sin  cos  d    sin  cos P d

2 P P 2
——
2 |p  1 0 0
Gamma, Beta Functions 1169

 
1 1
0 0
2 2
 2 sin  cos P d   P sin 2 P d
2P 2
Putting 2   t, we have

1 dt

2p 0 sinP t
2
 
1 1 1
 P . . 2  sinP t dt  P 0
2 2
sinP t coso t dt
2 2 0 2
——— ———

1 2
|
P1 01
2
|
 P ———
2
2
P2
2
|
——— ——— ——— —
|2
|
P1 P1
2 1
P1 1
2
| 2
|
or ———  P ——
2 |P  1 2
2
P2
2
|
——— —
|P1
2 1
1
2
|
 or ———  P ——
|P  1 2
2
P2
|
———
| P1
2 1 

 or ———  P ———
|P  1 2 P2
2
|
P1
Take  m or P  2 m  1
2 
m
 1 

or  2 m  1 ———— ...(1)
2 m 2 2m1
2
|
 ——— 
| 1 

m m   2 m  1 2 m
2 2
Proved

Multiplying both sides of (1) by m, we have

— 
 
m m
1
2
m |
——  21  2 m ——— Proved
|2 m
m
1
2
|
 m, m  21  2 m   m, 
1
 2
1170 Gamma, Beta Functions

dx dy
Example 19. Evaluate  A
x y

, using the substitutions

u uv
x  , y 
1  v2 1  v2
where A is bounded by x2  y2  x  0, y  0, y > 0.

 u   uv  uv
Solution. Here x y  
  1  v2   1  v2  
1  v2
  
  x, y 
dx dy    du dv
  u, v 
 x x  1 2uv 
   
u v  1  v2 1  v22 
   du dv   du dv
 y y  v u 1  v2 
u  v   1  v2 1  v22 
 
 u 1  v2 2 uv2   u  uv2  2uv2 
    du dv    du dv
 1  v  1  v    1  v 
2 3 2 3 2 3

u 1  v2 u
 du dv  du dv
1  v23 1  v22
Also the circle x2  y2  x  0 is transformed into
u2 u2 v2 u u2 1  v2 u
   0 or   0
1  v  1  v  1  v
2 2 2 2 2 1  v 
2 2 1  v2

u2 u
  0 or u2  u  0 or u u  1  0  u  0, u  1
1  v 1  v2
2

uv
Further y  0   0  u  0, v  0
1  v2
and y > 0  uv > 0 either both u and v are positive or both negative.
The area A, i.e., x2  y2  x  0 is transformed into A bounded by u = 0, v = 0 and u = 1
and v  .
u
1 
du dv 1 
dx dy 1  v22 1

 x   
0 0 u 
 v   
0 0 v 1  v2
dv du
1  v2
On putting v = tan , dv = sec2  d
Gamma, Beta Functions 1171

  
1 1 1
sec2  d  du 1 1
0 0 0 du  
 cos 
0 du  sin 
2 2 2 
  d  2 cos  2 d 

tan 1  tan2  0 sin  0

—— ——
1
|
 1
1
1 | —— —
 0
1
du
2
2
2
2

1
2
1
1 3
| |
1
0 du 4 4  2
1
0


du  1 |
1
2
2 2 
1 1  
2 0
 2 
du    
 

2
[ u ]10 
2

Ans.

Example 20. Prove that

l m
 D xl  1 ym  1 dx dy 
l  m  1
hl  m

where D is the domain x  0, y  0 and x  y  h.

Solution. Putting x  X h and y  Yh , dx dy  h2 dX dY
 D xl  1 ym  1 dx dy   D X hl  1 Yhm  1 h2 dX dY
where D is the domain
X  0, Y  0, X  Y  1
1 1X 1 1X
 hl  m 0 0 Xl  1 Ym  1 dX dY  hl  m 0 Xl  1 dX 0 ym  1 dY

1 1X 1
 Ym  hl  m
 hl  m 0 Xl  1 dX    0 Xl  1 1  Xm dX
 m 0 m
———
hl  m hl  m l |m  1
  l, m  1  ————
m m |l  m  1
hl  m m l m l m
————  hl  m ———— .
 Proved.
m |l  m  1 |l  m  1
Example 21. Establish Dirichlet’s integral
l m n
  V xl  1 ym  l zn  l dx dy dz  —————
|l  m  n  1
where V is the region x  0, y  0, z  0 and x  y  z  1.
Solution. Putting y  z  1  x  h. Then z  h  y
1 1x 1xy
  V xl  1 ym  1 zn  1 dx dy dz  0 xl  1 dx 0 ym  1 dy 0 zn  1 dz
1  h hy m1 n1 
 0 xl  1 dx    y z dy dz 
 0 0 
1
 m n 
 0 xl  1 dx  ———— hm  n 
|m  n  1
 
1172 Gamma, Beta Functions

1
m n
 ————
|m  n  1
0 xl  1 1  xm  n dx

m n
 ————  l, m  n  1
|m  n  1
————
m n l | m  n  1
 ———— ——————
|m  n  1 |l  m  n  1
l m n
 —————— Proved.
|l  m  n  1
 l m n
Note.   V xl  1 ym  1 zn  1 dx dy dz  —————— hl  m  n
|l  m  n  1
where V is the domain, x  0, y  0, z  0 and x  y  z  h .
x2 y2 z2
Example 22. Find the mass of an octant of the ellipsoid    1, the density at
a2 b2 c2
any point being   k x y z .
Solution. Mass      dv     k x y z dx dy dz
 k    xdx ydy zdz ... (1)
x2 y2 z2
Putting 2  u, 2  v, 2  w and u  v  w  1
a b c
2xdx 2 y dy 2 z dz
so that  du,  dv,  dw
a2 b2 c2
 a2 du  b2 dv   c2 dw
Mass  k       
 2  2  2 
k a2 b2 c2

8    du dv dw where u  v  w  1
k a2 b2 c2

8    u1  1 v1  1 w1  1 du dv dw
k a2 b2 c2 1 1 1 k a2 b2 c2
 
8 3  1 86
2 2 2
ka b c
 Ans.
48
Example 23. Show that
xm  1 1  xn  1
1
 m, n
0
a  xm  n
dx  n
a 1  am
x t
Solution: Put 
ax a1
at
a  1 x  t a  x or x 
a1t
a  1  t a dt  at   dt
dx 
a  1  t2
Gamma, Beta Functions 1173

a2  a  at  at a a  1
 dt  dt
a  1  t 2 a  1  t2
m1 at n  1
at
1 
 
 .  1 
1
xm  1 1  xn  1 a1t a  1  t  a a  1
0 a  xm  n
dx  0 
at mn a  1  t2
dt
a 

 a  1  t 
1
atm  1 a  1  t  atn  1
 0 a2  a  at  atm  n
a a  1 dt
1
am  1 tm  1 a  1n  1 1  tn  1
 0 am  n a  1m  n
a a  1 dt
1
1
 
an a  1m 0
tm  1 1  tn  1 dt

1
 n  m, n Proved
a a  1m

Exercise 21.2
Prove that
 
 5
1. (a)  (b) 
2 2
sin  cos  d  
2 4
sin6  d  
0 32 0 32
m n
2. (a)  m  1, n   m, n (b)  m, n  1   m, n
mn mn
(c)  m  1, n   m, n  1   m, n
——
1 3
3 4
4 3
| | 1 1
1 1
n 2
3.   x 
1  x2 dx  — 4. 0 1  xn  2 dx  ——
0
2
7
12
| n |n2n2
1 
m n dx
5. 0 1  x1/nm dx  ———
|m  n
6. 1 xp  1 x  1q
  p  q, 1  q if  p  q  1

—————–
1
1
|m 2 1 |p  1
7. 0 xm 1  x  dx  ——————
n p
n m1
| n p1
b
8. 0 x  am b  xn dx  b  am  n  1 .  m  1, n  1
 2
2   
  1
7
  4
9.  
4
x  3 7  x dx 
 Put x  4 t  3
3 3

2

 1 
 4 
d  
10. 
2

0  1 2

1  sin 
2
4