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Gamma and Beta Functions

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Ajit Satapathy
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0% found this document useful (0 votes)
61 views

Gamma and Beta Functions

Uploaded by

Ajit Satapathy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Created by T.

Madas

GAMMA
FUNCTION

Created by T. Madas
Created by T. Madas

SUMMARY OF THE GAMMA FUNCTION


The Gamma function Γ ( x ) , is defined as


Γ( x) ≡
 0
t x −1 e −t dt ,

where x ≠ ... − 4, − 3, − 2, − 1, 0 .

Gamma function common rules and facts

• Γ ( x + 1) ≡ x Γ ( x ) x∈»

• Γ ( n + 1) ≡ n ! , n ∈ » or Γ ( n ) ≡ ( n − 1)! , n ∈ »


2( )
Γ (1) = 1 , Γ ( 2 ) = 1 , Γ 1 = π

• Γ ( 0 ) = ±∞ , Γ ( −1) = ±∞ , Γ ( −2 ) = ±∞ , Γ ( −3) = ±∞ , etc

π
• Γ ( z ) Γ (1 − z ) ≡ , z ∈»
sin π z

 ∞ 



1
Γ′ ( x ) = Γ ( x )  −γ + +
x k =1
1
 −
1 

 k x + k 

Γ( x)

Created by T. Madas
Created by T. Madas

Question 1
Evaluate each of the following expressions, leaving the final answer in exact
simplified form.

3Γ ( 6 )
a) .
Γ ( 4)

( )
b) Γ 3 .
2


c)
0
x7 e − x dx .

V , 60 , 1 π , 7! = 5040
2

Created by T. Madas
Created by T. Madas

Question 2
Evaluate each of the following expressions, leaving the final answer in exact
simplified form.

60Γ ( 5 )
a) .
Γ (7)

( )
b) Γ 5 .
2


c)
0
2 x 4 e1− x dx .

V , 2 , 3 π , 48e
4

Created by T. Madas
Created by T. Madas

Question 3
Evaluate each of the following expressions, leaving the final answer in exact
simplified form.

a)
Γ −1 ( )
2 .
Γ 1
2 ( )
( )
b) Γ − 3 .
2


c)

0
x3 e−4 x dx .

V , −2 , 4 π , 3
3 128

Created by T. Madas
Created by T. Madas

Question 4
By using techniques involving the Gamma function, find the value of


− 12 x 2
x3 e dx .
0

V , MM3-B , 2

Question 5
By using techniques involving the Gamma function, find the value of

 0
x e− x dx .

V, 4

Created by T. Madas
Created by T. Madas

Question 6
By using techniques involving the Gamma function, find the value of


( ln x )3 dx .
x2
1

V, 6

Question 7
By using techniques involving the Gamma function, find the exact value of


2
2 x e − x dx .
0

Give the answer in the form Γ ( k ) , where k is a rational constant.

( )
V, Γ 3
4

Created by T. Madas
Created by T. Madas

Question 8
By using techniques involving the Gamma function, find the exact value of


2
x 6 e −4 x dx .
0

Give the answer in the form k π , where k is a rational constant.

15 π
V,
2048

Created by T. Madas
Created by T. Madas

Question 9
By using techniques involving the Gamma function, find the exact value of


a −1
  1 
ln  x   dx ,
0
  

where a ≠ 1, 0, − 1, − 2, − 3, ...

Give the answer in terms of a Gamma function.

V , MM3-A , Γ ( a )

Question 10
By using techniques involving the Gamma function, show that

 [ln x ]n n
dx = ( −1) n ! , n ∈ » .
0

proof

Created by T. Madas
Created by T. Madas

Question 11
By using techniques involving the Gamma function, show that


− k2
e σ 3 π
6
dσ = 5 , k ≠ 0.
σ 8k 2
0

proof

Question 12

a) Show clearly that

Γ ( x + 1) ≡ x Γ ( x ) , x ≠ 0 , x ∉ − » .

b) Hence show further that

Γ ( n + 1) ≡ n ! , n ∈ » .

proof

Created by T. Madas
Created by T. Madas

Question 13
By using techniques involving the Gamma function, show that


(
Γ mn+1 ).
 0
m − ax n
x e dx = m+1
na n

proof

Question 14
By using techniques involving the Gamma function, show that


e ax
n
dx = eak a n−1 Γ (1 − n ) , 0 < n < 1 .
−∞
(k − x)

proof

Created by T. Madas
Created by T. Madas

Question 15
The gamma function is defined as


Γ( x) =
 0
e−t t x −1 dt , x ≠ 0, − 1, − 2, − 3, ...

i. Show that for x > 0

Γ ( x + 1) = x Γ ( x ) .

ii. Express the integral


s
I (s) = e− p dp , s >0,
0

in terms of Gamma functions.

iii. Deduce that

lim  I ( s )  = 1 .
s →∞

1 1
I (s) = Γ 
s s

Created by T. Madas
Created by T. Madas

Question 16

a) Write down the definition of the Gamma function Γ ( x ) , for Re ( x ) > 0 .

b) Use the standard recurrence relation of the Gamma function to extent Γ ( x ) ,


for Re ( x ) ≤ 0 , and hence find the residues at the simple poles at x = −n ,
n = 0, 1, 2, 3 ...

( −1)n
n!

Created by T. Madas
Created by T. Madas

Question 17

∞ ∞

 
2 2
I =2 e − x dx and I =2 e− y dy .
0 0

By finding an expression for I , show that

( )
Γ 1 = π.
2

proof

Created by T. Madas
Created by T. Madas

Question 18
It is given that the following integral converges


− 12
ln x dx .
0

Evaluate the above integral by a suitable substitution introducing Gamma Functions.

You may assume that

( )
Γ 1 = π.
2

Created by T. Madas
Created by T. Madas

Question 19
It is given that the following integral converges

0
( x ln x )n dx , n ∈ » .

Evaluate the above integral by a suitable substitution introducing Gamma Functions.

MM3-E ,
( −1)n n!
( n + 1)n+1

Created by T. Madas
Created by T. Madas

Question 20
It is given that the following integral converges


− 12 t
e ln t dt .
0

Evaluate the above integral by introducing a new parametric term in the integrand and
carrying out a suitable differentiation under the integral sign.

You may assume that

 ∞ 


1
Γ′ ( x ) = Γ ( x )  −γ + +
x k =1
1
 −
1 
 .
 k x + k 

2 ( −γ + ln 2 )

Created by T. Madas
Created by T. Madas

Question 21
Prove the validity of Legendre’s duplication formula for the Gamma function, which
states that

Γ ( 2n ) π
(2 )
Γ n + 1 ≡ 2 n−1
2 Γ ( n)
, n∈».

MM3-C , proof

Question 22
Legendre’s duplication formula for the Gamma function, states that

Γ ( 2m ) π
( 2 2
)
Γ m + 1 ≡ 2 m−1
Γ (m)
, m∈» .

Show that

( 2 m )! π , m ∈ »
(
Γ m + 1 ≡ 2m
2 )
2 m!

proof

Created by T. Madas
Created by T. Madas

Question 23


I (λ, x) =
 0
e −λt t x−1 ln t dt .

a) By carrying a suitable differentiation over the integral sign, show that

I ( λ , x ) = λ − x Γ′ ( x ) − Γ ( x ) ln λ  .

b) Find simplified expressions for I ( λ ,1) , I ( λ , 2 ) and I ( λ ,3) .

 ∞ 



1
You may assume that Γ ( x ) = Γ ( x )  −γ + +
x k =1
1
 −
1 
 .
 k x + k 

1 1
MM3-D , I ( λ ,1) = − [γ + ln λ ] , I ( λ , 2 ) = [1 − γ − ln λ ] ,
λ λ2
1
I ( λ ,3) = [3 − 2γ − 2ln λ ]
λ3

Created by T. Madas
Created by T. Madas

Question 24
By considering standard power series expansions and using Gamma functions, show


 ( −1)r −1 

1

0
x x
dx =
r =1

 r
r
.


You may assume that integration and summation commute.

MM3F , proof

Created by T. Madas
Created by T. Madas

Question 25
By considering standard power series expansions and using Gamma functions, show


1 1 1 1 1
dx = 1 + 2
+ 3
+ 4
+ + ...
0 x x
2 3 4 55

You may assume that integration and summation commute.

MM3J , proof

Created by T. Madas
Created by T. Madas

Question 26


( ln x )3
I=
 1 x 2 ( x − 1)
dx .

Show by the means of partial fractions and a suitable substitution that


−1
I = −6 +
0
(
u 3 e −u 1 − e −u ) du ,

π4
and hence show that I= −6.
15

You may assume without proof that


ζ ( 4) =
r =1
1
 r 4  =
π4
90
.

proof

Created by T. Madas
Created by T. Madas

Question 27
By using the substitution u = x + u x in the integral definition of Γ ( x + 1) , show that
for large values of n

n + 12
n! ≈ 2π e− n n , n∈».

proof

Created by T. Madas
Created by T. Madas

BETA FUNCTION

Created by T. Madas
Created by T. Madas

SUMMARY OF THE BETA FUNCTION

The Beta function B ( m, n ) , is defined as


n −1
B ( m, n ) ≡ x m−1 (1 − x ) dx .
0

Alternative definitions of B ( m, n ) are


2
B ( m, n ) ≡ 2 sin 2m−1 θ cos 2 n−1 θ dθ .
0


x m−1
B ( m, n ) ≡ dx
0 ( x + 1)m+n

Beta function common rules and facts

• B ( m, n ) ≡ B ( n, m )

Γ ( m) Γ ( n) ( m − 1)!( n − 1)! ,
• B ( m, n ) ≡ , or B ( m, n ) ≡ m∈» , n∈»
Γ ( m + n) ( m + n + 1)!

or B ( m, n ) ≡
( m − 1)( n − 1) B m − 1, n − 1
( )
( m + n − 1)( m + n − 2 )

Created by T. Madas
Created by T. Madas

Question 1
Show clearly that


2
B ( m, n ) = 2 ( sin θ )2m−1 ( sin θ )2n−1 dθ .
0

proof

Question 2
By using techniques involving the Beta function, find the exact value of


4
7 x5 (1 − x ) dx .
0

1
180

Created by T. Madas
Created by T. Madas

Question 3
By using techniques involving the Beta function, find the exact value of


2
sin 5 θ cos 4 θ dθ .
0

8
315

Question 4
By using techniques involving the Beta function, find the exact value of

 0
x 4 1 − x 2 dx .

π
32

Created by T. Madas
Created by T. Madas

Question 5


2
sin x dx .
0

Express the value of the above integral in terms of Gamma functions, in their simplest
form

( )
Γ 3 π
4
( )
2Γ 5
4

Question 6
By using techniques involving the Beta function, find the exact value of


2
sin 7 θ dθ .
0

8
35

Created by T. Madas
Created by T. Madas

Question 7
By using techniques involving the Beta function, find the exact value of


x3
dx .
0
4− x

4096
35

Question 8
By using techniques involving the Beta function, find the exact value of


4
sin 2 2 x cos 4 2 x dx .
0

1
35

Created by T. Madas
Created by T. Madas

Question 9
By using techniques involving the Beta function, find the exact value of


4
dx .
4
0 1 − x4

π 2

Question 10
By using techniques involving the Beta function, find the exact value of

0
( ) ( )
sin 5 1 x cos 2 1 x dx .
2 2

16
105

Created by T. Madas
Created by T. Madas

Question 11

a) Show clearly that


p −1 1 m 
0
(
x m−1 1 − x n ) dx = B , p  , n ≠ 0 .
n n 

b) Hence, find the exact value of


2

0
(
x 5 1 − x3 ) dx .

1
24

Question 12
By using techniques involving the Beta function, find the exact value of

 0
11
1 − 3 x dx .

1331
1564

Created by T. Madas
Created by T. Madas

Question 13


n
In = (1 − x ) dx .
0

Use Beta functions to show that

2
In = .
( n + 2 )( n + 1)

proof

Created by T. Madas
Created by T. Madas

Question 14


1
x 2 a − x dx .
0

Find an exact simplified value for the integral above, by using a suitable substitution
to transform into a Beta function.

You may assume that a is a positive constant.

1 π a2
8

Created by T. Madas
Created by T. Madas

Question 15


2
I m ,n = sin m θ cos n θ dθ , m ∈ » , n ∈ » .
0

a) Show clearly that

m −1
I m, n = I m−2, n
m+n

b) Hence, show further that

B ( m, n ) =
( m − 1)( n − 1) B m − 1, n − 1 .
( )
( m + n − 1)( m + n − 2 )

proof

Created by T. Madas
Created by T. Madas

Question 16
Show clearly that

Γ ( m) Γ ( n)
B ( m, n ) = .
Γ ( m + n)

proof

Question 17
By using techniques involving the Beta function, find the exact value of


2
tan θ dθ .
0

π
2

Created by T. Madas
Created by T. Madas

Question 18
By using techniques involving the Beta function, find the exact value of

0
x 2 16 − x 2 dx .

16π

Question 19
By using techniques involving the Beta function, find the exact value of

0
16x 2 − x 6 dx .

Created by T. Madas
Created by T. Madas

Question 20
By using techniques involving the Beta function, find the exact value of


1
dx .
3
0 x 2 − x3


3

Question 21
By using techniques involving the Beta function, find the exact value of


2 1 7
( sin θ ) 2 ( cosθ ) 2 dx .
0

5π 2
64

Created by T. Madas
Created by T. Madas

Question 22
By using techniques involving the Beta function, find the exact value of


5
( 2x − x 2 ) 2
dx .
0


16

Question 23
By using techniques involving the Beta function, find the exact value of

(
7
4− x )
2 2
dx .
0

35π

Created by T. Madas
Created by T. Madas

Question 24
By using techniques involving the Beta function, find the exact value of


1+ x
dx .
1− x
−1

Question 25
By using techniques involving the Beta function, find the exact value of


1
dx .
0 1 + x2

π
2

Created by T. Madas
Created by T. Madas

Question 26
Use the substitution x 2 = sin θ to show that

2
1
( )
Γ 1 

 dx = 
4 
1
.
1 − x4 32π
0

proof

Question 27
By using techniques involving the Beta function, find the exact value of


3
2( )
sin 3 x 8sin 3 x dx .
0

2
π
3

Created by T. Madas
Created by T. Madas

Question 28
By using techniques involving the Beta function, find the exact value of


2− x
dx .
2+ x
−2

Created by T. Madas
Created by T. Madas

Question 29
By using techniques involving the Beta function, find the exact value of

(
x3
dx .
3 2
0 1 + 8x )
π
MM3-A ,
72 3

Created by T. Madas
Created by T. Madas

Question 30
By using techniques involving the Beta function, find the exact value of


1
dx .
2
( x − 2 )( 4 − x )

Question 31
By using techniques involving the Beta function, find the exact value of

 0
cos 4 θ + sin 6 θ dθ .

11π
4

Created by T. Madas
Created by T. Madas

Question 32
By using techniques involving the Beta function, show that

2
5 ( )
2 Γ 1 
1
4 ( 5 − x )( x − 1) dx =  4  .
3 π

proof

Created by T. Madas
Created by T. Madas

Question 33


n −1
B ( m, n ) ≡ x m−1 (1 − x ) dx .
0

y
a) Use the substitution x = to show that
y +1


y m−1
B ( m, n ) ≡ m+ n
dy .
0 ( y + 1)

b) Hence find the exact value of

(
x3
6
dx .
0 4 + x)

1
320

Created by T. Madas
Created by T. Madas

Question 34

a) Show clearly that

 ( b − x )m−1 ( x − a )n−1 m + n −1
dx = ( b − a ) B ( m, n ) .
a

b) Hence find the exact value of


5− x
dx .
3 x −3

Created by T. Madas
Created by T. Madas

Question 35
By using techniques involving the Beta function, find the exact value of


1
dx .
3 3
0 (1 + x )
10π
27 3

Question 36
By using techniques involving the Beta function, find the exact value of


x2
dx .
−∞ 1 + x4

π
MM3-B ,
2

Created by T. Madas
Created by T. Madas

Question 37
By using techniques involving the Beta function, find the exact value of


1
dx .
0 1 + x6

π
3

Question 38
By using techniques involving the Beta function, find the exact value of


1
4
dx .
0 ( 2 + x2 )
5π 2
512

Created by T. Madas
Created by T. Madas

Question 39

O x

The figure above shows the curve with parametric equations

x = 8cos3 t , y = sin 3 t , 0 ≤ t ≤ 1 π .
2

The finite region bounded by the curve and the coordinate axes is revolved fully about
the x axis, forming a solid of revolution S .

Determine the x coordinate of the centre of mass of S .

21
MM3-C , x =
16

Created by T. Madas
Created by T. Madas

Question 40
By using techniques involving the Beta function, show that

1 π

1 n
dx = .
0
n
1− x n sin πn
( )
proof

Question 41
By using techniques involving the Beta function, show that


1 π π 
n
dx = cosec   .
0
x +1 n n

proof

Created by T. Madas
Created by T. Madas

Question 42


n −1
B ( m, n ) ≡ x m−1 (1 − x ) dx .
0

y
a) Use the substitution x = to show that
y +1


y m−1
B ( m, n ) ≡ m+ n
dy .
0 ( y + 1)

b) Hence find the exact value of


x
dx .
0
16 + x 2

π 2
4

Created by T. Madas
Created by T. Madas

Question 43
By using techniques involving the Beta function, find the exact value of


2 tan x
2
dx .
0 ( cos x + sin x )

π
MM3-D ,
2

Created by T. Madas
Created by T. Madas

Question 44
By using techniques involving the Beta function, find the exact value of


1
2
dx .
1
x x −1

π
2

Created by T. Madas
Created by T. Madas

Question 45

−1
n
I= (1 − x2 ) dx , n ∈ » .

Use techniques involving the Beta function to show that

2
22 n+1 ( n!)
I = .
( 2n + 1)!

MM3-E , proof

Created by T. Madas
Created by T. Madas

Question 46
By using techniques involving the Beta function, find the exact value of


1
dx .
0
( x + 1) x

MM3-C , π

Created by T. Madas
Created by T. Madas

Question 47
By using techniques involving the Beta function, find the exact value of


2 tan x
dx .
0
cos x + 4sin 2 x
2

π
4

Created by T. Madas
Created by T. Madas

Question 48


2
e−u u 2 x −1 du .
0

a) Determine the value of the above integral in terms of Gamma functions.

b) Show that


2

( cos θ )2 x−1 ( sin θ )2 y −1 dθ ≡ 1 B ( x, y ) .


2
0

c) Use the results of part (a) and (b) to show further that

Γ( x)Γ( y)
B ( x, y ) = .
Γ( x + y)

d) Hence deduce that


2
 2n  π
( cos θ )2n dθ =   2 n+1 .
0  n 2

1 Γ( x)
2

Created by T. Madas
Created by T. Madas

Question 49

a) By using techniques involving the Beta function and the Gamma function,
show that


2 2 k +1 ( k !)2 22k .
( cosθ ) dθ =
0
( 2k + 1)!

b) Use a suitable substitution in the above integral to deduce an expression for


2
( sin θ )2k +1 dθ .
0

π π
( k !)2 22k
 
2 2 k +1 2 2 k +1
( sin θ ) dθ = ( cosθ ) dθ =
0 0 ( 2k + 1)!

Created by T. Madas
Created by T. Madas

Question 50

z p −1
f (z) = , z ∈» , p∈ » , 0 < p <1.
z +1

a) By integrating f ( z ) over a keyhole contour with a branch cut along the


positive x axis, show that


x p −1 π
dx = .
0
1+ x sin ( pπ )

b) Hence show further that


−x
Γ ( x ) Γ (1 − x ) = u x −1 (1 − u ) du .
0

t
c) Use the substitution u = to deduce that
t +1

π
Γ ( x ) Γ (1 − x ) = , 0 < x < 1.
sin (π x )

V , MM3P , proof

[solution overleaf]

Created by T. Madas
Created by T. Madas

Created by T. Madas
Created by T. Madas

Question 51


n −1
B ( m, n ) ≡ x m−1 (1 − x ) dx .
0

a) Use a suitable substitution to show that


1
B(k, k ) = 2 k −1 (1 + u )k −1 (1 − u )k −1 du .
2 −1

b) Hence show further

Γ ( 2k ) π
(
Γ k + 1 = 2 k −1
2 2
)
Γ(k )
.

proof

Created by T. Madas
Created by T. Madas

Question 52


x −1
1 1 2
I ( x) ≡  4 (
− t − )
2 
dt .
0

a) Express I ( x ) in terms of Gamma functions.

b) By considering the symmetry of the integrand about the line t = 1 and using
2
2
( )
the substitution y = 4 t − 1 , show that
2

( )
Γ ( x ) Γ x + 1 = 21−2 x π Γ ( 2k ) .
2

Γ( x) Γ( x)
I ( x) =
Γ (2x)

Created by T. Madas
Created by T. Madas

Question 53


I (α ) =

0
( ) dx ,
arctan xα α < −1 .

By using integration by parts, and justifying all steps, show that

 π 
I (α ) = 1 π sec 
2  2α 
1 1 1 1 1
(
 = 2 B 2 − 2α , 2 + 2α . )

x p −1

π
You may assume that dx = , 0 < p <1.
0 ( x + 1) sin pπ

proof

Created by T. Madas
Created by T. Madas

Question 54
It is given that for any real constants x and y

Γ ( x + 1) Γ ( y + 1)
B ( x + 1, y + 1) = .
Γ ( x + y + 2)

a) Use the integral definition of B ( x + 1, y + 1) , with a suitable substitution to


derive Gauss’ definition of the gamma function

 n x n! 
Γ ( x ) = lim  .
n→∞  x ( x + 1)( x + 2 ) ... ( x + n − 1)( x + n ) 
 

b) Hence show

 ∞ 


1
Γ′ ( x ) = Γ ( x )  −γ − +
x k =1
x .
k (x + k)

proof

Created by T. Madas
Created by T. Madas

Question 55

1
1− x


1
I= xy (1 − x − y ) 2 dydx .
0
0

Determine the exact value of I by transforming it into an expression involving Beta


functions.

16
945

Created by T. Madas
Created by T. Madas

Question 56
A finite region R defined by the inequalities

x3 + y 3 + z 3 ≤ 1 , x ≥ 0 , y ≥ 0 , z ≥ 0 .

Show that the volume of R is

k
( )
1 Γ 1  ,
 k k 

where k is a positive integer to be found.

k =3

Created by T. Madas

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