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23 viewsGamma & Betta Functions - 060003
engineering mathematics 3
topic gamma and beta functions
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0% found this document useful (0 votes)
23 viewsGamma & Betta Functions - 060003
engineering mathematics 3
topic gamma and beta functions
Uploaded by
joz lapCopyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
/ 22
Frames
Integral ae
functions
Learning outcomes
When you have completed this Programme you will be able to:
* Derive the recurrence relation for the gamma function and
evaluate the gamma function for certain rational arguments
‘© Evaluate integrals that require the use of the gamma function in
their solution
‘¢ Identify the beta function and evaluate integrals that require the
use of the beta function in their solution
‘* Derive the relationship between the gamma function and the beta
function
‘* Use the duplication formula to evaluate the gamma function for
half integer arguments
‘¢ Recognise the error function and its relation to the Gaussian
probability distribution
‘© Recognise elliptic functions of the first and second kind
¢ Evaluate integrals that require the use of elliptic functions in their
solution
© Use alternative forms of the elliptic functions
Prerequisite: Engineering Mathematics (Fifth Edition)
Programmes 15 Integration 1, 16 Integration 2 and
17 Reduction formulas
661 662 Programme 16
Integral functions
‘Some functions are most conveniently defined in the form of integrals
and we shall deal with one or two of these in the present Programmi
The gamma function
‘The gamma function T(2) is defined by the integral
Taxy=| etetae (1)
=f a
and is convergent for x > 0.
From (1): P(x-+1) fF Petar
Integrating by parts
Txt1)= kFQ sa ete tar
=T)}o "to
{0-0} +37)
PQe+1) =ar() @
This is a fundamental recurrence relation for gamma functions. It can
also be written as I(x) = (x 1)T(x~ 1)
With it we can derive a number of other results.
For instance, when x =n, a positive integer > 1, then
T@a+1)=n0(n) But T(n) =(n—1)P(n—1)
(m—1)E(n—1) Pm) = (1 -2)0(n-2)
= n(n 1)(a-2)0(n-2)
=n(n—1)(n—2)(n—3)... 10(1) = nIE(1)
But, from the original definition T(1) =
BS rdy=1
Because
rey [tear [ef] 001-1
‘Therefore, we have T'(1)=1 (3)
and (+1) =m! provided m isa postive integer.
STD) Seeeceseeee
BS T(7) =720
Because
T(J) =1(6 +1) = 61=720.
Knowing I'(7) = 720, (8)
and (9) = Integral functions 663
T(8) = 5040; T(9) = 40320 @
Because
T(8) =1(7 +1) = 71(7) = 7(720) = 5040
19) ="(8+1
‘We can also use the recurrence relation in reverse
Pa+1) =arQ)
re+1) «
x
For example, given that [(7) = 720, we can determine (6)
1(6+1) _1(7) _720
6 6 6
2 T@)=
16)
and then T(S) =.
1(S) = 24 SJ
1S+1)_ 16) _ 120
s ss
So far, we have used the original definition
na) = [Pe tetat
T@)= =24.
for cases where x is a positive integer n.
What happens when x = }? We will investigate.
r@ = emetar
Putting t= «2, dt = 2udu, then
anon =2[" eon
Uniorunatey, [de cannot easy Be determined by norma
,
‘means. It is, however, important, so we have to find a way of getting
round the difficulty. > 664 Programme 16
[eo
Pe (fe Fae ( ery) 5 {fer axay
6a = 6x6y represents an element of area in the x-y plane and the
integration with the stated limits covers the whole of the first
r
Br
|
|
|
veer [Tefen to
;
Converting to polar coordinates, the element of area 6a = r606r. Also,
2
ay
sr)
Le
For the integration to cover the same region as before,
the limits of r are r=0 to r = 00
the limits of 0 are 0 = 0 to 8 = x/2.
()
This result opens the way for others, so make a note of it
‘and then move on to the next frame Integral functions 665
Before that diversion, we had established that. @
r@= afew au
We now know that ["e a vi
o
From this, using the recurrence relation T(x+1) =aT(x), we can
obtain the following
TQ =3 PO =2V) TQ)
ro-2@-2(F) ro -3F
r=
4 rg
Because
r@=r6+1)=3r@=§ (44) - 5%
Using the recaence relation in revere Le. Pfs) =22+), we can
also obtain
ey PCD TO Lag
red can
Negative values of x
sine ra) ="#*D, then 253-10, Ma) +20 © 10) =20
‘The same result occurs forall negative integral values of x- which does
not follow from the original definition, but which is obtainable from
the recurrence relation.
Because at x=
Also, atx
andat x
Similarly T(-$)=....
and r-) 666 Programme 16
So we have
(@) For ma positive integer
Pin 1) = nt
T(1)=1; P(0)=00; (=n) =b00
) TQ) = vm lye
4
te
8
sv
16
105%"
‘This is quite a useful list. Make a note of it for future use
Graph of y =0(2)
Values of T(x) for a range of positive values of x are available in
tabulated form in various sets of mathematical tables. These, together
with the results established above, enable us to draw the graph of
rx).
x] 0 05 10 15 20 25 30 35 40
© 1-772 1-000 0886 1-000 1-329 2.000 3-323 6-000
x | 05-15-25 35
545 2363 0945 0-270
For large 7 it can be shown that I'(n + 1) = V2znin" e" which gives rise
to Stirling's formula for an approximation to the factorial of a large
number
nls V2ann"e" Integral functions 667
Rein ””~—~—~—~:~*«
Let us now revise the main points before we move on to some
examples.
‘The definition of I(x) is that P(a) =
Tr e)!!”t”té‘ 0 and n > 0.
Putting (1-2) 0,n>0
lo
Bom, n) = Bin,m)
n/t
Bom, 2) = 2)" sin?™-19 cos” 90
(m—1)(n—1)
(an —1m+n=2)
Bom, n) = Bom 1, m1)
‘m and n positive integers
“ayn
BY =BaN=f + BOL=1
BG, =™
Be sure that you are familiar with all these. We shall be using them all
in due course.
G3) Relation between the gamma and beta functions
If m and m are positive integers
Bom, n) =
Also, we have previously established that, for m a positive integer,
nl =T(n+1)
*. (m—1)!=T(m) and (n-1)
and also (m-+n~1)!=T(m-+n)
n— In 1)! _ (mn)
+n- (m+n)
(a2)
Dom)P(n)
T(m+n)
not necessarily integers.
‘We will prove this in the next frame, so move on
The relation B(m, n) = holds good even when m and n are Integral functions 67s
omE(n),
(m+n)
Let (mn) = fen e* dx and Tn) = f yrlet dy
Proof that B(m, m
Domr(n)= [wt era [yer ay
=f Per rteemacay
Note that the integration is carried out over
the first quadrant of the x-y plane. *
Putting x =i and yy? dx=2udu and dy =2vev
omr(n) =4 fk f m2 22 eWay du dy
= af [pen vt tO) dudy
y
If we now convert to polar coordinates,
u= rcosé; y=rsind, dudv=rdrdd
waver O
