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Beta and Gamma Function
Beta and Gamma Function
Beta and Gamma Function
—
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
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
n1
t dt
(1) becomes I o h et
2ht
1 n 1 dt 1 n2
2 hn 0 t 2 et
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 aa 1
1 a 1
Ans.
log aa 1
1 m1
. loge .
1
Example 7. Evaluate 0 x n1
. dx
x
1
Solution: Put loge t or x e t dx e t dt
x
1 m1 0
0 xn 1 loge x dx e tn 1 [t]m 1 e t dt 0 e nt tm 1 dt
1
u du
Put nt u or t dt
n n
m1
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 n1
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)
n1 dy 1 y1/n
0 n 0
1/n
y n ey n1
e dy
ny n
1
1 1 1
0 e y dy 2
2
When n
2, 2 1 2
2
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 n1 1
log 1 dx
6. 0 y
dy, n 0 Ans. n 7. 0 log x
Ans.
1 1
8. 0 x log x3 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
1m
11. 0 ey dy m m.
1162 Gamma, Beta Functions
1
0 1 xl 1 [1 1 x]m 1 dx
1
0 1 xl 1 xm 1 dx
1
0 xm 1 1 xl 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 t24 1 t5 2 tdt
1
10 6 9 5
2 0 t9 1 t5 dt 2 10, 6 2
16
2
15
5 212345
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 xm 1 dx
1 1 y
Putting x so that dx dy and 1 x .
1y 1 y2 1y
0 l1 m1
1 y 1
l, m 1y 1y 1 y2 dy
m 1
y
0 1 yl m
dy
yl 1 xl 1
l, m 0 1 ym l
dy or l, m 0 1 xm l
dx
1
xm 1 xn 1
Example 10. Evaluate 0 1 xm n
dx
xm 1
Putting the value of
1 xm n
1
dx in (1) we get
1 1
xm 1 xn 1
0 1 xm n dx 0 1 xm n dx = m, n
1 m1
x xn 1
0 1 xm n dx m, n Ans.
——–
|l m
0 xl 1 dx .
1 xl 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
P1 q1
2 2
0 sinP cosq d
2
Pq2
2
2
Solution. We know that
1
m, n 0 xm 1 1 xn 1 dx ...(1)
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
p1
Putting 2 m 1 p, i.e. m
2
q1
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
——– ——–
|
P1 q1
2 2
|
0 sinP . cosq d ————
2
Proved
2
Pq2
2
|
—
Example 12. Find the value of |1
2
.
Solution. We know that
1166 Gamma, Beta Functions
—— ——
P1 q1
2 2
| |
0 sin cos d ————
2 P q
2
Pq2
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
— ——–
P1 q1
2 2
| |
0 sinP x cosq x dx ————
2
...(1)
2
Pq2
2
|
cos1/2
0 0
2 2
cot d d
sin1/2
0
2
sin 1/2 cos 1/2 d
4
2
2P 1 cos2P 2 . 2q 1 sin2q 2 . sin cos d
0
2P q 0 sin2q 1 cos2P 1 d
—— ——
Pq
2q 2P
2 2
| | ——
P q 1 |P |q
2 ———— 2 ——— Ans.
2
2P2q
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 xm n
dx
m n xn 1
m n
0 1 xm n
dx
Putting m n 1 or m 1 n
——
|1 n n
xn 1
1 0 1 x1
dx
——
xn 1 xn 1
|1 n n 01x
dx dx
0 1x sin n
Proved
sin n
1
dx
Example 16. Evaluate 01 xn1/n
.
| |
2 2
11 1 1
n n
2 2 2
————————
|
n 2 2
112
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 |
P1 P1
2
——— ————
p1 p1
2 2
| |
1P0
P 1
2 1
—— ———
1 1p p1
2 2 2
| 1P1 |
1 1 p
sec Proved
2 p1 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
—— ——
|
p1 q1
2 2
|
2 |
pq2
2
0
Putting q p we get
—— ——
|
p1 p1
2 2
|
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
|
P1 01
2
|
P ———
2
2
P2
2
|
——— ——— ——— —
|2
|
P1 P1
2 1
P1 1
2
| 2
|
or ——— P ——
2 |P 1 2
2
P2
2
|
——— —
|P1
2 1
1
2
|
or ——— P ——
|P 1 2
2
P2
|
———
| P1
2 1
or ——— P ———
|P 1 2 P2
2
|
P1
Take m or P 2 m 1
2
m
1
or 2 m 1 ———— ...(1)
2 m 2 2m1
2
|
———
| 1
m m 2 m 1 2 m
2 2
Proved
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 uv
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 v22
du dv du dv
y y v u 1 v2
u v 1 v2 1 v22
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 v23 1 v22
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 v22 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.
1 1X 1
Ym hl m
hl m 0 Xl 1 dX 0 Xl 1 1 Xm 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 1x 1xy
V xl 1 ym 1 zn 1 dx dy dz 0 xl 1 dx 0 ym 1 dy 0 zn 1 dz
1 h hy m1 n1
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 xm 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 86
2 2 2
ka b c
Ans.
48
Example 23. Show that
xm 1 1 xn 1
1
m, n
0
a xm n
dx n
a 1 am
x t
Solution: Put
ax a1
at
a 1 x t a x or x
a1t
a 1 t a dt at dt
dx
a 1 t2
Gamma, Beta Functions 1173
a2 a at at a a 1
dt dt
a 1 t 2 a 1 t2
m1 at n 1
at
1
. 1
1
xm 1 1 xn 1 a1t a 1 t a a 1
0 a xm n
dx 0
at mn a 1 t2
dt
a
a 1 t
1
atm 1 a 1 t atn 1
0 a2 a at atm n
a a 1 dt
1
am 1 tm 1 a 1n 1 1 tn 1
0 am n a 1m n
a a 1 dt
1
1
an a 1m 0
tm 1 1 tn 1 dt
1
n m, n Proved
a a 1m
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
mn mn
(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 |n2n2
1
m n dx
5. 0 1 x1/nm dx ———
|m n
6. 1 xp 1 x 1q
p q, 1 q if p q 1
—————–
1
1
|m 2 1 |p 1
7. 0 xm 1 x dx ——————
n p
n m1
| n p1
b
8. 0 x am b xn dx b am 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
1174 Gamma, Beta Functions
In 1
11. If 0 ex xn 1 dx In for n > 0 find
In
(A.M.I.E., Summer 2000) Ans. n
Proof Let I xl 1 ym 1 zn 1 dx dy dz
under the condition x y z u then
l m n
I u l m n —————— ... (1) (By Dirichlet Th.)
|1 l m n
If x y z u u, then
l m n
I u ul m n —————— ... (2)
|1 l m n
If u x y z u u, then
l m n
xl 1 ym 1zn 1 dx dy dz —————— u up m n ul m n
|1 l m n
l m n u l m n
—————— ul m n 1 u 1
|1 l m n
l m n u
—————— ul m n 1 l m n u 1
|1 l m n
l m n u l m n l m n 1
—————— u l m n l m n ——— u u
|1 l m n u ——|lmn
Let us consider fx y z xl 1 ym 1zn 1 dx dy dz
under the condition h1 x y z h 2
When x + y + z lies between u and u + u, the value of f x y z can only differ
from f u by a small quantity of the same order as u. Hence, neglecting square of u, the
part of the integral
f x y z xl 1 ym 1 zn 1 dx dy dz
l m n
—————— f u u l m n 1 u
|1 l m n
(supposing the sum of variables to be between u and u + u)
h2
l m n
So f x y z xl 1 ym 1 zn 1 dx dy dz
1 l m n
h1
f u u l m n 1 du
dx dy dz 1 5
Example 24. Show that log 2 , the integral being taken
x y z3 2 16
throughout the volume bounded by planes x + 1 = 0, y = 0, z = 0, x + y + z = 1.
Solution. By Liouville’s theorem when 0 x y z 1
Gamma, Beta Functions 1175
dx dy dz x1 1 y1 1 z1 1 dx dy dz
x y z 13
x y z 13
0 x y z 1
1
1 1 1 1
————
|1 1 1
0 u 13
u3 1 du
1
1 u2
2 0 u 13
du
1 1 1 2 1
2 0 u 1 u 12 u 13
du (Partial fractions)
1
1 2 1
log u 1
2 u 1 2 u 12
0
1
log 2 2 1 log 2
1 1 1 5
Proved
2 8 2 2 16
Example 25. Find the value of log x y z dx dy dz the integral extending over all
positive values of x,y,z subject to the condition x + y + z < 1.
Solution. By Liouville’s theorem when 0 < x + y + z < 1
log x y z dx dy dz
log x y z x1 1 y1 1 z1 1 dx dy dz
1
1 1 1
–—————
|1 1 1 1 0 log u u1 1 1 du
1
1 1 u3 1 u3
3
u2 log u du 2 log u 3 3 3
0
1 1 1
Ans.
2 9 18
Exercise 21.3.
Evaluate:
e2
1. ex y z dx dy dz taken over the positive octant such that x y z 1. Ans.
2
dx dy dz
2. a2 x2 y2 z2
for all positive values of the variables for which the expression is real.
2a2
Hint. a2 x2 y2 z2 0 0 x2 y2 z2 a2 Ans.
8
31
3. R x y z 12 dx dy dz where R is defined by x 0 y 0 z 0, x y z 1 Ans.
60
1 1 1 1 2
4. x 2 y 2 z 2 1 x y z 2 dx dy dz, x y z 1 x 0, y 0, z 0 Ans.
4
dx1 dx2 . . . . . . dxn
5. Evaluate , integral being extended to all positive values of the variables for
1 – x21 – x22 . . . . – x2n
which the expression is real. (U.P.., II Semester, Summer 2001)