Unit IV: Integral Calculus

Gamma Function
Faculty of Mathematics
Department of Applied Science and Humanities
Gamma function:
Definition: Consider definite integral ‫׬‬0∞ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 , it is denoted

by symbol n or Γ(n) and is called as


 −x n
Gamma function of n. Thus or e x dx = n + 1
n =  e x dx, (n  0)
− x n −1
0
Properties: 0

1. 1 = 1 Since By def.
n =  e − x x n −1dx
Put n=1. Transformation of Gamma function:
 n
e
− kx n −1
0 x dx =
2. n + 1 = n n , In general. 0
kn

3. n + 1 = n ! , If n is positive integer. Additional result:


 n +1  1 p 1− p = ,0  p 1
4. 0 =  n=
1
 0 = = =  sin p
 n 0 0 
  1 3 1 1 
1 e.g. = 1− = = 2
5. =  4 4 4 4 1 
2 sin   
4 
# Gamma function, generalization of the factorial function to non integer values, introduced by the Swiss
mathematician Leonhard Euler in the 18th century.
 Examples:
5 3 3 3 3 1 3 1 1 3 1 For negative fraction:
i) = + 1 = = +1 =   =    n +1
2 2 2 2 2 2 2 2 2 2 2
n=
OddNo. (OddNo. − 2) (OddNo. − 4) 1 n
ii ) =  ...   5  3  2  3  3  1
2 2 2 2 − =  −  − =  −  − 
3  5  3  5  2  3
11 9 7 5 3 1
iii ) =      
2 2 2 2 2 2
3 5 3 1 3 1 1 1 1 1 1  2
iv) =  +1 =  =  1− = =
4 4 4 4 4 4 4 4 4 4 4 sin( 1  ) 4
4
# The gamma function behaves like a factorial for natural numbers (a discrete set), its
extension to the positive real numbers (a continuous set) makes it useful for
modeling situations involving continuous change, with important applications to
calculus, differential equations, complex analysis, and statistics.
Example1:

3 

− x
Prove that 4
xe dx =
0
2
  1
Answer: I =  4 xe − x dx =  x e 4 − x
dx Put x =t
0 0
1
 1  3  dx = dt  dx = 2 xdt = 2tdt
 I =  (t )
2 4
e − t  2tdt = 2 e t dt
−t 2
2 x
0 0  dx = 2tdt
3 5 for limits using
I = 2 +1 = 2
2 2 x =t
3 1 x =0t =0
I = 2   
2 2 x=t =
3 
I =
2
Example:
∞ −𝑥 3 1
1. Prove that ‫׬‬0 𝑥 𝑒 𝑑𝑥 =
3
√𝜋
∞ −𝑥 4 1 1
2. Prove that ‫׬‬0 𝑒 𝑑𝑥 = Γ
4 4
∞ 9 −2𝑥 2 3
3. Prove that ‫׬‬0 𝑥 𝑒 𝑑𝑥 =
8

5
Example 2: Example 3:
xa
 a +1 
1 
Prove that  x dx = a +1
, (a  1) Prove that 3 4 x2
dx =
0
a (log a) 0 4 log 3
Answer: Answer:

xa 
I =  x dx I =
1
dx
a 4 x2
0
0 3
t
Puta = e  x log a = t log e  x =
x t
Put 3 4 x2
= et  4 x 2 log 3 = t
log a
1 x =0t =0 x=
t
 dx =
1
dt
dx = dt
log a x=t = 2 log 3 4 t log 3
 −1 
 a  1 1
 t  1 1  I =  e−t dt =  e −t 2
t dt
I = e  −t
  dt = a +1 
e −t a
t dt 4 t log 3 4 log 3 0
0  log a  log a ( log a ) 0 0

1 −1 
a +1 I = +1 =
I = 4 log 3 2 4 log 3
(log a) a +1
Example 4:1 Example 5:
4! n −1

0 ( x log x ) dx = 55  1
4 1

Prove that Prove that 0  log x  dx = n

Answer: Answer:
1 1 n −1
I =  ( x log x ) dx =  ( x 4 log x 4 ) dx  1
1
I =   log  dx
4

0
0 0 x
Put log x = −t  x = e − t  dx = −e − t dt 1 1
Put log = t  = et  x = e − t
By, log x = −t x x
x =0t = dx = −e − t dt
x =1 t = 0 1
By log = t , when x = 0  t =  & x = 1  t = 0
0  x
 I =  (e ) ( −t ) ( −e dt ) =  e
−t 4 −t −5t 4
4
t dt 0 

 0  I =  t n −1 ( −e − t dt ) =  e − t t n −1dt
 n 
e
− kx n −1 0
4! 5 x dx =
I = 5 = 5 Using
0
kn I = n
5 5
Example 6: Example 9: 1
dx


Prove that  xe
−3 x
dx =
315 
Prove that
 0 1
= 2
0
16 x log
1 x
Hint: 3
x =t x=t 3
Hint: log =t
x

Example 7: Example 10:

 1
1 1 dx
Prove that  e  = 
−x
dx =
4
Prove that
0
4 4 0 − logx
Hint: x = t Hint: − log x = t
4

Example 8: Example 11:


x4 −3
1
24
0 4 x dx = (log 4)5 0 ( x log x ) dx = 128
3
Prove that Prove that

Hint: 4 x = et Hint: log x = −t