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Beta and Gamma Functions

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Beta and Gamma Functions

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singhparv49
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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7

Beta & Gamma Functions

7.1. The Beta and Gamma functions, also called Eulerian


integrals of the first and second kind respectively, are
definite integrals of great importance since they are widely
used to solve problems in many branches of Mathematics,
Engineering and the Applied Sciences.
7.2. Beta function. We define the Beta function
P (m, n) for positve real numbers m and n by the relation

B(m.n)=x(1-x)d.
J0

The Beta function is symmetric 1.e.


(m, n) =B (7, m).
Bundelkhand 05, Lucknow 11, Kashi Vidyapeeth 12]
By definition, B (m,n) =x ( 1 - x ) dr

=1-x1-(1-x)] d
(using x ) dr = fa-x) d)
=

-xdx =ß (n, m).


7.3. Different forms of the
Beta function. We can
express the Beta function as some of the forms
n-1
given below.
(1) B(m, n)Jo -dx.
(1 +x)" o (1+x)
(1+x)"
Bundelkhand 05, Bilaspur 06, Lucknow 07,
Agra 11|
132
BETA & GAMMA FUNCTIONS 133

x d* =- dy then
Let
1+y (1+y)
dy
B(m,n)=
1+y) (1+y*)
y dy
(1+y)y)"- (1+y)- (1+y)
dy= dy= q+
(1+y).
[replacing y by x]
have
Again, since B(m, n) =B(n, m), we

- dx Jo dx.
B(m,n)- (1+x) (1+X)
m x*
dx
)B(m, )= (1+x)"
Lucknow 09, Kumaon 10|
in-1|
dx
B(m,)=o (1+x)"" -1

dx (1)
- (1+x)""
using the property of definite integrals
dr.
a)dr =x)d +S)
in the second integral of (1).
Put x =1/1, dx =(-1/) di
+(1/1)-1

Then B(m, Jo
(1+x)
7+n
dr
)
. m-I

- ( + * ) m + n

n-
dt

dx replacing byx]
(1+ x)+n Jo (1+x)

dx.
(1+x)*"
134 INTEGRAL CALCULUS

Ex. 1. Evaluate ((+X) . Jabalpur 2004


Jo (1+x)

rl+r) dr+ d
Jo (1+x)
(l+x) (1+x)5
10-1
( 1 + x ) 10

=B (5, 10)+B(10,5)=2p (5, 10) sinceß (m,n) =p(n, m)


2r(5) r10) 2(49!)_1
r(15) 14! 5005

Ex. 2. Show that '(1-x)*


0(a+ bx"*n
dx= B (m,n)
(a+b"a"

IGarhwal 2009
Let ( a + b ) r

a+ br which on differentiation (as the quotient of


two functions) gives

-(a+bx)(a+ b)-(a+b) x.b


(a+ bx) dx
i.e. dt = (a+b)(a+bx-bx)d a ( a + b )
L(a+bx) (a+bx)
For the limits, whent =0,x=0 and when t =
1, then we have
1=4+b)r
a+ bx
or
ax= a i.e. x=l1.
Also 1-i =1-o) _(a+ bx)-(a+ b)x a(1-x)
a+bx a+ bx
a+bx
By definition B(m, n)= (1-1-' dt (1)
Substituting for t in terms of x in (1), we
have
-
B(m,n)=(a+ b)X
a+ bx a a (a+b)
a+bx) (a+bx)
or P(m, n)= (a+ by". a" [ -r)"
o (a+ bx)"*"

or ' -x dx=-
(a+bx)"*" (a+b)"P(m,n).
BETA& GAMMA FUNCTIONS
135
7.4, Gamma Function. We define the
r (), for n>0, by the relation gamina function,
T (n)= ed

The integral defining T (n) is convergent for n>0.


The student should note that the integrand on the right is
a function of both x and n. But on
integration and substitution
of the limits, x gets removed. The. resulting function of n is
denoted by T (n). In actual practice, the integration is
possible only for special values of n. For other values of n,
numerical methods are used for evaluating the integral.
7.5. The Recursion formula. For n>0,
T (n+1)=nT (n). (1)
Lucknow 04,05,08, 4gra 09, Kashi Vidyapeth 08,12]
On integrating by parts, we see that

xe"d-[-*]+»:xedx. (2)
The integrated part of (2) vanishes at the lower limit,
Since n> 0. At the upper limit, we have by L' Hopital's rule

nx
n-1
n(n-1)x"-2
limx"e* = lim = lim = lim-
x- e e e
By differentiating th numerator and denominator again
and again till we get a zero or a negative exponent in the

Hence (2) becomes


umerator, we see that the limit is zero.

xe dx = n e"dx,
i.e. T (n+1)=nT (n).
function helps
his fundamental property of the gamma
is also called the
its evaluation. The above formula
Recurrence formula for the gamma function.
136 INTEGRAL CALCULUS

The relation (1) can also be used for defining the gamma
function for negative values of n. Thus the complete
definition is
T(n)= edr (n>0)
T (n)=(n+1)
(n< 0)
n

We notice that the


gamma function is
undefined for n =0 or a
negative integer. A graph
Uhof|
showingthe values of T(n)
is given here.
21 O
We also have T 2
(1) =1
since (1)=xedx 2

-ed=-=1. 4
7.6. Factorial evaluation of the
can represent the gamma function. We
gamma function in terms of the
factorial and hence evaluate it
easily.
following
r(n+1)==n! when is a
positive integer.
n

A
repeated application of the Recursion
gives. formula (1)
r(n+1)= nT (n)=n(n-1) T (n)

(n-1)(n-2)
= n
T (n-2)
=n
(n-1)(n-2)..3.2.1.r
=n(n-1)n-2)..3.2.1 =n!(1)
BETA&GAMMA FUNCTIONS 137

17. Transformations
of the Gamma function.
Certain
Itbstitutions in the gamma function give rise to transformations
which are useful in the solution of problems

By definition T(n)= edr, n>0 (1)


(1) We shall prove that = x ' e dr, a>0.
a"
Putting x =ay, dx =a dy in (1), we have
T(n)=(ay) e"a dy=a" e"dy

or
xe dx on replacing y by x.

(2) r (a)= logd


Kashi
Rohilkhand 04, Purvanchal 05, Kanpur 06, Agra 06,
Vidyapeeth 06, 08, Bilaspur 10]
1/y=e" so that
Let x=log (1/y) or

y=e", dy =-e""d.
Substitution in (1) gives
n-1

m-f(-
- d)logd
which is the desired result
Ex. 1. Evaluate (-).
recursion formula for negative values
Putting n=-j in the
have
(n)= Y, n<0, we

r(-)
r r-2 since r)=v.

Bilaspur 20101
Ex. 2. Prove that * dr =.

x=t/2/k and dx =1""/2k.


Let k'x =t, then
INTEGRAL CALCULUS
138

Since e is an even function ofx, then by the property of definite

integrals, we have

-re)- [since r)=Va]


Ex. 3. Prove that l o g | dr m+1>Q n+1>00
(n+1)+I
Lucknow 20081
Let 1/x =e' or x= e and d= -e"dt. Then

log d=- "e"dt since log =log e' =t


(+ 1)-1-+
C
' d i ( m + 1)
where m+ 1>0 n +1>0
(n+1

using ='e"ds, a>0.


a

Ex. 4. Prove that r=T(c+1) c>1.


(log c)*
|Jabalpur 04,
Lucknow 10, Agra Gorakhpur 05, Kanpur 07, Kashi
10 Vidyapeeth 09,

:C =log

(log c) lop
log c
on
putting xlog c= y, dx log c =dy
= (log cTJo ye"dy=
(log c) -'e"dy
Jo
r(c+i) where c>1.
(log c)*1
7.8. Product of two
single integrals. We
article the following theorem: shall use in the next

s )dxx 8Y)dy =
S)s(y) dx dy.
BETA& GAMMA FUNCTIONS 139

Jslv)dy =G(y).
To prove it, suppose that

Then )e(y) dx dy =s)[GO] d*


-f)Gld)-Gie)]de
=
Sx) d x
[G(d)-Gc)]

- x )dexsy)dy
The theorem holds for improper integrals also, provided each
of the integrals is convergent.
7.9. Integral of sin x cos -"x Putting =x,
di =2x dx in the definition of (m):
r (m) = | ed, (m> 0) we obtain

T (m) =
x2m- e* 2x dr
or T(m) =2 e d. (1)

Similarly r (») =2 y dy. (2)

Multiplying (1) and (2),.


T(m) r (n) =4 -le drxy2e dy J0

+)dx dy
4 y

e r d dr,
4
J0
rcose)-l(rsin6)-
=rsin6 on transforming to polars,
putting x =rcos0, y

4 cos2m- sin2 2m-2r-le do dr


2
d e x2 rn-le d
2cos-10sinn
140 INTEGRAL CALCULUS

T2
-2 cos2-0 sin2-0 dO T (m+n) [using (1)
Hence T/2 cos0 sin20 d9 =T (m) r (n)
2T (m+ n)
This result is true for all values of m and n,
positive
integral as well as fractional. An alternative form of the
above result obtained by
writing 2m-1 p, is =
2n-1=q

cosP0 sin" 0 de =
, p>-1,q>-1.
2 rP+q+2
2

[Garhwal 05, 07, Avadh 10]


Corollary. Value of TG)=vT.
Jabalpur 05, Bilaspur 06, Himachal 06, Rohilkhand
We have 10
T(m) )
TT (m+n)
(m+n) -2cosm-
cos0 sin2r
0sin e de.
Putting m =n
=; in the above formula, we
get
rG -2 cos' 0 sin' 0 de m/2
T1)
or
rGl =} r) ie. r)=vT. =T

7.10. Relation between the


functions. The Beta Beta and Gamma
function B(m, n), for m> 0, Gamma
given by the relation n> 0, is

p(m, n)= 1-x)- d.


Putting x =
sin' 6, dx
integral, we find that
=
2sin6cos0 de, in the above
BETA& GAMMA FUNCTIONS 141

B(m, )= (sin 0-(cos 0)*- (2sin cose do)

=2sin) (cos6)- d
r (m) T (n)
T (m +n) [from $7.9
B (m, n) =(m) T
Thus
(n)
T (m+n)
Lucknow 04, Rohilkhand 07, Himachal 07, Jabalpur
06, 08, Bilaspur 08, Kashi Vidyapeeth 08, Garhwal 10,
Kanpur 09, 12, Bundelkhand 12, 13]1
Ex. 1. Prove that B(m, n) (m+1, n)+B (m, n+ 1)
Kanpur 01, 05, Gorakhpur 05, Bilaspur 07, Agra 07, Rohilkhand
09, Avadh 06, 11, Bundelkhand 11, 14

B(m+1, n)+B (m, n +1) =7+) r(n) T (m) r (n+ 1)


T (m+n+1) T(m+n+1)
mT (m) (n)+T (m)nT (n)
r (m+n+)

= (m+n) (m)T(n)
(m+n)I(m+n)
r (m) ) =B (m,
T (m+n)) n)
Ex. 2. Show that d r)
(1-x" 2 nT C+)
Lucknow 10, 12, Kumaon 12]
Putx=t or x='n so that dx =(1/n) , Then
dx
Jo (1/J,(1-1)u"dt=[-(1-1)V2-1dt
=p.4)=G) rG)VT r ) nr+) nr(+4)G)=Vm]

which is the
required result.
142 INTEGRAL CALCULUS

n/ 2
Ex. 3. Show that sin x dx = T.
Sin x

|Lucknow 09, Rohilkhand 11|

Using the result of § 7.9, we have

sin x dr
Nsin x
T2
=cos rsin xdrx cos xsin xe
T 2 T/ 2
COS 21/2-1 xsin 20 x dxx cos-xsin23-x dr

r ) r), rG) re)_rg)-n


2r C) 2r ) 2.2- T )
Ex. 4. Evaluate r-a) (b-x) dt, m>0,n>0.
4gra 07, Kashi Vidyapeeth 111
Let x =
asin 0+b cos 0, then
dr=[2asin cos 0-2bsin Gcos 6] d0 =-2(b-a) sin 9cos de
For the limits, when x
=a, then a= asin 0+bcos* 0,
or (a-b) cos* 6 =0 i.e. cos 6 =0 since a-b+0. So,
=T.
Again, when x =b, then b= asin +bcos20
or (a-b) sin *6 =0 i.e. sin 0 =0 since a-b * 0.
So, 0 =0.
Also x-a =
*
asin 9+ bcos -a=
(b-a)cos2 0. (1)
and b-x=b-asin 0-bcos* 6=(b-a) sin2 0.
(2)
Substituting for x, using (1) and (2), we have
Cr-a)(b-x* de
=-(b-acos 0-(b-ay sin-.2(b-a) sin O de
cos 0
=2 (b-a*
Cos sin 2n- e de

=2 (b-a)"ra-i m) T (m)
2T (m+n) -a)*"B (m,n).
BETA & GAMMA FUNCTIONS 143

7.11. Euler's Reflection formula. If 0< n<1, then


T
T (n) r (1-n) =sin n t (1)
IGarhwal 06, Bundelkhand 06, Avadh 08, Bilaspur 091
To prove (1), we shall use an important result of definite
integrals (whose proof is beyond the scope of this book)
which is given below.
n-
T
dx =- where 0<n<l.
1+x Sinn t
(2)

Now
r (m) =B (m,n)= dx [from §8.3]
T (m + n)

Putting m+n =1 so that m =1-n, weget

r -T (1) T (»)_ Jo- 1+ x


n-1

TT
Or T (n) T (1-n) =
- 0<n<1.
Sin n t

T (1) =l & from (2)]

The above relation between the gamma and the sine


function is also called the complement formula.
Corollary. Value of r(g)=vt. Alternative method)
Putting n= in the Reflection formula (1), we have

T = .sin =
(T)
n or r)=va.

Ex. 1. Prove that


-1<2x<1.
r+) r(-)=(-*)sec Tx,
Kumaon 11, Lucknow 12]-
Jabalpur 07,
(1)
We have T (n+1)=nTn

and 0<n<1. (2)


(n) r(1-n) =. Sin n TT
INTEGRAL CALCULUS
144

r({-x)[using (1)
T + ) r(}-x)=(}+) r({+x)-(1-*)
- ( + - ) r({+:) r(i-1)
-()r(r)r[-({+
from (2) where 0<+x<l
- ( )sin 7r+)
- ( - ) - ( - )1sec .
COS TX

16t
Ex. 2. Show that x (8-x')"" d =.9/3
05, Indore 08]
Kanpur 2000, Lucknow 04, Jabalpur
Let x = 8t or x=2 and dr=}t*°dt . Then
(8-) d=2(1-:)"."dt

8TG) rG)_8 TG)rg


3 r(2)
T)r( 9 sin
8 T 16T
9 3/2 9/5
since T (n) r(1-n)= when 0<n<l.
Sin n T

Ex. 3. Prove that t a n dB-[Vcot do = n/ 2.

Indore 06, Kashi Vidyapeeth 09, Lucknow 08, 11|


Now an 8 2 0cos 0

r(u)r) r() r
2T (2-U2:2) 2r (1)

={r()r(1-)=2sin T 2(1/V2) v2
Similarly cot d= T/V2. Hence the result.
BETA& GAMMA FUNCTIONS 145
CT2
Ex. 4. Prove tha. tan"x dx ={n sec m, where - 1 <n<l.

Kanpur 01, Lucknow 12


T 2
tan " x dx =sin"xcos" x dr

T() r() where n+1>0 and 1-n>0


2T (1)

where -1<n <l

2 sin [(n+ 1) r] 2 cosnt


=Ttsecnn, where -1<n<1.

7.12. Legendre's Duplication formula. For a positive

number n, T (n) T (n + {) = T (2n).


23

Lucknow 03, Indore 04, Meerut 05, Jabalpur 06,


Kanpur 02, 09, Agra 06, 08, 10, Kashi Vidyapeeth 10,
Avadh 11|

We know that B(m,n) =*TT(m) r(


(m+ n )

that
B(m,n) =2 Josin20 cos-0 d0
and so

r (m) T )
sin 0 cos- 0 d9 = (1)
2T (m+ n)

Putting m = in (1), we get

d0=G) T (n)_Vr r(n) (2)


sin sin0 2rG+n) 2 T(G+n)

Again putting m =n in (1), we ger


Tt/2 [T(n)] (3)
sin cos" d0 2T (2)
INTEGRAL CALCULUS
146

L.H.S. of 3) = 2sin9cos)- do

Tsin
H
20 d sint d

on putting 29 = t, de =}dt,

sin t dt = sin 0de (4)


on replacing tby 0
From (3) and (4), a2n-T
/ 2sin 0 do = (n)]2 (5)
2T (2n)
Substituting from (2) in (5), we get
1 TT() T
2n-1
2 T(+n) 2r(2)

or r (n) r (n+ )=2h (2n) which is the required

result.

Ex. 1. Prove that B(7, n)=- TT (n)


2n (n+)
Rohilkhand 08, Bundelkhand 14
Using the duplication formula T(n)r (n+)= NT (2), we
wmT (n) r (n)v r
get
R.H.S.a- (n)r (n)
T (n) I
(n+) Vnr(2n)
r () rn)=8 (n,
T (2n) n)=L.H.S.
Ex. 2. Express I() in terms of r(G) and hence evaluate it
Putting n= in the duplication formula

r (a) (n+)= r (2n), we have

r)rG)= G)=2""Va r(G)


BETA& GAMMA FUNCTIONS 147

or rg)rg rg)=2"'Vz .rG* (1)


on multiplying on both sides by T ({) . Again putting m= in
r (m) T (1-m) = t / sin mz, we get

rg)rG)=t/sin {n=2n//3. (2)


Substitution of (2) in (1) gives

r)=3[rGP
2 T
EXAMPLES
. Prove that x'de ={va. Kanpur 05, Agra 08, 10
2. Show
that =/Vm.
Himachal 07, Bundelkhand 10, Lucknow 02, 12
3. e a dr = >0. a >0. Rohilkhand 2012]
Za"

1
4. =dr = Vn..
log Bilaspur 2009|

5. log x)'dr= -"n! where n is a positive integer


(m+1
andm>-1. Kashi Vidyapeeth 2012
6. (log 1/x)" dr= r(m+1),m+1>0,n+1>0.
(n+1)

HINT: Put x =e" and solve.] Lucknow 20081


r() r(m) r () r(p)
7.
B(,m)B(l+ m, n) B(l+ m+ n, p) =. r(l+m+n+ p)
Lucknow 20031
8.
8. Show that n B (m+ n) = mß (m,n+ 1). 4gra 2005|

thatr(-x)r (+x)=T (9-4x*)(1-4x*)n sec


n
9 Show
Kanpur 2012

10. Evaluate Bilaspur 20081


Jo (1+x)
INTEGRAL CALCULUS

148

dexe" d.|Lucknow 2000, 031


11. Find the vaue of [r'e*
o
r'dr ' dx
12. Prove that
(1- Jo(14x7 4
Jndore 05, Lucknow 01, 06, 111

13. Evaluate r-1(3-x)' dr. Kanpur 2006

14. Show that sin dr=- Kanpur 2008


in termns of the Beta
15. Express 1-y'd*
function.
[Garhwal 2003
Beta function.
16. Express"(1-x"y dx interms ofthe
Lucknow 20101
Hence evaluate (1-x')"dr. [Jabalpur 07, Rohilkhand09]
Evaluate
b dx 18. 4
dx
Bilaspur 20071
17..a-aXb-*) 1+x

19.14 33
Bundelkhand 2009|

dx
20.
20. Prove that
Prove tna
Jo (a"-x"n
1T Kanpur 2010
n
sin(Tln)
21. Evaluate T , r(-).
22. Prove that log T (a)*=;log 2.
23. Prove that -
d6
Vacos" + bsin' 0 4 (ab)T
Kumaon 2013
ANSWERS
10. 0. 11. n/8V2.
13. 16/15 15. p(m,)
16. mp+1 396 17. T 18 2
n n
4
21. wT,- VT

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