MATHEMATICAL METHODS II

MATH 266

DR. ADU SAKYI

KWAME NKRUMAH UNIVERSITY OF SCIENCE AND TECHNOLOGY
DEPARTMENT OF MATHEMATICS

July 19, 2023

Course Outline

1 Improper Integration

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform
6 Fourier Series

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform
6 Fourier Series
7 Fourier Transforms

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Recommended Textbooks/Readings

G. Arfken and H.J Weber Mathematical Methods for

Physicist
M.L. Boas Mathematical Methods in the Physical
Sciences
Erwin Kreyszig Advanced Engineering Mathematics

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

THE GAMMA AND BETA FUNCTIONS
THE GAMMA FUNCTION
The gamma function may be regarded as a generalization of n!
(n-factorial), where n is any positive integer to x!, where x is
any real number. (With limited exceptions, the discussion that
follows will be restricted to positive real numbers.)

The Gamma function is defined by the improper integral

Z ∞
Γ (x) = t x−1 e −t dt ——-(1) ; it is convergent for x > 0
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

THE GAMMA AND BETA FUNCTIONS
THE GAMMA FUNCTION
The gamma function may be regarded as a generalization of n!
(n-factorial), where n is any positive integer to x!, where x is
any real number. (With limited exceptions, the discussion that
follows will be restricted to positive real numbers.)

The Gamma function is defined by the improper integral

Z ∞
Γ (x) = t x−1 e −t dt ——-(1) ; it is convergent for x > 0
0
Z ∞
From (1) Γ (x + 1) = t x e −t dt
0
Integrating by
 parts
 −t ∞ Z ∞
e
Γ (x + 1) = t x
+x e −t t x−1 dt
−1 0 0
= (0 − 0) + xΓ (x)
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
∴ Γ (x + 1) = xΓ (x)

This is the fundamental recurrence relation for the gamma

functions. It can also be written as
Γ (x) = (x − 1)Γ (x − 1)
With it we can derive a number of other results;
For instance, when x = n, a positive integer ≥ 1 ,then
Γ (n + 1) = nΓ (n) But Γ (n) = (n − 1)Γ (n − 1)
= n(n − 1)Γ (n − 1) Γ (n − 1) = (n − 2)Γ (n − 2)
= n(n − 1)(n − 2)Γ (n − 2)
---------
= n(n − 1)(n − 2)(n − 3)...1Γ (1) = n!Γ (1)
but fromZ the definition Γ (1) = 1 because
∞ ∞
t 0 e −t dt = −e −t 0 = 0 + 1 = 1

Γ (1) =
0
therefore, we have Γ (1) = 1 and Γ (n + 1) = n! provided n is
a positive integer.
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
∴ Γ (7) = Γ (6 + 1) = 6! = 720
Γ (8) = Γ (7 + 1) = 7! = 5040
or Γ (7 + 1) = 7Γ (7) = 7(720) = 5040
Γ (9) = Γ (8 + 1) = 8! = 40320

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

∴ Γ (7) = Γ (6 + 1) = 6! = 720
Γ (8) = Γ (7 + 1) = 7! = 5040
or Γ (7 + 1) = 7Γ (7) = 7(720) = 5040
Γ (9) = Γ (8 + 1) = 8! = 40320

We can also use the recurrence relation in reverse

Γ (x + 1) = xΓ (x)
Γ (x + 1)
∴ Γ (x) =
x
For example ,given that Γ (7) = 720, we can determine Γ (6)
Γ (6 + 1) Γ (7) 720
Γ (6) = = = = 120
6 6 6
Now we Zhave used the original definition
∞
Γ (x) = t x−1 e −t dt
0
1
What happens when x = √ 2
?
1
Lets Note that Γ ( 2 ) = π
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
From this, using the recurrence relation
Γ (x + 1) = xΓ (x),
we can obtain the following

Γ (x + 1) = xΓ (x) and
1
Γ (x) = Γ (x + 1)
x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Examples

evaluate
Γ (0)
 
3
Γ
2
 
5
Γ
2
 
7
Γ
2
 
9
Γ
2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
1 1
Γ (0) = Γ (0 + 1) = = ∞
0 0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
1 1
Γ (0) = Γ (0 + 1) = = ∞
 0  0
3 1
Γ =Γ + 1 since Γ (x + 1) = xΓ (x)
2  2  
√
 
1 1 1
= Γ but Γ = π
2 2 2
1√
= π
2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
1 1
Γ (0) = Γ (0 + 1) = = ∞
 0  0
3 1
Γ =Γ + 1 since Γ (x + 1) = xΓ (x)
2  2  
√
 
1 1 1
= Γ but Γ = π
2 2 2
1√
= π
  2      
5 3 3 3 3 1
Γ =Γ +1 = Γ = Γ +1
2 2   2 2  2 2
3 1 1 3 1
= · Γ = Γ
2 2 2 4 2
3√
= π
4

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution Cont’d

3√
       
7 5 5 5 5
Γ =Γ +1 = Γ but Γ = π
2 2 2 2 2 4
5 3√ 15 √
hence · π= π
 2 4  8
9 7
Γ =Γ +1
2 2 
7 7 7 15 √
= Γ = · π
2 2 2 8
105 √
= π
6

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

In summary
Z ∞
Γ (x) = t x−1 e −t dt
0
Γ (x + 1) = xΓ (x)
Γ (n + 1) = n!, where n ∈ z +
√
 
1
Γ (1) = 1, Γ (0) = ∞, Γ = π, Γ (−n) = ±∞
2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Now let us evaluate some integrals
Z ∞
1.Evaluate x 7 e −x dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Now let us evaluate some integrals
Z ∞
1.Evaluate x 7 e −x dx
0

solution
We recognize this as a standard form of the gamma function
Z ∞
Γ (x) = t x−1 e −t dt just that the variables have been
0
changed.Z So it is often convenient to change it to the form
∞
Γ (v ) = x v −1 e −x dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

solution cont’d

Our
Z example then becomes
∞ Z ∞
7 −x
= x e dx = x v −1 e −x dx
0 0
by
Z ∞comparing v = 8,
x 7 e −x dx = Γ (8) = 7! = 5040
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z ∞
2. Evaluate x 3 e −4x dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z ∞
2. Evaluate x 3 e −4x dx
0

Solution
Z ∞
If we compare the above to Γ (v ) = x v −1 e −x dx we must
0
reduce the power of e to a single variable. Let y = 4x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

solution cont’d

y
Then x =
Z ∞  3 4
y dy
e −y
0 4 Z 4
1 1 ∞ 3 −y
= · 3 y e dy
4 4 0
Now comparing; v = 4
1 1 3
Γ (4) = ×6=
256 256 128

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Example
Z ∞
1 2
Evaluate x 2 e −x dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Example
Z ∞
1 2
Evaluate x 2 e −x dx
0

Solution
To make the power of e a single variable,
Let y = x 2
dy dy
= 2x = dx =
dx 2x 1
and since y = x 2 ; x = y 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

solution cont’d
The limits remain unchanged because, when
x = 0, y = 0; x = ∞, y = ∞
Z ∞  12
1 dy
y 2 e −y
0Z 2x
∞
1 dy
= y 4 e −y
Z0 ∞ 2x
1 dy
= y 4 e −y 1
0Z 2y 2
∞
1 1
= y − 4 e −y dy
2 0 Z ∞
Now by comparing to x v −1 e −x dx
0
3
v=
Z ∞4  
1
−x 2 1 3
∴ x 2 e dx = Γ
0 2 4
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
Example

Z ∞
2
Evaluate x 6 e −4x dx
0

Solution
dy
Let y = 4x 2 dx, = 8x
dx 1
dy y2
= dx = and also x =
8x 2
Limits remain unchanged !
Z ∞ Z ∞ 1 6
2 y 2 dy
x 6 e −4x dx = e −y
0 0 2 8x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution cont’d
∞
1
Z
dy
y 3 e −y !
26 0 y2
1

8
2
∞
1 1
Z
dy
· y 3 e −y 1
26 4 0 y2
Z ∞ 2
1 5
−y
y 2 e dy
256 0 Z ∞
7
By comparing to x v −1 e −x dx; v =
Z ∞ 0   2
2 1 7
x 6 e −4x dx = ·Γ
0 256 2
1 15 √ 15 √
= · π= π
256 8 2048
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
Exercise

Solve the following:

Z ∞
x 5 e −x dx
0
Z ∞
x 4 e −x dx
Z0 ∞
x 8 e −2x dx
Z0 ∞
2
x 2 e −2x dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

BETA FUNCTIONS

The beta function B(m, n)is defined by:

Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx which converges for m > 0
0
and n > 0

NOTE
B(m, n) = B(n, m)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Proof

Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx
0
du
Let u = 1 − x; x = 1 − u; = −1; dx = −du
dx
When x = 0, u = Z 1; x = 1, u = 0
0
= B(m, n) = − (1 − u)(m−1) u n−1 du
Z 1 1
(m−1) n−1
= (1 − u) u du
Z0 1
= u (n−1) (1 − u)m−1 du = B(n, m)
0
∴ B(m, n) = B(n, m)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Alternative form of the Beta Function
Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx
0

If we put x = sin2 θ
dx
Then = 2sinxcosx
dθ
π
when x = 0, θ = 0; x = 1, θ =
2
Again 1 − x =π 1 − sin2 θ = cos 2 θ
Z
2
B(m, n) = sin2m−2 θcos 2n−2 θ · 2sinθcosθdθ
Z π 0
2
=2 sin2m−2 θcos 2n−2 θsinθcosθdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Proof cont’d
From laws of indices
sin2m θ
sin2m−2 θ = and
sin2 θ
2n
cos θ
cos 2n−2 θ =
cos 2 θ
π
sin2m θ cos 2n θ
Z
2
=2 · dθ
sin2 θ cos 2 θ
Z0 π
2
=2 sin2m−1 θcos 2n−1 θdθ
0 Z 1
∴ B(m, n) = x m−1 (1 − x)n−1 dx can be written as:
Z π 0
2
2m−1
=2 sin θcos 2n−1 θdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Reduction Formulas
Z π Z π
2
n n − 1 2 n−2
sin xdx = sin xdx
0 n 0

π Z π
n−1 2
Z
2
n
cos xdx = cos n−2 xdx
0 n 0
π Z π
m − 1 2 m−2
Z
2
m n
sin xcos xdx = sin xcos n xdx
0 m+n 0

Z π
2
If we denote sinm xcos n xdx by Im,n then the above can be
0
written as;
m−1
· Im−2,n
m+n

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Alternatively
π Z π
n−1
Z
2 2
m n
sin xcos xdx = sinm xdxcos n−2 xdx
0 m + n 0
n−1
i.e Im,n = · Im,n−2 Now, we know that
mZ+π n
2
B(m, n) = sin2m−1 θcos 2n−1 θdx
0
If we apply
Z π Z π
2
2m−1 2n−1 m − 1 2 m−2
sin xcos xdx = sin xcos n xdx to
0 m+n 0
B(m, n), we have
Z π
2
sin2m−1 θcos 2n−1 θdθ =
0 Z π
(2m − 1) − 1 2
sin2m−3 θcos 2n−1 θdθ
(2m − 1) + (2n − 1) 0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 π
m−1
Z
2
sin2m−3 θcos 2n−1 θdθ
m+n−1 0
n−1
Using the right hand integral, i.e Im,n = · Im,n−2
Z π m + n
2
= sin2m−1 θcos 2n−1 θdθ =
0 Z π
m−1 (2n − 1) − 1 2
· × sin2m−3 θcos 2n−3 θdθ
m + n − 1 (2m − 3) + (2n + 1) 0
Z π
(m − 1) (n − 1) 2
= · × sin2m−3 θcos 2n−3 θdθ
m+n−1 m+n−2 0
B(m, n) =
Z π
(m − 1)(n − 1) 2
×2 sin2m−3 θcos 2n−3 θdθ
(m + n − 1)(m + n − 2) 0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 (m − 1)(n − 1)
B(m, n) = B(m − 1, n − 1)The above
(m + n − 1)(m + n − 2)
is a reduction formula for B(m, n) and the process can be
repeated as required

Example
Evaluate B(4, 3), where m = 4 and n = 3

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 (m − 1)(n − 1)
B(m, n) = B(m − 1, n − 1)The above
(m + n − 1)(m + n − 2)
is a reduction formula for B(m, n) and the process can be
repeated as required

Example
Evaluate B(4, 3), where m = 4 and n = 3

Solution
3(2)
B(4, 3) = B(3, 2)
6(5)
3(2) 2(1)
= B(2, 1) We can go no further in the reduction
6(5) 4(3)
process from B(2, 1) since from the definition of B(m, n),’m’
and ’n’ must be greater than zero

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution cont’d

Z π
2
B(2, 1) = 2 sin2m−1 θcos 2n−1 θdθ
Z π 0
2
3
= sin θcosθdθ
0
 4  π2
sin θ
=2
4 0
π
2
sin4 θ
 
1 1
= = −0 =
2 2 2
0
3(2) 2(1) 1
B(4, 3) = ·
6(5) 4(3) 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Note that, by rearranging
3(2)(1) × 2(1) (3!)(2!) Γ (4)Γ (3)
B(4, 3) = = ≡
6(5)(4)(3)(2)(1) 6! Γ (7)

That is, to find the B(m, n) we find the gamma of m, n and

we divide by the gamma of (m + n)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Note that, by rearranging
3(2)(1) × 2(1) (3!)(2!) Γ (4)Γ (3)
B(4, 3) = = ≡
6(5)(4)(3)(2)(1) 6! Γ (7)

That is, to find the B(m, n) we find the gamma of m, n and

we divide by the gamma of (m + n)

Γ (5)Γ (3) (4!)(2!)

Similarly B(5, 3) = =
Γ (8) 7!

So in generic terms:
(m − 1)!(n − 1)! Γ (m)Γ (n)
B(m, n) = =
(m + n − 1)! Γ (m + n)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Note

Z π
2
B(k, 1) = 2 sin2k−1 θcosθdθ
 0 2k  π2
sin θ 1
=2 =
2k 0 k

1
Therefore B(k, 1) = B(1, k) =
k

Question
 
1 1
Evaluate B ,
2 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
√ √
Γ ( 12 )Γ ( 12 )
 
1 1 π· π
B , = = =π
2 2 Γ (1) 1

Alternatively
  Z π
1 1 2
B , =2 sin2m−1 θcos 2n−1 θdθ
2 2 0
Z π
2
=2 sin θcos 0 θdθ
0

Z0 π
2
=2 1dθ
0 π
= 2 [θ]02
= [π − 0] = π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Summary
Z 1
B(m, n) = x m−1 (1 − x)n−1 dx
0
B(m, n) = B(n, m)
Z π
2
B(m, n) = 2 sin2m−1 θcos 2n−1 θdθ
0
(m − 1)(n − 1)
B(m, n) = · B(m − 1, n − 1)
(m + n − 1)(m + n − 2)
(m − 1)!(n − 1)!
B(m, n) = ; m, n ∈ z +
(m + n − 1)!
Γ (m)Γ (n)
B(m, n) =
Γ (m + n)
1
B(k, 1) = B(1, k) =
k
B(1, 1) = 1
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
 B( 12 , 21 ) = π

RELATIONSHIP BETWEEN THE GAMMA AND THE BETA

FUNCTION
(m − 1)!(n − 1)!
If m and n are positive integers, B(m, n) =
(m + n − 1)!
Also, we have previously established in the gamma functions
that, for n, a positive integer;
n! = Γ (n + 1)
∴ (m − 1)! = Γ (m), (n − 1)! = Γ (n)
And also (m + n − 1)! = Γ (m + n)
(m − 1)!(n − 1)! Γ (m)Γ (n)
∴ =
(m + n − 1) Γ (m + n)
Γ (m)Γ (n)
The relation B(m, n) = holds even when m and n
Γ (m + n)
are not necessarily integers
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
Example

√
π √
3 1
Γ ( 23 )Γ ( 12 ) 2
× π π
B( 2 , 2 ) = = =
Γ (2) 1 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

APPLICATION OF GAMMA AND BETA
FUNCTIONS

In evaluation of definite integrals using gamma and beta

functions, we try to express the integral in the basic form of
the beta function
Z 1
B(m, n) = x m−1 (1 − x)n−1 dx or its trigonometric form
Z π 0
2
2 sin2m−1 θcos 2n−1 θdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Examples
Z 1
1. Evaluate I = x 5 (1 − x)4 dx
0

Solution
Z 1
Comparing with x m−1 (1 − x)n−1 dx
0
m − 1 = 5, m = 6; n − 1 = 4, n = 5
Γ (6)Γ (5) 5!4! 1
∴ B(6, 5) = = =
Γ (11) 10! 1260

Z 1 p
2. Evaluate x4 (1 − x 2 )dx
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
Z 1
1
= x 4 (1 − x 2 ) 2 dx
0
1
Let y = x 2 = x = y 2
dy dy
Then = 2x, dx =
dx 2x
Now
Z 1 when x = 0, y = 0; x = 1, y = 1
1 dy
= y 2 (1 − y ) 2 1
0
Z 1 2y 2
1 1 dy
= y 2 (1 − y ) 2 1
2 0 y2
Z 1
1 3 1
= y 2 (1 − y ) 2 dy
2 0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution cont’d
3 5
By comparison m − 1 = = m =
2 2
1 3
n−1= =n =
2 2
3√ r
1 Γ ( 5
)Γ ( 3
) π π
B( 52 , 32 ) = 2 2
= 4 ·
2 Γ (4) 3! 2
1 π π
= × =
2 16 32

3
x 3 dx
Z
3. Evaluate √
0 3−x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution
Z 3
x 3 dx
1 dx
0 (3 − x) 2
Z 3
− 12 x 1
3 x 3 (1 − )− 2 dx
0 3
x dy 1
Let y = = x = 3y ; = ; dx = 3dy
3 dx 3
When xZ = 0, y = 0; x = 3, y = 1
1
1
− 21
=3 (3y )3 (1 − y )− 2 · 3dy
0 Z 1
1 1
−2
=3 ·3 ·3 3
(y )3 (1 − y )− 2 · dy
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution cont’d

1 1
By Comparison m − 1 = 3, m = 4; n − 1 = − , n =
 2  2
√
81 1 81 Γ (d)Γ ( 21 ) √  6 π 
√ B(4, ) = √ = 27 3 
3 2 9
3 Γ (2) 105 √ 
π
√ 16
864 3
= = 42.76
35
Z π
2
3. Evaluate sin5 θcos 4 θdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Solution cont’d
Z π  
2
5 4 1 5
sin θcos θdθ = B 3,
0 2  2
5
  Γ (3)Γ
1 5 2
But B 3, =
2 2 11
Γ
  2  
5 3 3
But Γ (3) = 3; Γ = Γ
2  2 2
945 √
 
11 9 7 5 5
Γ = · · Γ = π
2 2 2 2 2 32
Finally
  2 · 3 √π
1 5 4 8
B 3, = =
2 2 945 √ 315
π
32

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 π
Z
2 √
4. Evaluate tanθdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 π
Z
2 √
4. Evaluate tanθdθ
0

Solution
√
r
sinθ 1 1
tanθ = = sin 2 θcos − 2 θ
cosθ
So
Z √π
we have Z π
2 2 1 1
tanθdθ = sin 2 θcos − 2 θdθ
0 0
By Comparison
1 3 1 1
2m − 1 = , m = ; 2n − 1 = − , n =
Z π 2 4  2
 4
2 1 1 1 3 1
sin 2 θcos − 2 θdθ = B ,
0 2 4 4

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

solution cont’d
       
1 3 1 3 1
Γ Γ Γ Γ
2 4 4 4 4
= =
Γ (1) 2
We cannot continue further since we are not given the table

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Try these:

Z 1
x 5 (2 − x)4 dx
0
Z π
2
sin7 θcos 3 θdθ
0
Z π
2
sin2 4θcos 5 4θdθ
0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Stirling Formula

Stirling’s Formula is a formula which is used in probability as

well as in applied mathematics. Stirling’s formula is denoted
as follows;
√
n! ∼ 2πn(n+1/2) e −n
n!
lim √ =1
n→∞ 2πn (n+1/2) e −n
n! √
lim (n+1/2) −n = 2π
n→∞ n e

Stirling Formula Proof

For the proof of Stirling formula, lets take log of n! both side.
Then,
log(n!) = log(1) + log(2) + ...... + log(n)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

We know that in the interval (0, ∞) log is an increasing
function. Hence, we can show that the above expression in
such a way that
Z n Z n+1
log(x)dx < log(n) < log(x)dx where n ≥ 1
n−1 n
If we take n ∈ N, then
Z N Z N+1
log(x)dx < log(N!) < log(x)dx
0 1
Here, the first integral is convergent. Now, we can use the
integration of log(x), which is x log(x) − x.So, the above
expression becomes
n log(n) − n < log(n!) < (n + 1) log(n + 1) − n
So, here we can define
dn = log(n!) − (n + 12 ) log(n) + n
Then we get
n+1
dn − dn+1 = (n + 21 ) log( )−1
n
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
It gives an algebraic expression
1
n+1 1 + 2n+1
= 1
n 1 − 2n+1

Now,at this 
point,we can use Taylor rule.Then,
1 1 + t 3 5
2
log = t + t3 + t5 + .....
1−t
For −1 < t < 1 we define
1 1
dn − dn+1 = 2
+ + .....
3(2n + 1) 5(2n + 1)4
This shows  
1 1 1
0 < dn − dn+1 < + + .....
3 (2n + 1)2 (2n + 1)4
It gives  
1 1 1 1 1
0 < dn − dn+1 < · = −
3 (2n + 1)2 − 1 2 n n+1

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

This will imply that dn converges to a number C with
1
limn→∞ dn = limn→∞ (dn − )=C
12n
C > d1 − 1/12 = 1 − 1/12 = 11/12. Now, taking exponent of
both sides of dn , then
n!
limn→∞ n+ 1 e −n = e C
n 2
The final step of proof that e C = 2π. For this, we can use
Wallis formula, which gives
2.2.4.4.....(2n)(2n) π
limn→∞ =
1.1.3.3....(2n − 1)(2n − 1)(2n + 1) 2
We can rewrite this as ;r
2.4.6..(2n)(2n) π
√ ∼
1.3.5...(2n − 1) 2n 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Now, rearrange the numbers,
(2n n!)2
r
1 π
·√ ∼
(2n)! 2n 2
1
n! ∼ nn+ 2 e −n e C
22n (n2n+1 )e −2n e 2C
r
1 π
−2n C
·√ ∼
(2n)(2n + 1)e e 2n 2

Hence, we get the Stirling’s formular

n! √
limn→∞ n+ 1 = 2π
n 2 e −n

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Examples
Given below are some examples that use Stirling’s formula to
solve problems.
1. Find the factorial of 4 using Stirling’s formula
Solution√
=n! ∼ 2πn(n+1/2) e −n
Here, n = 4
Now, we apply the Stirling formula.
Substituting n = 4 we get ;
√ 1
= √2π × 4(4+ 2 ) e −4
9
= √2 × 3.14 × 4 2 × 0.0183
= 6.28 × 512 × 0.0183
= 2.505 × 512 × 0.0183
= 1283.06 × 0.0183
= 23.48
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
2. Find the factorial of 2 using Stirling’s formula
Solution√
=n! ∼ 2πn(n+1/2) e −n
n=2
Now, we apply the Stirling formula.
Substituting n = 2 we get ;
√ 1
= √2π × 2(2+ 2 ) e −2
= √2 × 3.14 × 5.656 × 0.1353
= 6.28 × 5.656 × 0.1353
= 2.505 × 5.656 × 0.1353
= 14.1682 × 0.1353
= 1.9169

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

FOURIER SERIES
Periodic Functions

A function f (x) is said to be periodic if its functions values

repeat at regular intervals of the independent variable. The
regular interval between the repetitions is the period of the
oscillations...

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Graphs of y = A sin nx
(a) ‘y = sin x’ is an obvious example of a periodic function
which goes through its complete range of values while n
increases from 0◦ to 360◦ .

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Graphs of y = A sin nx
(a) ‘y = sin x’ is an obvious example of a periodic function
which goes through its complete range of values while n
increases from 0◦ to 360◦ .
The period is therefore 360◦ or 2π radians whiles the
Amplitude(A), which is the maximum displacement from
the position of rest, is 1.

NB; The period is the interval the graph repeats itself. For the
Amplitude,we take from 0 to 1
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
(b) y = 5 sin 2x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

(b) y = 5 sin 2x
The Amplitude is 5. The Period is 180◦ and there are thus 2
complete cycles in 360◦

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

General formular

(c) y = A sin nx
Thinking along the same lines, the function ‘y = A sin nx’ has;
Amplitude = A
360◦ 2π
Period = ; n cycles in 360◦
n n
Graphs of y = A cos nx have the same characteristics.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Exercises

In each of the following, state (a) the amplitude and

(b) the period

(1) y = 3 sin 5x
(2) y = 2 cos 3x
(3) y = sin x2
(4) y = 4 sin 2x
(5) y = 5 cos 4x
(6) y = 2 sin x
(7) y = 3 cos 6x
(8) y = 6 sin 23 x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Answers

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Harmonics
A function f (x) is sometimes expressed as a series of a number
of different sine components. The component with the largest
period is the first harmonic or fundamental of f (x).
For instance;

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Harmonics
A function f (x) is sometimes expressed as a series of a number
of different sine components. The component with the largest
period is the first harmonic or fundamental of f (x).
For instance;
y = A1 sin x is the first harmonic or fundamental because
the period is 360◦ and the largest
y = A2 sin 2x is the second harmonic because the period
is the second largest
y = A3 sin 3x is the third harmonic etc

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Harmonics
A function f (x) is sometimes expressed as a series of a number
of different sine components. The component with the largest
period is the first harmonic or fundamental of f (x).
For instance;
y = A1 sin x is the first harmonic or fundamental because
the period is 360◦ and the largest
y = A2 sin 2x is the second harmonic because the period
is the second largest
y = A3 sin 3x is the third harmonic etc
In general;
y = An sin nx is the nth harmonic with Amplitude An and
◦
period = 2πn
or 360
n

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Non-sinusoidal periodic functions
Although, we introduced the concept of a periodic function via
a sine curve, a function can be periodic without being
obviously sinusoidal in appearance.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Non-sinusoidal periodic functions
Although, we introduced the concept of a periodic function via
a sine curve, a function can be periodic without being
obviously sinusoidal in appearance.
Examples
In the following cases, the x-axis carries a scale of t in
milliseconds.
(a)

Period=8ms (the interval inwhich the graph repeats itself )

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
(b)

Period= 6ms

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

(b)

Period= 6ms
(c)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

(b)

Period= 6ms
(c)

Period= 5ms
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
Analytic description of a periodic function

A periodic function can be defined analytically in many cases;

Example

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Analytic description of a periodic function

A periodic function can be defined analytically in many cases;

Example

(a)Between x = 0 and x = 4, y = 3 i.e. f (x) = 3, 0 < x < 4

(b)Between x = 4 and x = 6, y = 0 i.e. f (x) = 0, 4 < x < 6

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

So we can define the function by;

f (x + 6) = f (x) means the function is periodic with period 6

units.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

So we can define the function by;

f (x + 6) = f (x) means the function is periodic with period 6

units.
Example 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

So we can define the function by;

f (x + 6) = f (x) means the function is periodic with period 6

units.
Example 2

In this case,
(a) Between x = 0 and x = 2, y = x i.e. f (x) = x, 0 < x < 2
(b)Between x = 2 and x = 6, y = − x2 + 3 i.e.
f (x) = 3 − x2 , 2 < x < 6
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
(c) The period is 6 units i.e f (x + 6) = f (x)
So we have;

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Short Exercise
Define analytically the periodic functions shown.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Define analytically the periodic functions shown.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Sketch the graphs of the following, inserting
relevant values

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

INTEGRALS OF PERIODIC FUNCTIONS

The integrals that we are concerned with are those of sines,

cosines and their combinations where the integration is over a
single period from −π to π. First, though, we list the integral
of the unit constant over the period.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

INTEGRALS OF PERIODIC FUNCTIONS

The integrals that we are concerned with are those of sines,

cosines and their combinations where the integration is over a
single period from −π to π. First, though, we list the integral
of the
Z unit constant over the period.
π
(1) dx = [x]π−π = 2π
Z−π
π
(2) cos nxdx =
−π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

INTEGRALS OF PERIODIC FUNCTIONS

The integrals that we are concerned with are those of sines,

cosines and their combinations where the integration is over a
single period from −π to π. First, though, we list the integral
of the
Z unit constant over the period.
π
(1) dx = [x]π−π = 2π
Z−π
π  π
sin nx sin nπ sin(−nπ)
(2) cos nxdx = = − =0
−π n −π n n
because sin π = 0, hence sin nπ is also 0.
(3)
Z π h cos nx iπ − cos nπ − cos(−nπ)
sin nxdx = − = − =0
−π n −π n n
because cos(−x) = cos x

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z π
(4) sin2 nxdx =
−π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 π π
1 − cos 2nx
Z Z
2
(4) sin nxdx = dx
−π −π 2
2
Because cos 2A = 1 − π2 sin A
h x iπ sin 2nx
= − = π i.e sin 2nπ = 0
2 −π 4n −π

Z π
(5) cos2 nxdx =
−π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 π π
1 − cos 2nx
Z Z
2
(4) sin nxdx = dx
−π −π 2
2
Because cos 2A = 1 − π2 sin A
h x iπ sin 2nx
= − = π i.e sin 2nπ = 0
2 −π 4n −π

π π
cos 2nx + 1
Z Z
2
(5) cos nxdx = dx
−π −π 2
2
Because
 π 2 cos A − 1
cos 2A =
sin 2nx x sin 2nπ π sin(−2nπ) π
= + = + − + =π
4n 2 −π 4n 2 4n 2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z π
(6) cos mx cos nxdx
−π
Recall that
2 cos A cos B = cos(A + B) + cos(A − B)
cos(A + B) + cos(A − B)
∴ cos A cos B =
Z π 2 
cos(m + n)x + cos(m − n)x
= dx
−π
Z π 2
1
= cos(m + n)x + cos(m − n)xdx
2
 −π π
sin(m + n)x sin(m − n)x
= + (m ̸= n)
m+n m−n −π
sin(m + n)π sin(m − n)π sin(m + n)(−π)
= + − −
m+n m−n m+n
sin(m − n)(−π)
=0
m−n

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z π
(7) sin mx sin nxdx
−π
Recall that
2 sin A sin B = cos(A − B) − cos(A + B)
cos(A − B) − cos(A + B)
∴ sin A sin B =
2
1 π
Z
= cos(m − n)x − cos(m + n)xdx
2 −π π
sin(m − n)x sin(m + n)x
= − (m ̸= n)
m−n m+n −π
sin(m − n)π sin(m + n)π sin(m − n)(−π)
= − − +
m−n m+n m−n
sin(m + n)(−π)
=0
m+n

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 Z π
(8) cos mx sin nxdx
−π
SinceZ2 cos A sin B = sin(A + B) − sin(A − B)
1 π
= sin(m + n)x − sin(m − n)xdx
2 −π π
1 − cos(m + n)x cos(m − n)x
= +
2 m+n m−n −π
1 − cos(m+n)π cos(m−n)π cos(m+n)(−π) cos(m−n)(−π) i
h
= m+n
+ m−n + m−n
− m−n
2
=0
because cos(−x) = cos(x)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

AndZ finally when m = n
π
(9) cos mx sin mxdx
−π
1 π
Z
= sin 2mxdx
2 −π
Since sin 2A = 2 
sin
π
A cos A
1 − cos 2mx
=
2 2m −π 
1 − cos 2mπ cos 2m(−π)
= +
2 2m 2m
=0
because cos(−x) = cos(x)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

NOTE
Note that the same results are obtained no matter the end
points of the integrals; provided that the interval between
them is one period.
Z k+2π
Eg. cos nxdx
 k k+2π
sin nx
=
n k
sin(nk + 2nπ) sin nk
= −
n n
=0
because sin(x + 2nπ) = sin(x)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Orthogonal functions

If two functionsZf (x) and g (x) are defined on the interval

a
a ≤ x ≤ b and f (x)g (x)dx = 0 then we say that the two
b
functions are orthogonal to each other on the interval
a ≤ x ≤ b.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Orthogonal functions

If two functionsZf (x) and g (x) are defined on the interval

a
a ≤ x ≤ b and f (x)g (x)dx = 0 then we say that the two
b
functions are orthogonal to each other on the interval
a ≤ x ≤ b.
i.e.
Z π
cos mx cos nxdx = 0
Z−ππ
sin mx sin nxdx = 0
Z−ππ
cos mx sin nxdx = 0
−π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266