ACHARYA INSTITUTE OF TECHNOLOGY

Soldevanahalli, Bengaluru - 560107

Department of Mathematics

Subject with code: Advanced Calculus and Numerical Methods ( 21MAT21)

Module : 1

Topic: Integral Calculus

Subtopic: Beta and Gamma Functions

 ∞
Gamma Function: Gamma function denoted by Γ 𝑛 , is defined as Γ 𝑛 = ‫׬‬0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 ,
𝑛>0
∞ 2
Properties: (1) P.T Γ 𝑛 = 2 ‫׬‬0 𝑒 −𝑡 𝑡 2𝑛−1 𝑑𝑡
∞
Proof: Consider Γ 𝑛 = ‫׬‬0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 put 𝑥 = 𝑡 2 ∴ 𝑑𝑥 = 2𝑡𝑑𝑡 and also 𝑡 varies from 0
to ∞
∞ −𝑡 2 ∞ −𝑡 2
∴ Γ 𝑛 = ‫׬‬0 𝑒 (𝑡 2 )𝑛−1 2𝑡𝑑𝑡 = 2 ‫׬‬0 𝑒 𝑡 2𝑛−1 𝑑𝑡
∞ 2
∴ Γ 𝑛 = 2 ‫׬‬0 𝑒 −𝑡 𝑡 2𝑛−1 𝑑𝑡
(2) P. T Γ 𝑛 + 1 = 𝑛Γ 𝑛 and Γ 𝑛 + 1 = 𝑛! For positive integer 𝑛.
∞
Proof: Consider Γ 𝑛 = ‫׬‬0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
∞ ∞ ∞
Consider Γ 𝑛 + 1 = ‫׬‬0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = 𝑥 𝑛 (−𝑒 −𝑥 ) 0 − ‫׬‬0 −𝑒 −𝑥 𝑛 𝑥 𝑛−1 𝑑𝑥
∞

Γ 𝑛 + 1 = 𝑛 න 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
Γ 𝑛+1 =Γ 𝑛
(3) PT Γ 𝑛 + 1 = 𝑛!

Proof: We have Γ 𝑛 + 1 = 𝑛Γ 𝑛

Γ 𝑛+1 =𝑛 𝑛−1 𝑛 − 2 𝑛 − 3 −−− −1Γ 1

Γ 𝑛+1 =𝑛 𝑛−1 𝑛 − 2 𝑛 − 3 −−− −1

Γ 𝑛 + 1 = 𝑛!

Γ 𝑛+1
(4) Γ 𝑛 + 1 = 𝑛Γ 𝑛 ⇒ Γ 𝑛 =
𝑛
 1
(5). Prove that Γ = 𝜋
2

∞ 2
Proof: We have Γ 𝑛 = 2 ‫׬‬0 𝑒 −𝑥 𝑥 2𝑛−1 𝑑𝑥

1 ∞ −𝑥 2 ∞ −𝑦 2
Γ = 2 ‫׬‬0 𝑒 𝑑𝑥 = 2 ‫׬‬0 𝑒 𝑑𝑦
2

1 2 ∞ −𝑥 2 ∞ −𝑦 2
Consider Γ = 2 ‫׬‬0 𝑒 𝑑𝑥 × 2 ‫׬‬0 𝑒 𝑑𝑦
2

1 2 ∞ ∞ 2 2
Γ = 4 ‫׬‬0 ‫׬‬0 𝑒 −𝑥 𝑒 −𝑦 𝑑𝑥 𝑑𝑦
2

∞ ∞ 2 2 ∞ ∞ 2 +𝑦 2 )
= 4 ‫׬‬0 ‫׬‬0 𝑒 −𝑥 𝑒 −𝑦 𝑑𝑥 𝑑𝑦 = 4 ‫׬‬0 ‫׬‬0 𝑒 −(𝑥 𝑑𝑥 𝑑𝑦
Put 𝑟 = 𝑟𝑐𝑜𝑠𝜃 and 𝑟 = 𝑟𝑠𝑖𝑛𝜃 then 𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃 and
𝜋
𝑟 varies from 0 to ∞ and 𝜃 varies from 0 to
2
𝜋 𝜋
2 ∞ 2 2 ∞ ∞
𝜋
1 2 2 2 −𝑟 2
Γ = 4 න න 𝑒 −𝑟 𝑟𝑑𝑟 𝑑𝜃 = 4 න 𝑑𝜃 න 𝑒 −𝑟 𝑟𝑑𝑟 = 4 𝜃 0 න 𝑒 𝑟𝑑𝑟
2
0 0 0 0 0
∞
2
= 2𝜋 න 𝑒 −𝑟 𝑟𝑑𝑟
0
Put 𝑟2 = 𝑡 then 2𝑟𝑑𝑟 = 𝑑𝑡 and t varies 𝑡 varies from 0 to ∞
1 2 ∞ 𝑑𝑡 1
∞
Γ = 2𝜋 ‫׬‬0 𝑒 −𝑡 = 𝜋 −𝑒 −𝑡 0 =𝜋 0+1 =𝜋 ∴Γ = 𝜋
2 2 2
Beta Function: Beta function denote by 𝛽(𝑚, 𝑛) , is defined as
1 𝑚−1 𝑛−1 𝑑𝑥
𝛽 𝑚, 𝑛 = ‫׬‬0 𝑥 1−𝑥 , where 𝑚, 𝑛 > 0

Properties:

1. Prove that 𝛽 𝑚, 𝑛 = 𝛽(𝑛, 𝑚)

1
Proof: Consider 𝛽 𝑚, 𝑛 = ‫׬‬0 𝑥 𝑚−1 1 − 𝑥 𝑛−1 𝑑𝑥

Put 1 − 𝑥 = 𝑡 ∴ −𝑑𝑥 = 𝑑𝑡 and 𝑡 varies from 1 to 0

0
𝛽 𝑚, 𝑛 = ‫׬‬1 (1 − 𝑡)𝑚−1 𝑡 𝑛−1 (−𝑑𝑡)

1
𝛽 𝑚, 𝑛 = ‫׬‬0 (1 − 𝑡)𝑚−1 𝑡 𝑛−1 𝑑𝑡 = 𝛽(𝑛, 𝑚)

𝛽 𝑚, 𝑛 = 𝛽(𝑛, 𝑚)
 𝜋
2: Prove that 𝛽 𝑚, 𝑛 = 2 ‫׬‬0 sin2𝑚−1 𝜃 cos 2𝑛−1 𝜃 𝑑𝜃
2

1
Consider 𝛽 𝑚, 𝑛 = ‫׬‬0 𝑥 𝑚−1 1 − 𝑥 𝑛−1
𝑑𝑥

𝜋
Put x = sin2 𝜃 then d𝑥 = 2𝑠𝑖𝑛𝜃 cos 𝜃𝑑𝜃 and 𝜃 varies from 0 to
2

𝜋
∴ 𝛽 𝑚, 𝑛 = 2 ‫׬‬0 sin2𝑚−1 𝜃 cos 2𝑛−1 𝜃 𝑑𝜃
2

𝜋
1 𝑝+1 𝑞+1
Property-3: ∴ ‫׬‬0 sin𝑝 𝜃 cos 𝑞 𝜃 𝑑𝜃 = 𝛽
2 ,
2 2 2
The relation between Beta and Gamma functions:
Γ 𝑚 Γ 𝑛
Prove that 𝛽 𝑚, 𝑛 =
Γ 𝑚+𝑛
∞ −𝑥 2 ∞ −𝑦 2
Proof: Consider Γ 𝑚 = 2 ‫׬‬0 𝑒 𝑥 2𝑚−1 𝑑𝑥 and Γ 𝑛 = 2 ‫׬‬0 𝑒 𝑦 2𝑛−1 𝑑𝑦

∞ 2 ∞ 2
Then Γ 𝑚 Γ 𝑛 = 2 ‫׬‬0 𝑒 −𝑥 𝑥 2𝑚−1 𝑑𝑥 × 2 ‫׬‬0 𝑒 −𝑦 𝑦 2𝑛−1 𝑑𝑦

∞ ∞ −𝑥 2 2𝑚−1 −𝑦 2
Γ 𝑚 Γ 𝑛 = 4 ‫׬‬0 ‫׬‬0 𝑒 𝑥 𝑒 𝑦 2𝑛−1 𝑑𝑥 𝑑𝑦

∞ ∞ −(𝑥 2 +𝑦 2 )
Γ 𝑚 Γ 𝑛 = 4 ‫׬‬0 ‫׬‬0 𝑒 𝑥 2𝑚−1 𝑦 2𝑛−1 𝑑𝑥 𝑑𝑦

Put 𝑥 = 𝑟 𝑐𝑜𝑠𝜃 and 𝑦 = 𝑟𝑠𝑖𝑛𝜃 then x 2 + y 2 = r 2 and 𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃 and 𝑟

𝜋
varies from 0 to ∞ and 𝜃 varies from 0 to
2
 𝜋
∞ 2
Γ 𝑚 Γ 𝑛 = 4 ‫׬‬0 ‫׬‬02 𝑒 −𝑟 (𝑟𝑐𝑜𝑠𝜃)2𝑚−1 (𝑟𝑠𝑖𝑛𝜃)2𝑛−1 𝑟𝑑𝑟 𝑑𝜃
𝜋
∞ 2
−𝑟 2 2𝑚−1
Γ 𝑚 Γ 𝑛 = 4න න𝑒 𝑟 cos2𝑚−1 𝑟 2𝑛−1 sin2𝑛−1 𝜃 𝑟𝑑𝑟 𝑑𝜃
0 0
𝜋
∞ −𝑟 2
Γ 𝑚 Γ 𝑛 = 2 ‫׬‬0 𝑒 𝑟 2(𝑚+𝑛)−1 𝑑𝑟 × 2 ‫׬‬0 sin2𝑛−1 𝜃 cos 2𝑚−1 𝜃 𝑑𝜃
2

Γ 𝑚 Γ 𝑛 = Γ 𝑚 + 𝑛 × 𝛽 𝑚, 𝑛

Γ 𝑚 Γ 𝑛
𝛽 𝑚, 𝑛 =
Γ 𝑚+𝑛
Problems:
∞ 3 −𝑥
1. Evaluate ‫׬‬0 𝑥 2 𝑒 𝑑𝑥
∞ 3 −𝑥 ∞ −𝑥
Soln: Let 𝐼 = ‫׬‬0 𝑥 2 𝑒 𝑑𝑥 Then We have Γ 𝑛 = ‫׬‬0 𝑒 𝑥 𝑛−1 𝑑𝑥
∞ −𝑥 5−1
𝐼 = ‫׬‬0 𝑒 𝑥 2 𝑑𝑥 = Γ 5/2
3
𝐼 = Γ 3/2
2
3 1
𝐼= Γ 1/2
2 2
3 1
𝐼= 𝜋
2 2
3 𝜋
𝐼=
4
 ∞ 1 − 𝑥
2. Evaluate ‫׬‬0 𝑥 4 𝑒 𝑑𝑥
∞ 1 − 𝑥 ∞ −𝑥
Soln: Let 𝐼 = ‫׬‬0 𝑥 4 𝑒 𝑑𝑥Then We have Γ 𝑛 = ‫׬‬0 𝑒 𝑥 𝑛−1 𝑑𝑥
Put 𝑥 = 𝑡 then 𝑥 = 𝑡 2 𝑎𝑛𝑑 𝑑𝑥 = 2𝑡 𝑑𝑡. varies from 0 to ∞
1
∞ −𝑡 ∞ −𝑡 3
𝐼= ‫׬‬0 𝑒 (𝑡 2 ) 2𝑡 𝑑𝑡 =
4 2 ‫׬‬0 𝑒 𝑡 2 𝑑𝑡
∞
5
𝐼 = 2න 𝑒 −𝑡 𝑡 2−1 𝑑𝑡 = 2Γ 5/2
0

3 3 3 3 3 3 𝜋
𝐼 = 2 Γ 3/2 = 2 Γ = Γ 1/2 = 𝜋=
2 2 2 2 2 2
 𝜋
3. Evaluate ‫׬‬02 𝐶𝑜𝑡 𝜃 𝑑𝜃
𝜋 𝜋
𝐶𝑜𝑠 𝜃
Soln: Let I = ‫׬‬0 2 𝐶𝑜𝑡 𝜃 𝑑𝜃 = ‫׬‬0 2 𝑑𝜃
𝑆𝑖𝑛 𝜃
𝜋
2
1 1
−2
= න 𝑆𝑖𝑛 𝜃𝐶𝑜𝑠 2 𝜃 𝑑𝜃
0
1 1
1 − + 1 +1
𝐼= 𝛽 2 , 2
2 2 2
1 1 3
= 𝛽 ,
2 4 4
1 3
1Γ 4
Γ 4
=
2 Γ 1+3
4 4
1𝜋 2
=
2 1
𝜋
𝜋
‫׬‬0 2 𝐶𝑜𝑡 𝜃 𝑑𝜃 =
2
 2
∞ −𝑦 2 ∞ 𝑒 −𝑦 𝜋
4. Show that ‫׬‬0 𝑦 𝑒 𝑑𝑦 × ‫׬‬0 𝑦 𝑑𝑦 =
2 2
∞ −𝑦 2 ∞ −𝑦 2 1
Soln: Let 𝐼1 = ‫׬‬0 𝑦 𝑒 𝑑𝑦
= ‫׬‬0 𝑒 𝑦 2 𝑑𝑦
1 1
1 −
Put y 2 = 𝑡 then y= 𝑡 2 𝑎𝑛𝑑 𝑑𝑦 = 𝑡 2 𝑑𝑡. varies from 0 to ∞
2
1 1 1
∞ −𝑡 1 − 1 ∞ −𝑡 −1 1 ∞ −𝑡 3−1 1
𝐼1 = ‫׬‬0 𝑒 (𝑡 2 )2 𝑡 2 𝑑𝑡 = ‫׬‬0 𝑒 𝑡 4 𝑑𝑡 = ‫׬‬0 𝑒 𝑡 4 𝑑𝑡 = Γ 3/4
2 2 2 2
2
∞ 𝑒 −𝑦 ∞ −𝑦 2 −1
Let 𝐼2 = ‫׬‬0 𝑑𝑦 = ‫׬‬0 𝑒 𝑦 2 𝑑𝑦
𝑦
1
1 −1
Put y2 = 𝑡 then y= 𝑡 𝑎𝑛𝑑 𝑑𝑦 = 𝑡 2 𝑑𝑡. varies from 0 to ∞
2
2
1 1
∞ −𝑡 − 1 −1 1 ∞ −𝑡 −3 1 ∞ −𝑡 1−1 1 1
𝐼1 = ‫׬‬0 𝑒 (𝑡 2 ) 2 2 𝑡 2 𝑑𝑡 = 2 ‫׬‬0 𝑒 𝑡 4 𝑑𝑡 = 2 ‫׬‬0 𝑒 𝑡 4 𝑑𝑡 = Γ
2 4
1 1 1 1 1 𝜋 2
𝐼1 × 𝐼1 = Γ 3/4 Γ = Γ 3/4 Γ =
2 2 4 4 4 4
∞ ∞ 2
𝑒 −𝑦 𝜋
2
න 𝑦 𝑒 −𝑦 𝑑𝑦 × න 𝑑𝑦 =
𝑦 2 2
0 0
 𝜋 𝜋
𝑑𝜃
5. Show that ‫׬‬02 × ‫׬‬0 2 sin 𝜃 𝑑𝜃 = 𝜋
sin 𝜃
𝜋 𝜋 1
𝑑𝜃 −2
Soln: Let 𝐼1 = ‫׬‬0 2 = ‫׬‬0 Sin
2 𝜃 𝐶𝑜𝑠 0 𝜃𝑑𝜃
sin 𝜃
𝜋
𝑝 𝑞 1 𝑝+1 𝑞+1
Wee have ‫׬‬0 sin 𝜃 cos 𝜃 𝑑𝜃 =
2 𝛽 ,
2 2 2
1
1 − +1 0+1 1 1 1
𝐼1 = 𝛽 2 , = 𝛽 ,
2 2 2 2 4 2
𝜋 𝜋 1
And 𝐼1 = ‫׬‬02 sin 𝜃 𝑑𝜃 = ‫׬‬0 Sin 𝜃 𝐶𝑜𝑠 0 𝜃𝑑𝜃
2 2

1
1 +1 0+1 1 3 1
𝐼1 = 𝛽 2 , = 𝛽 ,
2 2 2 2 4 2
1 1 1 1 3 1
𝐼1 × 𝐼2 = 𝛽 , × 𝛽 ,
2 4 2 2 4 2
 1 1 3 1
1Γ 4 Γ 2 Γ 4 Γ 2
𝐼1 × 𝐼2 = ×
4 Γ(1+1) 3 1
Γ( + )
4 2 4 2
1 3
1Γ 4
𝜋 Γ 4
𝜋
= 3 × 5
4 Γ( ) Γ(4)
4
1
1 Γ
4
= 𝜋 5
4 Γ( )
4
1
1 Γ
4
= 𝜋 1
4 Γ( +1)
4
1
1 Γ 4
= 𝜋 1 1
4 Γ( )
4 4
=𝜋
𝜋 𝜋
𝑑𝜃
‫׬‬0
2 × ‫׬‬0
2 sin 𝜃 𝑑𝜃 = 𝜋
sin 𝜃