Module-3
Module-3
INTEGRAL CALCULUS
Integral Calculus: Beta and Gamma functions–interrelation-evaluation of
integrals using gamma and beta functions; error function-properties.
Multiple Integrals- Double integrals – Change of order of integration –
Double integrals in polar coordinates – Area enclosed by plane curves,
evaluation of triple integrals-change of variables between Cartesian and
cylindrical and spherical polar co-ordinates.
Γ(𝑛) = 𝑒 𝑥 𝑑𝑥 (𝑛 > 0)
Γ(𝑛) = 2 𝑒 𝑥 𝑑𝑥
Properties:
1. 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
2. Γ(𝑛 + 1) = 𝑛Γ(𝑛)
Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1), 𝑛 ≠ 1
3. Γ(𝑛 + 1) = 𝑛! if 𝑛 is positive integer.
(𝑛 − 1)! 𝑛 𝑖𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
4. Γ(𝑛) = ( )
𝑛 𝑖𝑠 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟.
1
Relationship between Beta and Gamma Function
Γ(𝑚)Γ(𝑛)
𝛽(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
Put 𝑚 = 𝑛 =
1 1 Γ Γ
𝛽 , =
2 2 Γ +
Γ
=
Γ(1)
Solution: Let 𝐼 = ∫ 𝑥 𝑒 𝑑𝑥
=∫ 𝑥 𝑒 𝑑𝑥
=Γ =Γ +1
= Γ (since, Γ(𝑛 + 1) = 𝑛Γ(𝑛))
2
= Γ +1 = Γ = √π
/
2. Evaluate ∫ 𝑥 𝑒 √ 𝑑𝑥
/
Solution: Let 𝐼 = ∫ 𝑥 𝑒 √ 𝑑𝑥 ------- (1)
Put, 𝑡 = √𝑥
𝑥 = 𝑡 . Then 𝑑𝑥 = 2𝑡𝑑𝑡.
If, 𝑥 = 0 ⇒ 𝑡 = 0 and 𝑥 = ∞ ⇒ 𝑡 = ∞
Therefore, the equation (1) becomes
/
𝐼= 𝑒 (𝑡 ) 2𝑡𝑑𝑡
/ /
=2 𝑒 𝑡 𝑡𝑑𝑡 = 2 𝑒 𝑡 𝑑𝑡
5 3
=2 𝑒 𝑡 𝑑𝑡 = 2Γ = 2Γ + 1
2 2
3 3
=2× Γ (𝑠𝑖𝑛𝑐𝑒, Γ(𝑛 + 1) = 𝑛Γ(𝑛))
2 2
1 1 1 3
= 3Γ +1 =3× Γ = √π
2 2 2 2
3. Evaluate ∫ −𝑙𝑜𝑔𝑥 𝑑𝑥
Therefore, 𝐼 = − ∫ 𝑒 𝑡 𝑑𝑡 = ∫ 𝑒 𝑡 𝑑𝑡
3
= Γ = Γ +1 = Γ ( because Γ(𝑛 + 1) = 𝑛Γ(𝑛))
= √π
So, ∫ −𝑙𝑜𝑔𝑥𝑑𝑥 = √π
Practice Problems
Solution. Let 𝐼 = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥
= 𝑥 (1 − 𝑥) 𝑑𝑥
5 3 Γ Γ Γ Γ
=𝛽 , = =
2 2 Γ + Γ(4)
Γ +1 Γ +1 Γ Γ
= =
Γ(4) Γ(4)
Γ +1 √π Γ √π
= =
3! 6
√π√π 𝜋
= =3 .
6 48
2. Evaluate ∫ 𝑥 (4 − 𝑥) 𝑑𝑥 .
Solution. Let 𝐼 = ∫ 𝑥 (4 − 𝑥) 𝑑𝑥
1 4+1 6+1
= 2048 𝛽 ,
2 2 2
5 7 Γ Γ
= 1024𝛽 , = 1024
2 2 Γ +
Γ +1 Γ +1 Γ Γ
= 1024 = 1024
Γ Γ(6)
Γ Γ Γ Γ
= 1024 = 1024
5! 120
Γ Γ +1 √π Γ
= 1024 = 1024
120 120
√ √
= 128 = 12𝜋.
3. Evaluate ∫ √𝑡𝑎𝑛𝜃𝑑𝜃
√
Solution: 𝐼=∫ 𝑑𝜃
√
1 +1 +1 1
= 𝛽 , = 𝛽 ,
2 2 2 2 2 2
5
1 3 1 1Γ Γ
= 𝛽 , =
2 4 4 2 Γ +
1Γ Γ 1Γ Γ
= =
2 Γ(1) 2 0!
1Γ Γ 1 3 1
= = Γ Γ
2 1 2 4 4
1 𝜋 3 1
= 𝜋√2 = (𝑠𝑖𝑛𝑐𝑒, Γ Γ = 𝜋√2)
2 √2 4 4
4. Prove that ∫ 𝑑𝑥 ∫ =
√ √ √
Proof: Let 𝐼 =∫ 𝑑𝑥
√
( )
Therefore, 𝐼 =∫ 𝑠𝑖𝑛 𝜃 cos 𝜃𝑑𝜃
√
11 +1 0+1 1 3 1
= 𝛽 , = 𝛽 ,
22 2 2 4 4 2
Consider 𝐼 = ∫
√
6
If 𝑥 = 1, from (2), we get 1 = (𝑡𝑎𝑛𝜃) ⇒ 𝜃 =
Therefore, 𝐼 =∫
√
= ∫ 𝑑𝜃= ∫ 𝑑𝜃
√
= ∫ 𝑠𝑖𝑛 𝜃 cos 𝜃 𝑑𝜃 = ∫ 𝑑𝜃
√
√
= ∫ 𝑑𝜃
√
Put 2𝜃 = 𝑢 ⇒ 2𝑑𝜃 = 𝑑𝑢 ⇒ 𝑑𝜃 =
If 𝜃 = 0, 𝑢 = 0 and 𝜃 = , 𝑢 = 2 =
√ √
= ∫ = ∫ 𝑠𝑖𝑛 𝑢𝑐𝑜𝑠 𝑢𝑑𝑢
√
= 𝛽 , = 𝛽 ,
√ √
Therefore, ∫ 𝑑𝑥 ∫ = 𝛽 , 𝛽 ,
√ √ √
1 3 1 1 1
= 𝛽 , 𝛽 ,
16√2 4 2 4 2
=
√
1 𝛤 𝛤 𝛤 𝛤
=
16√2 𝛤 𝛤
1 √𝜋𝛤 √𝜋 𝜋 𝛤
= =
16√2 𝛤 +1 16√2 𝛤
4𝜋 𝜋
= =
16√2 4√2
7
Multi Variable Calculus (Integration)
Let 𝑓(𝑥, 𝑦) be a continuous and a single valued function of 𝑥 and 𝑦 over the region of
integration 𝑅 and be enclosed by the surface 𝑆.
Then the double integral of 𝑓(𝑥, 𝑦) over 𝑅 is defined by
𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
Note:
I. ∬ 𝑑𝑥𝑑𝑦 represents area of the region 𝑅 in Cartesian form.
II. ∬ 𝑟𝑑𝑟𝑑𝜃 represents area of the region 𝑅 in polar form.
𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧
= 𝑥(𝑥 + 𝑦 )𝑑𝑦 𝑑𝑥
= 𝑥 𝑑𝑦 + 𝑥 𝑦 𝑑𝑦 𝑑𝑥
𝑦
= 𝑥 [𝑦] +𝑥 𝑑𝑥
3
(𝑥 )
= 𝑥 [𝑥 − 0] + 𝑥 − 0 𝑑𝑥
3
𝑥
= 𝑥 + 𝑑𝑥
3
𝑥 𝑥 5 5 0 0 5 5
= + = + − + = + .
6 3×8 6 24 6 24 6 24
8
Hence
5 5
𝑥(𝑥 + 𝑦 )𝑑𝑦𝑑𝑥 = +
6 24
= 𝑦 𝑥 𝑑𝑥 𝑑𝑦
x
= 𝑦 𝑑𝑦
4
1−𝑦 1
= 𝑦 − 0 𝑑𝑦 = 𝑦 1−𝑦 𝑑𝑦
4 4
1 1
= 𝑦[(1 − 𝑦 ) ]𝑑𝑦 = 𝑦[(𝑦 + 1 − 2𝑦 )]𝑑𝑦
4 4
1 1 𝑦 𝑦 𝑦
= [(𝑦 + 𝑦 − 2𝑦 )]𝑑𝑦 = + −2
4 4 6 2 4
1 1 1 1 0 0 0
= + −2 − + −
4 6 2 4 6 2 2
1 1 1 1 1
= + −2 =
4 6 2 4 24
Hence ∫ ∫ 𝑥 𝑦𝑑𝑥𝑑𝑦 = .
3. Evaluate ∬ 𝑥𝑦 𝑑𝑦 𝑑𝑥, where 𝑅 is the region bounded by the coordinate axes and the line
𝑥 + 𝑦 = 1.
Solution: Coordinate axes
𝑥 = 0 → 𝑦 − 𝑎𝑥𝑖𝑠
𝑦 = 0 → 𝑥 − 𝑎𝑥𝑖𝑠
9
And straight line 𝑥 + 𝑦 = 1
Now, fix constant limits for 𝑥.
i.e 𝑥 varies from 0 to 1.
𝑦 varies from 0 to 1 − 𝑥 (lower part 𝑦 = 0 to upper part 𝑥 + 𝑦 = 1 ⇒ 𝑦 = 1 − 𝑥)
𝐼 = ∬ 𝑥𝑦 𝑑𝑦 𝑑𝑥
𝑌 − 𝑎𝑥𝑖𝑠
=∫ ∫ 𝑥𝑦 𝑑𝑦 𝑑𝑥
=∫ 𝑥 ∫ 𝑦𝑑𝑦 𝑑𝑥
=∫ 𝑥 𝑑𝑥 (0, 1)
𝑥+𝑦 =1
( )
=∫ 𝑥 − 𝑑𝑥 𝑅
= ∫ 𝑥(1 − 𝑥) 𝑑𝑥
(0, 0) (1, 0) 𝑋 − 𝑎𝑥𝑖𝑠
= ∫ 𝑥(1 + 𝑥 − 2𝑥)𝑑𝑥
= ∫ (𝑥 + 𝑥 − 2𝑥 )𝑑𝑥 = + −
( )
= + − − + − = + −
𝐼= .
4. Evaluate ∫ ∫ ∫ (𝑥 + 𝑦 + 𝑧 )𝑑𝑧𝑑𝑦𝑑𝑥
𝑧
= 𝑥 𝑧+𝑦 𝑧+ 𝑑𝑦𝑑𝑥
3
10
𝑎 𝑎
= 𝑥 [𝑎 − (−𝑎)] + 𝑦 [𝑎 − (−𝑎)] + − − 𝑑𝑦𝑑𝑥
3 3
2𝑎
= 2𝑎𝑥 + 2𝑎𝑦 + 𝑑𝑦𝑑𝑥
3
2𝑎𝑦 2𝑎 𝑦
= 2𝑎𝑥 𝑦 + + 𝑑𝑥
3 3
𝑏 𝑏 2𝑎
= 2𝑎𝑥 [𝑏 − (−𝑏)] + 2𝑎 − − + [𝑏 − (−𝑏)] 𝑑𝑥
3 3 3
2𝑏 2𝑎
= 2𝑎𝑥 . 2𝑏 + 2𝑎. + . 2𝑏 𝑑𝑥
3 3
𝑐 𝑐 4𝑎𝑏 4𝑎 𝑏
= 4𝑎𝑏 − − + [𝑐 − (−𝑐)] + [𝑐 − (−𝑐)]
3 3 3 3
2𝑐 4𝑎𝑏 4𝑎 𝑏 8𝑎𝑏𝑐 8𝑎𝑏 𝑐 8𝑎 𝑏𝑐
= 4𝑎𝑏. + . 2𝑐 + 2𝑐 = + +
3 3 3 3 3 3
( )
=
( )
Thus, 𝐼= .
5. Evaluate ∫ ∫ ∫ 𝑒 𝑑𝑧𝑑𝑦𝑑𝑥
= 𝑒 𝑒 𝑑𝑧𝑑𝑦𝑑𝑥 = 𝑒 [𝑒 ] 𝑑𝑦𝑑𝑥
( )
= 𝑒 [𝑒 − 1]𝑑𝑦𝑑𝑥 = [𝑒 −𝑒 ]𝑑𝑦𝑑𝑥
𝑒
= [𝑒 𝑒 −𝑒 ]𝑑𝑦𝑑𝑥 = 𝑒 − 𝑒 [𝑒 ] 𝑑𝑥
2
𝑒 𝑒 𝑒
= { [𝑒 − 1] − 𝑒 [𝑒 − 1]}𝑑𝑥 = [ − −𝑒 + 𝑒 ]𝑑𝑥
2 2 2
𝑒 3 𝑒 3𝑒
= − 𝑒 +𝑒 𝑑𝑥 = − +𝑒
2 2 8 4
11
𝑒 3𝑒 𝑒 3𝑒
= − +𝑒 −[ − +𝑒 ]
8 4 8 4
𝑒 3𝑒 1 3 𝑒 3𝑒 3
= − +𝑒 − + −1= − +𝑒 −
8 4 8 4 8 4 8
Thus, 𝐼 = [𝑒 − 6𝑒 + 8𝑒 − 3]
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