ECE 316 ENGINEERING MATHEMATICS Ahmed H.
Abd El-Malek
[email protected]
PART II: LECTURE (1) Office: B7-F2-05
OUTLINE
➢ Improper Integral
➢ Special Functions Defined by Integrals
➢ Gamma Function
➢ Beta Function
2
IMPROPER INTEGRAL
• Improper integrals are definite integrals that cover an unbounded area. For
example,
∞
1
න 2 𝑑𝑥
𝑥
1
• An improper integral is a definite integral that has either one or both limits infinite
or an integrand that approaches infinity at one or more points in the range of
integration.
• Hence improper integrals are of two types.
IMPROPER INTEGRAL TYPE-I:
(INFINITE LIMITS OF INTEGRATION)
• In this kind of integrals one or both limits of integration are infinity. For example,
∞
1
න 2 𝑑𝑥
𝑥
1
is an improper integral. It can be viewed as the limit
𝑏
1
lim න 2 𝑑𝑥
𝑏→∞ 𝑥
1
IMPROPER INTEGRAL TYPE-II:
(DISCONTINUOUS INTEGRAND) OR
(INTEGRANDS WITH VERTICAL ASYMPTOTES)
• In this type of improper integrals the endpoints are finite, but the integrand function
is unbounded at one (or two) of the endpoints. For example,
1
1
න 𝑑𝑥
𝑥
0
is an improper integral. It can be viewed as the limit
1
1
lim+ න 𝑑𝑥
𝑎→0 𝑥
𝑎
REMARKS
• Not all improper integrals have a finite value, but some of them
definitely do.
• When the limit exists we say the integral is convergent, and when
it does not we say it is divergent.
GAMMA FUNCTION
The Gamma function, denoted by Γ 𝑛 , is a defined by the improper integral
∞
Γ 𝑛 = න 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
The integral is convergent for 𝑛 > 0.
∞ 1 ∞ −𝑥 −1
Example: Γ 2 = 0 𝑒 −𝑥 𝑥 𝑑𝑥, Γ
2
= 0 𝑒 𝑥 2 𝑑𝑥
The Gamma function has numerous properties that will be covered in the next slides
PROPERTIES OF GAMMA FUNCTION
Property 1:
Γ 1 =1
Property 2:
Γ 𝑛 + 1 = 𝑛Γ 𝑛 , 𝑛>0
Property 3:
Γ 𝑛 + 1 = 𝑛!
Property 4:
∞
−𝑡 2 2𝑛−1
Γ 𝑛 = 2න 𝑒 𝑡 𝑑𝑡
0
PROPERTIES OF GAMMA FUNCTION
Property 5:
1
Γ = 𝜋
2
Property 6:
1 𝑛−1
1
Γ 𝑛 = න ln 𝑑𝑦
𝑦
0
PROPERTIES OF GAMMA FUNCTION
Property 7:
∞
Γ 𝑛 = 𝛼 𝑛 න 𝑒 −𝛼𝑥 𝑥 𝑛−1 𝑑𝑥
0
Property 8:
∞
1
−𝑦 𝑛
Γ 𝑛+1 =න𝑒 𝑑𝑦
0
Property 9:
Γ 𝑛 = ∞, 𝑛 ≤ 0
PROPERTIES OF GAMMA FUNCTION
Property 10: Legendre Duplication Formula
22𝑛−1 1
Γ 2𝑛 = Γ 𝑛 Γ 𝑛+
𝜋 2
1 2𝑛 !
If 𝑛 is a positive integer, then Γ 𝑛 + = 𝜋
2 22𝑛 𝑛!
Property 11:
𝜋
Γ 𝑛 Γ 1−𝑛 =
sin 𝜋𝑛
THE GRAPH OF GAMMA FUNCTION
PROBLEMS
Evaluate the following in the simplified exact form.
3Γ(6) 5 𝑥2
∞ 3 −
1. ×Γ 5. 0 𝑥 𝑒 𝑑𝑥
2
Γ 4 2
∞ 7 −𝑥 ∞
2.0 𝑥 𝑒 𝑑𝑥 6. 0 𝑥 𝑒 − 𝑥 𝑑𝑥
∞ 4 1−𝑥 ∞ ln 𝑥 3
3. 2 0 𝑥 𝑒 𝑑𝑥 7. 1 𝑥 2 𝑑𝑥
∞ 3 −4𝑥
4. 0 𝑥 𝑒 𝑑𝑥 1 1 𝛼−1
8. 0 ln 𝑑𝑥
𝑥
PROBLEMS
By using techniques involving the Gamma function, show that
1
න ln 𝑥 𝑛 𝑑𝑥 = −1 𝑛 𝑛!, 𝑛∈ℕ
0
By using techniques involving the Gamma function, show that
∞ −𝑘
𝑒 𝑥2 3 𝜋
න 𝑑𝑥 = 5 , 𝑘≠0
𝑥6
0 8𝑘 2
BETA FUNCTION
The Beta function, denoted by 𝛽 𝑝, 𝑞 , can be expressed as a definite integral with 0 and 1 as
limits, and is given by
𝛽 𝑝, 𝑞 = න 𝑥 𝑝−1 1 − 𝑥 𝑞−1 d𝑥
The integral is convergent for 𝑝, 𝑞 > 0
PROPERTIES OF BETA FUNCTION
Property 1: Symmetry
𝛽 𝑝, 𝑞 = 𝛽 𝑞, 𝑝
Property 2:
𝜋
2
𝛽 𝑝, 𝑞 = 2 න sin2𝑝−1 𝜃 cos 2𝑞−1 𝜃 d𝜃
0
Property 3: Relation with Gamma Function
Γ 𝑝 Γ 𝑞
𝛽 𝑝, 𝑞 =
Γ 𝑝+𝑞
PROPERTIES OF BETA FUNCTION
Property 4:
∞
𝑦 𝑞−1
𝛽 𝑝, 𝑞 = න 𝑝+𝑞
d𝑦
1+𝑦
0
Property 5:
𝛽 𝑝 + 1, 𝑞 𝛽 𝑝, 𝑞 + 1 𝛽 𝑝, 𝑞
= =
𝑝 𝑞 𝑝+𝑞
PROBLEMS
Evaluate the following in the simplified exact form.
1 𝜋
1. 0 7 𝑥 5 1−𝑥 4 d𝑥 4. 0 2 sin 𝑥 d𝑥
𝜋
4 𝑥3
2. 0 2 sin5 𝜃 cos4 𝜃 d𝜃 5. 0 4−𝑥 d𝑥
1 4 𝜋
3. 0 𝑥 1 − 𝑥 2 d𝑥 6. 5 𝜃 2
0 sin 2 cos 2
𝜃
d𝜃
PROBLEMS
By using techniques involving the Beta function, show that
1
1 𝑞
න 𝑥 𝑞−1 1− 𝑥 𝑛 𝑝−1 𝑑𝑥 = 𝛽 ,𝑝 , 𝑛≠0
𝑛 𝑛
0
By using techniques involving the Beta function, show that
1
𝑛
2
න 1 − 𝑥 𝑑𝑥 =
(𝑛 + 2)(𝑛 + 1)
0
