MU-Engineering Mathematics II Gamma and Beta Function 3.

1 Type I-Gamma

Chapter-3
Topic-3.1
Gamma and Beta Functions

Gamma Function-Introduction

Introduction: Integral e
 t n 1
t dt ( n  0) is called gamma function of n and is denoted
0

by n .


n   e  t t n 1dt
0

Example: Prove that 1  1

 

Solution: - By definition 1   e  t t11dt   e  t dt   e t     0  1  1
0
0 0

Theorem 1: Prove that n  1  n n

  
Proof: By definition, n  1   e t  t n 11
dt   e t dt   t n e  t dt
t n

0 0 0

Integrating by parts
 

0
n t 

d
n  1   t e dt  t n  e t dt    t n
 dt
  

 e dt  dt 0
t

 

 t n ( e  t )   nt n 1 (e  t ) dt
0
 
 t  n
   t   n  t n 1e t dt
 e 0 0

 tn tn 
  lim t  lim t   n n
 t  e t 0 e 
 tn 
   0  0  n n 
 t  t  0 by applying L'Hospital's rule n times 
lim
 e 
 n 1  n n

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

Important Results

Result1: n   n  1 !, where n is a natural number

Proof: We know that n  1  n n

2  1  1  1 1  1!
3  2  1  2 2  2 1!  2!
4  3  1  3 3  3  2!  3!
5  4  1  4 4  4  3!  4!

In general, n   n  1! where n is a natural number

Result2: p 1  p 

sin p

Proof: Not Expected

1
Result3:  
2

Proof: In the Result2: p 1  p 

 , put p 
1
sin p 2
2
1 1   1 1
 1         
2 2 
  2
  2
sin  
2

Deduction from Result 2

1 3 1 1    1  
   1     2 Putting p  in p 1  p  
4 4 4 4   1  4 sin p 
sin   2
4
1 2 1 1   2  1  
   1     Putting p  in p 1  p  
3 3 3 3   3 3  3 sin p 
sin   2
3
1 5 1 1    1  
   1    2  Putting p  in p 1  p  
6 6 6 6   1  6 sin p 
sin   2
6

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

Summary
 
 n   e  t t n 1dt   e  t t n dt  n  1
0 0

 Reduction formula n  1  n n


 p 1 p 
sin p
 4  3!, 7  6!, 20  19!
n   n  1 ! if n is a positive integer

1
  
2
3 1 1 1 1
 1   
2 2 2 2 2
5 3 3 3 3 1 31 1 3 1
 1   1    
2 2 2 2 2 2 22 2 2 2
7 5 5 5 5 3 1
 1     
2 2 2 2 2 2 2
9 7 5 3 1
Similarly,     
2 2 2 2 2

In this chapter, we evaluate integral by transforming it in to gamma function.

Following types of integrals can be transformed in to gamma function

e
 kx m
Type I: x n dx
0

1 1 n
 1
x 0 x  log x  dx
m n m
Type II: (log x) dx ,
0

 
xa
0 b x dx , a
 bx 2
Type III: dx
0

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma


Type I:  e  kx x n dx
m

e
 kx m
Working Rule: To evaluate integral of the form x n dx
0

(i) Put kx m  t
(ii) Write x explicitly in terms of t and find dx in terms of dt.
(iii) Change limits, Simplify and use definition of Gamma function.


e
t n
(iv) t dt  n  1
0

(3.1) Examples



3
1. Evaluate xe  x dx
o

x e
n  ax
2. Evaluate dx
0

  2
e x
 xe  x dx  
2
3. Evaluate dx
0 0 x
 

 x e dx  e
4
2 x  x4
4. Evaluate dx
0 0

 3 
e x
0 x dx  y e
4  y6
5. Evaluate dy
0

 

 x  e dx  x e
8
x 2  x4
6. Evaluate dx
0 o

x  4  e 2 x dx
2
2
7. Evaluate
0


2
1
 tan   e  sec 2  d
tan 
8. Evaluate 4

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma


3
Example 3.1.1: Evaluate xe  x dx
o


Solution: I   xe  x dx
3

 1
1
 I   x 2 e  x dx
3

1 x 0 
Put x 3
 t  x  t 3 and dx  3t 2 dt
t 0 

 I    t 3  2 e  t  3t 2 dt 
1

 3
2
 3 e  t t 2 dt
o

 7
 3 e  t t 2 dt
o

7  

 Using  e t dt  n  1
t n
 3 1
2  0 

9 7 5 3 1  315
 3  3      
2 2 2 2 2  16

315
 
3
 xe  x dx 
o
16

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

x e
n  ax
Example 3.1.2: Evaluate dx
0

Solution: I   x n e ax
dx
0

2t x 0 
Put ax  t  ax  t 2 and dx  dt
a t 0 

 n
 t2   2t 
 I     e t  dt 
o
a a 

2
e
 t 2 n 1
 n 1
t dt
a o

2  

n 1 
  2n  1  1  Using  e t t n dt  n  1
a  0 
2
  2n  2
a n 1

2
  xne ax
dx   2n  2
0
a n 1

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

  2
e x
 dx  
 x2
Example 3.1.3: Evaluate xe dx
0 0 x

  2
e x
Solution: I   xe  x dx  
2
dx
0 0 x

  1 2  x 2    1 2  x 2 
 I    x e dx     x e dx 
0  0 
1
1 1 x 0 
For both the integrals, put x 2  t  x  t 2 and dx  t 2 dt
2 t 0 

   1  1 2  1      1 1 2  1  
1 1
 I     t 2  e t  t 2 dt       t 2  e  t  t 2 dt  
0   2    0   2  


 1  t 14  12   1   t   14   12 
   e  t dt     e  t dt 
2 0   2 0 

1   t  14    t 43 
 
   e  t dt     e  t dt 
4 0  0 

1  1   3   


 Using  e t dt  n  1
t n
   1    1
4 4   4   0 

1 3 1
 
4 4 4
1 1 1
  1
4 4 4
1    
  Using p  1  p  
4    sin p 
sin  
4
1  
 
4 1  2 2
 
 2
  2
e x 
 dx  
 x2
 xe dx 
0 0 x 2 2

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

 

 x e dx  e
4
2 x  x4
Example 3.1.4: Evaluate dx
0 0

   4 
Solution: I    x 2 e  x dx     e  x dx 
4

0  0 

1
1 3 x 0 
For both the integrals, put x 4  t  x  t 4 and dx  t 4 dt
4 t 0 

   1  2  1 3      1 3  
 I     t 4  e  t  t 4 dt      e  t  t 4 dt  
 0   4    0  4  

1  2 3
  1  3

   e t  t 4 4 dt     e t  t 4 dt 
4 0  4 0 

1   t 41    t 43 
 

16  0
  e  t dt    e  t dt 

 0 

1  1   3   

 
16  4
 1    1  Using  e  t t n dt  n  1
  4   0 

1 3 1
 
16 4 4

1 1 1
  1
16 4 4
1    
  Using p  1  p  
16    sin p 
sin  
4
1  
 
16  1  8 2
 
 2
 

  x 2 e  x dx   e  x dx 
4 4

0 0 8 2

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

 3 
e x
Example 3.1.5: Evaluate  dx  y e
4  y6
dy
0 x 0

  e x   
3

Solution: I    dx     y 4e y dy 
6

 
0 x  0 
 13 
e x
Let I1   dx   e  x x 2 dx
3

0 x 0

1 1 2 x 0 
Put x 3  t  x  t 3
and dx  t 3 dt
3 t 0 

t 
 1
1  1 2 3 
 I1   e t 2
 t dt 
3

0 3 

1  t  16  23
 e t dt
30
 5
1 
  e  t t 6 dt
30
1 5 1 1
 1         (1)
3 6 3 6


consider I 2   y 4e  y dy
6

1 1 5 y 0 
put y 6  V  y  V 6
and dy  V 6 dV
6 V 0 

 e

1 4
 1 5 6 
 I2   V 6 V
 V dV 
0 6 

1 V 64  56
  e V dV
60

1 V 61
6 0
 e V dV

1 1 1 5
 1         (2)
6 6 6 6
1 1 1 5 1 1 1 1   1 
I  I1  I 2         1   
3 6 6 6 18 6 6 18   18  1  9
sin    
6 2
 3 
e x 
 dx   y 4 e  y dy 
6

0 x 0
9

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

 

 x  e dx  x e
8
x 2  x4
Example 3.1.6: Evaluate dx
0 o

   
Solution: I    xe  x dx     x 2 e  x dx 
8 4

0  o 

Let I1   xe  x dx
8

1 1 7 x 0 
Put x8  t  x  t 8
and dx  t 8 dt
8 t 0 

 e

1  1 7 8 
 I1   t 8 t
 t dt 
0 8 

1 t 18  78
8 0
 e t dt


1 t  34
8 0
 e t dt

1 3 1 1
 1         (1)
8 4 8 4


consider I 2   x 2 e  x dx
4

1 1 3 y 0 
put x 4  V  x  V 4
and dx  V 4 dV
4 V 0 

 e

1 2
 1 3 4 
 I2   V 4 V
 V dV 
0 4 

1 V 24  34
4 0
 e V dV

 1
1
  e V V 4 dV
40
1 1 1 3
 1         (2)
4 4 4 4
1 1 1 3 1 1 1 1   1 
I  I1  I 2         1   
8 4  4 4 32 4 4 32   32  1  16 2
sin    
4  2
 

  xe x dx   x 2e  x dx 
8 4

0 o 16 2

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma

x  4  e 2 x dx
2
2
Example 3.1.7: Evaluate
0

Solution: I    x 2  4  e 2 x dx
2

1 12 1 21 x 0 
Put 2 x 2  t x  t and dx  t dt
2 2 2 t 0 

  1 2 
1
t
 I     4  et  t dt 
0  2 2
2 

t  1 
1 1
1 1
  e
2 2 0 2
 t 2
 4t 2
 dt

 1  1
1 
e 2  e t dt
t 2 t
 t dt  2

4 2 0 0

1 1 1
 
1  2 1
4 2 2 2

1
3 1
   2
4 2 2 2

1 1 
    2 
4 22 

 1  17 
  2  
8 2  8 2

17 
x  4  e 2 x dx 
2
 2

0 8 2

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MU-Engineering Mathematics II Gamma and Beta Function 3.1 Type I-Gamma


2
1
 tan 4   e   sec 2  d
tan 
Example 3.1.8: Evaluate
0

2
1
 tan   e  sec 2  d
tan 
Solution: I  4

 0 
Put tan   t 2
t 0 
 tan   t 2 and sec 2  d  2tdt

 I    t 2  4  e t  2tdt 
1

0
 2
1
  e  t t 4 dt
0

3
 2 e  t t 2 dt
0

3
2 1
2
5 3 1  3 
 2  2      
2 2 2  2

2
1 3 
 tan   e  sec 2  d 
tan 
 4

0
2

© 2020-SEAM by Prof. Satishkumar Barot Page 221

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

Chapter-3
Gamma and Beta Functions
Topic-3.2

Gamma Function
1 1 n

Type II:  x  log x  dx or  x  log  dx

m n 1 m

0 0  x

1 1 n
 1
Working Rule: To evaluate integral of the form  x  log x  dx or  x  log  dx ,
m n m

0 0  x

1
(i) Put log x  t or log t
x
(ii) Write x explicitly in terms of t and find dx in terms of dt.
(iii) Change limits, Simplify and use definition of Gamma function.

(3.2) Examples

x
m
1. Evaluate (log x ) n dx
0

1
1
2. Evaluate 
0 1
dx
x log
x

1
4!
3. Prove that  ( x log x) 4 dx =
0
55

1
1
4. Evaluate 
0
log dx
x

1
1
x
q 1
5. Evaluate (log ) p 1 dx
0
x

© 2020-SEAM by Prof. Satishkumar Barot Page 222

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

 x  log x 
m n
Example 3.2.1: Evaluate dx
0

1
Solution: I   x m  log x  dx
n

Put log x  t
x 0 1
 x  e  t and dx  e t dt
t  0
0
 I    et   t   e dt 
m n t

0
   e  mt t  (1)t  dt
n


  m 1t  b a

 e ( 1) n t n dt  
  f (t ) dt   f (t ) dt 
0  a b 

  m 1t
 (1) e  t n dt
n

V 1 t 0 
Put  m  1 t  V  t  and dt  dV
 m  1  m  1 V 0 
n

 V  1
e
V
 I  (1) n
  dV
0   m  1   m  1

1
e
V
 (1) n  V n dV
 m  1
n 1
0

1
 (1) n n 1
 m  1
n 1

1
(1) n
  x m  log x  dx 
n
n 1
 m  1
n 1
0

© 2020-SEAM by Prof. Satishkumar Barot Page 223

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

1
1
Example 3.2.2: Evaluate 
0 1
dx
x log
x
1
1
Solution: I   dx
0 1
x log
x

1 1
1  1 2
I   x 2
 log  dt
0  x
1
Put log t
x
1 x 0 1
  et or x  e  t and dx  e  t dt
x t  0
0
 I    et   e dt 
1 1
2
t  2 t

0 t
t 1
  e 2  t 2
dt



t 1  b a

 e 2
t 2
dt 
  f (t ) dt   f (t )dt 
0  a b 

t t 0 
Put  V  t  2V and dt  2dV
2 V 0 

1
 I   eV   2V  2
 2dV 
0

1
1 1
e
V
2 2
V 2
dV
0

1 1 1
2 2
  1  2  2    2
2 2
1
1
 
0 1
dx  2
x log
x

© 2020-SEAM by Prof. Satishkumar Barot Page 224

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

1
4!
  x log x  dx  5
4
Example 3.2.3: Prove that 5
0

1
Solution: I   x 4  log x  dx
4

Put log x  t
x 0 1
 x  e  t and dx  e t dt
t  0
0
 I    e  t   t   e  t dt 
4 4

0
   e4t t  ( 1)t  dt
4


 b a

  e 5t (1)4 t 4 dt    f (t ) dt   f (t )dt 
0  a b 

 (1)4  e 5t  t 4 dt
0

e
5 t
  t 4 dt
0

V 1 t 0 
Put 5t  V  t  and dt  dV
5 5 V 0 

 4
V  1
I  e V
   dV
0 5 5

1 V 4
55 0
 e  V dV

1 5 4!
 5
4 1  5  5
5 5 5
1
4!
  x log x 
4
 dx 
0
55

© 2020-SEAM by Prof. Satishkumar Barot Page 225

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

1
1
Example 3.2.4: Evaluate 0
log dx
x

1
1
Solution: I   log dx
0
x

1 1
 1 2
 I    log  dt
0
x
1
Put log  t
x
1 x 0 1
  et or x  e  t and dx  e t dt
x t  0
0

 e dt 
1
 I   t  2 t

0
1
   e  t  t 2 dt



1  b a

  e t  t 2 dt  
  f (t ) dt   f ( t ) dt 
0  a b 

1 3 1 
 1     
2 2 2 2
1
1 
 
0
log dx 
x 2

© 2020-SEAM by Prof. Satishkumar Barot Page 226

MU-Engineering Mathematics II Gamma and Beta Function 3.2 Type II-Gamma

1 p 1
 1
x
q 1
Example 3.2.5: Evaluate  log  dx
0  x

1 p 1
 1
Solution: I   x q 1
 log  dx
0  x

1
Put log t
x
1 x 0 1
  et or x  e  t and dx  e  t dt
x t  0
0
 I    et   e dt 
q 1
t 
p 1 t

0
   e  qt t t  t p 1dt



 b a

  e qt  t p 1dt 
  f (t ) dt   f (t ) dt 
0  a b 

V 1 t 0 
Put qt  V  t  and dt  dV
q q V 0 

 p 1
V  1 
I  e V
   dV 
0 q q 

1
q p 0
 e V V p 1dV

1
 p
qp
1 p 1
 1 p
 x q 1
 log  dx 
0  x qp

© 2020-SEAM by Prof. Satishkumar Barot Page 227

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma

Chapter-3
Gamma and Beta Functions
Topic-3.3

Gamma Function
 
xa
0 b x dx , a
 bx 2
Type III: dx
0


xa
Working Rule: To evaluate integral of the form  dx
0
bx

(iv) Put b x  e t , write x explicitly in terms of t and find dx in terms of dt.

(v) Change limits, Simplify and use definition of Gamma function.


1
Working Rule: To evaluate integral of the form  2 dx
0 a bx
2
(i) Put a bx  et , write x explicitly in terms of t and find dx in terms of dt.
(ii) Change limits, Simplify and use definition of Gamma function.

(3.3) Examples


x5
1. Evaluate 0 5x dx

x8
2. Evaluate 0 3x dx

x4
3. Evaluate 0 7 x dx

4. Evaluate  54 x dx
2

7
9 x 2
5. Evaluate dx
0

© 2020-SEAM by Prof. Satishkumar Barot Page 228

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma


x5
Example 3.3.1: Evaluate 0 5 x dx

x5
Solution: I   dx
0
5x

Put 5x  et

 log 5 x  log et

t 1 x 0 
 x log 5  t or x  and dx  dt
log 5 log 5 t 0 
5
 t 

 log 5  1
I   dt
0
et log 5

1
 log 5  
t
 6
e  t 5 dt
0

1
 5 1
 log 5
6

6 5! 120
  
 log 5   log 5  log 5 
6 6 6


x5 120
 0 5x dx   log 56

© 2020-SEAM by Prof. Satishkumar Barot Page 229

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma


x8
Example 3.3.2: Evaluate 0 3x dx

x8
Solution: I   dx
0
3x

Put 3x  et

 log 3x  log et

t 1 x 0 
 x log 3  t or x  and dx  dt
log 3 log 3 t 0 
8
 t 

 log 3  1
I   dt
0
et log 3

1
 log 3 
t
 e
9
 t 8 dt
0

1 9 8!
 8 1  
 log 3  log 3  log 3
9 9 9


x8 8!
  x dx 
 log 3
9
0
3

© 2020-SEAM by Prof. Satishkumar Barot Page 230

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma


x4
Example 3.3.3: Evaluate  x dx
0
7


x4
Solution: I   dx
0
7x

Put 7 x  et

 log 7 x  log et

t 1 x 0 
 x log 7  t or x  and dx  dt
log 7 log 7 t 0 
4
 t 

 log 7  1
I   dt
0
et log 7

1
 log 7  
t
 e
5
 t 4 dt
0

1
 4 1
 log 7 
5

5 4! 24
  
 log 7   log 7   log 7 
5 5 5


x4 24
 0 7 x dx   log 7 5

© 2020-SEAM by Prof. Satishkumar Barot Page 231

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma


Example 3.3.4: Evaluate  54 x dx
2


Solution: I   54 x dx
2


1
I   4 x2
dx
0 5
2
Put 54 x  et
2
 log 54 x  log et

t
 4 x 2 log 5  t or x 
2 log 5

1 1 1 x 0 
and dx   dt  dt
2 log 5 2 t 4 log 5  t t 0 

1 1
I   t
dt
0
e 4 log 5  t

1 1
 
4 log 5 0
e  t  t 2 dt

1 1
  1
4 log 5 2

1 1 1
  
4 log 5 2 4 log 5


  54 x dx 
2

0 4 log 5

© 2020-SEAM by Prof. Satishkumar Barot Page 232

MU-Engineering Mathematics II Gamma and Beta Function 3.3 Type III-Gamma

7
9 x 2
Example 3.3.5: Evaluate dx
0


Solution: I   7 9 x dx
2


1
I   2 dx
0 79 x
2
Put 79 x  et
2
 log 79 x  log et

t
 9 x 2 log 7  t or x 
3 log 7

1 1 1 x 0 
and dx   dt  dt
3 log 7 2 t 6 log 7  t t 0 

1 1
I   t
dt
0
e 6 log 7  t

1 1
 
6 log 7 0
e  t  t 2 dt

1 1
  1
6 log 7 2

1 1 1
  
6 log 7 2 6 log 7


  79 x dx 
2

0 6 log 7

© 2020-SEAM by Prof. Satishkumar Barot Page 233