Refinery engineering/2nd year Engineering Mathematics lecture#5

Assist. Lect. Sara Ali

Tabulated function
1. The Error function.
2- The Gamma function.
3- The Beta function.
4- The factorial function
The Error Function erf (x)
This function which occurs in the theory of probability, distribution of residence
times, conduction of heat and diffusion of matter is defined by the integral:
𝑥
2 2
erf(x) = ∫ 𝑒−𝑧 𝑑𝑧
√𝜋
0
2
And clearly represents the area under the curve 𝑒 −𝑧 from z= 0 to z= x.
z is a dummy variable because it only enables the curve to be described and any
variable would do this. The variable z is eliminated by the limits of integration
2
thus leaving x as the only variable. The factor is introduced for convenience
√𝜋
so that erf = 1.
 
2 2 2 2
erf() = ∫ 𝑒−𝑧 𝑑𝑧 𝑜𝑟 erf() = ∫ 𝑒−𝑥 𝑑𝑥
√𝜋 √𝜋
0 0

 2
To prove that erf  = 1, take I= ∫0 𝑒 −𝑥 𝑑𝑥, 𝑎𝑛𝑑 𝑠𝑜𝑙𝑣𝑒
   
−𝑥 2 −𝑥 2 −𝑥 2 2
I = ∫𝑒 𝑑𝑥 , 𝐼 2 = (∫ 𝑒 𝑑𝑥)2 = ∫ 𝑒 𝑑𝑥 ∫ 𝑒 −𝑦 𝑑𝑦
0 0 0 0
 
2 +𝑦 2 ) 2 +𝑦 2 )
= ∫ ∫ 𝑒 −(𝑥 𝑑𝑦𝑑𝑥 = ∬ 𝑒 −(𝑥 𝑑𝑦𝑑𝑥
0 0 𝑅𝑥𝑦
By using polar coordinates x2+y2= r2, and  from zero to 90 o

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Refinery engineering/2nd year Engineering Mathematics lecture#5
Assist. Lect. Sara Ali
𝜋 𝜋 𝜋
2
 2
 2
2 1 2  1 𝜋 √𝜋
𝐼 2 = ∬ 𝑒 −𝑟 𝑟 𝑑𝑟 𝑑𝜃 = − ∬ 𝑒 −𝑟 ] 𝑑𝜃 = ∫ 𝑑𝜃 = ⟹ 𝐼 =
2 0 2 4 2
00 00 0
 
2 √𝜋 2 2
𝐼 = ∫ 𝑒 −𝑥 𝑑𝑥 = ∴ 1 = 𝐼 = erf  = ∫ 𝑒 −𝑥 𝑑𝑥
2 √𝜋
0 0
Characteristics of erf:
𝑑 2 2
1. Derivative: erf(𝑥 ) = 𝑒 −𝑥
𝑑𝑥 √𝜋
2 2
2. Integral: ∫ erf(𝑥 ) 𝑑𝑥 = 𝑥 erf(𝑥 ) − ∫ 𝑥 𝑒 −𝑥 𝑑𝑥 + 𝑐
√𝜋
1 −𝑥 2
= x erf(x) + 𝑒 +𝑐 , Where c is constant
√𝜋
3. Erf (0)= 0
2 
4. Complementary erf= erfc(x)= 1- erf(x)=
2
∫ 𝑒 −𝑧 𝑑𝑧
𝜋 𝑥
√

The gamma function(n)


It is defined by: Γ(𝑛) = ∫0 𝑡 𝑛−1 𝑒 −𝑡 𝑑𝑡

For n= 1 Γ(1) = ∫0 𝑡 1−1 𝑒 −𝑡 𝑑𝑡 = −𝑒 −𝑡 ] 0 = 1
For n  1
Γ(𝑛) = (𝑛 − 1)! For integer number
Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1) For fractional number
Γ(𝑛+1)
For negative fractional number Γ(𝑛) =
𝑛
1
Note that Γ = √𝜋
2
The Beta function 
The beta function is defined by the integral:
1

(p, q) = ∫ 𝑡 𝑝−1 (1 − 𝑡)𝑞−1 𝑑𝑡

0
Γ(𝑝) Γ(𝑞)
(p, q) =
Γ(𝑝 + 𝑞)
Ex1:
Γ6 5!
a. = = 30 [ 5= 54321=120]
2Γ3 2 (2)!
5 3 3 31 1
Γ2 Γ Γ 3
b. 1 = 2 2
1 = 2 2 2
1 =
Γ2 Γ2 Γ2 4

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Refinery engineering/2nd year Engineering Mathematics lecture#5
Assist. Lect. Sara Ali
Γ3 Γ(2.5) 2!∗1.5Γ(1.5) 2!∗1.5∗0.5∗ Γ(0.5) 16
c. = = =
Γ(5.5) Γ5.5 4.5∗3.5∗2.5∗1.5∗0.5Γ(0.5) 315
8 5 2 2
6Γ 6∗ ∗ Γ 4
d. 3
2 = 3 3 3
2 =
5Γ 5Γ 3
3 3
−1 1
−1 Γ( +1) Γ
e. Γ = 2
−1 = −1
2
= −2√𝜋
2
2 2
−5 −3 −1 −1 1
−5 Γ( +1) Γ( +1) Γ Γ( +1) Γ −8
f. Γ = 2
−5 = 2
−5 −3 = 2
−5 −3 = 2
−5 −3 −1 = 2
−5 −3 −1 = √𝜋
2 15
2 2 2 2 2 2 2 2 2 2 2

∞
Ex. 2: Find ∫0 𝑥 3 𝑒 −𝑥 𝑑𝑥

Sol. Γ(𝑛) = ∫0 𝑡 𝑛−1 𝑒 −𝑡 𝑑𝑡 → 𝑛 − 1 = 3 ∴ 𝑛 = 4
Γ4 = 3! = 6
∞ 6 −2𝑥
Ex. 3: ∫0 𝑥 𝑒 𝑑𝑥
Let 2x = y  dy= 2 dx
∞ ∞
𝑦 𝑑𝑦 1 1 6! 720 45
∫ ( )6 𝑒 −𝑦 = ∫ 𝑦 6 −𝑦
𝑒 𝑑𝑦 = Γ 7 = = =
2 2 (2)7 (2)7 (2)7 128 8
0 0

∞ 3
Ex. 4 ∫0 √𝑦 𝑒 −𝑦 𝑑𝑦
1 −2
1
Let y3= 𝑥 → 𝑦 = 𝑥 3 , 𝑑𝑦 = 𝑥 3 𝑑𝑥
3
∞ ∞
√𝑥 13 1 −2 1 −1
= ∫ 𝑒 −𝑥 𝑥 3 𝑑𝑥 = ∫ 𝑥 2 𝑒 −𝑥 𝑑𝑥
3 3
0 0
1 −1 1 1 1
= Γ 𝛤( + 1 ) = Γ ( ) = √𝜋
3 2 3 2 3

Ex. 5: evaluate the following integrals:

1

∫ 𝑥 4 (1 − 𝑥)3 𝑑𝑥
0
P - 1 = 4  p= 5
q – 1 = 3  q= 4
Γ5 Γ4 4! 3! 1
𝛽 (𝑝, 𝑞) = = =
Γ(5+4) 8! 280

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Refinery engineering/2nd year Engineering Mathematics lecture#5
Assist. Lect. Sara Ali
Ex. 6: find the integral by using  function,
2
𝑥 2 𝑑𝑥
∫
√2 − 𝑥
0

Let x= 2v  dx= 2dv

1 1 1
4 𝑣2 𝑣2 16 𝑣2
= 2∫ × 2 𝑑𝑣 = 16 ∫ . 𝑑𝑣 = ∫ . 𝑑𝑣
√2 − 2𝑣 √2 (1 − 𝑣) √2 √1 − 𝑣
0 0 0
1
16 2
−1
= ∫ 𝑣 (1 − 𝑣) 2 . 𝑑𝑣
√2
0

P - 1 = 2  p= 3
q – 1 = -1/2  q= 1/2
1 1
Γ3 Γ 3! Γ 3! 16
𝛽(𝑝, 𝑞) = 2 = 2 = =
1 1 1. 875 5
Γ(3 + ) 2.5 × 1.5 × 0.5 Γ
2 2

Ex. 6: prove that

𝑏
2 √𝜋
∫ 𝑒 −𝑡 𝑑𝑡 = [ 𝑒𝑟𝑓𝑐(𝑎) − 𝑒𝑟𝑓𝑐(𝑏)]
2
𝑎

𝑏 𝑏 𝑎
−𝑡 2 −𝑡 2 2
∫𝑒 𝑑𝑡 = ∫ 𝑒 𝑑𝑡 − ∫ 𝑒 −𝑡 𝑑𝑡
𝑎 0 0

√𝜋 √𝜋
= erf 𝑏 − erf 𝑎
2 2
√𝜋
= (erf 𝑏 − erf 𝑎)
2

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Refinery engineering/2nd year Engineering Mathematics lecture#5
Assist. Lect. Sara Ali
√𝜋
= [(1 − erf 𝑎) − (1 − erf 𝑏)]
2
√𝜋
= [ 𝑒𝑟𝑓𝑐(𝑎) − 𝑒𝑟𝑓𝑐(𝑏)]
2
The Factorial Function
This is defined by the integral,
∞

𝑛! = ∫ 𝑒 −𝑡 𝑡 𝑛 . 𝑑𝑡 = Γ (𝑛 + 1)
0

Where 0! = 1 and to prove that:

∞
0! = ∫0 𝑒 −𝑡 . 𝑑𝑡 = − e−t ] ∞
0
=1

For example: 3= 3× 2 × 1 × 0! = 6

4! = 4 × 3 × 2 × 1 × 0! = 24
7! = 7 × 6 × 5 × 4 × 3 × 2 × 1 × 0! = 5040

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