Beta Function:

1
 (m, n)   x m 1 n 1
(1  x) dx ; m, n > 0
0

Note that  (m, n)   (n, m)

 1
For,  ( m, n)   x m 1(1  x ) n 1dx
0

Take y=1-x . Then, dy = -dx

When x=0, y=1 and x=1, y=0
0
 ( m, n)    (1  y ) m 1 y n 1dy
1

1
  y n 1(1  y ) m 1 dy
0
1
n 1(1  x ) m 1dx
 x
0
  ( n, m)
Trigonometric form of the Beta function
 /2
 (m, n)  2  sin 2 m 1( ) cos 2 n 1( ) d
0
 1
For,  ( m, n)   x m 1(1  x)n 1dx
0

Take x  sin 2 ( ) Then, dx  2sin  cos d

When x  0,  =0 and x  1,  = /2 .
 /2
 ( m, n)   (sin 2  ) m 1(1  sin 2  ) n 12sin  cos  d
0
 /2
 2  sin 2m  2 ( ) cos 2n  2 ( )sin  cos  d
0
 /2
 2  sin 2m 1( ) cos 2n 1( ) d
0
Gamma Function

(n)   e x x n1 dx ; n > 0.
0
Another form of Gamma function

Take t  x2

 2 2n 1
 ( n)  2  e t t dt ; n > 0.
0
 2 2n 1
=2  e  x x dx; n > 0.
0
There fore,

 2 2n 1
( n)  2  e  x x dx; n > 0.
0
Properties:

1. (1)  1.

For


 ( n)   e  x x n 1 dx ; n > 0.
0

 
 e-x 
(1)   e  x dx =    1.
  
0  0
2. ( n  1)  n( n), n  0.

For


 ( n  1)   e x x n dx
0

n  x  
  x ( e )    ( e  x )nx n 1 dx
  0
0

 n  e  x x n 1 dx = n(n).
0
From the property 2., we have

(n  1)
( n) 
n
The above formula is useful

to compute negative fraction of n.

3. If n is a positive integer, (n+1) = n!

For

( n  1)  n( n)  n (( n  1)  1)
 n( n  1)(( n  2)  1)
 n( n  1)( n  2) ( n  2)

=n( n  1)( n  2)...( n  ( n  1))( n  ( n  1)
 n( n  1)...2.1  (1)  n( n  1)...1  n!
Double integral
If f(x,y) is a function of x and y and
x varies from a to b and
y varies from c to d, then
b d b d 
  f(x,y)dydx=    f(x,y)dy  dx
 
a c a c 

Y
y=d
y=c
X

x=a x=b
Example:
1 2 1 2 
  xydydx=    xydy  dx
0 0 0 0 
1  2 2
xy
   dx
 2 
0  0
1
  2xdx  1.
0
Example:
1 1 1 1 
  (x+y)dydx=    (x+y)dy  dx
0 0 0 0 
1  2 1
y 
   xy   dx
 2 
0  0
1
 1
   x   dx
2
0 
 x2 x 
     1.
 2 2 
Separable function:
f ( x, y )  F ( x)G ( y )

b d b
d 
  f ( x, y )dydx=    F ( x)G (y)dy  dx
a c a c 
b d  b  d 
  F(x)   G (y)dy  dx    F(x)dx    F ( x)G (y)dy  .
     
a c  a  c 
Example:
1 2 1  2 
  xydydx=   xdx    ydy 
0 0 0  0 
1 2
 x 2   y2 
   
 2   2 
0 0
1
  2  1.
2
Polar co-ordinates:
( x , y )  ( r , )

x  r cos , y  r sin 

dxdy  rdrd

P (r , )

r

 2
 x
 e dx  ?
0

Now,

 2
 x
I   e dx
0
This implies that

 2
I   y
 e dy
0
  2   2 
I 2    e  x dx    e  y dy 
  
0  0 
  2  y2
   e  x e dxdy
0 0
  2  y2 )
   e  ( x dxdy
0 0
 /2  2
   r rdrd
 e
0 0
  /2  2
I2    e  r rdrd
0 0
 / 2  2 
   e  r rdr  d
 
0 0 
 / 2  1 
 e  u   2)
    du d ( put u  r
 2 
0  0 
1
 /2 
  d   .
2 4
0

 2
 x 
Therefore, I   e dx 
2
0
 1
4.   = 
2

For,


1
   e  x x (1/ 2) 1dx
2
0

  e  x x (1/ 2) dx Take y 2 =x
0
 2 y 1
 y
  e 2 ydy
0
 2
 y
2  e dy
0
  
 2  .
 2 
Compute the following

1. (4) 2.  5/ 2  3.(-1/2)

4. (5/4) 5. (-3/2).
1. (4) =(4-1)!=3!=6
5 3
2.    = (  1)
2 2
3 3 3 1 
        1
2 2 2 2 
 3  1   1  3 
        .
 2  2   2  4
The relation between
Beta and Gamma functions

 (m) (n)
5.  (m,n) =
( m  n)
Proof:

 2 2m 1
(m)=2  e  x x dx
0
 2 2n 1
(n)=2  e  y y dy
0

  2 2m 1    y 2 2n 1 
(m)(n)=  2  e  x x dx  2  e y dy 
  
 0  0 

  2  y 2 ) 2m 1 2n 1
=4   e  ( x x y dxdy
0 0 By polar co-ordinates
y

P ( r , ) x
r

   2  y 2 ) 2m1 2n 1
=4   e  ( x x y dxdy
0 0 By polar co-ordinates

 /2  2
=4   e  r ( r cos ) 2m 1( r sin  ) 2n 1rdrd
0 0
 /2  2 2(m n)1 2m1
=4   e  r r cos ( )sin  2n 1( ) drd
0 0

 /2   2 
=2  cos 2m 1( )sin  2n 1( )  2  er r 2(m  n)1dr  d
 
0  0 
  /2   2 2(m  n)1 
=2  cos 2 m 1 ( )sin  2 n 1( )  2  e  r r dr  d
 
0  0 

 /2
=2  cos 2m 1( )sin  2n1( )( m  n) d
0

  /2 
=(m  n)  2  sin  2 n 1 ( )cos 2 m 1( ) d 
 
 0 
=(m  n)  (n, m)  ( m  n)  (m, n)

The\is implies that

 ( m) ( n )
 (m, n) 
 ( m  n)
Evauate

1
1.  x 4 log (1/ x)  3dx
0
 /2
2.  tan x dx
0

1
dx
3.
0 1  x4
1 1
x 2dx dx
4.  
0 1  x4 0 1  x4
 y
1.We know that if x  e , then y  log( x ).

Let y = log(1/x) = log(1)-log(x)=-log(x).

Then, -y = log(x)

This implies that x  e y and dx  e y dy .

Now,

1 0
4 log (1/ x) 3dx = - e 4 y y 3e  y dy
 
x  
0 
 
  e5 y y 3dy
0
 3 du
 u 
  eu   ( Take u=5y)
5 5
0


1
  eu u 3du
54 0
(4) 6
 
625 625
  /2  /2
2.  tan x dx =  sin1/ 2 ( x)cos 1/ 2 ( x) dx
0 0

  /2 
1 1/ 2 1/ 2
= 2  sin ( x)cos ( x) dx 
2 
 0 
Here 2m-1=1/2 and 2n-1=-1/2
 m=3/4 and n=1/4
 1
dx
3.
0 1  x4

Take x 2 =sin

This implies that

2xdx=cos d
dx=(cos /2 sin ) d

Now,

1
dx
 /2 (cos / 2 sin  ) d
 = 
0 1  x4 0 1  sin 2 ( )

1
 /2
=  sin (1/ 2) ( )d
2
0
  /2
1  
= 2  sin (1/ 2) ( ) d 
4 
 0 

1
=  ((1/ 4),(1/ 2))
4
1 (1/4)(1/ 2)
=
4 ((1/ 4)  (1/ 2))
 (1/4)

4 (3/ 4)
 1
x 2dx
4. Now, consider 
0 1  x4

Take x 2 =sin

This implies that

2xdx=cos d
dx=(cos /2 sin ) d

Now,

1
x 2dx
 /2 sin  (cos / 2 sin  ) d
 = 
0 1  x4 0 1  sin 2 ( )

1
 /2
=  sin (1/ 2) ( ) d
2
0
   /2 
1
= 2  sin (1/ 2) ( )d 
4 
 0 
1 1 (3/4)(1/ 2)
=  ((3/ 4),(1/ 2)) =
4 4 ((3/ 4)  (1/ 2))
 (3/4)  (3/4)
 
4 (5/ 4) 4 ((1/ 4)  1)
 (3/4)  (3/4)
 
4 (1/ 4)(1/ 4) (1/ 4)
 1
dx
Now, consider 
0 1  x4

Take x 2 =tan

This implies that

2xdx=sec 2 d
dx=(sec 2 /2 tan ) d

Now,

1
dx
 /4 (sec2  / 2 tan  ) d
 = 
0 1  x4 0 1  tan 2 ( )
  /4  /4
1 sec 1 d
=  d = 
2 tan  2 cos tan 
0 0
 /4  /4
1 d 1 d

2
 2sin  cos

2
 sin 2
0 0
 /2 u=2
1  (1/ 2) du

2
 sin (u )
2 du=2d
0
   /2 
1 
= 2  sin (1/2) (u ) du 
4 2 
 0 

1
=  ((1/ 4),(1/ 2))
4 2
1 (1/4)(1/ 2)
=
4 2 ((1/ 4)  (1/ 2))
 (1/4)
 .
4 2 (3/ 4)
Now,

1 1
x 2dx dx  (3/4)  (1/4)
  
(1/ 4)

(3/ 4)
0 1  x4 0 1 x 4 4 2

 .
4 2