SPECIAL FUNCTIONS

DR. Makram Roshdy Eskaros

[email protected]
 1. THE GAMMA FUNCTION
The Gamma function is defined as

 ( x ) =  t x −1 e − t dt , x0
0

This integral diverges for x  0

Properties of the Gamma function:

1)  (1)= 1
Proof:

−t 
Set x = 1   ( 1 ) =  e dt = − e
−t
0
=1
0

2 )  (1 / 2 )= 

2
Proof:
 1  
−
 (1 / 2 )= t =y e −1 −y
e dy = 
2
− y2
2
e − t dt . 2 y dy =2
0 0 0


Note that we’ve used the well known formula  e
−x
dx =
2

0
2
3)  ( x + 1)= x  ( x )

Proof: 
 ( x + 1 ) =  t x e − t dt
0

Integrating by parts we find:


−t 
 ( x + 1)= − tx e 0
+ x  t x − 1 e − t dt = x ( x )
0
Note that lim t x / e t = 0
t →
3
4 )  ( n + 1 ) = n! For any positive int eger n

Note: Because of property 4, the Gamma function is a generalization of the factorial function
where the Gamma function is defined for any non integer values while the factorial function is
defined for integers only.
Example:


Show that L t − 1 / 2 =  s
Solution:

L t − 1 / 2  =  t − 1 / 2 e − s t dt , s0
0

Set u = st  dt = 1s du

 
 L t   s ) e sdu  (1 / 2 ) 
1
− 1/ 2 u − 1/ 2 − u 1 1 −
= 
−u
( = u 2
e du = =
0 s0 s s
4
In what follows we will give a table of values of the Gamma function for x  [ 1,2 ] in steps of 0.02.
For values of x not cited in the table, we can use linear interpolation to find  ( x ) .

5
 Definition of the Gamma function for negative values of x .
The definition of the gamma function can't be obtained from the integral because it converges only
for positive values of x. We agree to extend the domain of definition of the Gamma function for
negative values using the following relation
 ( x + 1)
 ( x)= , x+10
x
For example,
 (1 / 2 )
 ( −1 / 2 ) = = −2 
−1 / 2
Similarly,
 ( 1.6 )
 ( −3.4 ) =
( −3.4 )( −2.4 )( −1.4 )( −0.4 )( 0.6 )
We can use the tables to evaluate  ( 1.6 ) .

Using this definition we can show that  (− n)=  where n is a positive integer.

6
Using these information we can sketch the curve of the Gamma function for both positive and
negative values.

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5) The multiplication property:

 ( x ) ( 1 − x ) =
sin  x
Example: 


3/ 2 −x
Evaluate x 5 dx
0

Solution:
dt
Set 5 x = e t  x ln5 = t  dx =
ln5
  3
t 23 dt 1
 I = (
ln5
) . e− t .
ln5
=
(ln5 )5 / 2 
0
t 2
. e− t . d t
0

1 5 1 3 1

1 3 
 I= 5/ 2
 ( ) = 5/ 2
( )( ) ( ) =
(ln5 ) 2 (ln5 ) 2 2 2 4 (ln5 )5 / 2

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 2. THE BETA FUNCTION
The Beta function is defined as
1
 ( x , y ) =  t x −1 ( 1 − t ) y −1 dt ; x0 , y0 (1)
0

Putting t = sin 2  we find another form for the Beta function.

 /2
( x , y )= 2 
0
sin 2 x − 1  cos 2 y − 1  d (2)

u
Putting t = we find the third form for the Beta function.
1+ u

u x −1
( x , y )= 
0
(1+ u) x+ y
du (3)

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 Relation between the Beta and Gamma functions
We can prove that
(x)( y)
 ( x, y ) =
(x+ y)
Simply we can show that the Beta function is a symmetric function ( x , y )= ( y , x )

Examples:

 ( 2 ) ( 4 ) 1! . 3! 1
i)  ( 2,4 ) = = =
 (6 ) 5! 20

3
1 7  ( 1 / 4 ) (7 / 4 )  ( 1 / 4 ). (3 / 4) 3 
( , )= 4 = . 3 2
ii )
4 4  (2)
=
1! 4 sin  / 4
= 
4
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Example:
2

Evaluate in terms of the Gamma function I = 0

x ( 16 − x 4 )5 / 8 dx .

Solution:
1 −3 / 4
Set x 4 = 16 t  x = 2 t 1/ 4  dx = t dt
2
1 1
1
 I =  2 t 1 / 8 ( 16 − 16 t )5 / 8 . t −3 / 4 dt = 4  t −5 / 8 ( 1 − t )5 / 8 dt
0
2 0

 ( 3 / 8 ) ( 13 / 8 ) 5 5 3
= 4 .  ( ) ( )
 I = 4  ( 3 / 8 , 13 / 8 ) =4
 (2) 8 8 8

5 
= .  8.501088
2 sin( 3 / 8 )

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 Legendre’s Duplication Formula
We can prove that
1
  ( 2x ) = 2 2 x −1
(x) (x+ )
2
Extra Exercise:

By two different methods find a closed form for  ( n + 21 ) where n is a positive integer.
Example:

Find in terms of the Gamma function the area enclosed by the Astroid x2/ 3 + y2/ 3 = 1
Solution:

We have to sketch the Astroid

& y = (1 − x )
3/ 2
For x = 0  y = 1 For y = 0  x = 1
2/ 3

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 1 1

 y dx  (1 − x )
3/ 2
A=4 = 4 2/ 3
dx
0 0

3
Set x 2/ 3
=t  x=t 3/ 2
 dx = t dt
2
1
3
 A = 4 (1− t ) 3/ 2
. t dt
0
2
1
= 6  t 1 / 2 ( 1 − t )3 / 2 dt
0

3 5 3
= 6 ( , ) = 
2 2 8
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