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Module-3

Module 3 covers Integral Calculus, focusing on Beta and Gamma functions, their properties, and interrelations. It includes methods for evaluating integrals using these functions, as well as multiple integrals and coordinate transformations. The document provides definitions, properties, proofs, and practice problems related to the application of these functions in integral evaluation.

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k56531267
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0% found this document useful (0 votes)
3 views

Module-3

Module 3 covers Integral Calculus, focusing on Beta and Gamma functions, their properties, and interrelations. It includes methods for evaluating integrals using these functions, as well as multiple integrals and coordinate transformations. The document provides definitions, properties, proofs, and practice problems related to the application of these functions in integral evaluation.

Uploaded by

k56531267
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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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.

Beta and Gamma Function


To evaluate certain definite integral which are either difficult or impossible to evaluate by
various known methods of integration, we use Beta and Gamma function.
Definition:

𝛽(𝑚, 𝑛) = 𝑥 (1 − 𝑥) 𝑑𝑥 (𝑚, 𝑛 > 0)

is called Beta function.

Γ(𝑛) = 𝑒 𝑥 𝑑𝑥 (𝑛 > 0)

is called Gamma function.


Alternative Forms:
/

𝛽(𝑚, 𝑛) = 2 sin 𝜃 cos 𝜃𝑑𝜃

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)

1. Prove that 𝚪(𝟏/ 𝟐)= √𝝅


( ) ( )
Proof: w.k.t 𝛽(𝑚, 𝑛) = ( )

Put 𝑚 = 𝑛 =

1 1 Γ Γ
𝛽 , =
2 2 Γ +

Γ
=
Γ(1)

𝛽 , = Γ − − − −(1), (since, Γ(1) = 1)


/
Consider, 𝛽 , = 2∫ sin 𝜃 cos 𝜃𝑑𝜃
/
= 2∫ (1)(1)𝑑𝜃
/
= 2[𝜃] =2 −0 =𝜋

Hence, (1) gives Γ = 𝜋.

Therefore, we get Γ = √𝜋.

Problems using Gamma Function


/
1. Evaluate ∫ 𝑥 𝑒 𝑑𝑥

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

Solution: Let 𝐼 = ∫ −𝑙𝑜𝑔𝑥 𝑑𝑥

Put 𝑡 = −𝑙𝑜𝑔𝑥 ⇒ −𝑡 = 𝑙𝑜𝑔𝑥


𝑒 =𝑒
𝑒 = 𝑥 ---------- (1)
Then −𝑒 𝑑𝑡 = 𝑑𝑥
If 𝑥 = 0, equation (1) becomes 𝑒 =0⇒𝑡=∞
If 𝑥 = 1, equation (1) becomes 𝑒 = 1 ⇒ 𝑡 = 0.

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

1. Evaluate∫ 𝑥 log 𝑑𝑥.


2. Evaluate ∫ (𝑥𝑙𝑜𝑔𝑥) 𝑑𝑥
Problems using beta function

1. Evaluate ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 using beta function.

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

Put 𝑥 = 4𝑠𝑖𝑛 𝜃 ----------(1) ⇒ 𝑑𝑥 = 4 × 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃


= 8 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
If 𝑥 = 0, (1) ⇒ 0 = 4𝑠𝑖𝑛 𝜃, i.e., 𝜃 = 0.
If 𝑥 = 4, (1)⇒ 4 = 4𝑠𝑖𝑛 𝜃, i.e., 𝜃 = .
4
Therefore, 𝐼 = ∫ (4𝑠𝑖𝑛 𝜃) (4 − 4𝑠𝑖𝑛 𝜃) 8 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃

= (2 𝑠𝑖𝑛 𝜃) [4(1 − 𝑠𝑖𝑛 𝜃)] 8 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃

= 2 𝑠𝑖𝑛 𝜃 2 (𝑐𝑜𝑠 𝜃) 8 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃

= 8𝑠𝑖𝑛 𝜃 32 𝑐𝑜𝑠 𝜃 8 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃

= 2048 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃𝑑𝜃

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

= 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃𝑑𝜃

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

Put 𝑥 = 𝑠𝑖𝑛 𝜃 ⇒ 𝑥 = 𝑠𝑖𝑛 𝜃 ------------- (1)


1
𝑑𝑥 = 𝑠𝑖𝑛 𝜃 cos 𝜃𝑑𝜃
2

If 𝑥 = 0, from (1), we get 0 = (𝑠𝑖𝑛𝜃) ⇒ 𝜃 = 0

If 𝑥 = 1, from (1), we get 1 = (𝑠𝑖𝑛𝜃) ⇒ 𝜃 =

( )
Therefore, 𝐼 =∫ 𝑠𝑖𝑛 𝜃 cos 𝜃𝑑𝜃

= ∫ 𝑠𝑖𝑛 𝜃 cos 𝜃𝑑𝜃


= ∫ cos 𝜃𝑑𝜃 = ∫ 𝑠𝑖𝑛 𝜃𝑑𝜃

11 +1 0+1 1 3 1
= 𝛽 , = 𝛽 ,
22 2 2 4 4 2

Consider 𝐼 = ∫

Put 𝑥 = 𝑡𝑎𝑛 𝜃 ⇒ 𝑥 = 𝑡𝑎𝑛 𝜃 ------------ (2)

𝑑𝑥 = 𝑡𝑎𝑛 𝜃𝑠𝑒𝑐 𝜃𝑑𝜃

If 𝑥 = 0, from (2), we get 0 = (𝑡𝑎𝑛𝜃) ⇒ 𝜃 = 0

6
If 𝑥 = 1, from (2), we get 1 = (𝑡𝑎𝑛𝜃) ⇒ 𝜃 =

Therefore, 𝐼 =∫

= ∫ 𝑑𝜃= ∫ 𝑑𝜃

= ∫ 𝑠𝑖𝑛 𝜃 cos 𝜃 𝑑𝜃 = ∫ 𝑑𝜃

= ∫ 𝑑𝜃 (since, 𝑠𝑖𝑛2𝜃 = 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃)


= ∫ 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.

Similarly, the triple integral of 𝑓(𝑥, 𝑦, 𝑧) over the region 𝑉 is defined by

𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧

III. ∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧 is volume of a solid.


Problems:

Example 1. Evaluate ∫ ∫ 𝑥(𝑥 + 𝑦 )𝑑𝑦𝑑𝑥

Solution: Let 𝐼 = ∫ ∫ 𝑥(𝑥 + 𝑦 )𝑑𝑦𝑑𝑥

= 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

Example 2. Evaluate ∫ ∫ 𝑥 𝑦𝑑𝑥𝑑𝑦

Solution: Let 𝐼 = ∫ ∫ 𝑥 𝑦𝑑𝑥𝑑𝑦

= 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

Solution: 𝐼=∫ ∫ ∫ (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

4𝑎𝑏 4𝑎 𝑏 4𝑎𝑏𝑥 4𝑎𝑏 𝑥 4𝑎 𝑏𝑥


= 4𝑎𝑏𝑥 + + 𝑑𝑥 = + +
3 3 3 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

Solution: Let 𝐼 = ∫ ∫ ∫ 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]

-----------------------------*************END**********------------------------------------------
--

12

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