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Andy Royston
November 17, 2005
11.3.13 let x = e−u . Then ln x1 = u, x2 = e−2u , and dx = −e−2u du. Furthermore, when x = 0,
u → ∞, and when x = 1, u = 0. Hence
Z 1 3 Z 0 Z ∞
1 −2u 3 −u
x 2
ln dx = e u (−e du) = e−3u u3 du. (1)
0 x ∞ 0
In the last step I used the minus sign to flip the limits of integration. Note that, if we want to
apply the definition of the Gamma function to do an integral, it is necessary that the limits of the
integral go from 0 to ∞. If they don’t, it’s not a Gamma function. Also, it’s necessary that we
have e−t in the integrand, where t is the integration variable. In this case, we do not, so we need
to make another change of variables. Let t = 3u → du = dt/3. Note that the limits do not change:
Z ∞
1 ∞ −t 3 1 ∞ −t 4−1
Z Z
−3u 3 1
e u du = 4 e t dt = 4 e t dt = 4 Γ(4). (2)
0 3 0 3 0 3
In this case we can simplify the result, using Gamma(n) = (n − 1)!, for n ∈ N. Thus
Z 1 3
2 1 3! 2
x ln dx = 4 = . (3)
0 x 3 27
d ∂L ∂L d m
− =0 ⇒ (mẋ) − (− ) = 0
dt ∂ ẋ ∂x dt 2x
1
⇒ ẍ + = 0. (5)
2x
1
2
This is the second order differential equation that we need to solve. It is of the type ddt2x = F (x),
1
with F (x) = − 2x . See formulas (7.14) and (7.15), in section 7 of chapter 8. It can be integrated
once if we multiply each side by ẋ. The result is
Z Z
1 2 dx 1
ẋ = F (x)dx = − + c = − ln x + c, or ẋ2 = − ln x + c̃. (6)
2 2x 2
This gives us ẋ. We still need to integrate again to get x(t). First, however, use the initial conditions
to solve for the integration constant c̃. At time t = 0 we know that x = 1, ẋ = 0. Plugging these
in,
0 = − ln 1 + c̃ = 0 + c̃ ⇒ c̃ = 0. (7)
Then
r r
2 1 1 1
ẋ = − ln x = ln ⇒ ẋ = ± ln → − ln
x x x
dx
⇒ −q = dt. (8)
ln x1
To do the x integral, make the change of variable x = e−u , so that ln x1 = u, dx = −e−u du. Also,
x = 0 ⇒ u = ∞, x = 1 ⇒ u = 0. Then
1 Z 0 Z ∞
−e−u du
Z
dx
T = q = √ = e−u u−1/2 du
0 1
ln x ∞ u 0
Z ∞
1 √
= e−u u1/2−1 du = Γ( ) = π. (10)
0 2
1 · 3 · · · · · (2n − 1) √ (2n)! √
Γ(n + 1/2) = π = π. (11)
2n 4n n!
Use the fundamental property Γ(p + 1) = pΓ(p) for any p > 0. Then
2
Γ(n + 1/2) = Γ((n − 1/2) + 1) = (n − 1/2)Γ(n − 1/2). (12)
Then just keep going:
1
Γ(n + 1/2) = (n − 1/2)(n − 3/2)(n − 5/2) · · · (3/2)(1/2)Γ( )
√2
(n − 1/2)(n − 3/2)(n − 5/2) · · · (3/2)(1/2) π. (14)
√
Now, observe that this is a product of precisely n terms multiplying the π. Multiply and divide
by 2n . In the numerator, distribute a factor of 2 to each term. Then
3
11.7.2 We have
Z π/2 Z π/2
p 1
3
sin x cos xdx = · 2 sin3/2 x cos1/2 xdx. (19)
0 2 0
Let 2p − 1 = 3/2 ⇒ p = 5/4 and 2q − 1 = 1/2 ⇒ q = 3/4 and compare with formula (6.4) of the
text. Then
Z π/2
1 1 5 3
·2 sin3/2 x cos1/2 xdx = B( , ). (20)
2 0 2 4 4
Writing this in terms of Gamma functions,
1 5 3 1 Γ( 54 )Γ( 34 ) 1 Γ( 54 )Γ( 43 ) 1 5 3
B( , ) = 5 3 = = Γ( )Γ( ), (21)
2 4 4 2 Γ( 4 + 4 ) 2 Γ(2) 2 4 4
where in the last equality I used Γ(2) = 1! = 1. Now there is some trickery that can be done. Write
5 1 1 1
Γ( ) = Γ(1 + ) = Γ( ). (22)
4 4 4 4
Then
1 5 3 1 1 3
Γ( )Γ( ) = Γ( )Γ( ). (23)
2 4 4 8 4 4
The reason I did this is because now we have it in the form Γ(p)Γ(1 − p), where p = 1/4. We can
use the mystical result, equation (5.4):
π 1 3 π π √
Γ(p)Γ(1 − p) = ⇒ Γ( )Γ( ) = = √ = π 2. (24)
sin (πp) 4 4 sin (π/4) 1/ 2
Hence, the whole result is
1 5 3 1 √
B( , ) = π 2 ≈ 0.55536. (25)
2 4 4 8
4
√
π Γ( 14 )
≈ 2.62206. (28)
2 Γ( 34 )
B(n, 12 )
B(n, n) = 2n−1 . (29)
2
Start with the trig expression for B(n, n) and use the trig identity as suggested:
Z π/2 Z π/2
2n−1 2n−1
B(n, n) = 2 sin (θ) cos (θ)dθ = 2 (sin θ cos θ)2n−1 dθ
0 0
Z π/2 Z π/2
1 2
=2 ( sin (2θ))2n−1 dθ = 2n−1 (sin (2θ))2n−1 dθ. (30)
0 2 2 0
Now let’s change variables, φ = 2θ. Then dθ = dφ/2, and note that the upper limit changes: when
θ = π/2, φ = π. Thus,
Z π/2 Z π Z π
2 2n−1 1 2n−1 1
(sin (2θ)) dθ = (sin φ) dφ = (sin φ)2n−1 (cos φ)2·1/2−1 dφ. (31)
22n−1 0 22n−1 0 22n−1 0
Note in the last step that (cos φ)2·1/2−1 = (cos φ)0 = 1, so I didn’t do anything. Now, this looks like
a Beta function except that the upper limit is wrong. But observe that sin φ is symmetric about
π/2 from 0 to π. The area under the graph from 0 to π/2 equals the area under the graph from
π/2 to π. Hence, this is also true of (sin φ)2n−1 . Then the integral from 0 to π is just twice the
integral from 0 to π/2. The result follows:
Z π Z π/2
1 2n−1 2·1/2−1 1
B(n, n) = (sin φ) (cos φ) dφ = ·2 (sin φ)2n−1 (cos φ)2·1/2−1 dφ
22n−1 0 22n−1 0
1 1
= B(n, ). (32)
22n−1 2
From this result, we can derive the duplication formula for the Gamma function. Simply use
the formula
Γ(p)Γ(q)
B(p, q) = (33)
Γ(p + q)
on each side of the above result. On the left side,
Γ(n)Γ(n)
B(n, n) = . (34)
Γ(2n)
5
On the right side
√
1 1 1 Γ(n)Γ( 12 ) π Γ(n)
B(n, ) = = . (35)
22n−1 2 22n−1 Γ(n + 1/2) 22n−1 Γ(n + 1/2)
Now set them equal and get the result:
√
Γ(n)Γ(n) π Γ(n) 22n−1 Γ(n)Γ(n + 1/2)
= 2n−1 ⇒ Γ(2n) = √ . (36)
Γ(2n) 2 Γ(n + 1/2) π
Finally, let us check this formula for n = 1/4. On the left side,
1 √
Γ(2n) → Γ(2 · ) = Γ(1/2) = π. (37)
4
On the right side, we will need the result Γ(p)Γ(1 − p) = π/ sin (πp). We have
22·1/4−1 Γ(1/4)Γ(3/4) 1 π
√ =√ ·
π 2π sin (π/4)
1 √ √
= √ · π 2 = π. (38)
2π
So the formula checks out.
11.11.4 Use Stirling’s formula in the numerator and denominator. In the limit n → ∞, it becomes
exact.
√ p √
(2n)! n (2n)2n e−2n 2π(2n) n
lim = lim √
n→∞ 22n (n!)2 n→∞ 22n (nn e−n 2πn)2
√
22n n2n e−2n 2n π 1 1
= lim 2n 2n −2n = lim √ = √ . (39)
n→∞ 2 n e 2πn n→∞ π π
11.11.5 We have
6
For the last limit, put it in a more standard form:
1 n+1 1 1 1
lim (1 + ) = lim (1 + )n lim (1 + ) = lim (1 + )n
n→∞ 2n n→∞ 2nr n→∞ 2n r n→∞ 2n
1 1
= lim (1 + )2n = lim (1 + )2n . (41)
n→∞ 2n n→∞ 2n
Here I pulled off one factor of (1 + 1/2n), and took its limit, which is 1. Then I introduced the
square root so that the remaining limit has the form
x
1
lim 1 + , (42)
x→∞ x
(just let x = 2n). This limit is something we all supposedly learned in high school.... The answer
is e. If you just quote this or look it up, that’s fine by me, but it’s actually pretty easy to prove.
The trick is write it as an exponential of a log:
x
1 x
lim 1 + = lim eln ((1+1/x) ) = lim ex ln (1+1/x) . (43)
x→∞ x x→∞ x→∞
Now bring the limit in the exponential; you can do this–bring the limit inside the function–with
any continuous function. (That’s what it really means to be continuous). Then observe that, using
the Taylor series ln (1 + ) = + O(2 ), for = 1/x small,
Γ(n + 32 ) 1 √
lim √ = e−1/2 lim (1 + )n+1 = e−1/2 e = 1. (46)
n→∞ nΓ(n + 1) n→∞ 2n
dy
y 0 = 3x2 y ⇒ = 3x2 dx ⇒ ln y = x3 + c
y
3
⇒ y(x) = Aex . (47)
7
Now for the power series solution, assume
∞
X
y(x) = an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · (48)
n=0
Now here’s why we did this. The above equation has to hold for all x. (It’s just the original
differential equation, with our guess solution plugged in). Since the xn are linearly independent
functions for each n = 0, 1, 2, . . ., the only way the whole thing will be zero is if the coefficient of
every power of x is zero. Thus, we get a list of equations:
a1 = 0,
2a2 = 0,
3(a3 − a0 ) = 0,
(4a4 − 3a1 ) = 0,
(5a5 − 3a2 ) = 0,
(6a6 − 3a3 ) = 0,
...
((n + 1)an+1 − 3an−2 ) = 0, (52)
...
8
a3m =
1
m(m − 1) · · · 2 · 1
a0 , a3m−1 = a3m−2 = 0, m ∈ . N (54)
Thus we have determined all of the coefficients in terms of a single undetermined one, a0 . This
is expected. We have one undetermined coefficient because we started with a first order equation.
Let us now write down the solution:
∞ ∞ ∞
X
n
X
3m
X 1 3m
y(x) = an x = a0 + a3m x = a0 + a0 x
n=0 m=1 m=1
m!
∞
X 1 3 m 3
= a0 (x ) = a0 ex . (55)
m=0
m!
Hence we get the correct result, with a0 serving as A, the arbitrary constant.
12.1.7 The differential equation is x2 y 00 − 3xy 0 + 3y = 0. This is a Cauchy type equation. To get
the solution, try y = xk . Then
y = a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + · · ·
y 0 = a1 + 2a2 x + 3a3 x2 + 4a4 x3 + · · · ,
y 00 = 2a2 + 3 · 2a3 x + 4 · 3a4 x2 + 5 · 4a5 x3 + · · · . (58)
Then
9
Every coefficient must vanish. Look at the general term, which holds for all n:
12.1.8 The equation is (x2 + 2x)y 00 − 2(x + 1)y 0 + 2y = 0. I actually don’t see a way to solve this,
except by power series. So let’s find the power series solution first and then check the solutions we
get. y, y 0 , and y 00 are as in equation (58) above. All the terms we need are
The general term actually gives the correct form for all n = 0, 1, 2, . . .. Hence, we require
−(n − 2)
an+1 = an , n 6= 1. (66)
2(n + 1)
10
For n = 0 we have a0 = a1 . For n = 1, we learn nothing about the a’s. Equation (65) is
automatically satisfied. Now, for n = 2, the equation says a3 = 0a2 = 0. Then, from this,
−1
a4 = 0 = 0, a5 ∝ a4 = 0, . . . . (67)
2·4
That is, all of the an , starting with a3 are 0. Note that we never learn anything about a2 . Summa-
rizing,
a0 = a1 = arbitrary const.
a2 = arbitrary const.
an = 0, n ≥ 3. (68)
where a0 , a2 are arbitrary constants. You can plug in each of these functions, (1 + x) and x2 , and
verify that they are indeed solutions to the differential equation.
12.2.1 Legendre’s equation is (1 − x2 )y 00 − 2xy 0 + l(l + 1)y = 0. The general series solution is
l(l + 1) 2 l(l + 1)(l − 2)(l + 3) 4
y = a0 1 − x + x − +···
2! 4!
(l − 1)(l + 2) 3 (l − 1)(l + 2)(l − 3)(l + 4) 5
+a1 x − x + x − +··· . (70)
3! 5!
When l is an integer, one of these series will terminate after a finite number of terms. These special
solutions are the Legendre polynomials Pl (x). To find them, just see which series is going to stop,
and write down all the nonzero terms. For P2 (x), look at the top series. At the third term, and in
all subsequent terms, there is the factor (l − 2), which will vanish. Therefore we are interested in
the solution
2(2 + 1) 2
y(x) = a0 1 − x = a0 (1 − 3x2 ). (71)
2!
In order to make it the Legendre polynomial P2 (x), we fix the constant a0 by demanding P2 (1) = 1.
This gives
1
1 = a0 (1 − 3) ⇒ a0 = − . (72)
2
Hence,
11
1
P2 (x) = (3x2 − 1). (73)
2
For the next one, l = 3, look at the lower series. The third term, and all terms afterwards, have
the factor (l − 3). Therefore, we are interested in
(3 − 1)(3 + 2) 3 5
y(x) = a1 x − x = a1 (x − x3 ). (74)
3! 3
Normalize by P3 (1) = 1:
2 3
1 = a1 (1 − 5/3) = −a1 ⇒ a1 = − . (75)
3 2
Thus
3 5 1
P3 (x) = ( x3 − x) = (5x3 − 3x). (76)
2 3 2
Finally, for l = 4, the top series will terminate at the fourth term. The fourth term is given by
4(4 + 1) 2 4(4 + 1)(4 − 2)(4 + 3) 4
y(x) = a0 1− x − x
2! 4!
35
= a0 (1 − 10x2 + x4 ). (78)
3
Normalizing,
35 a0 8 3
1 = a0 (1 − 10 + ) = (3 − 30 + 35) = a0 ⇒ a0 = . (79)
3 3 3 8
Hence,
3 35 1
P4 (x) = (1 − 10x2 + x4 ) = (3 − 30x2 + 35x4 ). (80)
8 3 8
12
12.2.2 Observe that in the previous problem, we always used the top series for l even and the
bottom series for l odd. This will always be the case because the general term in the top series has
structure
Now apply this result to x = 1. There we know, (by definition really), that Pl (1) = 1, for any l,
even or odd. Hence,
13