Created by T. Madas GAMMA FUNCTION Created by T. Madas Created by T. Madas SUMMARY OF THE GAMMA FUNCTION The Gamma function Γ ( x ) , is defined as Γ( x) ≡ ∞ t x −1 e −t dt , 0 where x ≠ ... − 4, − 3, − 2, − 1, 0 . Gamma function common rules and facts • Γ ( x + 1) ≡ x Γ ( x ) • Γ ( n + 1) ≡ n ! , n ∈ » • Γ (1) = 1 , Γ ( 2 ) = 1 , Γ 1 = π 2 • Γ ( 0 ) = ±∞ , Γ ( −1) = ±∞ , Γ ( −2 ) = ±∞ , Γ ( −3) = ±∞ , etc • Γ ( z ) Γ (1 − z ) ≡ • 1 Γ′ ( x ) = Γ ( x ) −γ + + x x∈» Γ ( n ) ≡ ( n − 1)! , n ∈ » or ( ) π , z ∈» sin π z ∞ k =1 1 1 − k x + k Γ( x) Created by T. Madas Created by T. Madas Question 1 Evaluate each of the following expressions, leaving the final answer in exact simplified form. a) 3Γ ( 6 ) . Γ ( 4) ( ) b) Γ 3 . 2 c) ∞ x7 e − x dx . 0 V , 60 , 1 π , 7! = 5040 2 Created by T. Madas Created by T. Madas Question 2 Evaluate each of the following expressions, leaving the final answer in exact simplified form. a) 60Γ ( 5 ) . Γ (7) ( ) b) Γ 5 . 2 c) ∞ 2 x 4 e1− x dx . 0 V , 2 , 3 π , 48e 4 Created by T. Madas Created by T. Madas Question 3 Evaluate each of the following expressions, leaving the final answer in exact simplified form. ( ) ( ) Γ −1 2 . a) 1 Γ 2 ( ) b) Γ − 3 . 2 c) ∞ x3 e−4 x dx . 0 V , −2 , 4 π , 3 3 128 Created by T. Madas Created by T. Madas Question 4 By using techniques involving the Gamma function, find the value of ∞ x3 e − 12 x 2 dx . 0 V , MM3-B , 2 Question 5 By using techniques involving the Gamma function, find the value of ∞ x e− x dx . 0 V, 4 Created by T. Madas Created by T. Madas Question 6 By using techniques involving the Gamma function, find the value of ∞ 1 ( ln x )3 x2 dx . V, 6 Question 7 By using techniques involving the Gamma function, find the exact value of ∞ 2 2 x e − x dx . 0 Give the answer in the form Γ ( k ) , where k is a rational constant. ( ) V, Γ 3 4 Created by T. Madas Created by T. Madas Question 8 By using techniques involving the Gamma function, find the exact value of ∞ 2 x 6 e −4 x dx . 0 Give the answer in the form k π , where k is a rational constant. V, Created by T. Madas 15 π 2048 Created by T. Madas Question 9 By using techniques involving the Gamma function, find the exact value of 1 0 1 ln x a −1 dx , where a ≠ 1, 0, − 1, − 2, − 3, ... Give the answer in terms of a Gamma function. V , MM3-A , Γ ( a ) Question 10 By using techniques involving the Gamma function, show that 1 [ln x ]n n dx = ( −1) n ! , n ∈ » . 0 proof Created by T. Madas Created by T. Madas Question 11 By using techniques involving the Gamma function, show that ∞ − k2 e σ σ 0 6 dσ = 3 π 5 , k ≠ 0. 8k 2 proof Question 12 a) Show clearly that Γ ( x + 1) ≡ x Γ ( x ) , x ≠ 0 , x ∉ − » . b) Hence show further that Γ ( n + 1) ≡ n ! , n ∈ » . proof Created by T. Madas Created by T. Madas Question 13 By using techniques involving the Gamma function, show that ∞ m − ax n x e 0 dx = ( Γ mn+1 m+1 na n ). proof Question 14 By using techniques involving the Gamma function, show that k −∞ e ax (k − x) n dx = eak a n−1 Γ (1 − n ) , 0 < n < 1 . proof Created by T. Madas Created by T. Madas Question 15 The gamma function is defined as Γ( x) = ∞ e−t t x −1 dt , x ≠ 0, − 1, − 2, − 3, ... 0 i. Show that for x > 0 Γ ( x + 1) = x Γ ( x ) . ii. Express the integral I (s) = ∞ e− p s dp , s >0, 0 in terms of Gamma functions. iii. Deduce that lim I ( s ) = 1 . s →∞ 1 1 I (s) = Γ s s Created by T. Madas Created by T. Madas Question 16 a) Write down the definition of the Gamma function Γ ( x ) , for Re ( x ) > 0 . b) Use the standard recurrence relation of the Gamma function to extent Γ ( x ) , for Re ( x ) ≤ 0 , and hence find the residues at the simple poles at x = −n , n = 0, 1, 2, 3 ... ( −1)n n! Created by T. Madas Created by T. Madas Question 17 I =2 ∞ 2 e − x dx and I =2 0 ∞ e− y 2 dy . 0 By finding an expression for I , show that ( ) Γ 1 = π. 2 proof Created by T. Madas Created by T. Madas Question 18 It is given that the following integral converges 1 ln x − 12 dx . 0 Evaluate the above integral by a suitable substitution introducing Gamma Functions. You may assume that ( ) Γ 1 = π. 2 π Created by T. Madas Created by T. Madas Question 19 It is given that the following integral converges 1 ( x ln x )n dx , n ∈ » . 0 Evaluate the above integral by a suitable substitution introducing Gamma Functions. MM3-E , Created by T. Madas ( −1)n n! ( n + 1)n+1 Created by T. Madas Question 20 It is given that the following integral converges ∞ e − 12 t ln t dt . 0 Evaluate the above integral by introducing a new parametric term in the integrand and carrying out a suitable differentiation under the integral sign. You may assume that 1 Γ′ ( x ) = Γ ( x ) −γ + + x ∞ k =1 1 1 − . k x + k 2 ( −γ + ln 2 ) Created by T. Madas Created by T. Madas Question 21 Prove the validity of Legendre’s duplication formula for the Gamma function, which states that Γ ( 2n ) π , n∈». Γ n + 1 ≡ 2 n−1 2 2 Γ ( n) ( ) MM3-C , proof Question 22 Legendre’s duplication formula for the Gamma function, states that Γ ( 2m ) π , m∈» . Γ m + 1 ≡ 2 m−1 2 2 Γ (m) ( ) Show that ( 2 m )! π , m ∈ » Γ m + 1 ≡ 2m 2 2 m! ( ) proof Created by T. Madas Created by T. Madas Question 23 I (λ, x) = ∞ e −λt t x−1 ln t dt . 0 a) By carrying a suitable differentiation over the integral sign, show that I ( λ , x ) = λ − x Γ′ ( x ) − Γ ( x ) ln λ . b) Find simplified expressions for I ( λ ,1) , I ( λ , 2 ) and I ( λ ,3) . 1 ′ You may assume that Γ ( x ) = Γ ( x ) −γ + + x MM3-D , I ( λ ,1) = − 1 λ ∞ k =1 1 1 − . k x + k [γ + ln λ ] , I ( λ , 2 ) = I ( λ ,3) = Created by T. Madas 1 λ2 1 λ3 [1 − γ − ln λ ] , [3 − 2γ − 2ln λ ] Created by T. Madas Question 24 By considering standard power series expansions and using Gamma functions, show ∞ 1 0 x x dx = r =1 ( −1)r −1 . r r You may assume that integration and summation commute. MM3F , proof Created by T. Madas Created by T. Madas Question 25 By considering standard power series expansions and using Gamma functions, show 1 0 1 x x dx = 1 + 1 2 2 + 1 3 3 + 1 4 4 + 1 55 + ... You may assume that integration and summation commute. MM3J , proof Created by T. Madas Created by T. Madas Question 26 I= ∞ 1 ( ln x )3 x 2 ( x − 1) dx . Show by the means of partial fractions and a suitable substitution that I = −6 + ∞ ( u 3 e −u 1 − e −u 0 and hence show that I= π4 15 ) −1 du , −6. You may assume without proof that ∞ ζ ( 4) = r =1 π4 1 = . r 4 90 proof Created by T. Madas Created by T. Madas Question 27 By using the substitution u = x + u x in the integral definition of Γ ( x + 1) , show that for large values of n n! ≈ 2π e− n n n + 12 , n∈». proof Created by T. Madas Created by T. Madas BETA FUNCTION Created by T. Madas Created by T. Madas SUMMARY OF THE BETA FUNCTION The Beta function B ( m, n ) , is defined as B ( m, n ) ≡ 1 x m−1 (1 − x ) n −1 dx . 0 Alternative definitions of B ( m, n ) are B ( m, n ) ≡ π 2 2 sin 2m−1 θ cos 2 n−1 θ dθ . 0 B ( m, n ) ≡ ∞ 0 x m−1 dx ( x + 1)m+n Beta function common rules and facts • B ( m, n ) ≡ B ( n, m ) • B ( m, n ) ≡ Γ ( m) Γ ( n) , Γ ( m + n) or B ( m, n ) ≡ or B ( m, n ) ≡ ( m − 1)!( n − 1)! , ( m + n + 1)! m∈» , n∈» ( m − 1)( n − 1) B m − 1, n − 1 ( ) ( m + n − 1)( m + n − 2 ) Created by T. Madas Created by T. Madas Question 1 Show clearly that B ( m, n ) = 2 π 2 ( sin θ )2m−1 ( sin θ )2n−1 dθ . 0 proof Question 2 By using techniques involving the Beta function, find the exact value of 1 4 7 x5 (1 − x ) dx . 0 1 180 Created by T. Madas Created by T. Madas Question 3 By using techniques involving the Beta function, find the exact value of π 2 sin 5 θ cos 4 θ dθ . 0 8 315 Question 4 By using techniques involving the Beta function, find the exact value of 1 x 4 1 − x 2 dx . 0 π 32 Created by T. Madas Created by T. Madas Question 5 π 2 sin x dx . 0 Express the value of the above integral in terms of Gamma functions, in their simplest form ( ) ( ) Γ 3 π 4 2Γ 5 4 Question 6 By using techniques involving the Beta function, find the exact value of π 2 sin 7 θ dθ . 0 8 35 Created by T. Madas Created by T. Madas Question 7 By using techniques involving the Beta function, find the exact value of 4 0 x3 dx . 4− x 4096 35 Question 8 By using techniques involving the Beta function, find the exact value of π 4 sin 2 2 x cos 4 2 x dx . 0 1 35 Created by T. Madas Created by T. Madas Question 9 By using techniques involving the Beta function, find the exact value of 1 4 4 0 1 − x4 dx . π 2 Question 10 By using techniques involving the Beta function, find the exact value of π 0 ( ) ( ) sin 5 1 x cos 2 1 x dx . 2 2 16 105 Created by T. Madas Created by T. Madas Question 11 a) Show clearly that 1 0 ( x m−1 1 − x n ) p −1 dx = 1 m B , p , n ≠ 0 . n n b) Hence, find the exact value of 1 ( x 5 1 − x3 0 ) 2 dx . 1 24 Question 12 By using techniques involving the Beta function, find the exact value of 1 11 1 − 3 x dx . 0 1331 1564 Created by T. Madas Created by T. Madas Question 13 In = 1 0 (1 − x ) n dx . Use Beta functions to show that In = 2 ( n + 2 )( n + 1) . proof Created by T. Madas Created by T. Madas Question 14 a 1 x 2 a − x dx . 0 Find an exact simplified value for the integral above, by using a suitable substitution to transform into a Beta function. You may assume that a is a positive constant. 1 π a2 8 Created by T. Madas Created by T. Madas Question 15 I m ,n = π 2 sin m θ cos n θ dθ , m ∈ » , n ∈ » . 0 a) Show clearly that I m, n = m −1 I m−2, n m+n b) Hence, show further that B ( m, n ) = ( m − 1)( n − 1) B m − 1, n − 1 . ( ) ( m + n − 1)( m + n − 2 ) proof Created by T. Madas Created by T. Madas Question 16 Show clearly that B ( m, n ) = Γ ( m) Γ ( n) . Γ ( m + n) proof Question 17 By using techniques involving the Beta function, find the exact value of π 2 tan θ dθ . 0 π 2 Created by T. Madas Created by T. Madas Question 18 By using techniques involving the Beta function, find the exact value of 4 x 2 16 − x 2 dx . 0 16π Question 19 By using techniques involving the Beta function, find the exact value of 2 16x 2 − x 6 dx . 0 2π Created by T. Madas Created by T. Madas Question 20 By using techniques involving the Beta function, find the exact value of 1 0 1 3 x 2 − x3 dx . 2π 3 Question 21 By using techniques involving the Beta function, find the exact value of π 2 1 7 ( sin θ ) 2 ( cosθ ) 2 dx . 0 5π 2 64 Created by T. Madas Created by T. Madas Question 22 By using techniques involving the Beta function, find the exact value of 2 ( 2x − x 2 ) 5 2 dx . 0 5π 16 Question 23 By using techniques involving the Beta function, find the exact value of 2 ( 4− x ) 7 2 2 dx . 0 35π Created by T. Madas Created by T. Madas Question 24 By using techniques involving the Beta function, find the exact value of 1 −1 1+ x dx . 1− x π Question 25 By using techniques involving the Beta function, find the exact value of ∞ 0 1 1 + x2 dx . π 2 Created by T. Madas Created by T. Madas Question 26 Use the substitution x 2 = sin θ to show that 1 ( ) 1 1 − x4 0 2 Γ 1 4 . dx = 32π proof Question 27 By using techniques involving the Beta function, find the exact value of π 0 3 ( ) sin 3 x 2 8sin 3 x dx . 2 π 3 Created by T. Madas Created by T. Madas Question 28 By using techniques involving the Beta function, find the exact value of 2 −2 2− x dx . 2+ x 2π Created by T. Madas Created by T. Madas Question 29 By using techniques involving the Beta function, find the exact value of ∞ ( 0 x3 1 + 8x 3 2 ) dx . MM3-A , Created by T. Madas π 72 3 Created by T. Madas Question 30 By using techniques involving the Beta function, find the exact value of 4 1 ( x − 2 )( 4 − x ) 2 dx . π Question 31 By using techniques involving the Beta function, find the exact value of 2π cos 4 θ + sin 6 θ dθ . 0 11π 4 Created by T. Madas Created by T. Madas Question 32 By using techniques involving the Beta function, show that 5 1 ( ) 2 2 Γ 1 4 . 4 ( 5 − x )( x − 1) dx = 3 π proof Created by T. Madas Created by T. Madas Question 33 B ( m, n ) ≡ 1 x m−1 (1 − x ) n −1 dx . 0 a) Use the substitution x = y to show that y +1 B ( m, n ) ≡ ∞ 0 y m−1 ( y + 1) m+ n dy . b) Hence find the exact value of ∞ ( 0 x3 4 + x) 6 dx . 1 320 Created by T. Madas Created by T. Madas Question 34 a) Show clearly that b ( b − x )m−1 ( x − a )n−1 dx = ( b − a ) m + n −1 B ( m, n ) . a b) Hence find the exact value of 5 3 5− x dx . x −3 π Created by T. Madas Created by T. Madas Question 35 By using techniques involving the Beta function, find the exact value of ∞ 1 3 3 (1 + x ) 0 dx . 10π 27 3 Question 36 By using techniques involving the Beta function, find the exact value of ∞ −∞ x2 1 + x4 dx . MM3-B , Created by T. Madas π 2 Created by T. Madas Question 37 By using techniques involving the Beta function, find the exact value of ∞ 1 dx . 1 + x6 0 π 3 Question 38 By using techniques involving the Beta function, find the exact value of ∞ 0 1 ( 2 + x2 ) 4 dx . 5π 2 512 Created by T. Madas Created by T. Madas Question 39 y x O The figure above shows the curve with parametric equations x = 8cos3 t , y = sin 3 t , 0 ≤ t ≤ 1 π . 2 The finite region bounded by the curve and the coordinate axes is revolved fully about the x axis, forming a solid of revolution S . Determine the x coordinate of the centre of mass of S . MM3-C , x = Created by T. Madas 21 16 Created by T. Madas Question 40 By using techniques involving the Beta function, show that 1 π 1 n 0 1− x n dx = n sin πn ( ) . proof Question 41 By using techniques involving the Beta function, show that 1 0 1 n x +1 dx = π cosec . n n π proof Created by T. Madas Created by T. Madas Question 42 B ( m, n ) ≡ 1 x m−1 (1 − x ) n −1 dx . 0 a) Use the substitution x = y to show that y +1 B ( m, n ) ≡ ∞ 0 y m−1 ( y + 1) m+ n dy . b) Hence find the exact value of ∞ 0 x 16 + x 2 dx . π 2 4 Created by T. Madas Created by T. Madas Question 43 By using techniques involving the Beta function, find the exact value of π 0 2 tan x ( cos x + sin x ) 2 dx . MM3-D , Created by T. Madas π 2 Created by T. Madas Question 44 By using techniques involving the Beta function, find the exact value of ∞ 1 1 x 2 x −1 dx . π 2 Created by T. Madas Created by T. Madas Question 45 1 I= 1 − x2 ) ( −1 n dx , n ∈ » . Use techniques involving the Beta function to show that 2 I 22 n+1 ( n!) = . ( 2n + 1)! MM3-E , proof Created by T. Madas Created by T. Madas Question 46 By using techniques involving the Beta function, find the exact value of ∞ 0 1 dx . ( x + 1) x MM3-C , π Created by T. Madas Created by T. Madas Question 47 By using techniques involving the Beta function, find the exact value of π 0 2 tan x 2 cos x + 4sin 2 x dx . π 4 Created by T. Madas Created by T. Madas Question 48 ∞ 2 e−u u 2 x −1 du . 0 a) Determine the value of the above integral in terms of Gamma functions. b) Show that 1π 2 ( cos θ )2 x−1 ( sin θ )2 y −1 dθ ≡ 1 B ( x, y ) . 2 0 c) Use the results of part (a) and (b) to show further that B ( x, y ) = Γ( x)Γ( y) . Γ( x + y) d) Hence deduce that 1π 2 0 ( cos θ )2n dθ 2n π = 2 n+1 . n 2 1 Γ( x) 2 Created by T. Madas Created by T. Madas Question 49 a) By using techniques involving the Beta function and the Gamma function, show that π 2 ( cosθ ) 2 k +1 dθ = 0 ( k !)2 22k . ( 2k + 1)! b) Use a suitable substitution in the above integral to deduce an expression for π 2 ( sin θ )2k +1 dθ . 0 π 2 0 ( sin θ ) 2 k +1 dθ = π 2 0 Created by T. Madas ( cosθ ) 2 k +1 dθ = ( k !)2 22k ( 2k + 1)! Created by T. Madas Question 50 f (z) = z p −1 , z ∈» , p∈ » , 0 < p <1. z +1 a) By integrating f ( z ) over a keyhole contour with a branch cut along the positive x axis, show that ∞ 0 x p −1 π . dx = 1+ x sin ( pπ ) b) Hence show further that Γ ( x ) Γ (1 − x ) = 1 u x −1 (1 − u ) −x du . 0 c) Use the substitution u = t to deduce that t +1 Γ ( x ) Γ (1 − x ) = π , 0 < x < 1. sin (π x ) V , MM3P , proof [solution overleaf] Created by T. Madas Created by T. Madas Created by T. Madas Created by T. Madas Question 51 B ( m, n ) ≡ 1 x m−1 (1 − x ) n −1 dx . 0 a) Use a suitable substitution to show that B(k, k ) = 1 2 2 k −1 1 (1 + u )k −1 (1 − u )k −1 du . −1 b) Hence show further Γ ( 2k ) π . Γ k + 1 = 2 k −1 2 2 Γ(k ) ( ) proof Created by T. Madas Created by T. Madas Question 52 I ( x) ≡ 1 0 1 1 2 t − − 4 2 ( ) x −1 dt . a) Express I ( x ) in terms of Gamma functions. b) By considering the symmetry of the integrand about the line t = 1 and using 2 2 the substitution y = 4 t − 1 , show that 2 ( ) ( ) Γ ( x ) Γ x + 1 = 21−2 x π Γ ( 2k ) . 2 I ( x) = Created by T. Madas Γ( x) Γ( x) Γ (2x) Created by T. Madas Question 53 I (α ) = ∞ 0 ( ) dx , arctan xα α < −1 . By using integration by parts, and justifying all steps, show that π 1 1 1 1 1 I (α ) = 1 π sec = 2 B 2 − 2α , 2 + 2α . 2 2 α ( You may assume that ∞ 0 ) x p −1 π dx = , 0 < p <1. sin pπ ( x + 1) proof Created by T. Madas Created by T. Madas Question 54 It is given that for any real constants x and y B ( x + 1, y + 1) = Γ ( x + 1) Γ ( y + 1) . Γ ( x + y + 2) a) Use the integral definition of B ( x + 1, y + 1) , with a suitable substitution to derive Gauss’ definition of the gamma function n x n! Γ ( x ) = lim . n→∞ x ( x + 1)( x + 2 ) ... ( x + n − 1)( x + n ) b) Hence show 1 Γ′ ( x ) = Γ ( x ) −γ − + x ∞ k =1 x . k (x + k) proof Created by T. Madas Created by T. Madas Question 55 1 I= 0 1− x 1 xy (1 − x − y ) 2 dydx . 0 Determine the exact value of I by transforming it into an expression involving Beta functions. 16 945 Created by T. Madas Created by T. Madas Question 56 A finite region R defined by the inequalities x3 + y 3 + z 3 ≤ 1 , x ≥ 0 , y ≥ 0 , z ≥ 0 . Show that the volume of R is ( ) k 1 Γ 1 , k k where k is a positive integer to be found. k =3 Created by T. Madas