Improper Integrals

Lecture 2
 Beta Function
1
𝛽 𝑚, 𝑛 = 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥, 𝑚 > 0, 𝑛 > 0
0

𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 1 ∶ 𝛽 𝑚, 𝑛 = 𝛽(𝑛, 𝑚)
𝜋/2
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 2 ∶ 𝛽 𝑚, 𝑛 = 2 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃𝑑𝜃
0
𝑚𝑛
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 3 ∶ 𝛽 𝑚, 𝑛 =
𝑚+𝑛
2
𝜋/2
1 1 1 1
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 4 ∶ 𝑚 = 𝑛 = 1/2, 𝛽 , =2 𝑑𝜃 ⟹ =𝜋⟹ = 𝜋
2 2 0 2 2
 ∞
𝑥 𝑚−1
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 5 ∶ 𝛽 𝑚, 𝑛 = 𝑚+𝑛
𝑑𝑥
0 (1 + 𝑥)
1
𝑥 𝑚−1 + 𝑥 𝑛−1
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 6 ∶ 𝛽 𝑚, 𝑛 = 𝑚+𝑛
𝑑𝑥
0 (1 + 𝑥)

1 𝜋
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 7 ∶ 𝐷𝑢𝑝𝑙𝑖𝑐𝑎𝑡𝑖𝑜𝑛 𝐹𝑜𝑟𝑚𝑢𝑙𝑎: 𝑚 𝑚 + = 2𝑚−1 2𝑚
2 2

𝜋
𝑃𝑟𝑜𝑝𝑒𝑟𝑡𝑦 8 ∶ 𝐸𝑢𝑙𝑒𝑟 ′ 𝑠 𝐹𝑜𝑟𝑚𝑢𝑙𝑎: 𝑛 1 − 𝑛 = ,0 < 𝑛 < 1
𝑠𝑖𝑛𝑛𝜋
 𝜋/2
Example 1 Evaluate 0
𝑡𝑎𝑛𝜃𝑑𝜃 .
𝜋/2 𝜋/2 1/2 𝜃𝑐𝑜𝑠 −1/2 𝜃𝑑𝜃
Solution I = 0
𝑡𝑎𝑛𝜃𝑑𝜃 = 0
𝑠𝑖𝑛
𝜋/2
2𝑚−1 2𝑛−1
𝑚𝑛
∵ 𝛽 𝑚, 𝑛 = 2 𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃 =
0 𝑚+𝑛
3 1
𝜋/2 𝜋/2 1/2 −1/2 1 4 4 1 3 1
I= 0
𝑡𝑎𝑛𝜃𝑑𝜃 = 0
𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃 = 3 1
=
2 + 2 4 4
4 4
𝜋
∵ 𝐸𝑢𝑙𝑒𝑟 ′ 𝑠 𝐹𝑜𝑟𝑚𝑢𝑙𝑎: 𝑛 1 − 𝑛 = ,0 < 𝑛 < 1
𝑠𝑖𝑛𝑛𝜋
𝜋/2
1 𝜋 1 3 𝜋
∴I= 𝑡𝑎𝑛𝜃𝑑𝜃 = 2𝜋 = = = 2𝜋
0 2 2 4 4 𝑠𝑖𝑛𝜋/4
 1 3
Example 2 Evaluate 0
𝑥 (1 − 𝑥)5 𝑑𝑥 .
1 3
Solution I = 0
𝑥 (1 − 𝑥)5 𝑑𝑥 𝐿𝑒𝑡, 𝑥 = 𝑡
∴ 𝑥 = 𝑡2
1 6 5 2𝑡𝑑𝑡
∴I= 0
𝑡 (1 − 𝑡) ∴ 𝑑𝑥 = 2𝑡𝑑𝑡
1
∴I= 2 0 𝑡 7 (1 − 𝑡)5 𝑑𝑡
1
∴I= 2 0 𝑡 8−1 (1 − 𝑡)6−1 𝑑𝑡

86
∴ I = 2𝛽 8,6 = 2
14
7! 5! 1×2×3×4×5 1
=2 =2 =2
13! 8 × 9 × 10 × 11 × 12 × 13 3 × 2 × 11 × 12 × 13
1
=
5148
 𝑏
Example 3 Show that 𝑎
(𝑥 − 𝑎)𝑚−1 (𝑏 − 𝑥)𝑛−1 𝑑𝑥 = 𝑏 − 𝑎 𝑚+𝑛−1 𝛽(𝑚, 𝑛) .

𝑏
Solution I = 𝑎
(𝑥 − 𝑎)𝑚−1 (𝑏 − 𝑥)𝑛−1 𝑑𝑥 𝐿𝑒𝑡, 𝑥 − 𝑎 = 𝑡
𝑏−𝑎
∴ 𝑑𝑥 = 𝑑𝑡
∴I= (𝑡) 𝑚−1 (𝑏 − 𝑎 − 𝑡)𝑛−1 𝑑𝑡
0
𝐿𝑒𝑡, 𝑡 = 𝑏 − 𝑎 𝑧
1
∴I= 0
(𝑏 − 𝑎)𝑚−1 𝑧 𝑚−1 𝑏−𝑎 𝑛−1 1 − 𝑧 𝑛−1 (𝑏 − 𝑎)𝑑𝑧 ∴ 𝑑𝑡 = 𝑏 − 𝑎 𝑑𝑧

𝒎−𝟏+𝒏−𝟏+𝟏 1 𝑚−1 𝑛−1 𝑑𝑧

∴ I = (𝒃 − 𝒂) 0
𝑧 1−𝑧

∴I= 𝒃−𝒂 𝒎+𝒏−𝟏 𝜷(𝒎, 𝒏)

 ∞ 𝑥 8 (1−𝑥 6 )
Example 4 Evaluate 0 (1+𝑥)24
𝑑𝑥 .
∞ 𝑥 8 (1−𝑥 6 ) ∞ 𝑥 8 −𝑥 14
Solution I = 0 (1+𝑥)24
𝑑𝑥 = 0 (1+𝑥)24
𝑑𝑥

∞ ∞
𝑥8 𝑥 14
∴I= 24
𝑑𝑥 − 24
𝑑𝑥
0 (1 + 𝑥) 0 (1 + 𝑥)
∞
∞
𝑥 9−1 ∞
𝑥 15−1 𝑥 𝑚−1
∴I= 9+15
𝑑𝑥 − 15+9
𝑑𝑥 ∵ 𝛽 𝑚, 𝑛 = 𝑚+𝑛
𝑑𝑥
0 (1 + 𝑥) 0 (1 + 𝑥) (1 + 𝑥)
0

∴ I = 𝛃 𝟗, 𝟏𝟓 − 𝜷 𝟏𝟓, 𝟗 = 𝟎 ∵ 𝛽 𝑚, 𝑛 = 𝛽(𝑛, 𝑚)
 1 𝑥2 1 1
Example 5 Evaluate 0 1−𝑥 4
𝑑𝑥 × 0 1+𝑥 4
𝑑𝑥 .
1 𝑥2 1 1
Solution I = 0 1−𝑥 4
𝑑𝑥 × 0 1+𝑥 4
𝑑𝑥 = 𝐼1 × 𝐼2
1
𝑥2 𝐿𝑒𝑡, 𝑥 2 = 𝑠𝑖𝑛𝜃
𝐿𝑒𝑡, 𝐼1 = 𝑑𝑥
0 1 − 𝑥4 ∴ 𝑥 = 𝑠𝑖𝑛1/2 𝜃
𝜋/2
𝑠𝑖𝑛𝜃 1 1 −1/2 𝜃𝑐𝑜𝑠𝜃𝑑𝜃
∴ 𝐼1 = 𝑠𝑖𝑛 −1/2
𝜃𝑐𝑜𝑠𝜃𝑑𝜃 ∴ 𝑑𝑥 = 𝑠𝑖𝑛
𝑐𝑜𝑠𝜃 2 2
0 3
3 1 3 3
𝜋 𝜋 𝜋
1 𝜋/2
1 3 1 1 4 2 1 4 1 4 4
∴ 𝐼1 = 𝑠𝑖𝑛1/2 𝜃 𝑑𝜃 = 𝛽( , ) = = = =
2 0 4 4 2 4 3 1 4 5 4 1 1
+ +1
4 2 4 4 4
𝜋/2
2𝑚−1 2𝑛−1
𝑚𝑛
∵ 𝛽 𝑚, 𝑛 = 2 𝑠𝑖𝑛 𝜃𝑐𝑜𝑠 𝜃𝑑𝜃 =
0 𝑚+𝑛
 1
1
𝐿𝑒𝑡, 𝐼2 = 𝑑𝑥 𝐿𝑒𝑡, 𝑥 2 = 𝑡𝑎𝑛𝜃
0 1 + 𝑥4
∴ 𝑥 = 𝑡𝑎𝑛1/2 𝜃
𝜋/4 1
1 1
∴ 𝐼2 = 𝑡𝑎𝑛−1/2 𝜃𝑠𝑒𝑐 2 𝜃𝑑𝜃 ∴ 𝑑𝑥 = 𝑡𝑎𝑛−1/2 𝜃𝑠𝑒𝑐 2 𝜃𝑑𝜃
0 𝑠𝑒𝑐𝜃 2 2
𝜋/4 𝜋/4
1 −1/2
1
∴ 𝐼2 = 𝑡𝑎𝑛 𝜃𝑠𝑒𝑐𝜃𝑑𝜃 = 𝑠𝑖𝑛−1/2 𝜃𝑐𝑜𝑠 −1/2 𝜃𝑑𝜃
2 0 2 0
𝜋/4 𝜋/4
1 1
= (2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃)−1/2 𝑑𝜃 = (𝑠𝑖𝑛2𝜃)−1/2 𝑑𝜃
22−1/2 0 2 0
1 𝜋/2 𝐿𝑒𝑡, 2𝜃 = 𝑡 ∴ 𝑑𝜃 = 𝑑𝑡/2
∴ 𝐼2 = 𝑠𝑖𝑛−1/2 𝑡𝑑𝑡 1 1 1
2 2 𝜋
0
1 1 1 1 4 2 1 4
= 𝛽( , ) = =
4 2 4 2 4 2 1 1 4 2 3
+ 4
4 2
 1 𝑥2 1 1
∴I= 0 1−𝑥 4
𝑑𝑥 × 0 1+𝑥 4
𝑑𝑥 = 𝐼1 × 𝐼2

3 1
𝜋 𝜋
4 1 4 𝜋
= × =
1 4 2 3 4 2
4 4