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SPECIAL FUNCTIONS
For this reason the gamma function is also termed as the factorial
function. For large values of n, a direct computation of n! may prove
difficult and time consuming. However for large values of n, one can
use Stirling’s factorial formula (i.e. asymptotic expansion of the gamma
function) given by
√ { }
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∎ PROBLEM 1-1
∫ ∫
∫ ∫
SOLUTION
[ { }] ∫ { }
( )
∫ ( ) √
∫ ( ) ∫
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SPECIAL FUNCTIONS
(d) Comparing the given integral with Eq. (1.2) we get ,
therefore
∫ ( )
( ) ∎
∎ PROBLEM 1-2
Evaluate
∫ ∫ ∫
SOLUTION
∫ ∫ ( )
∫ ∫
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ ∫ ( ) ∫
( ) ( ) ( ) ( )
∫
( )
∎ PROBLEM 1-3
∫ ∫ { ( )}
SOLUTION
∫ ∫ ∫
∫ ∫
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SPECIAL FUNCTIONS
Here a second substitution . Observe that the limits of
integration for new variable will remain same and the above integral
will be transformed into
∫ ( ) ∫
∫ ∫ ∫
∫ ∫
Hence
∫ ( ) ∫
∫ { ( )}
( )
Hence
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ ∫ ∫
∫ ( ) ( ) ∫
∫ { ( )} ∎
( )
∫
( )
∫ { ( )}
∎ PROBLEM 1-4
Prove that
( )
∫
( )
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SPECIAL FUNCTIONS
and hence evaluate the following integrals.
∫ ∫ ∫
SOLUTION
∫ {( ) } ( ) ( )
( )
∫
( )
( )
∫ ( )
( )
( )
∫
( )
( )
∫ ∎
( )
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∎ PROBLEM 1-5
Prove that
∫ ∫
SOLUTION
Hence
∫ ∫
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SPECIAL FUNCTIONS
∫ ( ) ( )
∫ ∫
∫ ∎
∎ PROBLEM 1-6
Prove that
∫ { ( )}
∫ { ( )} ∫ { ( )}
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
SOLUTION
( )
Hence
∫ { ( )} ∫
∫ ∫
∫ ( ) ( )
∫ { ( )}
Alternate Method
∫ { ( )} ∫ { }
∫ { } ∫ { }
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SPECIAL FUNCTIONS
∫ { ( )}
∫ { ( )} ∎
( ) ∫ ∫
( )
{ ( )} ∫ ∫
Hence
{ ( )} ∫ ∫ ∫ [ ]
{ ( )} ∫ [ ]
( ) √
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
The successive use of Eq. (1.3) will extend the above formula for other
values which are odd multiples of . Two such relations are as under.
( ) √
( ) √
where .
∎ PROBLEM 1-7
Evaluate
∫ √ √
SOLUTION
∫ ∫ ( ) ( )
( ) ( )( )
∫ √
√ √ √
√
∫ ( ) ( )( ) ∎
( )
∫
( )
∎ PROBLEM 1-8
Prove that
( )
∫
( )
∫ ∫
SOLUTION
∫ {( ) } { ( ) }
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
( )
∫
( ) ( )
( ) ( ) ( ) ( ) (√ ) √
∫
( )
( )
∫ ( ) ∎
( )
∎ PROBLEM 1-8
∫
√
SOLUTION
∫ ∫ ∫ { ( )}
√ √
( )
∫ ( ) √ ∎
√ * +
∎ PROBLEM 1-9
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SPECIAL FUNCTIONS
( )
( ) ( )
( )
SOLUTION
If n is an integer
Hence
( ) ( )
( ) ( )( )( ) ( )
√
( ) ( )( )( ) ( )
√ √
( ) ( ) ∎
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
Eq. (1.14) will be proved after defining the beta function. The Legendre
duplication formula for the gamma function is defined as
( )
√
( ) ( ) ( )
(1.16)
∎ PROBLEM 1-9
Evaluate
∫ ∫
SOLUTION
∫ ∫ ( ) ( )
∫
√ √
{ }
∫ ∫ ∫
for we get
∫ ∎
( ) ( ) √
√
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ { ( )}
∫ { ( )}
∎ EXAMPLE 1-
∫ { ( )}
SOLUTION
Substitute or or ( )
therefore . The limits of integration will be
Hence
∫ { ( )} { } ∫ { ( )}
∫ { ( )} ∎
The proofs of remaining relations are quite straight forward and left as
an exercise for the reader.
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SPECIAL FUNCTIONS
∎ EXAMPLE 1-
Express
SOLUTION
∫ ∫ {( ) } { ( ) }
which is absolutely convergent for positive values of ‘m’ and ‘n’ i.e.
.Eq. (1.17) is also referred as Euler’s integral of first
kind. The above integral can be transformed into the trigonometric
form by the substitution
then and
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
It is left as an exercise for the reader to prove that the beta function is
symmetric in m and n i.e.
∫ ∫
This double integral can be transformed into the polar form by the
substitution
∫ ∫
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SPECIAL FUNCTIONS
∫ ∫
{ ∫ }{ ∫ }
∎ EXAMPLE 1-
Evaluate
∫ ∫
∫
√
SOLUTION
∫ ∫ ( )
√
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
∫ ∫ ( )
√
,( ) ( ) (√ )- {√ }
∎
∎ PROBLEM 1-
Evaluate
∫ √
∫ √
SOLUTION
∫ ( )
{ } ,( ) ( ) (√ )-
,( ) ( ) ( ) ( ) (√ )-
∫ √ ∫
( ) ( )
∫ √ ( )
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SPECIAL FUNCTIONS
( ) ( )
( ) √
∫ ∫ { ( )}
√
( ) ( ) {√ } { }
∫ √
( ) ( )
∫ ( )
( )
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) √ √
∎ PROBLEM 1-
Prove that
SOLUTION
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
( ) ( )
{ }{ }
{ }
{ }
(d) L.H.S.
{ }{ }
R.H.S.
{ }{ }
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SPECIAL FUNCTIONS
L.H.S. = R.H.S.
∎ PROBLEM 1-
, ( )-
∫
, ( )-
SOLUTION
∫ ∫ { }
∫ { ( )}
( ) ( ) , ( )- , ( )- , ( )-
( ) , ( )- , ( )-
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
, ( )-
∫
, ( )-
∎ PROBLEM 1-
∫
√
SOLUTION
Therefore
∫ ∫ ∫
√ √
( ) ( ) √ , ( )-
( )
( ) ( ) ( )
But
( ) ( ) ( ) ( ) √
Hence
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SPECIAL FUNCTIONS
√ , ( )- , ( )-
∫ ∎
√ √ √
∎ PROBLEM 1-
SOLUTION
Hence
∫ ∫
∫ ∫
∫ ∎
∎ PROBLEM 1-
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CHAPTER 01 THE GAMMA AND BETA FUNCTIONS
SOLUTION
Hence
∫ { }
∫ ∫
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