DAR ES SALAAM INSTITUTE OF TECHNOLOGY

GENERAL STUDIES DEPARTMENT

GSU 07202: ADVANCED CALCULUS
Semester II
Lecture Notes
2011/2012
Chapter 1
Integral Functions
1.1 The gamma function
The gamma function (x) is dened by the integral
(x) =
_

0
t
x1
e
t
dt (1.1)
And is convergent for x > 0. From (1.1): (x + 1) =
_

0
t
x
e
t
. Integrating by parts
(x + 1) =
_
t
x
(
e
t
1
)
_

0
+ x
_

0
e
t
t
x1
dt
= (0 0) + x(x)
(x + 1) = x(x) (1.2)
This is a fundamental recurrence relation for gamma functions. It can also be written as (x) =
(x 1)(x 1). With it we can derive a number of other results. For instance, when x = n, a positive
integer 1, then
(n + 1) = n(n) But (n) = (n 1)(n 1)
= n(n 1)(n 1) (n 1) = (n 2)(n 2)
= n(n 1)(n 2)(n 2)

= n(n 1)(n 2)(n 3) . . . 1(1) = n!(1)

For example
(1) =
_

0
t
0
e
t
dt =
_
e
t

0
= 0 + 1 = 1
Therefore, we have (1) = 1.
1
We can also use the recurrence relation in reverse
(x + 1) = x(x)
(x) =
(x + 1)
x
For example, given that (7) = 720, we can determine (6)
(6) =
(6 + 1)
6
=
(7)
6
=
720
6
= 120
and
(5) =
(5 + 1)
5
=
(6)
5
=
120
5
= 24
1.1.1 Miscellaneous results involving Gamma Functions
1. (
1
2
) =

A simple verication of this identity will be given after the study of another special function, BETA
function.
e.g.
(
3
2
) =
1
2
(
1
2
) =
1
2
(

) (
3
2
) =

2
(
5
2
) =
3
2
(
3
2
) =
3
2
_

2
_
(
5
2
) =
3

4
(
7
2
) = (
5
2
+ 1) =
5
2
(
5
2
) =
5
2
(
5
2
) =
5
2
_
3

4
_
=
15

8
2. (x)(1 x) =

sin x
, 0 < x < 1 (Proof is left)
Special Case: If x =
1
2
, then (
1
2
)(1
1
2
) =

sin

2
(
1
2
)(
1
2
) =

sin

2
(
1
2
)(
1
2
) =
(
1
2
)
2
=
(
1
2
) =

3. Negative Values
Since (x) =
(x+1)
x
, then as x 0, (x) . Therefore (0) = . The same result occurs
for all negative integral values of x-which does not follow from the original denition, but which is
obtainable from the recurrence relation.
2
Because at
x = 1, (1) =
(0)
1
=
x = 2, (2) =
(1)
2
= etc.
Also, at
x =
1
2
, (
1
2
) =
(
1
2
)
1
2
= 2

and at
x =
3
2
, (
3
2
) =
(
1
2
)
3
2
=
4
3

4.
(x)(x +
1
m
)(x +
2
m
) . . . (x +
m1
m
) = m
1
2
mx
(2)
m1
2
(mx)
5. Duplication Formula
Take a special case when m = 2 (in 4. above).
(x)(x +
1
2
) = 2
1
2
2x
(2)
1
2
= 2
1
2
2
2
2
1
2
()
1
2
(2x)
Thus (x +
1
2
) =
(2x)(
1
2
)
2
2x1
(x)
Examples:
(3.5) = (3 +
1
2
) =
5!

2
5
2!
= 3.3234
(6.5) = (6 +
1
2
=
(12)

2
11
(6)
(6) = 5!
(12) = 11!; 2
11
= 2048
(6.5) =
11!

2048 5!
= 287.9
6. Gamma Tables
In cases where recurrence relations and other properties cannot yield computational results, Gamma
tables may be used.
1.1.2 Evaluation of Integrals using Gamma Functions
Examples:
3
Example 1.1
Evaluate
_

0
x
7
e
x
dx.
We recognise this as the standard form of the gamma function (x) =
_

0
t
x1
e
t
dt with the variables
changed. It is often convenient to write the gamma function as
(v) =
_

0
x
v1
e
x
dx
Our example then becomes
I =
_

0
x
7
e
x
dx =
_

0
x
v1
e
x
dx I = (v) = (8)
i.e
_

0
x
7
e
x
dx = (8) = 7! = 5040
Example 1.2
Evaluate
_

0
x
3
e
4x
dx.
If we compare this with (v) =
_

0
x
v1
e
x
dx, we must reduce the power of e to a single variable, i.e.
put y = 4x, and we use this substitution to convert the whole integral into the required from.
y = 4x dy = 4dx Limits remain unchanged.
The integral now becomes
I =
1
4
4
_

0
y
3
e
y
dy =
1
4
4
(v) v = 4
Thus,
I =
1
256
(4) =
1
256
(3!) =
6
256
=
3
128
1.2 The beta function
The beta function B(m, n) , is dened by
B(m, n) =
_
1
0
x
m1
(1 x)
n1)
dx
which converges for m > 0 and n > 0. Putting (1 x) = u x = 1 u dx = du
Limits: when x = 0, u = 1; when x = 1, u = 0
B(m, n) =
_
0
1
(1 u)
m1
u
n1
du =
_
1
0
(1 u)
m1
u
n1
du
=
_
1
0
u
n1
(1 u)
m1
du = B(n, m)
B(m, n) = B(n, m)
Alternative form of the beta function
We had
B(m, n) =
_
1
0
x
m1
(1 x)
n1
dx
4
If we put x = sin
2
, the result then dx = 2 sin cos d. When x = 0, = 0; when x = 1, =

2
.
1 x = 1 sin
2
= cos
2

B(m, n) = 2
_
2
0
sin
2m2
cos
2n2
sin cos d
B(m, n) = 2
_
2
0
sin
2m1
cos
2n1
d (1.3)
By reduction formula (1.3) becomes
_
2
0
sin
2m1
cos
2n1
d
=
(2m1) 1
(2m1) + (2n 1)
_
2
0
sin
2m3
cos
2n1
d
=
m1
m + n 1
_
2
0
sin
2m3
cos
2n1
d
At this stage, reduction formulas for sine and cosine are useful. Denote
_

2
0
sin
m
xcos
n
xdx by I
m,n
i.e.
I
m,n
=
_
2
0
sin
m
xcos
n
xdx
Using reduction formula for sine and cosine we have
I
m,n
=
m1
m + n
I
m2,n
(1.4)
Alternatively
I
m,n
=
m1
m + n
I
m,n2
(1.5)
Now, using (1.5) with the right-hand integral
_
2
0
sin
2m1
cos
2n1
d =
m1
m + n 1
.
(2n 1) 1
(2m3) + (2n 1)

_
2
0
sin
2m3
cos
2m3
d
B(m, n) =
(m1)(n 1)
(m + n 1)(m + n 2)
.2
_
2
0
sin
2m3
cos
2n3
d
i.e.
B(m, n) =
(m1)(n 1)
(m + n 1)(m + n 2)
B(m1, n 1) (1.6)
Examples:
B(4, 3) =
(3)(2)
(6)(5)
B(3, 2) =
(3)(2)(2)(1)
(6)(5)(4)(3)
B(2, 1)
But
B(2, 1) = 2
_
2
0
sin
3
cos d = 2
_
sin
2

4
_

2
0
=
1
2
B(4, 3) =
(3)(2)(2)(1)
(6)(5)(4)(3)(2)(1)
=
(3!)(2!)
(6!)
5
B(5, 3) =
(4)(2)
(7)(6)
B(4, 2) =
(4)(2)(3)(1)
(7)(6)(5)(4)
B(3, 1)
B(3, 1) = 2
_
0
sin
5
cos d = 2
_
sin
6

6
_

2
0
=
1
3
B(5, 3) =
(4)(2)
(7)(6)
(3)(1)
(5)(4)
1
3
(2)
(2)
=
(4!)(2!)
(7!)
In general
B(m, n) =
(m1)!(n 1)!
(m + n 1)!
Note that
B(k, 1) = 2
_
2
0
sin
2k1
cos d
= 2
_
2
0
sin
2k1
d(sin )
= 2
_
sin
2k

2k
_

2
0
=
1
k
B(k, 1) =
1
k
B(k, 1) = B(1, k) =
1
k
1.3 Relation between the gamma and beta functions
If m and n are positive integers
B(m, n) =
(m1)!(n 1)!
(m + n 1)!
Also, we have previously established that, for n a positive integer,
n! = (n + 1)
(m1)! = (m) and (n 1)! = (n)
and also
(m + n 1)! = (m + n)
B(m, n) =
(m1)!(n 1)!
(m + n 1)!
=
(m)(n)
(m + n)
The relation B(m, n) =
(m)(n)
(m+n)
holds good even when m and n are not necessarily integers.
Example:
B(
3
2
,
1
2
) =
(
3
2
)(
1
2
)
(2)
=
_

1
=

2
To show that (
1
2
) =

Consider the relationship

B(m, n) =
(m)(n)
(m + n)
6
Putting m = n =
1
2
in this result, we get
B(
1
2
,
1
2
=
(
1
2
).(
1
2
)
(1)
But (1) = 1
B(
1
2
,
1
2
) =
_
(
1
2
)
_
2
Now consider B(m, n) = 2
_

2
0
sin
2m1
cos
2n1
d. Now we have from (1.6), L.H.S.
B(
1
2
,
1
2
) = 2
_
2
0
sin
0
cos
0
d = 2 []

2
0
= (
1
2
)
2
(
1
2
) =

1.4 Application of gamma and beta functions

The use of gamma and beta functions in the evaluation of denite integrals depends largely on the ability
to change the variables to express the integral in the basic form of the beta function
_
1
0
x
m1
(1x)
n1
dx
or its trigonometrical form 2
_

2
0
sin
2m1
cos
2n1
d.
Example 1.3
Evaluate I =
_
1
0
x
5
(1 x)
4
dx.
Compare this with B(m, n) =
_
1
0
x
m1
(1 x)
n1
dx
Then m1 = 5 m = 6 and n 1 = 4 n = 5
I = B(6, 5) =
5!4!
10!
=
1
1260
Example 1.4
Evaluate I =
_
1
0
x
4

1 x
2
dx.
Comparing this with B(m, n) =
_
1
0
x
m1
(1 x)
n1
dx we see that we have x
2
in the root, instead of a
single x. Therefore, put x
2
= y x = y
1
2
, dx =
1
2
y

1
2
dy
The limits remain unchanged.
I =
_
1
0
y
2
(1 y)
1
2
1
2
y

1
2
dy =
1
2
_
1
0
y
3
2
(1 y)
1
2
dy
m1 =
3
2
m =
5
2
and n 1 =
1
2
n =
3
2
I =
1
2
B(
5
2
,
3
2
)
Therefore:
I =
1
2
(
5
2
)(
3
2
)
(4)
7
From our previous work on gamma functions
(
3
2
) =

2
; (
5
2
) =
3

4
; (4) = 3!
Thus,
I =
1
2
.
(
3

4
)(

2
)
3!
=

32
.
8