Scribd Logo
Upload

Welcome to Scribd!

  • 05 Improper Integral, Gamma and Beta Function

    Uploaded by

    Anustup Maity
    16 views38 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    16 views38 pages

    05 Improper Integral, Gamma and Beta Function

    Uploaded by

    Anustup Maity

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 38
    CHAPTER 14 Improper Integral, Gamma and Beta Functions In the definite integral [ f(z) de it is assumed that (i) the limits a and b both are finite, and (ii) the integrand f(z) is bounded within a < If a definite integral satisfies these two conditions, then the integral is called proper in- tegral. But, if a or 6 or both are infinite or f(x) is not finite in a < called improper integral or infinite integral or generalised integral. If the integral is proper and integrable, then it has a finite value. But the value of improper integral may be finite or infinite. If the value of the integral is finite, then it is said to be convergent, otherwise the integral is said to be divergent. ‘The improper integrals are of two types, viz., first type or first kind and second type or < b, then the integral is second kind. Gamma and beta functions are two improper integrals and they are used to solve a large number of problems involved in integration. 14.1 First Type Improper Integrals oo . = The integrals i F(a) de, it f(z) de and / J(e) de are called first type improper in- tegrals. The values of these integrals are evaluated as follows. (i) Let f(z) be bounded and integrable in a < x < B for every B > a. Then f F(x) dr is said to be converge or exist if lim of (2) de exists. Thus 7 5 [ Hla) de= jim. [ fle) de oa) a 06 If jim if f(x) dr does not exist, then the integral / J (x) dr is said to be a diverge, B00 Jq 336 P Improper Integral, Gamma and Beta Functions 337 B gosided Jim [ f(x) de tends to be an infinity with a fixed sign. If the improper integral [ f(x) dx is neither a converge nor diverge, then it is called oscillatory. : jy The improper integral [ F(z) de can be evaluated as povided the limit exists and f(x) is bounded and integrable in A < x < b. (iii) The improper integral [ f(x) dx is broken up into two integrals of the previous forms, ie [teem f° seas [pepe (142) where a is any point. If f(z) be bounded and integrable in A < x a and li Ao the integral [ f(x) de is said to be convergent. In this case, we write . . 5 { * f(@) ae= ,lim, ff 10) a+ jim, [ tea (143) = 1 EXAMPLE 14.1.1 Evaluate [ pe. 1 Solution Here the upper limit is infinite and the integrand 1/2 is bounded in 1 < x < B, for every B > 1. Now B fi eS ae [ infos Bm, lim [-3+)] 1 B20 0 = 1 Hence the integral [ 5 dz is convergent and [ 1 @ 7 EXAMPLE 14.1.2 Evaluate [ i A integral since the upper limit is oo, Here also the Solus, imcition This is first type impro “stand 1/2 is bounded in every 1 < B 338 Engineering Mathematics— Volume I Now, 2 - : [pe = bef eee i [lowe {log B — 0] = 00 lim Bosc By 1 Since Jim [ = de does not exist, therefore | = dz also does not exist. Bice J 7 z r EXAMPLE 14.1.3 Find the value of [ cos x dx, if it exists. Boo 2 B 5 Solution Here f cose de = jim [cos dx = im [sin | dim (sin B~sina) Since the value of im. sin B isnot fixed (its value lies between 1 and 1), im (sin B — sina) oscillates finitely. Hence f[ cos dz is oscillatory. EXAMPLE 14.1.4 Examine for convergence of the following integrals: 7 dx of (ii) [ * ne-* de o - = dx 0 [oF ) [de f zr loga” Solution (i) Here both the limits are infinite. We choose a point 0 within the interval of integration. Thus, def? de, [*_de og lta2 J lta? Jo 142? : 0 de i f de 5 i —— Astro l, +a? | B00 Jy Tra? =, tim, [tan“!0—tan~ A] + lim [tan~* B — tan~* 0] = 74m ~ 272 ‘Thus the integral converges. _utenjey Improper Integral, Gamma and Beta Functions 339 je this problem, ~ a? " 2 2 [ede = im fa a I Pe ae oe —~ & S Boy 2 tan (-e-4] =} tn fre? in| = 2 dm fe Hence the integral converges. (ii) We divide the interval at the point x = 0. That is, - [fP_& _ fpf a ee oe ore Le | a+eP eda fees =2/ —,=2hi —— f Ger F), Cee Substituting x = tan@. Then dr = sec? @ d8. When -> 0,00 and when z+ B then @ + tan=' B. Therefore, 2 tan) B sec’ Od?» jim [ c0s?6 d0 tant B y 2 gm, [ Gatto 7a J, tan“ B 1 oe = lim (1400828) d9 = im, [e+ 5 sin20]” Bac Jy = jim [tant Bt Botco This integral also converges. (iv) Here 2 dp Bde = jim | sos |, Zlogz ~ B2~Jy tloge dae = de. z [Putting logr When 2+ 2,2 + log? and when 2 + B, 2 + log B) log B gy : log B - an [Sealed = im, [logles B - loglog2] 340 Engineering Mathematics — Volume Il But fim Jog B oo and hence lim log log B + 00 Bat a Therefore, lim flog log B — loglog 2] does not exist. dr. Hence diverges. x loge 14.2. Second Type Improper Integrals In this type, both the lower and upper limits of the integral are finite, but the integrand f() is infinite for some point within a < x < b. f(x) may be infinite (i) at the lower limit a, (ii) at the upper limit b, and ata point cinaa Theorem 14.1 A necessary and sufficient condition for the convergence of | f(x) dz, there f(z) is positive in (a, B] # Such that 1s that there exists a positive number M, independent of B, B [ f(a) dz a, ie. [ fla) de is bounded above. 344 Engineering Mathematics Volume II oe B The integral 2) dz is said to be convergent if lim | f(x) dx tends to a finit, The integ £6 Boe J, fe limit. b B If [ J(x) dx is not bounded above then lim [ f(z) de tends to 00, i.e. the integral diverg coal For example, let us consider the integral [ =z de. The integral 1/2? is positive in (1, B for any B > 1. Also, J 1 mL ‘Thus the integral [ dx satisfies the necessary and sufficient conditions of the above ho <1 for any B>1 1 theorem. Hence the integral [ de converges. 1 2 14.3.1 A Standard Integral The improper integral a>0 (14.4) converges if n > 1 and diverges if n < 1. Proof. We have f dx . B da S = tim | S an Boo J, = ar}}n4t dm ly beet ifn-1>0 0, ifn-1<0. Again, ifn = 1, B jin, 2 _ ip [log B -loga],n=1 Bij, Bate = 0 ‘That is, dn f gph, ifn>1 a eo ©, ifn<1 * dr Hence [ = converges if n > 1 and diverges if n <1 Improper Integral, Gamma and Beta Functions 345 comparison test I (comparison of two integrals) grcorerm 14:2 If f(c) and g(x) are two positive integrable functions and f(t) < g(a) on My for any B > a, then fe yf fer de comers JP 902) de converges, and ‘a [ ale) dr diverges. if [~ H(0) a diverges cos? x 5 de. EXAMPLE 14.3.1 Examine the convergence of [ ~ Solution It is easy to verify that 1 SG forl sz. °° dr 2° Also, [ gs convergent (n = 2 > 1). Hence by comparison test it ee converges. 1 3 1 2 Comparison test II (limit form) ‘Theorem 14.3. Let f(x) and g(x) be two positive integrable functions when x 2 a and g(x) be positive. Let im SL) lim —S =1 zee g(x) (i) Ift #0, then the integrals [ fla) dx and i g(x) dx both converge and diverge together. (ii) I =0 and [ g(a) de converges, then it fla) de converges. (ili) If = too and [ g(x) dx diverges, then [ f(a) de diverges EXAMPLE 14.3.2 Test for convergence. ) fea _. f® loge fe at? of aye wf 1982 ae wo [ ane Solution (Let fle) = sy and ala) D a =E—rt—se CS Now, lim Gy ali apd th FTA #0 fe converges (since n= 2 > 1) Also, [9 a= [ 1 Therefore, by comparison test [ yal dz converges. 346 Engineering Mathematics Volume IT loge 1 (i) Let f(z) = 2 and ale) = rp Now, tim £0) = jim 87 972 got gz) sb a? | loge 00 = kaa (Som) . Ae 2 = 20 Ten = A ia =° Also, [ de converges (since n = 3/2 > 1), hence by comparison test” 28 gy A z converges. ' iii) L 23/2 1 t = (iii) Let fe) = S55 and 9(x) Fe 5/2 Then, tim £) — jim 2 lim —¥2. Sine sitoc g(t) 400g? 42 24m 14 2/e 23 co 4 Also, [ g(x) dx = f 5 de diverges (since n = 1) 1 1 oo 8/2 Hence, by comparison test f Sepp te diverges Alternate, Let g(x) alt dim, Gay 7 it apg = 1 AO and [ Py de diverges (since n= 1/2 < 1). Hence [ * f(x) de converges. : EXAMPLE 14.3.3 Examine the convergence of the following integrals. a de of eae «of seas Solution (i) Let f(x) = e-*2" and g(x) = Now, f(a) eee gttl 09 tim £2) = dag) = Bea de (J orm) = Jim CFYE" (% form) ane Ge and so on, finally — 0 for all n. - Improper Integral, Gamma and Beta Functions 347 me] . ‘Aso. i = dis convergent. 1 lence, by comparison test [ e-*2" de is convergent for all n. substituting loge = 2. Then 4 dz—dz, When x + @ then 2 -> 2 and when fi) 1-4 00,2 + 00. Therefore, oy co be r= [ es 2 © loglogs |, logz Now, let f(z) = and (2) = Then #2) 2) z ‘0O = dim a) = Begs (Eom) = I 4 = = Also, i + de is divergent and hence f aa [ —| __ ae is divergent le h le log z’ 2 x loglogr 14.3.2. Absolute and Conditional Convergent The improper integral [ f(z) de is said to be absolute convergent if i [f(@)| de is convergent. 7 It can easily be verified that, if {| f(x)| dx exists, then obviously [ f(x) de exists. But, the converse is not true, This leads to another type of convergence, called conditional convergent ibe integra fe) dis convergent but JF seriae doesnot converge, then the integral [ ~ f(z) dr is called conditionally convergent. me ifthe integral a f(z) de absolutely convergent, then both the integrals ie es and fue) If(a)| de convergent, but for conditionally convergent, only the integral f $(2) de ‘Sconvergent and fou |f(2)| dz is dievergent. EXAMPLE 14.3.4 Show that i 2S da converges absolutely if p > 1 1 Solution Here [S82 leostl <1 forall 221. z a? Again, f oF converges iff p > 1. 1 a = 348 Engineering Mathematics Volume IT Therefore, [ |S | dx converges if p > 1. h | | Hence [ = dex converges absolutely if p > 1 1 a EXAMPLE 14.3.5 If 4(x) be bounded when 0 1, show that [ * lee) a aP dx Solution Since 9(:r) is bounded for 0 1, therefore f ol dz exists for p > 1, i.e. the given , integral is a for p> 1. 14.4 Test for Second Type Improper Integrals 14.4.1 A Standard Integral The integral dx 14.5, [ @ ap (145) exists, if p < 1 and does not exist, if p> 1. Proof. Here a is the point of infinite discontinuity. Let p #1. Then ol im f° —@— = tim — din. (e=a)P © e+ Lp [6-0 —P _ gh lip | oot '-p ifl1—p>0 - if1—p<0 when p = 1 then ode . v poe ii sezaa 7 ip, [loete 0] = im llog(’ ~ a) — loge] Improper Integral, Gamma and Beta Functions 349 . Thus i Tem ap “ists if p <1 and does not exist if p > 1 dx » similarly, the integral iE (Gap “sts if p <1 and does not exist if p 2 1 Comparison test IIT (comparison of two integrals) Theorem 14.4 Let a be the only point of infinite discontinuity. If f(x) and g(x) be integrable functions ina 0 1 Therefore, by comparison test f e-*2"—! dr converges for n > 0. 0 (ii) Here x =0 is ee only point of infinite discontinuity. Let f(x) = 2 and g(z) Now ° £0) < tig 2 1 oR, 5() = 2B, dine x/2 Again, [ dx converges only if 1 — p <1, or p> 0 0 x/2 ap Hence by comparison test [ Fag 17 is convergent only when p > 0. 0 (iii) Here also ¢ = 0 is the point of infinite discontinuity. a” 1 Let f(z) = t= and o(2) = =. Now n tim FO) tim 2". !-" = tim, = z+ g(t) 0+ 1 +a e0+ 142 1 Also, [ sow de is convergent when 1—n 0 ) ie l+2 1 Hence by comparison test [ dz converges only when n > 0. ff I EXAMPLE 14.4.3 Show that I = [es AGE dz converges whereas J [4 TE aeaiverges. Solution For the integral I. In this case =0 is the point of discontinuity. log z Let f(2) = SAE and o(2) = £(@) g/t log x 1/4 Now, Jin oa) ae ye 7 ale. gira = lim (ant) = 0 Improper Integral, Gamma and Beta Functions 351 1 wt. | Ba dx is convergent (p = 3/4 < 1) 1 log snce by comparison test | = ii mee Hea [, ya a converges, sor the integral J joe 2 = 1is the only point of infinite discontinuity Let f(z) = ve 1 Now (2) as 2 1 But, i Faq Wis divergent (p= 1). 2 ae Hence by comparison test I = ; & dz diverges. 14.4.2 Absolute Convergent m ‘The improper integral [ f(a) de is said to be absolutely convergent if [ \F@)| dr is con- vergent. EXAMPLE 14.4.4 Show that [ At de, p> converges absolutely for p < 1 Solution Since p > 0, x = 0'is the only point of infinite discontinuity. Now, [az =!sinal 1 nocnsi a Se 1 Also, [ A az converges only if p <1 ly) oP er He : =| dx converges and hence [ sing , ‘nce by comparison test, f | oP ae de converges ay Mely only if p< 1, ‘O- a 352 Engineering Mathematics~ Volume IT 14.5 Gamma Function Definition 14.5.1 The gamma function is denoted by P(m) and is defined by P(n) = [ ez", >0 5 (n) [ evr ” (14.6) This is a first type improper integral if n — 1 > 0 and if n — 1 <0, then it is also a second type improper integral, because in this case, 1 = 0 is a point of discontinuity. If n <0, then the integral does not converge, i.e. the integral does not give any finite value. The gamma function satisfies several important properties, they are studied here. Property 14.5.1 P(n +1) = n(n),n>0. Proof. We have T(ntl) = [ e*2"dz,n+1>0 0 “T(n+1) =nT(n). Property 14.5.2 If n> 0 is an integer, then [(n+1) = nl. Proof. If n being an integer, then T(n+1) = a(n) = n(n-1T(n-1) = n(n—1)(n—2)P(n - 2) = n(n—1)(n-2)...1-T(1) Again, P(1) = f° e~fe!~Ide = f° e~#de = Hence I(n +1) =n! etlP Hl - Improper Integral, Gamma and Beta Functions 358 some initial values of gamma function are: T(2)=1!= , 1Q)=2= a= , (5) =4!=24, (6) = 5! = 120. Note that (1) and T(2) have same value. It may be remembered that F(0) does not exist ‘Also, T(-n),n > 0 does not exist. property 14.5.3 For any a > 0, i lo Proof. To prove this result substituting az = y. ‘Then a dx = dy. y+ and when & + 00 then y -¥ oe. Thus ! ‘Also, when x —+ 0 then EXAMPLE 14.5.1 Find the value of e348 de. 0 Solution By the Property 14.5.3, [lentes [rene BP 10 0 3 14.6 Beta Function Definition 14.6.1 The beta function ts denoted by B(m,n) and is defined by Bim o-f gril ay" de, myn >0. ar =f ) It is a second type improper integral. If m— 1< 9, then xz = 0 is the point of infinite discontinuity and when n— 1 <0 then 2 = 1 is the point of infinite discontinuity. It can be shown that the integral has a finite value if ™ > and n> 0. ‘The beta function satisfies many interesting results which are discussed below. 354 Engineering Mathematics —Volume IT Property 14.6.1 B(m,n) = B(n,m), i.e. beta function is commutative. 1 Proof. B(m,n) -{ 2™"\(1—2)"lde,m.n > 0. 0 Putting x = ~ uy de = —dy and when x +1, y +0 and when ¢ +0, y—+1 c ; Born) = f Ga dy = [ya — aye = Bln) ; 7 Property 14.6.2 B(m,n)= [ —@™' _ g rene roperty 14.6.2 B(myn) = [~ 2", fat perty m,n i eka [ Te Proof. Substituting 2 = —1_ lt+y = 1,y 0 and when 2 30, y > 00. Therefore B(m,n) = [era ~ 2)" dr 0 gn Thus Bimn) = aa Since B(m,n) = B(n,m), ee B(m,n) = [ essa de [interchanging m and 7] at co gmt Therefore, — B(m,n Geen = f Gsaen Property 14.6.3 eee Bown = Tae Proof. Let B(m,n) = fy 2™-1(1 — z)"-! dz. Putting z 2+zy = lor, y= 45%, when z > 1, y > 0, and when z + 0, y > 00. Tay 4 = rege Asain, Improper Integral, Gamma and Beta Functions 355 — = i Now, Bonn) = [a-anta Of Lym aa - LBA a - - eee Lyne 00 tel y y qt d [ cae [ ater [Again substituting y = . in second integral. z tt f mn ~ J Gray f, wor yay 1 gn [ zl = | eet | oe f Gray * f, ta 1 gmal yg ghd te de. ) ara Property 14.6.4 5 B(m,n) = af sin?" @cos**-10d8, = m,n>0 0 Proof, We have B(m,n) = fg. 2"-"(1 ~ 2)""" de. Substituting x = sin? 6, dx = sin 26 d8 When «1, @ > § and when x + 0, 6+ 0. Now, : Ll (m—: n= doe B(m,n) = [era-artee f sin%™-) 9(1 — sin? 6)"~? sin 26 d0 0 = 2 fink? aco? 0. - 0 i s = af’ sin?™-1 9 cos’"~" 6 d8. 0 356 Engineering Mathematics — Volume II Property 14.6.5 For any p> —1,q>-1, 4 Lp(ptl gti sin? @cos’9 do = +p(P+1 a+) f sin” @cos’ @ dO 58( a ). Proof. Substituting sin? 6 = x, sin20 d@ = dx, when 6 > = H.@ > Land when § 5 9 2-0. [si 00896 ao = [ 0 [ow 4)" (cos® 8) "F* sin 6 cos do 0 [o0- fen <1 = ah a"? (1— 2) “ar 0 oH in 8)?" (cos 8)?! sin 8 cos 8 do " 1 ge Property 14.6.6 B( 1 22 Proof. Substituting p = q = 0 to the above property. x/2 then [ cos" 9 sin @ do = 5a(-34 8+) ly This gives 5 = 58(3. 3) or, a(5.3) =n. Property 14.6.7 (Relation between beta and gamma functions) P(m)P(n) T(m+n)* Proof. From Property 14.6.4 and the definition of the gamma function /2 B(m,n) =2 [ B(m,n) = cos?”™1 9 sin?”—1 9 dg (i) and P(m) =f Ee t gy = af r?m™16-"7 dn where t = 12. (i) 0 0 Let us consider three regions (Fig. 14.1). E,: first quadrant of the circle 2? +y=R? : OABCO EB the square 0 << RandO 00. ‘The positive quadrant (1) of the circle 2? + y? = R? is a part of the squat E which, again is a part of the positive quadrant (E2) of the a? + y? =2R?. Thus E; C EC Ea The integrand being positive, we have ff ere ede dy <4 [erie ae ay 5 iE aff ome Substituting x = rcos8,y = rsin8 to the first integral. Therefore, aff erie ite [2 HJ 2 = af cost osint!0 a8 x f eo pm dp , 5 40") de dy eH de dy. = 29 = Eo [ ec qamtan—! dr s VIR, eM de, Similarly, aff qimctymnle ede dy = 2B(m,n Bs ‘Therefore, amet dy 4 ff hte ae aly 2B(m,n) f “ eae < apn) f ect pamt2n! dy, 7 0 358 Engineering Mathematics Volume IT Taking R > 00, we get B(m,n)P(m +n) < P(m)P(n) < Bom, n)P(m + n) ° T(m)P(n) B(m,n) = Ton tay It is easy to observe that B(1,1) = 1 and B(0,n), B(—m, =n); m,n > 0 does not exist. Bm, 0) do not exist, for any m,n, Algy Property 14.6.8 [(!) = /= Proof. Since B(}, 5) =m and by Property 14.6.7, 11y_TQ@)TG) i av ta But, P(1) = 1, therefore P(3) = ( 55) _ 5 3 531 3°) = 2 *0)- 22 a) = 3" Combining Properties 14.6.5 and 14.6.7, we obtain the following result. m/2 Property 14.6.9 Since f sin? 8 cos? @ d6 = tr cos? @ sin? @ dB, thus oP oe? int P Bost TEP )T es) f cos? 8 sin? do = t sin? 8 cos odo = 3 Teg) for any p> —-1,q>-1 EXAMPLE 14.6.1 Find the value of the following integrals. of” sin’ x dx wf" cos? x de Y a/2 ( f° sin! x cos’ « de w f sin‘ x cos® a dr. ff 0 Solution xp m2 (i) f sin’ de = f sin’ x cos! x de 0 [by Property 14.6.9] rer(i) 1 ar(l) iW") tpn) Vv San jog Improper Integral, Gamma and Beta Functions 359 (i) a an cos’ dr = f cos® x sin x de 0 0 = _16 on _ Sa “16 6 32° ii) [2 1(5/2)P(7/2 [oats teas = EAE) 7 2 P(12/2) _ bra) $5-4PG) aoe _ oe = 2 T(6) 64x5! 512° (iv) n/2 r(5/2)r(6/2 if Gale ccs | Deke (o/2)r(o/2) 2 Te) eo TCE G)s Sa: f 25-5-3 16/2) 315 Property 14.6.10 (Duplicating formula) For any m > 0, ym ‘(mT (m+5 i)= vit (2m) Proof. By the property of beta function : L(m)E(n) _ 9 [77 gig2m-t geg?n-t / Bonin) = Ferny 2h, sm" Beasn* 8a @ Substituting n = m. Therefore, Ta af s lo in?! 9 cos?™—1 Od TQm) 6 B(m,m) n/2 Se [ sin?”""1(20) d0 : ‘0 2am oe i, "sin?! dd [where 20 = 4| lb pam—1 360 Engineering Mathematics Volume II sin’ _ 2m—1 dd, = aa b de 7 (ii) Again, substituting n = 1/2 in (i) we get Tomr(aj2) _ af 0, P(m)P(m) 1 P(m)F(A/2)_ Va (m) TQm) 21 Tim + 1/2) BIT (m+ 1/2) or P"1P(m)P(m + 1/2) = VaT (2m), — m>0 From this relation, one can determine the value of P'(1/2) by putting m = 1/2. Property 14.6.11 T(m) P(L=m) = aa O 00, Zo, 362 Engineering Mathematics—Volume IT Therefore, hus, [ eo dean. EXAMPLE 14.7.3 Evaluate | a dra>1 0 Solution We know a** = ¢l96#"" = ¢-#* lg _ 6b” where b Sulituting br? =z. Then 2h de = dz or de = 5 de 7 Hence aA 24 reds = | ed fe Lame ° Lf -2,pn-1 = * d: nal, oe ° = ar(5) avi __vt 2vb \2/~ ab 2VJloga EXAMPLE 14.7.4 Show that [ de x f et ads = 0 Solution Let 24 = 2, 4r%de = dz, or dz = 2%, 2 = 21. Let. qh and Improper Integral, Gamma and Beta Functions 363 Dee ONL T=hxh=—r(-)r(3)2- 1 7 1 = 16 () ey) 1Gsin¥ ~ y6*¥2 8y2 =i(H),a>1. pXAMPLB 14.7.5 Show that [°° e-2" 20° golution Putting x? = 2, 2x dx = do, = fe a? dz Bee orale Le epee. ee Ly@+l => 429g) 1 mt ete tds = or(S), a> ; EXAMPLE 14.7.6 Prove that [ e8(1—2)tae = 3%, A 128 Solution [xa -a)ide = [ea Since 1(8) = $1(8) = $4. Vm and 1(5) = 4! » EXAMPLE 14.7.7 Prove that f[ (a - a)3(b-2)?de = Solution Substituting ¢ = a+(b~a)t, dr = (b—a)dt, b—2 = b—a—(b~a)t = (b~a)(1-2) When 2 a, t+ 0 and when « +b, t+ 1. f 2 — a)°(b—2)drde ' Jf (0- avg oF — ey [fo —a)®8(1 — t)at 0 (b= of #11 — t)8-Ndt 0 (b—a)®B(4,3) " LAER) _ gy _ gyo_3:2-T3) = Ona Tay = ON Tare (=a) ar) 364 Engineering Mathematics Volume IT ' nr dr ie(yrd) PLE 14.7.8 Sh that f See = EXAM now that fae = FRG Solution Substituting 1 — 2 = y, 24 =1—y, 4a°dx = —dy, de = 1_dy olut abs if ye yay = dy, dr = 5 When x > 0, y 1; when x > 1, y 30. [ de _ 0 - EXAMPLE 14.7.9 Show that f 0 Solution Let x° = z, 6x°de = dz , dr I a-ay = Solution x/2 in) i sin? x dx x I sin 2dr = 0 0 ® 2p +1) Improper Integral, Gamma and Beta Functions 365 ; 1 pXAMPLE 14.7.11 Find the value ot f (14 2)P(1— 2)! dr, “1 goution Putting 1+ = 2y, or g = 2y—1. Therefore, dr = 2dy. When « > -1.y +0 gad when @ > 1 then y > 1, 1 1 [(0+2"0-9¢a = [eure -pr2dy 1 cS wet f yO — yt? dy lo 0 2tetl Bip + 1,q+1) = gta P+ YEG +1) Tp+q+2) provided p > -1,q > —1 1-2-3...(m=1) 128 (ma) where nfntl)..(n+m—1) 1. EXAMPLE 14.7.12 Prove that f 2 2)" = A mis a positive integer and n is any positive quantity. Solution We have Bonny = Penden) _ LGn)P(n) T@n +n) on +n T(m)E(n) = Gntn—lgntn—2)0(m+n—2) DimP(n) (mtn—Imtn—2A(m+n—3)l(m-+n—3) Tn) (min—I(mtn—2)..n-T(n) oe = . a . wet [emis a positive integer] EXAMPLE 14.7.13 Prove that “Ndr = (b-a)™*" 1 B(m,n), myn >0 [e-ore 366 Engineering Mathematics — Volume I ~a—(b—a)t=(b— a) ~2) Solution Putting x = a+ (b—a)t, de = (b—a)dt, b— When « —> a, t+ 0 and when x > 6, t + 1. [ear ayrtae = [ovate =a) = t)""(b— at 7 0 Ml fo —a)mtn-lym1 (1 — ty" Nd 0 (b— a)™*"-1 B(m, n) 1 EXAMPLE 14.7.14 Show that a1 — a2)l de = B(Zn), mn > 0. lo Solution Putting x? = z, 2x dx = dz 1 i 2tet-4( — 2)" Nde lo win 1 [ora-2 ° A = 5 ff ZB1— 2)" Nde 2Jo = 3(F.n). mn>o EXAMPLE 14.7.15 Prove that f[ 2?(1— 29)" dx = 5a(2 n+ 1). 0 q Solution Substituting «? = z. Then qz?~! dx = dz. 1 1 gt A faa de = ea eee f ena a de ‘0 0 ato ip = :f stot D/a-1(1 — 2)! dz aJo = 15222 n+1) 2)r(9)--n(@) f 0g>0m+1>0n+1>0. = Unt at Solution Putting p? — 27 = zp*. Therefore, me - 7 dr = dz, ie, a= (1—z)"4-p. ™ * 0 [eo 0-3) dz = -/ (1= 2\mtoa/apretaan de lo pa A 1 pratmdt I pet (La 2) ge o. q " pratmel 1 = mf arty — aym4i)/a-d gy q to emt pn B(n+1, mt), it(m+1)/q>0,n-+1>0. That is, ifn +1 >0,m+1>0,9>0. Since pis the upper limit of the integral, so it must be positive as lower limit is 0. 368 Engineering Mathematics Volume If EXAMPLE 14.7.18 Show that Bm, n)B(m + m1) = B(n,1)B(n + L,m) = B(lym)B(L-+ m,n) Solution We have Again B(m,n)B(m+n,l) = B(n,)B(n tlm) = Lom)P(n) PO + n)P() T(m+n) Tim+n+l) Pom) T(m+n+l) POLE) Pm +)P(m) Tat) Tin+l+m) = Bin,l)B(n+l,m) T(nJEQ_ Pin +L (m) Tea Pitl+m) Pom (nJPW) Tim+n4l) LOL(m) Lon +HP(n) Tim+0) | Pan tl +n) = B(l,m)B(m +1,n) EXAMPLE 14.7.19 Show that B(m,n) = B(m+1,n) + Blmn +1). Solution We have B(m,n) Dm) (n) T(m+n) T(m)D(n) - (m+n) T(m+n)-(m+n) mI (m)E(n) + nP(m)P(n) (m+n)P(m +n) mI (m)P(n) T(m) -nP(n) (mtnyPGntn) * G+ n)Pom +n) Tom +10 (n) , Pem)P(n +1) T(m+n+l) *Tim+n+l) B(m +1,n) + B(m,n +1) Improper Integral, Gamma and Beta Functions 369 pxAMPLE 14.7.20 Show that 209+!) _ Bi+i9) _ B(p.a) = P ma olution Boat) _ rora+1 a q-Te+qt)) = Fe)-@_ aT@ptqth T(p)r(@) T@+q+) pL(@)@)_ _ Bee+1a) pr(p+q+1) P Again Be+ la) T+ vr) P pT(pt+q+) _ _ el (P)T(a) p(p+4a+1) POP@ _ _ Ble.) (p+@(eta) p+a alder (a+ bay ae EXAMPLE 14.7.21 Show inat B(m,n). 0 Solution Substituting bx = at, bda = adt. When « — 00, t + 00; when x + 0, t + 0. a mit = amlde = (7 ay pe Go [ dn = i carn * Gt ap partt lb (a+ bay ly (a+at) lp amen (1 + emia " 1 Bim,n), mn>0 oo sin?"—2 6 c0s?"™"1 6 do 1 P(mP(n) sin OS EXAMPLE 14.7.22 Show that i (asin? 6+ boost ayntn 2 372 Engineering Mathematics Volume IT 1 1 EXAMPLE 14.7.25 Show that f log T(x) dr = 5 log(2n) s/2 ml falere [ logsine de = 5 log 5. 1 Solution Let I= | log l(a) de. Substituting & = —y. Therefore, dx = —dy. Therefore 1 1 I= fara =a) a -{ log P(1 — ) de 0 0 1 1 ai [ear a+ logP(1 — 2) de 0 = f log{T (x) P(A — 2)} de ln oe [2 = logn — = f logsins dz =logn— 2 x f logsin z dz [ where mz = ado mala 2a 1 = log — =. Flog 5 = log(2n) Hence I = 5 loa(2n). EXAMPLE 14.7.26 Show that : 1 1 2n 1/3 — »)-2/3 1 gp = 3) = 1 20 f 2/3) — 2)-?/3(1 4 2a)! de ge BR/3.1/3) = or Va Solution Putting = — — ) where a is a suitable constant, to be chosen latter. =a That is, ¢ = ——% __ ——* ___ at. 1—t+at’ 2 (1—t+ at)? 373 Improper Integral, Gamma and Beta Functions nen 20,6 Oand when x 1,t1 V8 — 2) 7/51 +22)? de L {qtr} tee a 2, dt G-t+at? pees at) 1 S i a?/34-/3.(1 — 1)-7/3(1 — t+ Bat)! dt 0 If we choose a = 1/3, the above integral becomes beta function. Therefore, the given integral is equal to 1 f (1/3)?/5¢-1/3(1 — t)-?/ at 0 1 hw _1_ 1(2/3)P 0/3) _ ~ 9/8 T(1) 2 o/s 73/2 3-9/3 EXAMPLE 14.7.27 Find the values of f eo" cos bar de and f eta"! sin br de, 0 ft ™> 0 in terms of gamma function. Hence or otherwise show that T'(m) cos (%) * a) cosbe de = — f 5 S T(m)sin (=) and f a! cosbr de = >= + i: b Solution Let I, f/f e-*%z™-1 cosbe de and Ip =| ez"! sin be de. Now, let : : Hey AA f eng"! (cos bx + isin bar) dr, where i= Y—i, lo 0 ie eraegmat eit de -f eae gl dp 0 jineering Mathematics — Volume II Putting (aid) = 2. Then (a~ib)de = de. When 20,2 Oand whens +2, Therefore, co yma Fe f aa D(m) 1 = —2 m=] = aul ae *de= Ce T(m) (a+ ib)" +R ‘To separate real and imaginary parts of (a-+i8)", let a = ros , =rsin@, where a? +? = 72 and @ = tan7! $. Therefore, (a + ib)" = (r-cos@ + irsind)™ ™(cosm + isin mé), Thus, 2 4. p2)m/2 i Iptily = Elmy(o? + 0)™/2(cosmb + isinmd) (+n T(m)(cosm8 + isin m6) (ree Separating real and imaginary parts, we get geen _ cosmd P(r) he f ea cn be de = TE ye ener _ sinmé P(m) andy = f ey! sine de = CE ym? b where 6 = tan? =. a Second part: Substituting a =0. Then 6 = 1/2. Therefore, from above integrals co T(m) cos ( f 2” cosbe de = Penden (38) 5 ei oo T(m) sin (32 and I a! cos ba dx = Teen (7) 0 375 Improper Integral, Gamma and Beta Functions EXERCISES getion A. Multiple Choice Questions Lit [ f(x) dx converges then its value is (a) finite (b) infinite —_(c) oscillates (d) none of these If [ f(x) dx diverges then its value is (a) finite (b) infinite (¢) oscillates __(d) none of these — converges only if Cae i a) Be ly (a)p>l (b) ps1 (c)p=1 (d) for all p ae converges only if —ae es only i ae (a)p<1 (b)p>1— © p=1_— (A) forallp 1 de ‘The Cauchy principal value of f ois “1 (a) 0 (b) 2 (c) -2 (d) 3 1 . dx 6. The integral f a (a) converges _(b) diverges 1. Let f(«) be a function such that f(x) < jb for all x > 1. Then the integral i Fle) de 1 (a) converges (b) diverges ; 192) ay 8 If|g(x)| Je for all 2 > a,a > 0. Then [2 fw) de (a) converges (b) diverges 1o 1 Jim, £2) 559 non-eeto finite number, then [fe taro (a) converges (b) diverges 1 HO

    You might also like