Chapter-3

Improper Integrals

Gamma Function
and
Beta Function
 3.1 Improper Integrals

An improper integral is an extended concept of a definite integral that has

infinite limits on one or both ends of the interval and/or an integrand that
becomes infinite at one or more points within the interval of integration .

Improper integral is called convergent if the limit of the integral exists with
finite value and divergent if the limit of the integral does not exist or has
infinite value.
 [][ ]
1 2 1
Example 3.1.1 𝑥 1 1
∫ 𝑥 𝑑𝑥=¿ 2 = 2 − 0 = 2 ¿ Definite Integral
0 0

Improper integral with infinite limit

[ ]
∞ 𝑏 𝑏
𝑑𝑥 𝑑𝑥 1
∫ 𝑥3 =¿ 𝑏→∞
lim ∫ 3 =¿ lim − 2 ¿¿
Example 3.1.2

1 1 𝑥 𝑏→∞ 2𝑥 1
Convergent

Example 3.1.3
0 0
𝑥𝑑𝑥 𝑥𝑑𝑥 [ ]
❑ ′
𝑓 (𝑥)

∫ 1+𝑥2 =𝑎lim ∫
→ −∞ 𝑎 1+𝑥
2
= lim ¿¿¿¿¿¿
𝑎 →− ∞
∵∫
❑ 𝑓 (𝑥 )
=𝑙𝑛( 𝑓 (𝑥))+𝑐

−∞ Divergent
Example 3.1.4
∞
𝑑𝑥
∫ 1 +¿ ¿
¿
− ∞

1
𝑑𝑥
¿ lim
𝑎 → −∞
∫ 1+ ¿ ¿
¿ ¿
𝑎

∫ 𝑎2 +𝑥 2 =¿ 𝑎 tan −1 ( 𝑎 ) ¿
❑
¿ lim ¿ ¿ ¿∵ 𝑑𝑥 1 𝑥
𝑎 → −∞
❑

¿ lim ¿ ¿
𝑎 → − ∞

¿− −
[ ][ ]
𝜋
2
+
𝜋
2
=𝜋
Geometrical concept of the definite integral and improper integral.
 3.2 The Gamma function
The gamma function is denoted by Γ (𝑛) is defined by
∞
Γ (𝑛)=∫ 𝑥
𝑛−1 −𝑥
𝑒 𝑑𝑥
0
where, for convergence of the integral, n> 0.

Some useful formula

Example 3.2.1

OR
Γ () ( )
5
2
3
=Γ +1 = Γ
2 ()
3 3 3 1
( )
3 1 1 3 1
= Γ +1 = . Γ
2 2 2 2
= . √𝜋
2 2 2 2 2 ()
Γ ()( )( )
5
2
5 5
= −1 Γ − 1 = Γ
2 2 () ( )( )
3 3 3 3 3 3 1 1 3 1
= . −1 Γ −1 = . Γ
2 2 2 2 2
= . √𝜋
2 2 2 2 2 ()
Example 3.2.2
5 3 3 1 1 1
Γ (− +1) Γ (− ) Γ (− + 1) Γ (− ) Γ (− +1) Γ( )
5 2 2 2 2 2 2 8
Γ (− )= = = = = = =− √ 𝜋 .
2 5 5 5 3 5 3 5 3 1 5 3 1 15
(− ) (− ) (− )(− ) (− )(− ) (− )(− )(− ) (− )(− )(− )
2 2 2 2 2 2 2 2 2 2 2 2

Example 3.2.3

Γ ( 4 )=( 4−1) !=3!=6or

 Sample MCQ

1. What is ?
(a)….. (b) (c) ……..

2. When ?
(a) When n is an integer (b) …. (c)

3. When ?
(a) When n is fraction (b) …. (c)

4. What is =?
(a) (b) …. (c)…
5. What is )=?
(a) (b)…. (c)
Class practice Home work
3.2.1

()1
1. Γ − =?
2
1. Γ()
7
2
 ∞

Example 3.2.4: Solve the integral ∫ 𝑥 5 𝑒− 𝑥 𝑑𝑥

0

Solution:
∞ ∞ ∞

∫𝑥 5 −𝑥
𝑒 𝑑𝑥=∫ 𝑥 5+ 1− 1
𝑒 −𝑥
𝑑𝑥=∫ 𝑥 6 −1 𝑒− 𝑥 𝑑𝑥
0 0 0

∞
∵ Γ (𝑛)=∫ 𝑡 𝑛 − 1 𝑒 −𝑡 𝑑𝑡
¿ Γ (6) 0

¿ 5 !=120
 ∞ 3
Example 3.2.5: Solve the integral ∫𝑥 2
𝑒
−𝑥
𝑑𝑥
0

Solution:
∞ 3 ∞ 3 ∞ 5
+1− 1 −1
∫𝑥 𝑒 2 −𝑥
𝑑𝑥=∫ 𝑥 2
𝑒
−𝑥
𝑑𝑥=∫ 𝑥 2
𝑒
−𝑥
𝑑𝑥
0 0 0

()
∞

5 ∵ Γ (𝑛)=∫ 𝑡 𝑛 − 1 𝑒 −𝑡 𝑑𝑡
¿Γ 0

¿ ( )( ) () ( )( )
5
2
5 3 3 3 3
−1 Γ −1 = Γ
2
3 3 1
= . −1 Γ −1 = . . Γ
2 2 2 2 2 2 2
1
2 ()
3 1 3
¿ . . √ 𝜋= . √ 𝜋
2 2 4
 Example 3.2.6: Consider the integral .

Solution:
=
Changing Limit
Let, x u
0 0

The integral becomes

.
∞
∵ Γ (𝑛)=∫ 𝑡 𝑛− 1 𝑒 −𝑡 𝑑𝑡
0
 Sample MCQ

∫
1. Evaluate 0
5
𝑥 𝑒
−𝑥
𝑑𝑥

(a)…. (b) (c) ……..

2. Evaluate

(a) (b) …. (c)

 Home work
3.2.2

(a) (b) (c)

(d) (e)
 3.3 The Beta function
The beta function is denoted by is defined by
1
Β (𝑚 , 𝑛)=∫ 𝑥
𝑚 −1
¿¿
0

where, for convergence of the integral, m> 0, n> 0.

Relation between the Gamma- and Beta Functions

Γ (𝑚)Γ (𝑛)
Β(𝑚 , 𝑛)=
Γ (𝑚+𝑛)
Gamma- and Beta Functions could be used to solve the following particular integral

𝜋/ 2 Γ ( 𝑝 +1
) (
Γ
𝑞 +1
)
∫ 𝑝 𝑞 1
sin 𝑥 cos 𝑥 𝑑𝑥= Β ,(
𝑝+ 1 𝑞 +1
=¿ ) 2 2
0 2 2 2
2Γ ( 𝑝+𝑞 +2
2 )
Example 3.3.1: Evaluate 𝐵(3 ,2)
Solution:
Γ (3) Γ (2) 2 !1 ! 1
Β(3 ,2)= = =
Γ (5) 4 ! 12

Example 3.3.2: Evaluate 𝐵 ( )

3 1
,
2 2

Solution:
Γ ()() ( )( )
3
Γ
1 3 3
−1 Γ −1 √𝜋 ( ) √ 𝜋 = 1 . √ 𝜋 . √ 𝜋= 𝜋
1 1
Γ
( )
3 1
Β , =
2 2
2
Γ (2)
2
=
2 2
1!
=
2 2
1! 2 2
 𝜋/ 2

∫ sin 𝑝 𝑥 cos𝑞 𝑥 𝑑𝑥= 12 Β ( 𝑝+1

2
,
2 )
𝑞 +1
0

Γ (𝑚) Γ (𝑛)
Β(𝑚 , 𝑛)=
Γ (𝑚+𝑛)
𝜋/ 2 5
Example 3.3.3: Evaluate ∫ sin 2 3
𝑥 cos 𝑥 𝑑𝑥
0
Solution:

¿
1
.
(
Γ
4 )
7
.1 !

Γ(
4 )
2 11 7 7
.
4 4

1 1 8
¿ . =
2 11 7 77
.
4 4
Example 3.3.4: Solve the integral

Solution:

¿ 𝐵(5 , 4) Β (𝑚 , 𝑛)=∫ 𝑥
0
𝑚 −1
¿¿

Γ ( 5) Γ ( 4) 4 ! 3 ! 1 Γ (𝑚)Γ (𝑛)
¿ = = Β(𝑚 , 𝑛)=
Γ ( 9) 8! 280 Γ (𝑚+𝑛)
 1 3
Example 3.3.5: Solve the integral ∫𝑥 2
¿¿
0

Solution:

¿𝐵 ( )
5 3
,
2 2

¿
( ) ( )= ( ) ( )
Γ
5
2
Γ
3
2
Γ
5
2
Γ
3
2
=
3 1
2 2
1
. . √𝜋 . . √ 𝜋
2
=
𝜋
Γ( + )
5 3 Γ (4 ) 3! 16
2 2
 2 2
𝑥
Example 3.3.6 Solve the integral ∫ 𝑑𝑥
0 √2 𝑥 − 𝑥 2

Solution:
2 2
𝑥
𝐼=∫ 𝑑𝑥
0 √2 𝑥 − 𝑥
2
2 2
𝑥
¿∫ 𝑑𝑥
0

√ 2𝑥 1−
2
( 𝑥
2
1
)
( )
1
1 − 𝑥 −
¿ ∫
√2 0
2
𝑥 .𝑥 2
1−
2
2
𝑑𝑥

2 3

( )
1
1 𝑥 −
¿
√ 0
2
∫ 𝑥 2
1 −
2
2
𝑑𝑥
 𝑥
Let , 𝑢= 𝑖 . 𝑒. 𝑥 =2𝑢 ∴ 𝑑𝑥=2 𝑑𝑢
2 Changing Limit
x u
0 0

¿4𝐵 ( )
5 1
,
2 2

¿ 4.
( ) ( ) =4. ( ) ( )
Γ
5
2
Γ
1
2
Γ
5
2
Γ
1
2
=4.
3 1
. . √𝜋 . √𝜋
2 2
=4.
3 𝜋 3𝜋
=
Γ( + )
5 1 Γ (3 ) 2! 8 2
2 2
 Sample MCQ

1. What is the Relation between the Gamma- and Beta Functions?

(a)…. (b) (c) ……..

2. Evaluate
(a) (b) …. (c)
3. Evaluate
(a) (b) …. (c)

3. Evaluate

(a) (b) …. (c)

 Home work
3.3

(a) (b) (c)

(d) (e) (f)

(g)