7 - Beta & Gamma Function, Multiple Integral
7 - Beta & Gamma Function, Multiple Integral
➢ Beta Function
➢ Gamma Function
➢ Multiple Integrals
Chapter 7
7@Beta & Gamma Funcion; Multiple Integrals Integral Calculus
BETA FUNCTION
1
First Eulerian integral ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 where 𝑚 > 0 𝑎𝑛𝑑 𝑛 > 0 is called Beta function. It is
denoted by 𝐵(𝑚, 𝑛).
1
∴ 𝛽(𝑚, 𝑛) = ∫ 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 ; 𝑚 > 0 𝑎𝑛𝑑 𝑛 > 0
0
GAMMA FUNCTION
The gamma function, Γ(𝑛), is defined for any positive real number n by
∞
Γ(𝑛) = ∫0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 … (1)
Consequently, Γ(1) = 1 … (2)
and for any positive real number 𝑛,
Γ(𝑛 + 1) = 𝑛Γ(𝑛) … (3)
Furthermore, when 𝑛 a positive integer, Γ(𝑛 + 1) = 𝑛! … (4)
Thus, the gamma function (which is defined on all positive real numbers) is an extension of the factorial
function (which is defined only on the nonnegative integers).
Equation (3) may be rewritten as
1
Γ(𝑛) = 𝑛 Γ(𝑛 + 1) … (5)
= [−𝑒 −𝑥 ]∞
0
= −𝑒 −∞ + 𝑒 0 [∵ 𝑒 −∞ → 0]
=0+1
2
=1
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∴ Γ(1) = 1
= 𝛽(𝑛, 𝑚) [∵ 𝐵𝑦 𝑑𝑒𝑓𝑖𝑛𝑎𝑡𝑖𝑜𝑛]
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𝜋
Example 7.5: Prove that 𝛽(𝑚, 𝑛) = 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃.
Solution
1
We know 𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 ; 𝑚 > 0 𝑎𝑛𝑑 𝑛 > 0
Put 𝑥 = 𝑠𝑖𝑛2 𝜃
∴ 𝑑𝑥 = 2 sin 𝜃 cos 𝜃 𝑑𝜃
𝜋
When 𝑥 = 0 𝑡ℎ𝑒𝑛 𝜃 = 0 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = 1 𝑡ℎ𝑒𝑛 𝜃 = 2
𝜋
2
∴ 𝛽(𝑚, 𝑛) = ∫ (𝑠𝑖𝑛2 𝜃)𝑚−1 (1 − 𝑠𝑖𝑛2 𝜃)𝑛−1 . 2 sin 𝜃 cos 𝜃 𝑑𝜃
0
𝜋
2
= ∫ 𝑠𝑖𝑛2𝑚−2 𝜃 𝑐𝑜𝑠 2𝑛−2 𝜃 . 2 sin 𝜃 cos 𝜃 𝑑𝜃
0
𝜋
2
= 2 ∫ 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 . 𝑑𝜃
0
𝜋
2
∴ 𝛽(𝑚, 𝑛) = 2 ∫ 𝑠𝑖𝑛2𝑚−1 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃
0
Γ(𝑛) ∞
Example 7.6: Prove that = ∫0 𝑦 𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦.
𝑧𝑛
Solution:
∞
We know Γ(𝑛) = ∫0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥; 𝑛 > 0
Put 𝑥 = 𝑧𝑦
∴ 𝑑𝑥 = 𝑧 𝑑𝑦
When 𝑥 = 0 𝑡ℎ𝑒𝑛 𝑧 = 0 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = ∞ 𝑡ℎ𝑒𝑛 𝑧 = ∞
∞
Γ(𝑛) = ∫ (𝑧𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑧 𝑑𝑦
0
∞
= ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑧 𝑛−1 𝑧 𝑑𝑦
0
∞
= 𝑧 𝑛 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
0
∞
∴ Γ(𝑛) = 𝑧 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
𝑛
0
∞
Γ(𝑛)
⇒ = ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
𝑧𝑛 0
4
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∝ 𝑦 𝑛−1
Example 7.7: Prove that 𝛽(𝑚, 𝑛) = ∫0 (1+𝑦)𝑚+𝑛
𝑑𝑦 .
Solution
1
We know 𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 ; 𝑚 > 0 𝑎𝑛𝑑 𝑛 > 0
1 −1
Put 𝑥 = 1+𝑦 ∴ 𝑑𝑥 = (1+𝑦)2 𝑑𝑦
1 𝑦
Again, 1 − 𝑥 = 1 − 1+𝑦 = 1+𝑦
Γ(𝑚)Γ(𝑛)
Example 7.8: Prove that 𝛽(𝑚, 𝑛) = Γ(𝑚+𝑛)
.
Solution
∞
We know Γ(𝑛) = ∫0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 𝑛 > 0
Put 𝑥 = 𝑧𝑦, when 𝑧 is a constant
∴ 𝑑𝑥 = 𝑧 𝑑𝑦
When 𝑥 = 0 𝑡ℎ𝑒𝑛 𝑧 = 0 𝑎𝑛𝑑 𝑤ℎ𝑒𝑛 𝑥 = ∞ 𝑡ℎ𝑒𝑛 𝑧 = ∞
∞
Γ(𝑛) = ∫ (𝑧𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑧 𝑑𝑦
0
∞
= ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑧 𝑛−1 𝑧 𝑑𝑦
0
∞
= 𝑧 𝑛 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
0
∞
∴ Γ(𝑛) = 𝑧 𝑛 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
0
5
𝑚−1 −𝑧
Multiplying by 𝑧 𝑒 on both sides
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∞
Γ(𝑛)𝑧 𝑚−1 𝑒 −𝑧 = 𝑧 𝑛 𝑧 𝑚−1 𝑒 −𝑧 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
0
∞
= 𝑧 𝑚+𝑛−1 𝑒 −𝑧 ∫ (𝑦)𝑛−1 𝑒 −𝑦𝑧 𝑑𝑦
0
Γ(𝑚)Γ(𝑛)
∴ 𝛽(𝑚, 𝑛) =
Γ(𝑚 + 𝑛)
𝜋
Example 7.9: Prove that Γ(𝑛)Γ(1 − 𝑛) = sin 𝑛𝜋.
Solution
∝
𝑦 𝑛−1
𝛽(𝑚, 𝑛) = ∫ 𝑑𝑦
0 (1 + 𝑦)𝑚+𝑛
∝
Γ(𝑚)Γ(𝑛) 𝑦 𝑛−1
⇒ =∫ 𝑚+𝑛
𝑑𝑦
Γ(𝑚 + 𝑛) 0 (1 + 𝑦)
Put 𝑚 + 𝑛 = 1 𝑡ℎ𝑒𝑛 𝑚 = 1 − 𝑛
∝
Γ(1 − 𝑛)Γ(𝑛) 𝑦 𝑛−1
=∫ 1
𝑑𝑦
Γ(1 − 𝑛 + 𝑛) 0 (1 + 𝑦)
∝ 𝑛−1
Γ(1 − 𝑛)Γ(𝑛) 𝑦
⇒ =∫ 𝑑𝑦
Γ(1) 0 1+𝑦
∝ 𝑦 𝑛−1
⇒ Γ(1 − 𝑛)Γ(𝑛) = 𝜋 𝑐𝑜𝑠𝑒𝑐 𝑛𝜋 [∵ ∫0 𝑑𝑦 = 𝜋 𝑐𝑜𝑠𝑒𝑐 𝑛𝜋 , Γ(1) = 1]
1+𝑦
𝜋
∴ Γ(1 − 𝑛)Γ(𝑛) =
𝑠𝑖𝑛 𝑛𝜋
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Multiple Integrals
Double Integral
Let R be the rectangle bounded by 𝑥 = 𝑎, 𝑥 = 𝑏, 𝑦 = 𝑐 𝑎𝑛𝑑 𝑦 = 𝑑. If 𝑓(𝑥, 𝑦) is continuous on this
rectangle, then
𝒃 𝒅
∬ 𝒇(𝒙, 𝒚)𝒅𝑨 = ∫ ∫ 𝒇(𝒙, 𝒚) 𝒅𝒙 𝒅𝒚
𝒙=𝒂 𝒚=𝒄
𝑹
Triple Integral
Let B be the rectangular solid defined by the inequalities 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 𝑎𝑛𝑑 𝑒 ≤ 𝑧 ≤ 𝑓. If
𝑓(𝑥, 𝑦, 𝑧) is continuous on the region B then
𝑏 𝑑 𝑓
∭ 𝑓(𝑥, 𝑦, 𝑧) 𝑑𝑉 = ∫ ∫ ∫ 𝑓(𝑥, 𝑦, 𝑧) 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑩 𝑥=𝑎 𝑦=𝑐 𝑧=𝑒
∬(2𝑥 + 6𝑥 2 𝑦)𝑑𝐴
𝑅
4 2
=∫ ∫ (2𝑥 + 6𝑥 2 𝑦) 𝑑𝑥 𝑑𝑦
𝑥=1 𝑦=−1
4 2
=∫ [∫ (2𝑥 + 6𝑥 2 𝑦) 𝑑𝑦 ] 𝑑𝑥
𝑥=1 𝑦=−1
4
𝑦2 2
=∫ [2𝑥𝑦 + 6𝑥 2 ] 𝑑𝑥
𝑥=1 2 𝑦=−1
4
=∫ [2𝑥𝑦 + 3𝑥 2 𝑦 2 ]2𝑦=−1 𝑑𝑥
𝑥=1
4
=∫ [{2𝑥. 2 + 3𝑥 2 . (2)2 } − {2𝑥(−1) + 3𝑥 2 (−1)2 }]𝑑𝑥
𝑥=−5
4
=∫ [{4𝑥 + 12𝑥 2 } − {−2𝑥 + 3𝑥 2 }]𝑑𝑥
𝑥=1
4
=∫ {4𝑥 + 12𝑥 2 + 2𝑥 − 3𝑥 2 }𝑑𝑥
𝑥=1
4
=∫ {6𝑥 + 9𝑥 2 }𝑑𝑥
𝑥=1
𝑥2 𝑥3
= [6 + 9 ]4𝑥=1
2 3
= [3𝑥 2 + 3𝑥 3 ]4𝑥=1
= 3(4)2 + 3(4)3 − 3(1)2 − 3(1)3
= 3.16 + 3.64 − 3 − 3
= 48 + 192 − 6
8
= 234
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𝑦3 2
= [36 ]
3 𝑦=1
= [12𝑦 3 ]2𝑦=1
= 12(23 − 13 )
= 12.7
= 84
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∬(2𝑥 − 4𝑦 3 )𝑑𝐴
𝑅
4 3
=∫ ∫ (2𝑥 − 4𝑦 3 ) 𝑑𝑥 𝑑𝑦
𝑥=−5 𝑦=0
4 3
=∫ [∫ (2𝑥 − 4𝑦 3 ) 𝑑𝑦 ] 𝑑𝑥
𝑥=−5 𝑦=0
4
𝑦4 3
=∫ [2𝑥𝑦 − 4 ] 𝑑𝑥
𝑥=−5 4 𝑦=0
4
=∫ [2𝑥𝑦 − 𝑦 4 ]3𝑦=0 𝑑𝑥
𝑥=−5
4
=∫ [2𝑥. 3 − 34 − 0 + 0]𝑑𝑥
𝑥=−5
4
=∫ [6𝑥 − 81]𝑑𝑥
𝑥=−5
𝑥2
= [6 − 81𝑥]4𝑥=−5
2
= [3𝑥 2 − 81𝑥]4𝑥=−5
= [3. 42 − 81.4 − (3(−5)2 − 81. (−5))]
= [3.16 − 324 − (3.25 + 405)]
= [48 − 324 − 75 − 405]
= 48 − 804
= −756
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6𝑥 2 3
=[ ]
2 𝑥=2
= [3𝑥 2 ]3𝑥=2
= 3(32 − 22 )
=3×5
= 15
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