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Engineering Mathematics-II
Unit - 3
Integral Calculus
 ▪ Calculus:
The word Calculus comes from Latin meaning "small stone", because it is like
understanding something by looking at small pieces. It is the branch of Mathematics
that deals with finding the properties of functions, by using methods based on the
summation of infinitesimal differences

There are mainly two branches of calculus:

Differential Calculus Integral Calculus

• It is a Branch of calculus concerned with the • It is a Branch of calculus concerned
theory and applications of derivatives of with the theory and applications
functions of integrals of functions
• Differential Calculus cuts something into small • Integral Calculus joins (integrates) the
pieces to find how it changes small pieces together to find how
much there is.
❖ Topics to be covered
▪ Reduction Formulae:These formulae enable us to reduce the degree of the integrand
and calculate the integrals in a finite number of steps.
▪ Beta and Gamma Functions:Gamma is a single variable function, whereas Beta is a
two-variable function. The relation between beta and gamma function will help to
solve many problems in physics and mathematics.
▪ Differentiation under integral sign:Differentiation under the integral sign is an
operation in calculus used to evaluate certain integrals. Under fairly loose
conditions on the function being integrated,differentiation under the integral sign
allows one to interchange the order of integration and differentiation
▪ Error functions:Error functions are special kind of integrals those occur often in
probability, statistics, and partial differential equations.This is useful, for example, in
determining the bit error rate of a digital communication system.
❖ Reduction formulae: Many functions are having integrals which are not directly
obtainable. To find such integrals reduction formulae are used.
▪ Some standard reduction formulae: (Here, n and m are positive integers. n,m≥2)
𝑛 −1 𝑛 −3 𝑛 −5 3 1 𝜋
1. ∫02 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 = . . ………. . . , if n is even
𝑛 𝑛 −2 𝑛 −4 4 2 2

= 𝑛 −1 . 𝑛 −3 . 𝑛 −5 … … … . 4 . 2 . 1 , if n is odd
𝑛 𝑛−2 𝑛−4 5 3

𝑛 −1 𝑛 −3 𝑛 −5 3 1 𝜋
2. ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = . . ………. . . , if n is even
𝑛 𝑛 −2 𝑛 −4 4 2 2

= 𝑛 −1 . 𝑛 −3 . 𝑛 −5 … … … . 4 . 2 . 1 , if n is odd
𝑛 𝑛−2 𝑛−4 5 3
 𝑚 −1 𝑚−3 ………2 𝑜𝑟 1 𝑛−1 𝑛−3 ……..2 𝑜𝑟 1
3. ∫02 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = ×𝑃
𝑚+𝑛 𝑚+𝑛−2 𝑚+𝑛−4 ………2 𝑜𝑟 1

𝑃=𝜋 , if m and n are both even

2

𝑃=1 , otherwise

π
4. ∫0 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 = 2 ∫02 𝑠𝑖𝑛 𝑛 𝑥𝑑𝑥 for all positive integers n

π
5. ∫0 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 2 ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 if n is an even integer

= 0 if n is an odd integer

𝜋
6. ∫0 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 2 ∫02 𝑠𝑖𝑛 𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 if n is even , m is odd or even

= 0 if n is an odd integer
 2π
7. ∫0 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 = 4 ∫02 𝑠𝑖𝑛 𝑛 𝑥𝑑𝑥 , if n is an even integer

=0 , if n is odd
2π
8. ∫0 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 4 ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 , if n is an even integer

=0 , if n is odd

2𝜋
9. ∫0 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 4 ∫02 𝑠𝑖𝑛 𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 , if m and n are both even

= 0 , otherwise
10. If 𝐼𝑛 = ∫ 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 OR 𝐼𝑛 = ∫ 𝑐𝑜𝑠𝑛 𝑥𝑑𝑥 where 𝑛 ≥ 2 is a positive integer.

𝑛 −1
then 𝐼𝑛 = . 𝐼𝑛 −2
𝑛
❖ Examples on reduction formulae:
𝜋
1. Find ∫0 𝑠𝑖𝑛6𝑥𝑑𝑥
2

Sol. 𝑛 −1 𝑛 −3 𝑛 −5 3 1 𝜋
Using formula ∫02 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥 = . . ………. . . , if n is even
𝑛 𝑛 −2 𝑛 −4 4 2 2
Here, n=6 even integer
𝜋
2 6 − 1 6 − 3 6 − 5 𝜋 5 3 1 𝜋 15 5
∴∫ 𝑠𝑖𝑛6 𝑥𝑑𝑥 = . . . = . . . = 𝜋= 𝜋
0 6 6 − 2 6 − 4 2 6 4 2 2 96 32
𝜋
2 5
∫ 𝑠𝑖𝑛6𝑥𝑑𝑥 = 𝜋
0 32

2. Find ∫0𝜋 𝑐𝑜𝑠8𝑥𝑑𝑥

Sol. π
Using formula ∫0 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 2 ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 if n is an even integer
𝜋
π
∫0 𝑐𝑜𝑠 8 𝑥𝑑𝑥 = 2 ∫0 𝑐𝑜𝑠 8 𝑥𝑑𝑥 Here n=8 , even integer
2
 𝑛 −1 𝑛 −3 𝑛 −5 3 1 𝜋
Now using formula, ∫02 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = . . ………. . . , if n is even
𝑛 𝑛 −2 𝑛 −4 4 2 2

π 7 5 3 1 𝜋 35
∫0 𝑐𝑜𝑠 8 𝑥𝑑𝑥 = 2 ∫0 2 𝑐𝑜𝑠 8 𝑥𝑑𝑥 = 2 . . . . = 𝜋
8 6 4 2 2 128
π
35
∫ 𝑐𝑜𝑠8𝑥𝑑𝑥 = 𝜋
0 128

3. Find ∫02𝜋 𝑠𝑖𝑛6𝑥𝑐𝑜𝑠4𝑥𝑑𝑥

Sol. 2𝜋
Using formula, ∫0 𝑠𝑖𝑛𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = 4 ∫02 𝑠𝑖𝑛 𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 , if m and n are both even
2𝜋
Here, m=6 and n=4 ∴ ∫0 𝑠𝑖𝑛6 𝑥𝑐𝑜𝑠 4 𝑥𝑑𝑥 = 4 ∫02 𝑠𝑖𝑛 6 𝑥𝑐𝑜𝑠 4 𝑥𝑑𝑥
𝜋
𝑚 −1 𝑚−3 ………2 𝑜𝑟 1 𝑛−1 𝑛−3 ……..2 𝑜𝑟 1 𝜋
Now using formula, ∫0 2 𝑠𝑖𝑛 𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = ×2
𝑚+𝑛 𝑚+𝑛−2 𝑚+𝑛−4 ………2 𝑜𝑟 1

2𝜋
6−1 6−3 6−5 4−1 4−3 𝜋
∫ 𝑠𝑖𝑛6 𝑥𝑐𝑜𝑠4 𝑥𝑑𝑥 =4 ×
0 6+4 6+4−2 6+4−4 6+4−6 6+4−8 2
 2𝜋
5.3.1.3.1 𝜋 3
∫ 𝑠𝑖𝑛6 𝑥𝑐𝑜𝑠4 𝑥𝑑𝑥 =4 × = 𝜋
0 10.8.6.4.2 2 128
2𝜋 3
∫ 𝑠𝑖𝑛6𝑥𝑐𝑜𝑠4𝑥𝑑𝑥 = 𝜋
0
128

4. Find ∫4 𝑐𝑜𝑠2 2𝑥 𝑑𝑥
0
Sol. 𝑥 0 𝜋
Substitute 2𝑥 = 𝑡 ∴ 2𝑑𝑥 = 𝑑𝑡 ∴ 𝑑𝑥 = 𝑑𝑡 4
𝜋
2 𝑡 0
2
𝜋 𝜋 𝜋
4 2 𝑑𝑡 1 2 1 2−1 𝜋 𝜋
∫ 𝑐𝑜 𝑠2 2𝑥 𝑑𝑥 = ∫ 𝑐𝑜𝑠 2 𝑡 = ∫ 2 𝑡 𝑑𝑡 = =
0 0 2 2 0 2 2 2 8
𝑐𝑜𝑠
𝜋
4 𝜋
∫ 𝑐𝑜𝑠2 2𝑥 𝑑𝑥 =
0 8
 1
5. If 𝐼𝑛 = ∫0
4 𝑡𝑎𝑛𝑛 𝑥𝑑𝑥 and 𝐼𝑛 = then 𝐼4 is equal to…
− 𝐼𝑛−2
𝑛 −1
Sol. Given, 𝐼 = 1 − 𝐼 1 1 1 1
𝑛 𝑛 −2 ∴ 𝐼4 = − 𝐼4−2 = − 𝐼2 ∴ 𝐼4 = − − 𝐼2−2
𝑛 −1 4−1 3 3 2−1
1 1 1
∴ 𝐼4 = − − 𝐼0 = − 1 − 𝐼0 (1)
3 1 3 𝜋 𝜋
𝜋
4 =𝜋
4 4
𝑛
Now, 𝐼 𝑛 = ∫0 𝑡𝑎𝑛 𝑥𝑑𝑥 0
4 ∴ 𝐼0 = ∫ 𝑡𝑎𝑛 𝑥𝑑𝑥 ∴ 𝐼0 = ∫ 1𝑑𝑥 = 𝑥 0
0 0 4
𝜋
Substitute 𝐼0 = 4
in equation (1)
1 𝜋 1 𝜋 2 𝜋
𝐼4 = − 1 − = −1+ =− +
3 4 3 4 3 4
2 𝜋
𝐼4 = − +
3 4
 3 𝑛 −1
Solve: If 𝐼𝑛 = ∫03 𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 𝑎𝑛𝑑 𝐼𝑛 = + 𝐼𝑛−2 then find 𝐼2.
𝑛 2𝑛 𝑛
𝜋 𝑥
Solve: Find ∫0 𝑠𝑖𝑛5 2
𝑑𝑥

𝜋 /2
Solve: Find ∫−𝜋/2 𝑠𝑖𝑛4𝜃𝑐𝑜𝑠2𝜃𝑑𝜃
Hint: 𝑠𝑖𝑛4𝜃𝑐𝑜𝑠2𝜃 is an even function.

𝜋 /2 𝜋/2
∴ ∫−𝜋/2 𝑠𝑖𝑛4𝜃𝑐𝑜𝑠2𝜃𝑑𝜃 = 2 ∫0 𝑠𝑖𝑛4𝜃𝑐𝑜𝑠2𝜃𝑑𝜃

𝑚 −1 𝑚−3 ………2 𝑜𝑟 1 𝑛−1 𝑛−3 ……..2 𝑜𝑟 1 𝜋

Now use the formula, ∫0 2 𝑠𝑖𝑛 𝑚 𝑥𝑐𝑜𝑠 𝑛 𝑥𝑑𝑥 = ×2
𝑚+𝑛 𝑚+𝑛−2 𝑚+𝑛−4 ………2 𝑜𝑟 1
❖ Gamma Functions:
▪ Gamma function is a single variable function.
▪ It is used to determine time based occurrences, such as life span of electronic component.
▪ It is used to compute the average kinetic energy per molecule for the classical gas at
temperature T.
Gamma function of n>0 is denoted by Γ 𝑛 and is defined as definite integral,
∞
Γ 𝑛 = න 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
❖ Properties of Gamma function:
∞ −𝑥 𝑛−1 ∞ −𝑥 2 2𝑛−1 ∞ −𝑘𝑦 𝑛−1 Γ 𝑛
1. Γ 𝑛 = ‫𝑥 𝑒 ׬‬ 𝑑𝑥 2. Γ 𝑛 = 2 ‫׬‬0 𝑒 𝑥 𝑑𝑥 3. ‫׬‬0 𝑒 𝑦 𝑑𝑦 =
𝑘𝑛
0
𝜋
4. Γ 𝑛 + 1 = nΓ 𝑛 , in general 5. Γ 𝑝 . Γ 1 − 𝑝 = 𝑖𝑓 0 < 𝑝 < 1
sin 𝑝𝜋
Γ 𝑛 + 1 = n! , if n is a positive integer
1
6. Γ 𝑛 = 1 7. Γ 0 = ∞ 8. Γ = 𝜋
2
 Types of examples Solution
∞ 𝑛 −𝑎𝑥 𝑚
1. Integral of the form ‫׬‬0 𝑥 𝑒 𝑑𝑥 Substitute 𝑎𝑥 𝑚 = 𝑡 so that given integral
reduces to Gamma function.
∞ 𝑥𝑎 ∞ 𝑎 −𝑥
2. Integral of the form ‫׬‬0 𝑎𝑥 𝑑𝑥 𝑂𝑅 ‫׬‬0 𝑥 𝑎 𝑑𝑥 Substitute 𝑎 𝑥 = 𝑒 𝑡 𝑂𝑅 𝑎−𝑥 = 𝑒 −𝑡 so that
given integral reduces to Gamma function

3. Integral of the form 1

Substitute log 𝑥 = −𝑡 𝑂𝑅 log = 𝑡 and
1 1 1 𝑥
‫׬‬0 𝑥 log 𝑥 𝑑𝑥 𝑂𝑅 ‫׬‬0 𝑥 log 𝑑𝑥 𝑥 given integral reduces to Gamma function

❖Examples of Gamma function

1. Find Γ 9
Sol.
We have, Γ 𝑛 + 1 = n! ,if n is a positive integer
Γ 9 = Γ 8 + 1 = 8!
 3 9
2. Find Γ 3. Find Γ
2 2
Sol. 3 1 Sol.
Γ =Γ +1 9 7 7 7 7 5
2 2 Γ =Γ +1 = Γ = Γ +1
1
2 2 2 2 2 2
Using Γ 𝑛 + 1 = nΓ 𝑛 and Γ = 𝜋 we get 7 5 5 7 5 3 7 5 3 3
2
= . Γ = . Γ +1 = . . Γ
3 1 1 1 1 2 2 2 2 2 2 2 2 2 2
Γ =Γ +1 = Γ = 𝜋
2 2 2 2 2 7 5 3 1 7 5 3 1 1
= . . .Γ +1 = . . . Γ
2 2 2 2 2 2 2 2 2
3 1 7 5 3 1 105
Γ = 𝜋 = . . . 𝜋= 𝜋
2 2 2 2 2 2 16
9 105
Γ = 𝜋
2 16
 1 3 ∞ −𝑡 3
4. Find Γ Γ 5. Find ‫׬‬0 𝑒 𝑡 2 𝑑𝑡
4 4
Sol. Sol.
1 3 1 1 ∞ −𝑥 𝑛−1
Γ Γ =Γ Γ 1− Comparing with ‫׬‬0 𝑒 𝑥 𝑑𝑥 =Γ 𝑛
4 4 4 4
𝜋 3 3 5
Now using Γ 𝑝 . Γ 1 − 𝑝 = 𝑖𝑓 0 < 𝑝 < 1 𝑛−1= ∴𝑛 = +1=
sin 𝑝𝜋 2 2 2
1
Here 𝑝 = ∞
4
−𝑡
3 5 3
1 3 𝜋 𝜋 𝜋 ∴න 𝑒 𝑡2 𝑑𝑡 = Γ =Γ +1
0 2 2
∴Γ Γ = = 𝜋 = = 2𝜋
4 4 1
sin 𝜋 sin 4 1/ 2 3 3 3 1
4
= Γ = Γ +1
1 3 2 2 2 2
Γ Γ = 2𝜋
4 4 3 1 1 3 1 3
= . Γ = . . 𝜋= 𝜋
2 2 2 2 2 4
∞
−𝑡
3 3
න 𝑒 𝑡2 𝑑𝑡 = 𝜋
0 4
 ∞
6. Find the value of integral ‫׬‬0 4 𝑥𝑒 − 𝑥 𝑑𝑥
Sol. 𝑥 0 ∞
Substitute 𝑥 = 𝑡 ∴ 𝑥 = 𝑡 2 ∴ 𝑑𝑥 = 2𝑡𝑑𝑡
𝑡 0 ∞
∞ ∞ 1 ∞ 1
න 4
𝑥𝑒 − 𝑥 𝑑𝑥 = න 𝑥 4𝑒 − 𝑥 𝑑𝑥 = න 𝑡 4 𝑒 −𝑡
2 2𝑡𝑑𝑡
0 0 0
∞ 1 ∞ 3
= 2න 𝑡 2 . 𝑡𝑒 −𝑡 𝑑𝑡 = 2 න 𝑡 2 𝑒 −𝑡 𝑑𝑡
0 0
∞ −𝑥 𝑛−1
Comparing with ‫׬‬0 𝑒 𝑥 𝑑𝑥 =Γ 𝑛
3 5
𝑛−1= ∴𝑛=
2 2
∞ ∞ 3 5 3 1 3
න 4
𝑥𝑒 − 𝑥 𝑑𝑥 = 2 න 𝑡 2 𝑒 −𝑡 𝑑𝑡 = 2Γ = 2. . . 𝜋 = 𝜋
0 0 2 2 2 2
∞
3
න 4
𝑥𝑒 − 𝑥 𝑑𝑥 = 𝜋
0 2
 ∞ 𝑥4
7. Find ‫׬‬0 4𝑥 𝑑𝑥
Sol.
Substitute 4𝑥 = 𝑒 𝑡
∴ log 4𝑥 = log 𝑒 𝑡
𝑡
∴ 𝑥 log 4 = 𝑡 ∴ 𝑥 =
log 4
1 𝑥 0 ∞
∴ 𝑑𝑥 = 𝑑𝑡
log 4 𝑡 0 ∞

∞ ∞ ∞
𝑥4 𝑡4 −𝑡
1 1 −𝑡 𝑡 4 𝑑𝑡
න 𝑥 𝑑𝑥 = න 4
𝑒 𝑑𝑡 = 5
න 𝑒 𝑛−1=4 ∴𝑛 =5
0 4 0 log 4 log 4 log 4 0
1 1 24
= 5
Γ 5 = 5
. 4! = 5
log 4 log 4 log 4
∞
𝑥4 24
න 𝑥 𝑑𝑥 = 5
0 4 log 4
 1 𝑑𝑥
8. Find the value of integral ‫׬‬0 1
𝑥 log 𝑥
Sol. 1
Substitute log =𝑡 𝑥 0 1
𝑥
∴ log 𝑥 = −𝑡
𝑡 ∞ 0
∴ 𝑥 = 𝑒 −𝑡 ∴ 𝑑𝑥 = −𝑒 −𝑡 𝑑𝑡

1 0 ∞ ∞ ∞ −𝑡 −1
𝑑𝑥 −𝑒 −𝑡 𝑑𝑡 𝑒 −𝑡 𝑑𝑡 𝑡 −1
න =න =න =න 𝑒 −𝑡 𝑒 2 𝑡 2 𝑑𝑡 = න 𝑒 2 𝑡 2 𝑑𝑡
0 1 ∞ 𝑡. 𝑒 −𝑡 0 𝑡. 𝑒 −𝑡 0 0
𝑥 log
𝑥
∞ Γ 𝑛 1 −1 1
Using ‫׬‬0 𝑒 −𝑘𝑦 𝑦 𝑛−1 𝑑𝑦 =
𝑘𝑛
Here, 𝑘 =
2
and 𝑛 − 1 =
2
∴𝑛=
2
1
1
𝑑𝑥 ∞ −𝑡 −1 Γ 2 𝜋
න = න 𝑒 2 𝑡 2 𝑑𝑡 = = = 2𝜋
0 1 0 1 12 1 1
2
𝑥 log 2 2
𝑥
1
𝑑𝑥
න = 2𝜋
0 1
𝑥 log 𝑥
 ∞ 9 −2𝑥 2
Solve: Find the value of the integral ‫׬‬0 𝑥 𝑒 𝑑𝑥 Hint: Substitute 2𝑥 2 = 𝑡

∞ 𝑥2
Solve: Find the value of the integral ‫׬‬0 2𝑥 dx Hint: Substitute 2𝑥 = 𝑒 𝑡

1 𝑑𝑥
Solve: Find the value of the integral ‫׬‬0 Hint: Substitute log 𝑥 = −𝑡
− log 𝑥
❖ Beta function
▪ Beta function is two-variable function.
▪ Beta function is used to determine average time of completing selected task in time
management problems.
Beta function of m>0 ,n>0 is denoted by 𝛽 𝑚, 𝑛 and defined as definite integral
1
𝛽 𝑚, 𝑛 = න 𝑥 𝑚−1 1 − 𝑥 𝑛−1 𝑑𝑥 , 𝑚 > 0, 𝑛 > 0
0

❖ Properties of Beta function: 𝜋

1 𝑝+1 𝑞+1
1. Relation between Beta and Gamma function 4. ‫׬‬0 𝑠𝑖𝑛𝑝 𝜃. 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝜃 = 𝛽
2 ,
2 2 2
Γ 𝑚 Γ 𝑛
𝛽 𝑚, 𝑛 =
Γ 𝑚+𝑛
∞ 𝑥 𝑚−1
2. 𝛽 𝑚, 𝑛 = 𝛽 𝑛, 𝑚 5. 𝛽 𝑚, 𝑛 = ‫׬‬0 1+𝑥 𝑚+𝑛 𝑑𝑥

𝜋 1 𝜋
3. 𝛽 𝑚, 𝑛 = 2 ‫׬‬0 𝑠𝑖𝑛2𝑚−1 𝜃. 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃
2 6. Γ 𝑚 Γ 𝑚 + = 2𝑚−1 . Γ 2𝑚
2 2
This is called duplication formula for
Gamma function.
 1 1 5
Ex. 1 Find ‫׬‬0 𝑥 2 1 − 𝑥 𝑑𝑥
2

Sol. 1
Comparing given integral with ‫׬‬0 𝑥 𝑚−1 1 − 𝑥 𝑛−1
𝑑𝑥 = 𝛽 𝑚, 𝑛 we get

1 5 3 7
𝑚−1= ,𝑛 − 1 = ∴ 𝑚 = ,𝑛 =
2 2 2 2
1 1 5 3 7
∴න 𝑥2 1−𝑥 2 𝑑𝑥 =𝛽 ,
0 2 2

𝜋 3
Ex.2 Find ‫׬‬0 𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 4 𝜃𝑑𝜃
2 2

𝜋
Sol. 1 𝑝+1 𝑞+1
Comparing given integral with ‫׬‬0 2 𝑠𝑖𝑛𝑝 𝜃. 𝑐𝑜𝑠 𝑞 𝜃
𝑑𝜃 = 𝛽 , we get
2 2 2
3 𝑝+1 5 𝑞+1 5
𝑝 = ,𝑞 = 4 ∴ = , =
2 2 4 2 2
𝜋
2 3
4
1 5 5
∴ න 𝑠𝑖𝑛2 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃 = 𝛽 ,
0 2 4 2
 ∞ 𝑥8 ∞ 𝑥 14
Ex.3 Find ‫׬‬0 1+𝑥 24 𝑑𝑥
− ‫׬‬0 1+𝑥 24 𝑑𝑥
Sol.
Given integral can be written as
∞ ∞
𝑥 9−1 𝑥 15−1
න 9+15
𝑑𝑥 − න 15+9
𝑑𝑥
0 1+𝑥 0 1+𝑥
∞ 𝑥 𝑚−1
Using ‫׬‬0 1+𝑥 𝑚+𝑛 𝑑𝑥 = 𝛽 𝑚, 𝑛 above integral becomes

𝛽 9,15 − 𝛽 15,9

Now,using the property 𝛽 𝑚, 𝑛 = 𝛽 𝑛, 𝑚 we get

𝛽 9,15 − 𝛽 15,9 = 𝛽 9,15 − 𝛽 9,15 = 0

∞ ∞
𝑥8 𝑥 14
න 24
𝑑𝑥 − න 24
𝑑𝑥 = 0
0 1+𝑥 0 1+𝑥
 7
Ex.4 The integral ‫׬‬3 𝑥 − 3 7 − 𝑥 𝑑𝑥 by using substitution 𝑥 = 4𝑡 + 3 reduces to…
Sol. 𝑏
Note: The appropriate substitution to reduce the integral ‫ 𝑥 𝑎׬‬− 𝑎 𝑚 𝑏−𝑥 𝑛 𝑑𝑥
to Beta integral is 𝑥 = 𝑏 − 𝑎 𝑡 + 𝑎

𝑥 3 7
Substitute 𝑥 = 4𝑡 + 3 ∴ 𝑑𝑥 = 4𝑑𝑡
𝑡 0 1

7 1
න 𝑥 − 3 7 − 𝑥 𝑑𝑥 = න 4𝑡 + 3 − 3 7 − 4𝑡 − 3 4𝑑𝑡
3 0
1 1
න 4𝑡 4 − 4𝑡 4𝑑𝑡 = 16 න 𝑡 1 − 𝑡 𝑑𝑡
0 0

1 1 1
16 න 𝑡 2 1−𝑡 2 𝑑𝑡
0
 1 3
Ex.5 Find 𝛽 ,
4 4
Sol.
Γ 𝑚 Γ 𝑛
Using 𝛽 𝑚, 𝑛 = we get
Γ 𝑚+𝑛

1 3 1 3
1 3 Γ Γ Γ Γ 1 1
4 4 4 4
𝛽 , = = =Γ Γ 1−
4 4 1 3 Γ 1 4 4
Γ +
4 4
𝜋
Now using Γ 𝑝 . Γ 1 − 𝑝 =
sin 𝑝𝜋

1 1 𝜋 𝜋
Γ Γ 1− = = = 2𝜋
4 4 1
sin 𝜋 1/ 2
4
1 3
𝛽 , = 2𝜋
4 4
 ∞ 𝑥 3 +𝑥 2
Solve: Find the value of the integral ‫׬‬0 𝑑𝑥
1+𝑥 7
∞ 𝑥 𝑚−1
Hint: use the formula 𝛽 𝑚, 𝑛 = ‫׬‬0 𝑑𝑥
1+𝑥 𝑚+𝑛

1
2
Solve : Find the value of the integral ‫׬‬0 𝑥 8 − 𝑥3 3 𝑑𝑥 Hint: Substitute 𝑥 3 = 8𝑡

𝜋 𝜋
𝑝 𝑞 1 𝑝+1 𝑞+1
Solve: Find ‫׬‬02 tan 𝜃 𝑑𝜃 Hint: use the formula ‫׬‬0 𝑠𝑖𝑛 𝜃. 𝑐𝑜𝑠 𝜃 𝑑𝜃 =
2 𝛽 ,
2 2 2

1 1
9
Solve: Reduce the given integral 𝑥−5
‫׬‬5 4 9−𝑥 4 𝑑𝑥 to Beta function integral.
Hint: Refer Note given in example 4.
❖Differentiation Under integral Sign (DUIS)
▪ By using DUIS technique,the definite integral converts into an ordinary differential
equation.The solution of this equation gives value of the definite integral.
We have to discuss two rules of DUIS
Rule 1: Integral with limits as constants
𝑏
If 𝐼 𝛼 = ‫𝑥 𝑓 𝑎׬‬, 𝛼 𝑑𝑥 , where 𝑎 and 𝑏 are constants and 𝛼 is a parameter, then
𝑏
𝑑𝐼 𝜕
=න 𝑓 𝑥, 𝛼 𝑑𝑥 ,
𝑑𝛼 𝑎 𝜕𝛼
Rule 2: Leibnitz’s Rule: Integrals with limits as functions of parameter(Either both the limits
are functions of parameter or one of the limits is function of parameter
𝑏 𝛼
If 𝐼 𝛼 = ‫𝑎׬‬ 𝛼
𝑓 𝑥, 𝛼 𝑑𝑥 , where 𝑎 and 𝑏 are functions of parameter 𝛼 , then
𝑏 𝛼
𝑑𝐼 𝜕 𝑑𝑏 𝑑𝑎
=න 𝑓 𝑥, 𝛼 𝑑𝑥 + 𝑓 𝑏, 𝛼 − 𝑓 𝑎, 𝛼
𝑑𝛼 𝑎 𝛼 𝜕𝛼 𝑑𝛼 𝑑𝛼
 ∞ 𝑒 −𝑥 𝑑ɸ
Ex.1 If ɸ 𝑎 = ‫׬‬0 𝑥 1 − 𝑒 −𝑎𝑥
𝑑𝑥 , 𝑎 > −1 then by DUIS rule, find
𝑑𝑎
Sol.
𝑒 −𝑥
Here, 𝑓 𝑥, 𝑎 = 1 − 𝑒 −𝑎𝑥 , 𝑎 is parameter and limits of integration are constants.
𝑥
Hence, by rule 1 of DUIS
∞
𝑑ɸ 𝜕 𝑒 −𝑥
=න 1 − 𝑒 −𝑎𝑥 𝑑𝑥
𝑑𝑎 0 𝜕𝑎 𝑥

To find above partial derivative with respect to 𝑎, treat 𝑥 as constant

∞ ∞ −𝑥 ∞
𝑑ɸ 𝑒 −𝑥 𝑒
=න 0 + 𝑥𝑒 −𝑎𝑥 𝑑𝑥 =න 𝑥𝑒 −𝑎𝑥 𝑑𝑥 = න 𝑒 −𝑥 𝑒 −𝑎𝑥 𝑑𝑥
𝑑𝑎 0 𝑥 0 𝑥 0
∞
= න 𝑒− 𝑎+1 𝑥
𝑑𝑥
0
∞
𝑑ɸ
= න 𝑒− 𝑎+1 𝑥 𝑑𝑥
𝑑𝑎 0
 1 𝑥 𝑎 −1 𝑑ɸ
Ex. 2 If ɸ 𝑎 = ‫׬‬0 log 𝑥 𝑑𝑥 ; 𝑎 ≥ 0 then by DUIS rule, find
𝑑𝑎
Sol.
𝑥 𝑎 −1
Here, 𝑓 𝑥, 𝑎 = , 𝑎 is parameter and limits of integration are constants.
log 𝑥

Hence, by rule 1 of DUIS

1
𝑑ɸ 𝜕 𝑥𝑎 − 1
=න 𝑑𝑥 To find partial derivative with respect to 𝑎, treat 𝑥 as
𝑑𝑎 0 𝜕𝑎 log 𝑥 constant

1 1
𝑑ɸ 𝑥 𝑎 log 𝑥 − 0
∴ =න 𝑑𝑥 = න 𝑥 𝑎 𝑑𝑥
𝑑𝑎 0 log 𝑥 0

1
𝑑ɸ
= න 𝑥 𝑎 𝑑𝑥
𝑑𝑎 0
 ∞ 𝑒 −𝑥 sin 𝛼𝑥 𝑑ɸ
Ex.3 If ɸ(𝛼)= ‫׬‬0 𝑑𝑥 then by DUIS rule find
𝑥 𝑑𝛼
Sol.
𝑒 −𝑥 sin 𝛼𝑥
Here, 𝑓 𝑥, 𝛼 = , 𝛼 is parameter and limits of integration are constants.
𝑥

Hence, by rule 1 of DUIS

∞
𝑑ɸ 𝜕 𝑒 −𝑥 sin 𝛼𝑥 To find partial derivative with respect to 𝛼 , treat
=න 𝑑𝑥 𝑥 as constant
𝑑𝛼 0 𝜕𝛼 𝑥

∞ ∞
𝑑ɸ 𝑒 −𝑥 𝑥 cos 𝛼𝑥
=න 𝑑𝑥 = න 𝑒 −𝑥 cos 𝛼𝑥 𝑑𝑥
𝑑𝛼 0 𝑥 0

∞
𝑑ɸ
= න 𝑒 −𝑥 cos 𝛼𝑥 𝑑𝑥
𝑑𝛼 0
 1 𝑥 𝑎 −𝑥 𝑏 𝑑ɸ
Ex.4 If ɸ 𝑎 = ‫׬‬0 log 𝑥 𝑑𝑥 , 𝑎 > 0, 𝑏 > 0 then by DUIS rule, find
𝑑𝑎

Sol.
𝑥 𝑎 −𝑥 𝑏
Here, 𝑓 𝑥, 𝑎 = , 𝑎 is parameter and limits of integration are constants.
log 𝑥
Hence, by rule 1 of DUIS

1
𝑑ɸ 𝜕 𝑥𝑎 − 𝑥𝑏 To find partial derivative with respect to 𝑎, treat
=න 𝑑𝑥 𝑥 and 𝑏 as constants
𝑑𝑎 0 𝜕𝑎 log 𝑥

1 1
𝑑ɸ 𝑥 𝑎 log 𝑥 − 0 𝑑ɸ
∴ =න 𝑑𝑥 = = න 𝑥 𝑎 𝑑𝑥
𝑑𝑎 0 log 𝑥 𝑑𝑎 0

1
𝑑ɸ
= න 𝑥 𝑎 𝑑𝑥
𝑑𝑎 0
 𝑎2 𝑑ɸ
Ex.5 Ifɸ 𝑎 = ‫ 𝑎׬‬log
𝑎𝑥 𝑑𝑥 then by DUIS rule 2 find
𝑑𝑎
Sol.
Here, 𝑓 𝑥, 𝑎 = log 𝑎𝑥 , 𝑎 is parameter and limits of integration are functions of
parameter 𝑎.
Hence, by rule 2 of DUIS
𝑎2 2
𝑑ɸ 𝜕 2
𝑑 𝑎 𝑑𝑎
=න log 𝑎𝑥 𝑑𝑥 + 𝑓 𝑎 , 𝑎 − 𝑓 𝑎, 𝑎
𝑑𝑎 𝑎 𝜕𝑎 𝑑𝑎 𝑑𝑎
𝑎2
𝑑ɸ 𝜕
=න log 𝑎𝑥 𝑑𝑥 + 2𝑎 log 𝑎3 − log 𝑎2
𝑑𝑎 𝑎 𝜕𝑎

𝑎 2
𝑑ɸ 𝜕
=න log 𝑎𝑥 𝑑𝑥 + 2𝑎 log 𝑎3 − 2log 𝑎
𝑑𝑎 𝑎 𝜕𝑎
 𝑥
Ex.6 If 𝑓 𝑥 = ‫𝑥 𝑎׬‬ − 𝑡 2 𝐺 𝑡 𝑑𝑡 , where 𝑎 is constant and 𝑥 is parameter then by
𝑑𝑓
DUIS rule 2 find
𝑑𝑥
Sol.
Here,𝑓 𝑡, 𝑥 = 𝑥 − 𝑡 2 𝐺 𝑡 where 𝑡 is variable, 𝑥 is parameter and 𝑎 is constant.
Upper limit of the integral is function of parameter .

Hence, by rule 2 of DUIS

𝑥
𝑑𝑓 𝜕 2𝐺
𝑑𝑥 𝑑𝑎
=න 𝑥−𝑡 𝑡 𝑑𝑡 + 𝑓 𝑥, 𝑥 − 𝑓 𝑎, 𝑥
𝑑𝑥 𝑎 𝜕𝑥 𝑑𝑥 𝑑𝑥

𝑥
𝑑𝑓 𝜕 2𝐺
𝑑𝑥
=න 𝑥−𝑡 𝑡 𝑑𝑡 + 0. − 𝑥 − 𝑡 2𝐺 𝑡 . 0
𝑑𝑥 𝑎 𝜕𝑥 𝑑𝑥

𝑥
𝑑𝑓 𝜕
=න 𝑥 − 𝑡 2 𝐺 𝑡 𝑑𝑡
𝑑𝑥 𝑎 𝜕𝑥
 ∞ 𝑒 −2𝑥 sin 𝛼𝑥 𝑑ɸ 2
Ex.7 Using DUIS rule,find the value of integral ɸ(𝛼)= ‫׬‬0 𝑑𝑥 with =
𝑥 𝑑𝛼 𝛼2 +4
Sol. 𝑑ɸ 2 2
Given, = ∴ 𝑑ɸ = 2 𝑑𝛼
𝑑𝛼 𝛼2 +4 𝛼 +4
Integrating both the sides,we get
2
‫𝑑 ׬‬ɸ = ‫׬‬ 𝛼2 +4
𝑑𝛼 + 𝐶 where 𝐶 is constant of integration.
𝛼
ɸ 𝛼 = tan−1 +𝐶 (1)
2
0
ɸ 0 = tan−1 +𝐶 =0+𝐶 =𝐶 ∴𝐶=ɸ 0 (2)
2
∞ 𝑒 −2𝑥 sin 𝛼𝑥
Now, we have ɸ(𝛼)= ‫׬‬0 𝑑𝑥
𝑥
∞ 𝑒 −2𝑥 sin 0 ∞
∴ ɸ(0)= ‫׬‬0 𝑑𝑥 = ‫׬‬0 0𝑑𝑥 =0 ∴ (2) becomes, 𝐶 = 0
𝑥

Back substitute 𝐶 = 0 in equation (1)

−1
𝛼
ɸ 𝛼 = tan
2
 𝑡 2 𝑡𝑥 2 𝑑𝐹
Solve: If 𝐹 𝑡 = ‫𝑥𝑑 𝑒 𝑡׬‬ then by DUIS rule 2 find
𝑑𝑡

∞ 𝑒 −𝑥
Solve: Using DUIS rule find the value of the integral ɸ 𝑎 = ‫׬‬0 𝑥 1 − 𝑒 −𝑎𝑥 𝑑𝑥 , 𝑎 > −1
𝑑ɸ 1
with = Hint: To find the value of constant C , substitute 𝑎 = 0 in ɸ 𝑎
𝑑𝑎 𝑎+1

∞ 𝑒 −𝑥 −𝑒 −𝑎𝑥 𝑑𝐼
Solve: If 𝐼 𝑎 = ‫׬‬0 𝑥 sec 𝑥 𝑑𝑥 , 𝑎 > 0 then by rule of DUIS find Hint: Use rule 1 of DUIS
𝑑𝑎

𝑎 log 1+𝑎𝑥 𝑑ɸ
Solve: If ɸ 𝑎 = ‫׬‬0 𝑑𝑥 , then by DUIS rule 2 find
1+𝑥 2 𝑑𝑎
 ❖ Error Function
▪ Error function of 𝑥 is denoted by erf 𝑥 and given by the integral
2 𝑥 −𝑢2
erf 𝑥 = ‫𝑢𝑑 𝑒 ׬‬
𝜋 0

▪ Complementary error function of 𝑥 is denoted by erfc 𝑥 and given by the integral

2 ∞ −𝑢2
erfc 𝑥 = ‫𝑢𝑑 𝑒 ׬‬
𝜋 𝑥

❖ Properties of error functions

2 𝑥3 𝑥5 𝑥7
1. erf ∞ = 1 5. erf 𝑥 = 𝑥− + − +⋯
𝜋 3 10 42
2. erf 0 = 0 6. Alternate definitions:
1 𝑥 2 −𝑡 −1
3. erf 𝑥 + erfc 𝑥 = 1 ▪ erf 𝑥 = ‫׬‬0 𝑒 𝑡 2 𝑑𝑡
𝜋
1 ∞ −𝑡 −1
4. Error function is an odd function ▪ erfc 𝑥 = ‫ 𝑥׬‬2 𝑒 𝑡 2 𝑑𝑡
𝜋
∴ erf −𝑥 = − erf 𝑥
 2 𝑎𝑥 −𝑢2 𝑑
Ex.1 If erf 𝑎𝑥 = ‫𝑒 ׬‬ 𝑑𝑢 then find erf 𝑎𝑥
𝜋 0 𝑑𝑥
Sol.
𝑑 𝑑 2 𝑎𝑥 −𝑢2 2 𝑑 𝑎𝑥 −𝑢2
erf 𝑎𝑥 = න 𝑒 𝑑𝑢 = න 𝑒 𝑑𝑢
𝑑𝑥 𝑑𝑥 𝜋 0 𝜋 𝑑𝑥 0
Here, 𝑥 is parameter ,𝑢 is variable and upper limit 𝑎𝑥 is the function of the parameter
Hence, by rule 2 of DUIS
𝑎𝑥
2 𝜕 −𝑢2 −𝑎 2𝑥2 𝑑 −0
𝑑
= න 𝑒 𝑑𝑢 + 𝑒 𝑎𝑥 − 𝑒 0
𝜋 0 𝜕𝑥 𝑑𝑥 𝑑𝑥
2 −𝑎 2𝑥2 2 2 2
= 0 + 𝑎𝑒 −0 = 𝑎𝑒 −𝑎 𝑥
𝜋 𝜋

𝑑 2 −𝑎 2𝑥2
erf 𝑎𝑥 = 𝑎𝑒
𝑑𝑥 𝜋
 2 ∞ −𝑢2 𝑑
Ex.2 If erfc 𝑡 = ‫𝑢𝑑 𝑒 ׬‬ then find erfc 𝑡
𝜋 𝑡 𝑑𝑡

Sol.
𝑑 𝑑 2 ∞ −𝑢2
erfc 𝑡 = න 𝑒 𝑑𝑢
𝑑𝑡 𝑑𝑡 𝜋 𝑡
Here, 𝑡 is parameter , 𝑢 is variable and limits of integral are functions of parameter.
Hence by Rule 2 of DUIS,
∞
𝑑 2 𝜕 −𝑢2 −∞
𝑑 2 𝑑
erfc 𝑡 = න 𝑒 𝑑𝑢 + 𝑒 ∞ − 𝑒− 𝑡 𝑡
𝑑𝑡 𝜋 𝑡 𝜕𝑡 𝑑𝑡 𝑑𝑡
∞ −𝑡
2 1 −𝑒
= න 0 + 0 − 𝑒 −𝑡 =
𝜋 𝑡 2 𝑡 𝜋𝑡

𝑑 −𝑒 −𝑡
erfc 𝑡 =
𝑑𝑡 𝜋𝑡
 𝑑 2𝑎 −𝑎2 𝑥 2 𝑑
Ex.3 If 𝑒𝑟𝑓 𝑎𝑥 = 𝑒 then find 𝑒𝑟𝑓𝑐 𝑎𝑥
𝑑𝑥 𝜋 𝑑𝑥
Sol.
We have, erf 𝑎𝑥 + erfc 𝑎𝑥 = 1
𝑑 𝑑
∴ erf 𝑎𝑥 + erfc 𝑎𝑥 = 1 =0
𝑑𝑥 𝑑𝑥
𝑑 𝑑
erf 𝑎𝑥 + erf𝑐 𝑎𝑥 = 0
𝑑𝑥 𝑑𝑥
𝑑 𝑑 2𝑎 −𝑎2 𝑥 2
∴ erfc 𝑎𝑥 = − erf 𝑎𝑥 = − 𝑒
𝑑𝑥 𝑑𝑥 𝜋
𝑑 2𝑎 −𝑎2 𝑥 2
erfc 𝑎𝑥 = − 𝑒
𝑑𝑥 𝜋

𝑑 2𝑥 2 2 𝑑
Ex.4 If 𝑒𝑟𝑓𝑐 𝑎𝑥 = − 𝑒 −𝑎 𝑥 then find 𝑒𝑟𝑓 𝑎𝑥
𝑑𝑎 𝜋 𝑑𝑎
𝑑 2𝑥 2 2
Ans: 𝑒𝑟𝑓 𝑎𝑥 = 𝑒 −𝑎 𝑥 (Same as that of the Ex.3)
𝑑𝑎 𝜋
 2 ∞ −𝑢2
Ex.5 If erfc 𝑎 = ‫𝑒 ׬‬ 𝑑𝑢 then by using substitution 𝑥 + 𝑎 = 𝑢 find the integral
𝜋 𝑎
∞ − 𝑥+𝑎 2
‫׬‬0 𝑒 𝑑𝑥 in terms of erfc 𝑎
Sol. ∞ − 𝑥+𝑎 2
We have to find ‫׬‬0 𝑒 𝑑𝑥 𝑥 0 ∞
Substitute 𝑥 + 𝑎 = 𝑢 ∴ 𝑑𝑥 = 𝑑𝑢 𝑢 𝑎 ∞

∞ ∞
𝑥+𝑎 2 𝑑𝑥 2 2 ∞ −𝑢2
∴ න 𝑒− = න 𝑒 −𝑢 𝑑𝑢 Given, erfc 𝑎 = ‫𝑒 𝑎׬‬ 𝑑𝑢
𝜋
0 𝑎 ∞
𝜋 −𝑢 2
∴ erfc 𝑎 = න 𝑒 𝑑𝑢
𝜋 2 𝑎
= erfc 𝑎
2

∞
− 𝑥+𝑎 2 𝜋
න 𝑒 𝑑𝑥 = erfc 𝑎
0 2