Definite Integrals and Beta Gamma Functions

UNIT 4

INTEGRAL CALCULUS I

BETA AND GAMMA INTEGRALS

Loui’sFranoisAntonicArbogast (1759-1803) a french mathematician is generally

credited with being the first to introduce the concept of the factorial as a product of a
fixed number of terms in arithmetic progression. In an effort to generalize the factorial
function to non-integer values, the Gamma function was later presented in its traditional
integral form by swiss mathematician Leonhard Euler (1707-1783). In fact, the integral
form of the Gamma function is referred to as the second Eulerian integral. Later, because
of its great iomportance, if was studied by other eminent mathematicians like Adrien-
Marie Legendre (1752-1833), Carl Friedrich Gauss (1777-1855), CristophGudermann
(1798-1850), Joseph Liouville (1809-1882), Karl weieostrass (1815-1897), Charles
Hermite (1822-1901), as well as many others.

The first reported use of Gamma symbol for this function was by Legendre in
1839. The first Eulerian integral was introduced by Euler is typically referred to by its
more common name, the Beta function. The use of Beta symbol for this function was
first used in 1839 by Jacques P.M.Binet (1786-1856).

Beta and Gamma functions are useful in the evaluateion of certain improper and
proper integrals. Most of the functions that we have studied are such as polynominals,
rational functions, trigonometric function exponential function and logarithmic functions
which belong to a class of functions known as elementary functions. Boyond the
elementary functions there are several familier of special functions which arise in a
natural way called special functions. Evaluation of the integrals for these function using
Beta and Gamma functions are very useful in Mathematics physics and several areas of
applied sciences.

Gamma Functions:


Gamma function is defined as 

0
e − x .x n −1dx; n  0 and it is denoted by n

(i.e) n =  e .x dx; n  0
− x n −1

Beta function:

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Definite Integrals and Beta Gamma Functions

Beta function is defined as 

0
x m −1.(1 − x) n −1 dx, m  0, n  0 and it in

denoted by (m, n)

(i.e)  (m, n) =  x m −1.(1 − x) n −1.dx; m  0, n  0

0

Properties of Gamma function

Result : 1 Recurrence formula for n

n +1 = n n

Proof : n + 1 =  e − x .x n .dx (By definition)

0

using integration by parts rule

 udv = uv −  vdu
where u = x n dv = e− x

e− x
du = n.x n −1 v=
−1



= − x .e
n

−x 
0 + n. x n −1.e − x dx
0

= 0 + n  x e dx
n −1 − x
( e −
)
= 0, e −0 = 1
0

 n + 1 = n. n , by definition of Gamma functions.

Result : 2 1 =1

Proof


we know that n =  e .x .dx

− x n −1

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Definite Integrals and Beta Gamma Functions

 
 e−x 
Put n = 1 1= −x
e dx =   .dx
0  −1 0

 e −   e −0 
=   −   = 0 + 1 = 1
 −1   −1 

1 =1

Result 3: when ‘n’ is a positive integer, then (n + 1) = n!

Proof : W.K.T n + 1 = n. n , by the property

(n + 1) = n.(n − 1). (n − 1)

= n(n − 1)(n − 2). (n − 2)

= n(n − 1)(n − 2)(n − 3). (n − 3)

= ………………………….

= n(n − 1)(n − 2)(n − 3).....3.2.1. (1)

(
= n!. (1),  (1) = 1 )
 (n + 1) = n!

It follows ( 2 ) = (1 + 1) = 1. (1) = 1! = 1, by ( n + 1) = n !

(3) = (2 + 1) = 2!= 2

(4) = (3 + 1) = 3!= 6

(5) = (4 + 1) = 4!= 24

and so on.

Note : (0) = 

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Definite Integrals and Beta Gamma Functions

(−n) = −; if n  0

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Definite Integrals and Beta Gamma Functions

Properties of Beta function:

1) Symmertric Property: (m, n) = (n, m)

1

Proof : W.K.T  (m, n) =  x m−1.(1 − x) n−1.dx

0

a a

W.K.T 
0
f ( x)dx =  f (a − x)dx
0

1
  (m, n) =  (1 − x) m−1.1 − (1 − x) .dx
n −1

= 
0
(1 − x) m−1.x n−1.dx

= 
0
x n−1.(1 − x) m−1.dx

 (m, n) =  (n, m), by definition of Beta function.

2) Transformation of Beta function:


y m−1
 (m, n) =  .dy
0
(1 + y ) n+m

Proof : W.K.T  (m, n ) =  x .(1 − x) .dx

m −1 n −1

1
Put x = ; Differentiate on both sides w.r.t. ‘y’
1+ y

−1 1 1+ y −1
dx = dy and 1 − x = 1 − = when x = 0, y = 
(1 + y ) 2
1+ y 1+ y

y
(ie) 1− x = x = 1, y = 0
1+ y

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Definite Integrals and Beta Gamma Functions

m −1 n −1
0
 1   y   −1 
  (m, n) =    .  . dy 
 (1 + y )   1 + y   (1 + y )
2
 


y n−1
= 
0 (1 + y )2 .(1 + y )m+n−2
.dy


y n−1
  (n, m) =  (m, n) =  .dy
0 (1 + y )m+n
Using symmetric property of Beta function m & n can be interchanged in
the integral.

y m−1
  (m, n) =  .dy
0
(1 + y ) n+m

Hence the proof.

3) Trigonometric form of Beta function:


2
 (m, n) = 2  sin 2 m−1 . cos 2 n−1 d
0

Proof
1

By definition  (m, n) =  x m−1. (1 − x) n−1.dx

0

Put x = sin 2  : dx = 2. sin  (cos )d

when
x 0 1
 0 
2

2
 (m, n) =  sin 2 m−2  . cos 2 n−2  .(2 sin  . cos  )d
0

( a )
2
= 2  sin 2 m−2  . cos 2 n−1 d m
.a n = a m+n
0

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Definite Integrals and Beta Gamma Functions


2
  (m, n) = 2  sin 2 m−1  . cos 2 n−1 d Hence the proof.
0

x m−1 + x n−1
1

4) Prove that  (m, n) =  .dx

0
(1 + x) m+n


x m−1
Proof :W.K.T  (m, n) =  dx
0
(1 + x) m+n

(By Transformation of Beta Function)


x m−1 x m−1
1
  (m, n) =  dx + 1 (1 + x) m+n dx
0
(1 + x) m+n


x m−1
Consider 
1
(1 + x) m+n
dx ___ (A)

1
Put x =
t

−1 1 
dx = dt when x
t2
t 1 0
From (A)


x m −1 0 ( 1t ) m −1
 −1 

1
(1 + x) m+n
dx = 
1 1+ 1 ( )
m+n  2 dt 
t 
t

0 (1t ) . −t 1 

m−1
2
= 
1 (1t ) .(1 + t )
m+ n m+ n
.dt

t n−1 x n−1
1 1

=  dt = 0 (1 + x) m+n .dx (' t ' is a dummy var iable )

0
(1 + t ) m+n

Substituting in equation (A)

we get

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Definite Integrals and Beta Gamma Functions

x m−1 x n−1
1 1
 (m, n) =  dx + 0 (1 + x) m+n .dx
0
(1 + x) m+n

x m−1 + x n−1
1
 (m, n) =  .dx
0
(1 + x) m+n

Hence the proof.


2
1  p +1 q +1
Result: 0
sin P  . cos q .d = . 
2  2
, 
2 


2
Proof : W.K.T 2.  sin 2 m−1  . cos 2 n−1  .d =  (m, n)
0

(Property (3) of Beta function)


2
1
(ie) 
0
sin 2 m−1  . cos 2 n−1 .d = . (m, n) _____(A)
2

Put 2m − 1 = p and 2n − 1 = q in ( A)

we get 2m = p + 1 and 2n = q + 1

p +1 q +1
m= n=
2 2

Subsititute in (A)

2
1  p +1 q +1
We get 0
sin P  . cos q  .d = . 
2  2
, 
2 

Hence the proof.

Relation between Beta and Gamma functions:

( m) . ( n )
 (m, n) =
( m + n)

Proof: W.K.T n =  e .x dx
− x n−1

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Definite Integrals and Beta Gamma Functions

Put x = y2

dx = 2 ydy


( n) =  e − y 2 . y 2 ( ) n −1
2 y.dy

= 2 e − y 2 . y 2 x−2 . y1dy
0


(n) = 2 e − y 2 . y 2 x−1.dy
0

Similarly (m) = 2  e − x 2 .x 2 m−1.dx

0

 
 (m) . (n) = 2 e − x 2 .x 2 m−1dx.2 e − y 2 y 2 x−1.dy
0 0

 

= 4.  e −( x − y ) x 2 m−1. y 2 n−1.dx.dy

2 2

0 0

Put x = r cos ; y = r sin 

Hence |J| = r, by change of variables (jacobian)

dxdy = r.dr.d , where r =| J | (ie)r 2 = x 2 + y 2

The region of integration is the complete first quadrant.

In which r varies from 0 to 


 var ies from 0 to .
2

 2
 ( m) . ( n ) = 4   e −r r 2 m+2 n−2 (cos ) 2 m−1 (sin  ) 2 n−1. | r | .dr.d
2

0 0


 2
= 4  e −r r 2 m+2 n−1 (cos ) 2 m−1 (sin  ) 2 n−1.dr.d
2

0 0

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Definite Integrals and Beta Gamma Functions


 2
= 4 e −r r 2 m+2 n−1dr. (cos ) 2 m−1 (sin  ) 2 n−1.d
2

0 0


 2
1
= 4 e −r [r 2 ]m+n−1 d (r ) 2 . (cos ) 2 m−1.(sin  ) 2 n−1 d
2

0
2 0

= 4  (m + n) . . (m, n)

1 1
2  2 

Using Beta & Gamma Properties.

=
4
4

(m + n) . (m, n) 
(m) . (n) = (m + n) . (m, n)

( m) . ( n )
  (m, n) =
( m + n)

Hence the proof.

1
Result :   = x
2


2
Proof: W.K.T  (m, n) = 2  (sin  ) .(cos  )
2 m−1 2 n −1
d
0

1
Put m=n=
2


1 1
1 1
2 −1 2 −1
  ,  = 2  (sin  ) 2 .(cos ) 2 d
2 2 0


2
= 2  1.d
0



= 2 02 = 2  = (*)
2

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Definite Integrals and Beta Gamma Functions

1 1
 ,  = 
2 2

(m) . (n )
W.K.T  (m, n) =
( m + n)

1 1
 .  
1 1 2 2
  ,  =
2 2 1 1
 + 
2 2

2
  1 
2
 1
    
 2   2  
By (*),  = =
(1) 1

2
1
  =
2

1
  =  Hence proved
2

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Definite Integrals and Beta Gamma Functions

PART – A

Worked Examples


 e − x dx
2
1. Evaluate
0

Solution

Put x 2 = t ; 2 xdx = dt

 
dt
  e − x dx =  e −t
2

0 0 2 t

 1
1 −
=  e −t t 2 dt
20

 1
1 −1
=  e −t t 2 dt
20

1 1
=
2 2

1
= 
2


 e − x x 5 dx
2
2. Evaluate
0

Given I =  e x dx
−x 5 2
Solution:
0

Put x2 = t when x = 0, t = 0

2 xdx = dt x = , t = 

1
xdx = dt
2

 (n + 1) = n!is an int eger


1
=  e t dt
−t 2

20

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Definite Integrals and Beta Gamma Functions

1
= 3
2

1
= 2 +1
2

1
=  2!
2

=1


 e − x x 4 dx
2
3. Evaluate
0

Solution:


Given I =  e − x x 4 dx
2

Put x2 = t x 0 

2 xdx = dt t 0 


I =  e − x x 4 dx
2


1 dt
= 
0
e −t t 2
2

1 3
= +1  n +1 = n
2 2

13 3
=  
22 2

3 1
= +1
4 2

31 1
=  
42 2

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Definite Integrals and Beta Gamma Functions

3  1
=  = 
8 2


−4 x
4. Evaluate x.e dx
0

Solution

Let 4 x = t

Squaring on both sides

16 x = t 2 x 0 
16dx = 2tdt t 0 

−4 x
I =  xe dx
0

 e−t
t 2tdt
= 
0
4
.
16


1
32 0
= t 2 e −t dt

1
= 2 +1
32

1
= 3
32

1 1
= .2!=
32 16
n−1
1
 1
5. Show that 
0
log y 
 
dy = n n0

Soln:

1
Put log =t
y

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Definite Integrals and Beta Gamma Functions

1
= et
y

y = e −t
y 0 1
dy = −e − t dt t  0

n−1
1
 1
0
 log y  dy =  t n−1.(−e −t )dt
0   

0
=- 

t n−1e −t dt

0
 0 

=  e −t t n−1dt  
 − f ( x ) dx =  f ( x)dx 
   0 

= n, n0

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Definite Integrals and Beta Gamma Functions

PART – B


n
1. Prove that 
0
e −ax x n−1dx =
an
where a and n are positive. Hence find the value of

p −1
  1 
1


0
x q−1 log  
  x 
dx

Proof

dt
In 
0
e −ax x n−1dx, Put ax = t. so that dx =
a

  n −1
 t  dt
 e − ax
x dx = 
n −1 −t
e   .
0 0 a a


1
= n
a 
0
e −t t n−1dt

1
= n _ (1)
an
p −1
1
1

In I =  x q −1
log   dx
0  x

1
Put = ey
x

(ie) e− y = x

Then dx = e − y dy

Also the limits for y are  and 0.

0
 I =  e −( q−1) y . y p−1.(−e − y )dy


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Definite Integrals and Beta Gamma Functions

0 

= −  e −qy y p−1dy =  e −qy . y p−1.dy

 0

1
= . p (1)
qp

2. Evaluate 0
x m (1 − x n ) P dx in terms of Gamma functions and hence find

1
dx

0 1 − xn

Solution
1

Given I =  x (1 − x ) dx
m n P

Put x n = t , nx n−1dx = dt

dt 1 dt
 dx = n −1
=
nx n 1− 1n
t

when x = 0, t = 0; when x = 1, t = 1

1 m 1
1 −1
I =  t (1 − t ) . .t n dt
n P

0
n

1 m 1
1 + −1
=  t n n (1 − t ) dt
P

n0

1 m +1
1
=  t n
(1 − t ) P dt
n0

1  m +1 
=  . p + 1
n  n 

m +1
p +1
1 n
= I= (1)
n m +1
+ p +1
n

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Definite Integrals and Beta Gamma Functions

1 1
dx −1
Now, 
0 1 − xn
=  x 0 (1 − x n )
0
2
dx Here m = 0, n = n

−1
p=
2

1 1
1
dx 1 n 2
 1− x n
=
n 1 1
0
+
n 2

1
 n
= .
n 1 1
+
n 2

 |n 1  1
3. Prove that  (n, n) = or  (n, n) = 2 n −1
.  n, 
1 2  2
2 2 n−1 n +
2

Proof:
 2
 (n, n) = 2  sin 2 n−1  . cos 2 n−1 d [using trigonometric form]
0

 2
= 2  (sin  cos  ) d
2 n−1
[ 2 sin A cos A = sin 2 A]
0

 2
= 2  (sin  cos  ) d
2 n −1

 2 2 n −1
 sin 2 
= 2   d
0  2 

 2
sin 2 n−1 2
= 2 d
0
2 2 n−1

 /2
2
=
2 2 n −1 
0
sin 2 n−1 2d

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Definite Integrals and Beta Gamma Functions

 2
1
=
2 2 n−2 0
sin 2 n−1 2d

Put  = 2 , d = 2d
 0 /2
 0 


1 d
(ie)  ( n, n ) =
2 2 n−2 
0
sin 2 n−1 
2

 2
1
 /2
d   
= 2  sin 2 n−1
   f (sin  )d = 2  f (sin  )d 
2 2 n−2 0
2  0 0 

 2
1
=
2 2 n−2 0
sin 2 n−1 d

 2
1  1
1
= 2 n−2 .   n,  [u sin g  (m, n) = 2  sin 2 m−1  cos 2 n−1 d
2 2  2 0

 2
1  1 1
=
2 2 n −1
  n, 
 2
(ie) 0
sin 2 m−1  cos 2 n−1 d =
2
 (m, n)

1 n1
= . 2
22 n −1 1 + 1
2

 n
 ( n, n ) =
2 2 n −1 n + 1
2

nn  n
Also =
2n 22 n −1 n + 1
2

22 n −1 n n + 1
2n = 2


This form is known as duplication formula.

294
Definite Integrals and Beta Gamma Functions

 
1 n +1 
 x n e −a x dx =  e −a x dx =
2 2 2 2
4. Show that Deduce that . Hence show
0
2a n+1 2 0
2a
 
1 
 cos( x )dx =  sin( x 2 )dx =
2
that
0 0
2 2

Solution:


Given I =  x e
n −a x 2 2
dx
0

Put ax = t

1
a.dx = dt
2 t

dt
(ie) dx =
2a t

x 0 
T 0 
n

 t  −t dt
I =    e
 a 
0   2a t


( t) e n
dt

−t
= n
0
a 2a t

( t)

1 n −1 −t

2a n+1 0
= e dt

 n −1
1
2a n+1 0
2 −t
= t e dt

1 n +1
= (1)
2a n+1 2

In (1), Put n=0

295
Definite Integrals and Beta Gamma Functions


12 
 e −a x dx = =
2 2
Then (2)
0
2a 2a

1− i
In (2), Put a= ; then a 2 = −i
2



  etx dx =
2

0 2 (1 − i )


= (1 + i )
2 2

 cos( x  
2
) + i sin( x 2 ) dx = (1 + i )
0 2 2

Equating the real parts on both sides


1 

0
cos( x 2 )dx =
2 2

Equating the imaginary parts on both sides


1 

0
sin( x 2 )dx =
2 2

5. Evaluate i) a
( x − a) m−1 (b − x) n−1 dx and

ii) 
−a
(a + x) m−1.(a − x) n−1 dx in terms of Beta function.

Solution
b

Given I =  ( x − a) (b − x) dx
m −1 n −1
i)
a

Put x–a=y x a B
dx = dy y 0 b-a

296
Definite Integrals and Beta Gamma Functions

b−a
I = 
0
y m−1[(b − a) − y ]n−1 dy

b −a n−1
 y 

m−1 n−1
= y (b − a) 1 − (b − a)  dy
0  

b−a n−1
 y 

n−1 m−1
= (b − a) y 1 − (b − a)  dy
0  

y dy
In (1), Put = t ; then = dt ; (ie) dy = (b − a)dt
b−a (b − a)

y 0 b-a
t 0 1

1
 I = (b − a) n−1  t (b − a) [1 − t ]n−1 (b − a)dt
m−1

= (b − a)  t (b − a) [1 − t ] (b − a)dt
n −1 m−1 m−1 n −1

 t [1 − t ] dt
n −1+ m−1+1 m −1 n −1
= (b − a)
0

 t [1 − t ] dt
m+ n−1 m−1 n−1
= (b − a)
0

 I = (b − a )
m+n−1
 (m, n)

ii) Consider I = 
−a
(a + x) m−1 (a − x) n−1 dx

Put a + x = y; then dx = dy

x -a a
y 0 2a

297
Definite Integrals and Beta Gamma Functions

2a
I = 
0
y m−1 (2a − y ) n−1 dy

2a   y  
n −1


m −1
= y  2a1 −    dy
0   2a   

n−1
 y 
2a


m −1 n −1
= y (2a ) 1 −  dy
0  2a 

n −1
 y 
2a


n −1 m −1
= ( 2a ) y 1 −  dy (1)
0  2a 

y
In (1), Put = t ; then dy = 2adt
2a
y 0 2a
t 0 1


n −1
 I = ( 2a ) (2at ) m−1 (1 − t ) n−1 2adt
0


n −1
= ( 2a ) (2a) m−1 t m−1 (1 − t ) n−1 2adt
0


m + n −1
= ( 2a ) t m−1 (1 − t ) n−1 dt
0

= (2a ) m+n−1  (m, n)

 
e− x 
2

 dx   x 2 e − x dx =
2
6. Prove that
0 x 0 4 2
Proof:

e− x
2

Given I1 =  dx
0 x
dt dt
Put x 2 = t ; then dx = = , (ie) x = t
2x 2 t

x 0 
t 0 

298
Definite Integrals and Beta Gamma Functions


e − t dt
I =  .
0
t 1/ 4 2 t


1
2 0
= e −t t −3 / 4 dt


1 − t 14 −1  

2 0 e
= e t dt 
−x
x n −1dx = n 
 0 

1 1
=
2 4


I 2 =  x 2 e − x dx
4
Also Given,
0

ds ds 1
Put x 4 = s; then dx = 3
= 1 , (ie) x = s 4
4x 4s 4

x 0 
s 0 


−s dx
 I2 =  se 3
4
0 4s

1 1
− s ds
=  s 2e 3
40 4s 4
 13
1
=
40 s 2 4 e −s ds


1
=  s − 1 e −s ds
40 4

1 3
=
4 4

299
Definite Integrals and Beta Gamma Functions

 
e− x
2
1 1 3
 dx X  x 2 e − x dx =
4
__ (1)
0 x 0
8 4 4

1  1
W.k.t, β(n, n) = 2 n −1
  n, 
2  2

nn 1  n
= 2 n −1
2n 2 n+ 1
2

 2n
 n n + 1 = 2 n −1
2 2

1
Put n = , we get
4

1 3  12
=
4 4 2−1 2

 
= = 2
2 −1/ 2 (2)

using (2) in (1)

 
e− x  2 
2

 dx   x 2 e − x dx = =
4

0 x 0
8 4 2

 
x m−1 x m−1 
7. Evaluate  (1 + x n ) P
dx and deduce that  1 + xn
dx =
 m 
. Hence
0 0 n sin  
 n 

dx 
show that 
0
1+ x 4
=
2 2

Solution :

x m−1
Given I =  dx
0
(1 + x n ) P

1 1− t −1
Put t = ; then x n = ;  nx n−1dx = dt
1+ x n
t t2

300
Definite Integrals and Beta Gamma Functions

x 0 
t 1 

m −1
1− t  n
 
− dt
0
I =   t 
P n −1
1 1 − t 
 
1 n
t 2n 
 
t  t 

m −1 − m −1 
 
(1 − t )  n 
1 n
t dt
=  f −P
. n −1  n −1 
− 
nt (1 − t )  n 
0 2 n
.t

1 m m
1 p − −1 −1
=
n0 t n (1 − t ) n dt

1  m m
=  p − , 
n  n n

 m m
p− | 
1  n n
= ___ (1)
n ( p)

Putting p = 1 in (1), we get

1 m m
 m −1
1−
x n n n

0
1+ x n
dx =
(1)


=
 m 
n sin  
 n 

Put m = 1, n = 4 in (2), we get


dx   
 1 + x4
=
 
=
 1 
=
2 2
0 4 sin   4 
4  2


t 2 dt 
8. Prove that 
0
1+ t 4
=
2 2
301
Definite Integrals and Beta Gamma Functions

Solution :

Put t = tan 

1 −1
dt = tan 2  (sec2  )d
2

sec2 d
dt =
2 tan 

1 + tan 2 
(ie) dt = d t 0 
2 tan 
0 0 /2

  /2
t 2 dt tan  (1 + tan 2  )

0
1+ t4
= 
0 (1 + tan 2  )2 tan 
d

 /2
1
=
2 
0
tan1/ 2 d

 2
1 −1

1
== sin 2  cos 2
 d
2 0

1 −1 
1 1  2 + 1 2 + 1
= = . 
2 
,
2 2 2
 
 
1 3 1
==  ,
4  4 4 

31
1 4 4
= =
4 1

1 3
we know that = 2
4 4

t 2 dt 1  2
 = .
0
1+ t4 4 1

=
2 2

302
Definite Integrals and Beta Gamma Functions

Exercise proplems:

PART – A

2
1. Find the value of 
0
tan d in terms of Gamma Functions.


2
1 1 3
2. Prove that 
0
cot  d =
2 4 4

 
2 2
d
3. Find the value of 
0
sin  d  
0 sin 

 
2 2
dx
4. Prove that 
0
cos x dx  
0 cos x
=

n −1
 1
1

5. Prove that 
0
log x  dx = n


xn
6. Find the value of 
0
nx
dx, n  1


x a −1  
7. Assuming that 
0
1+ x
dx =
sin a
, prove that  . (1 −  ) =
sin 
,

where  is neither zero nor an integer

[Hint : put x = tan2]



 e −kx dx
2
8. Find the value of
−a

 (m + 1, n) m
9. Prove that =
 (m, n + 1) n

 (m + 1, n)  (m, n + 1)  (m, n)
10. Prove that = =
m n m+n

303
Definite Integrals and Beta Gamma Functions


x m−1
11. Find the value of 
0
(a + bx ) m+n
dx in terms of a Beta functions

a
[Hint : put x = t]
b

12. Prove that  (m + 1, n) +  (m, n + 1) =  (m, n)

 (8 − x )
2
3 − 3
1
13. Find the value of dx in terms of Gamma functions.
0

14. Prove that 

0
x m (a − x) n dx = a m+n+1 (m + 1, n + 1)

PART – B
 
1
  e −( ax +by ) x 2 m−1 y 2 n−1dxdy =
2 2
15. Prove that m n
0
4a m b n

(−1) n n!
1

16. When n is a + ve integer and m > - 1, prove that 

0
x m (log x) n dx =
(m + 1) n+1

1
x m+1 (1 − x) n−1  (m, n) x 
17. Prove that 
0
(a + bx ) m+ n
dx = n
a ( a + b) m [Hint : Put =
a + bx a + b
]

18. ( 2 2
)
Express  n + 1 , n + 1 in terms of Gamma functions in two different ways,

 2n + 1
and hence prove that n + 1 = 2 n
2 2 (n + 1)

 
e− x 
2
− x2
19. Prove that 
0
xe dx  
0 x
dx =
2 2

 

 xe dx   x 2 e − x dx =
− x8 4
20. Prove that
0 0 16 2


x 2 dx
1
dx 
21. Prove that 
0 1− x 4

0 1− x 4
=
4

304
Definite Integrals and Beta Gamma Functions

  
dx x 2 dx x 2 dx
22. Evaluate (i) 
0
1 + x4
, (ii ) 0 (1 + x 4 ) 2 and (iii) 0 1 + x 4 3
( )

ANSWERS

PART – A

1 1 3
1.
2 4 4

3. 

1
6. n +1
(log n) n+1


8.
k

1
10.  (m, n)
n m
ab

1 1 2
13.
3 3 3

PART – B


22. i)
2 2


ii)
8 2

5 2
iii)
128

Problem based on Gamma and Beta functions:

 2
1. Evaluate 0
sin 10 d using Gamma functions.

305
Definite Integrals and Beta Gamma Functions

Solution

We know that

 n +1
2

 sin  d = 2
n

0
2 n+2
2

Here n=10

 11
2
 2
  sin10  d =
0
2 12
2

Since n +1 = n n

11 9 9 9
= +1 =
2 2 2 2

9 7
= +1
2 2

9 7 7
= .
2 2 2

9 7 5 3 1 1
= . . . .
2 2 2 2 2 2

sin ce n + 1 = n

12 1
= 6 = 5!, = 
2 2


2
1 9 7 5 3 1  
  sin 10 d =      
0
2 2 2 2 2 2 5!

306
Definite Integrals and Beta Gamma Functions

63
= 
512

2
2. 
0
cos9 d using Gamma functionss

Solution:

we know that

 n +1
2

 cos  d = 2
n

0
2 n+2
2

Here n = 9

2
 5
  cos9  d =
0
2 11
2

1
since (5) = 4! and   = 
2


2
1 4 
  cos9  d =
29 7 5 3 1 1
0
      
2 2 2 2 2 2

128
=
315

2
3) 
0
sin 6 x cos7 xdx using Gamma functions

Solution:
we know that

  p +1  q +1
   
2
1  2   2 
 sin  cos d =
P 4

2  p+q+2
 
0

 2 

307
Definite Integrals and Beta Gamma Functions

Here p = 6, q = 7

7 8

  
2
1 2 2
 sin 6 x cos7 xdx =
0
2 15
2

7
1 24
=
2 15
2

7
   3!
1 2
=
2 13 11 9 7  7 
     
2 2 2 2 2

1 6  24
= 
2 13  11  9  7

16
=
3003
1

4) Express 
0
x m (1 − x n ) P dx in terms of Gamma functions and Evaluate


0
x 5 (1 − x 3 )10 dx

Solution:

( )
1
I =  x m 1 − x n dx
P
Let
0

Put t = x n  dt = nx n−1dx

when x = 0, t − 0, x = 1, t = 1

1 m
dt
I =  t n (1 − t ) P n−1
0 n
nt
308
Definite Integrals and Beta Gamma Functions

1 m +1
1
=  t n
(1 − t ) P dt
n0

1 m+1
1
=  t n
(1 − t ) ( p+1)−1 dt
n0

1  m +1 
=  , p + 1
n  n 

By defn of the Beta functions

 m +1
  ( p + 1)
1  n 
=
n  m +1 
 + p + 1
 n 

sub, m = 5, n = 3 and p = 10

1
1 2 (11)

0
x 5 (1 − x 3 )10 dx =
3 (13)

1
=
396

5. Prove that

 1 1
 (m, m).  m + , m +  = m −1.21−4 m
 2 2

Solution
 /2
2
we know that  (m, m) =
2 2 m −1 
0
sin 2 m−1 d (1)

[Refer Problem 6]

 /2  1
 1 1 2 2  m+ −1
Also,   m + , m +  =  m+ 1 −1  
d
2
sin
 2 2 2
2 
2

0

309
Definite Integrals and Beta Gamma Functions

 /2
2
= 2m
2 
0
sin 2 m d (2)

Multiplying (1) and (2) we get

 /2  /2
 1 1 4
 (m, m).  m + , m +  = 4 m−1  sin 2 m−1 d   sin 2 m d
 2 2 2 0 0

4 2.4.6........(2m − 2) 1.3.5........(2m − 1) 
= 4 m−1
. . 
2 1.3.5.........(2m − 1) 2.4.6.........2m 2

4 1 
= 4 m−1
. .
2 2m 2

=   m −1  21−4 m


dn
6. Show that n
( y ) =  x y −1e − x (log x) n dx
dy 0

By definition

( y ) =  e − x x y −1dx
0


 xy 
= 
0
e − x  dx
 x 


dn dn e− x y
(y) =  .x dx
dy n dy n 0
x


e− x d n y
= 
0
x dy n
( x )dx


e− x y
= 
0
x
x (log x) n dx

= 
0
x y −1e − x (log x) n dx

310
Definite Integrals and Beta Gamma Functions

1 3
 2    
4 4
7. Show that 0
tan  d =
2

 2  2
sin 

0
tan  d = 0 cos
d

 2 1 1

= 
0
sin  cos d
2 2

We know that

  p + 2   q +1
   
2
1  2   2 
 sin  cos qd =
P

2  p+q+2
 
0

 2 

1 1
Put p = ,q = −
2 2

1 (3 4 ) (14 )
=
2 (1)

(3 4 ) (14 )
=
2

Exercises:

1. Express the following integrals in terms of Gamma functions.



a) 
0
x 4e − x dx

b) 
0
x 6e − 3 x dx

 e − x dx
3
c)
0

311
Definite Integrals and Beta Gamma Functions

d) 
0
x 4 a 2 − x 2 dx

3
 1
1

 x  log  dx
4
e)
0  x


3
 x 4e − x dx = 
3
2. Show that
0
8

1
dx  (1 n )
3. Prove that  1 − xn
=
n 1 1
 + 
0

2 n

4. Show that 0
x n −1e − ax dx = a − n (n) , a  0

5. Prove that

i)  (m + 1, n) +  (m, n + 1) =  (m, m)

ii) n (m + 1, n) = n (m, n + 1)


(−1) n n!
6. Show that 0
x m (log x) n dx =
(+1) n +1
where n is positive integer, m > - 1.

Answers:

1
a) 5 b) (7)
37

5 3
a6    
1 1 1 2 2
c)   d)
3  3 2 ( 4)

1 1
e) n +1
(n + 1) & (4)
(m + 1) 5

312