A.

Special Functions of
Integral Calculus
Reduction Formulae
Reduction formulae are mathematical tools used to evaluate complex
integrals by expressing them in terms of simpler integrals. They establish a
recursive relationship, allowing the integral of a function with a given
exponent or parameter to be reduced step by step until a known integral
form is reached.
Mathematically, a reduction formula expresses an integral in terms of the
same integral with a lower parameter:
𝐼𝑛 = 𝑓 𝑛 𝐼𝑛−1
where:
𝐼𝑛 represents the given integral with parameter 𝑛.
𝐼𝑛−1 is the reduced form of the integral.
𝑓(𝑛) is a function that relates the two integrals.
Reduction formulae streamline integral evaluations by expressing them in
recursive terms, making them essential in mathematical analysis, physics,
and engineering applications. They provide an efficient way to handle
complex integrals that arise frequently in applied mathematics.
Reduction Formulae for Trigonometric Functions:

𝜋/2 𝜋/2
1. For 𝐼𝑛 = ‫׬‬0 sin𝑛 𝑥 d𝑥 or 𝐼𝑛 = ‫׬‬0 cos 𝑛 𝑥 d𝑥

𝑛−1
𝐼𝑛 = 𝐼𝑛−2
𝑛
Case 1: When 𝑛 is a positive even integer:
𝑛−1 𝑛−3 𝑛−5 3 1 𝜋
𝐼𝑛 = . . … . .
𝑛 𝑛−2 𝑛−4 4 2 2
Case 2: When 𝑛 is a positive odd integer:
𝑛−1 𝑛−3 𝑛−5 4 2
𝐼𝑛 = . . … . .1
𝑛 𝑛−2 𝑛−4 5 3
Additional Useful Formulae for Trigonometric
Functions:
𝜋 𝜋/2
1. ‫׬‬0 sin𝑛 𝑥 d𝑥 = 2 ‫׬‬0 sin𝑛 𝑥 d𝑥 , for all integral values of n

𝜋 𝜋/2
2. ‫׬‬0 cos 𝑛 𝑥 d𝑥 = 2 ‫׬‬0 cos 𝑛 𝑥 d𝑥, if n is an even integer
= 0, if n is an odd integer

2𝜋 𝜋/2
3. ‫׬‬0 sin𝑛 𝑥 d𝑥 = 4 ‫׬‬0 sin𝑛 𝑥 d𝑥, if n is an even integer
= 0, if n is an odd integer

2𝜋 𝜋/2
4.‫׬‬0 cos 𝑛 𝑥 d𝑥 = 4 ‫׬‬0 cos 𝑛 𝑥 d𝑥, if n is an even integer
= 0, if n is an odd integer
Solved Example:
𝜋/2
1. ‫׬‬0 cos 6 𝑥 d𝑥

Solution:
We know that for even powers of cos x,
𝜋/2
𝑛
𝑛−1 𝑛−3 𝑛−5 3 1 𝜋
න cos 𝑥 d𝑥 = . . … . .
0 𝑛 𝑛−2 𝑛−4 4 2 2
Here 𝑛 = 6,
𝜋/2
6
5 3 1 𝜋 5𝜋
∴ න cos 𝑥 d𝑥 = . . . =
0 6 4 2 2 32
Solved Example:
𝑎 𝑥7
2. ‫׬‬0 2 2 d𝑥
𝑎 −𝑥

Solution:
Put 𝑥 = 𝑎 sin 𝜃, so that d𝑥 = 𝑎 cos 𝜃 d𝜃
𝜋
Then limits become, 0 to .
2
𝑎 𝜋/2 𝜋/2
𝑥7 𝑎8 sin7 𝜃 cos 𝜃
∴න d𝑥 = න d𝜃 = 𝑎7 න sin7 𝑥 d𝑥
0 𝑎2 − 𝑥 2 0 𝑎 cos 𝜃 0
We know that for odd powers of sin x,
𝜋/2
𝑛
𝑛−1 𝑛−3 𝑛−5 4 2
න sin 𝑥 d𝑥 = . . … . .1
0 𝑛 𝑛−2 𝑛−4 5 3
Here 𝑛 = 7,
𝜋/2 7
6 4 2 16a
∴ 𝑎7 න sin7 𝑥 d𝑥 = a7 . . . 1 = .
0 7 5 3 35
 𝜋/2
2. For 𝐼𝑚,𝑛 = ‫׬‬0 sin𝑚 𝑥 cos 𝑛 𝑥 d𝑥
𝑛−1
𝐼𝑚,𝑛 = 𝐼𝑚,𝑛−2
𝑚+𝑛
Case 1: When m and n are both even
𝑛 − 1 𝑛 − 3 … 3.1 . { 𝑚 − 1 𝑚 − 3 … 3.1} 𝜋
𝐼𝑚,𝑛 = .
{ 𝑚 + 𝑛 𝑚 + 𝑛 − 2 … 4.2} 2
Case 2: When m is odd, and n is even
𝑛 − 1 𝑛 − 3 … 3.1 . { 𝑚 − 1 𝑚 − 3 … 4.2}
𝐼𝑚,𝑛 =
{ 𝑚 + 𝑛 𝑚 + 𝑛 − 2 … 5.3.1}
Case 3: When m and n are both even
𝑛 − 1 𝑛 − 3 … 4.2 . { 𝑚 − 1 𝑚 − 3 … 3.1}
𝐼𝑚,𝑛 =
{ 𝑚 + 𝑛 𝑚 + 𝑛 − 2 … 3.1}
Case 4: When m and n are both odd
𝑛 − 1 𝑛 − 3 … 3.1 . { 𝑚 − 1 𝑚 − 3 … 4.2}
𝐼𝑚,𝑛 =
{ 𝑚 + 𝑛 𝑚 + 𝑛 − 2 … 5.3.1}
 𝜋/2
Thus, for 𝐼𝑚,𝑛 = ‫׬‬0 sin𝑚 𝑥 cos 𝑛 𝑥 d𝑥

{ 𝑚 − 1 𝑚 − 3 … 2 𝑜𝑟 1} ∙ 𝑛 − 1 𝑛 − 3 … 2 𝑜𝑟 1
𝐼𝑚,𝑛 = ×𝑃
{ 𝑚 + 𝑛 𝑚 + 𝑛 − 2 … 2 𝑜𝑟 1}
𝜋
Where, 𝑃 = , if m and n are both even
2
=1, for all other values of m and n.
Solved Example:
∞ 𝑡6
Evaluate: ‫׬‬0 d𝑡
1+𝑡 2 7

Solution:
Putting 𝑡 = tan 𝜃 , so that
𝜋
∞ 6
𝑡 2 tan6 𝜃 sec 2 𝜃
න d𝑡 = න d𝜃
0 1 + 𝑡2 7
0 sec14 𝜃
𝜋/2
=න sin6 𝜃 cos 6 𝜃 𝑑𝜃
0
5.3.1 × 5.3.1 𝜋
= ×
[Link].4.2 2
5𝜋
=
2048
3. For 𝐼𝑛 = ‫ ׬‬tann 𝑥 d𝑥
tan𝑛−1 𝑥
𝐼𝑛 = − 𝐼𝑛−2
𝑛−1

4. For 𝐼𝑛 = ‫ ׬‬cot n 𝑥 d𝑥
cot 𝑛−1 𝑥
𝐼𝑛 = − − 𝐼𝑛−2
𝑛−1
5. For 𝐼𝑛 = ‫ ׬‬sec n 𝑥 d𝑥
sec 𝑛−2 𝑥 tan 𝑥 𝑛 − 2
𝐼𝑛 = + 𝐼𝑛−2
𝑛−1 𝑛−1
6. For 𝐼𝑛 = ‫ ׬‬cosec n 𝑥 d𝑥
cosec 𝑛−2 𝑥 cot 𝑥 𝑛 − 2
𝐼𝑛 = − + 𝐼𝑛−2
𝑛−1 𝑛−1
Solved Example:
𝜋
1. ‫ ׬‬cosec 3 𝑥 d𝑥
𝜋
2

3
Solution:
Putting 𝑛 = 3 in the reduction formula for ‫ ׬‬cosec n 𝑥 d𝑥 , we get
1 1
𝐼3 = − cot 𝑥 cosec 𝑥 + 𝐼1
2 2
𝜋 𝜋
𝜋
2
3
1 2
1 2
∴ න cosec 𝑥 d𝑥 = − cot 𝑥 cosec 𝑥 𝜋 + න cosec 𝑥 d𝑥
𝜋 2 3 2 𝜋
3 3
𝜋
1 2 1
=− 0− + [log(cosec 𝑥 − cot 𝑥)]𝜋2
2 3 2 3
1 1
= + log 3
3 4
Solved Example:
∞ 𝑥 8 −𝑥 5
2. ‫׬‬0 𝑑𝑥
1+𝑥 3 5
Solution:
∞ ∞
𝑥8 − 𝑥5 𝑥6 − 𝑥3 𝑥2
𝐼=න 3 5
𝑑𝑥 = න 3 5
𝑑𝑥
0 1+𝑥 0 1+𝑥
Put 𝑥 3 = tan2 𝜃, therefore 3𝑥 2 𝑑𝑥 = 2 tan 𝜃 sec 2 𝜃 𝑑𝜃
𝜋
2 tan4 𝜃 − tan2 𝜃 2 2
𝐼=න 2 5
tan 𝜃 sec 𝜃 𝑑𝑥
0 1 + tan 𝜃 3
𝜋
2 2
= න tan5 𝜃 − tan3 𝜃 cos 8 𝜃 𝑑𝜃
3 0
𝜋 𝜋
2 2 2
= න sin5 𝜃 cos 3 𝜃 𝑑𝜃 − න sin3 𝜃 cos 5 𝜃 𝑑𝜃
3 0 0
We know,
𝜋 𝜋
2
5 3
2
5
𝜋 3
𝜋
න sin 𝜃 cos 𝜃 𝑑𝜃 = න sin − 𝜃 cos − 𝜃 𝑑𝜃
0 0 2 2
𝜋
2
= න sin3 𝜃 cos 5 𝜃 𝑑𝜃
0
∴𝐼=0
Examples:
∞ 𝑥 7 −𝑥 8
1. Prove that ‫׬‬0 1+𝑥 17 𝑑𝑥 =0
𝜋
2 4 2 𝜋
2. Prove that ‫ ׬‬sin 𝑥 cos 𝑥 d𝑥 =
𝜋
− 16
2
∞ 𝑡4 3𝜋
3. Prove that ‫׬‬0 1+𝑡 2 3 𝑑𝑡 = 16
𝜋 8𝜋
4. Prove that ‫׬‬0 𝑥 sin5 𝑥 cos 4 𝑥 d𝑥 =
315
Beta Function
Beta Function:
The Beta function, denoted as 𝛽 𝑚, 𝑛 , is a special mathematical function
that arises in integral calculus, probability, and mathematical physics. It is
defined as an integral involving two parameters m and n:
1
𝛽 𝑚, 𝑛 = න 𝑥 𝑚−1 1 − 𝑥 𝑛−1
𝑑𝑥,
0
m and n > 0.

The Beta function is symmetric, meaning:

𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)

Beta function is also called Euler’s integral of the first kind.

Why is the Beta Function Important?
1. Many definite integrals involving powers of x and (1−x) can be evaluated
using the Beta function.
2. The Beta function is directly related to the Gamma function (which
generalizes factorials), making it useful in higher mathematics.
3. It is used to define the Beta distribution, an important probability
distribution in statistics.
Properties of Beta Function:
1. 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
𝜋
2. 𝛽(𝑚, 𝑛) = 2 ‫׬‬0 sin2𝑚−1 𝜃 cos 2𝑛−1 𝜃 𝑑𝜃
2

∞ 𝑥 𝑚−1
3. 𝛽(𝑚, 𝑛) = ‫׬‬0 1+𝑥 𝑚+𝑛 𝑑𝑥
Gamma Function
Gamma Function:
The Gamma function, denoted as Γ(𝑛), is a generalization of the factorial
function. It is defined as:
∞
Γ 𝑛 = න 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 𝑛 > 0
0
Gamma function is also called Euler’s integral of the second kind.
Properties of Gamma Function:
∞ −𝑥 2 2𝑛−1
1. Γ 𝑛 = 2 ‫׬‬0 𝑒 𝑥 d𝑥
2. Γ 1 =1
3. Γ 𝑛 + 1 = 𝑛Γ 𝑛
4. Γ 0 =∞
1
5. Γ = 𝜋
2
6. Γ 𝑛 + 1 = 𝑛!, if n is a positive integer
Γ 𝑛+1
7. For negative integers we use, Γ 𝑛 =
𝑛
Transformations of Gamma Function:
∞ −𝑘𝑦 𝑛−1 Γ 𝑛
1. ‫׬‬0 𝑒 𝑦 d𝑦 = 𝑛
𝑘
∞ −𝑦 1/𝑛
2. ‫׬‬0 𝑒 d𝑦 = Γ 𝑛 + 1
1 1 𝑛−1
3. Γ 𝑛 = ‫׬‬0 log 𝑑𝑦
𝑦
𝜋
4. Γ 𝑝 Γ 1 − 𝑝 = , if 0 < 𝑝 < 1
sin 𝑝𝜋
1 𝜋
5. Γ 𝑚 Γ 𝑚 + = 2𝑚−1 Γ 2𝑚
2 2
𝑚+1 𝑛+1
𝜋/2 Γ Γ
6. ‫׬‬0 sin𝑚 𝑥 cos 𝑛 𝑥 d𝑥 = 2 2
𝑚+𝑛+2
2Γ
2
Relation Between Beta and Gamma Functions:
Γ 𝑚 Γ 𝑛
𝛽 𝑚, 𝑛 =
Γ 𝑚+𝑛
Solved Examples on Beta and Gamma Functions:
∞ 𝑦 𝑞−1
1. Show that: 𝛽 𝑝, 𝑞 = ‫׬‬0 1+𝑦 𝑝+𝑞 𝑑𝑦
Solution:
1
𝛽 𝑝, 𝑞 = න 𝑥 𝑝−1 1 − 𝑥 𝑞−1
𝑑𝑥
0
1 1
Put 𝑥 = , that is, y = − 1
1+𝑦 𝑥
1
⇒ 𝑑𝑥 = − 2
𝑑𝑦
1+𝑦
0 𝑞−1
1 𝑦 1
∴ 𝛽 𝑝, 𝑞 = − න 𝑝−1 1 + 𝑦 2
𝑑𝑦
∞ 1 + 𝑦 1+𝑦
∞
𝑦 𝑞−1
=න 𝑝+𝑞
𝑑𝑦
0 1+𝑦
Hence proved.
 ∞ 𝑥2
2. Evaluate: ‫׬‬0 𝑥2 𝑑𝑥
3
Solution:
𝑥2 𝑡 1/2
Put 3 = 𝑒 𝑡 , that is, 𝑥 =
log 3
𝑡 −1/3
∴ 𝑑𝑥 = 𝑑𝑡
2 log 3
1
−
∞ 𝑥2 ∞ 𝑡 1 𝑡 2
Thus, ‫׬‬0 𝑥2 𝑑𝑥 = ‫׬‬0 log 3 𝑒 𝑡 2 log 3 𝑑𝑡
3
∞
1 −𝑡 1/2
= 3/2
න 𝑒 𝑡 𝑑𝑡
2 log 3 0
1 3
= 3/2
Γ
2 log 3 2
𝜋
=
4 log 3 3/2
 𝜋/2
3. Express the integral ‫׬‬0 tan 𝜃 𝑑𝜃 in terms of gamma function.
Solution:
𝜋/2 𝜋/2
𝐼=න tan 𝜃 𝑑𝜃 = න sin1/2 𝜃 cos −1/2 𝜃 𝑑𝜃
0 0
𝑚+1 𝑛+1
𝜋/2 Γ Γ
We know, ‫׬‬0 sin𝑚 𝑥 cos 𝑛 𝑥 d𝑥 = 2
𝑚+𝑛+2
2
2Γ
2
1 1 1 1
+1 − +1 +1 − +1 3 1
Γ 2 Γ 2 Γ 2 Γ 2 Γ Γ
∴𝐼= 2 2 = 2 2 = 4 4
1 1 1 1 2Γ 1
− +2 − +2
2Γ 2 2 2Γ 2 2
2 2
1 3 1
= Γ Γ
2 4 4
 ∞ −𝑎𝑥 𝑚−1
4. Evaluate the integral ‫׬‬0 𝑒 𝑥 sin 𝑏𝑥 𝑑𝑥 in terms of gamma function.
Solution:
∞ −𝑥 𝑚−1
We have, Γ 𝑚 = ‫׬‬0 𝑒 𝑥 𝑑𝑥
Put 𝑥 = 𝑎𝑦, ⇒ 𝑑𝑥 = 𝑎𝑑𝑦
∞
∴ Γ 𝑚 = න 𝑒 −𝑎𝑦 𝑎𝑚 𝑦 𝑚−1 𝑑𝑦
0
∞
−𝑎𝑦 𝑚−1
Γ 𝑚
⇒න 𝑒 𝑦 𝑑𝑦 = 𝑚 … 𝑖
0 𝑎
∞ −𝑎𝑥 𝑚−1 ∞ −𝑎𝑥 𝑚−1
Now, I =‫׬‬0 𝑒 𝑥 sin 𝑏𝑥 𝑑𝑥 = ‫׬‬0 𝑒 𝑥 (imaginary part of 𝑒 𝑖𝑏𝑥 )𝑑𝑥
∞
= I. P. of න 𝑒 − 𝑎−𝑖𝑏 𝑥 𝑚−1
𝑥 𝑑𝑥
0
Thus, from (i), we get
Γ 𝑚
I = I. P. of 𝑚
𝑎 − 𝑖𝑏
Put 𝑎 = 𝑟 cos 𝜃 and 𝑏 = 𝑟 sin 𝜃 ,
Γ 𝑚
∴ I = I. P. of 𝑚
𝑟 cos 𝜃 − 𝑖 sin 𝜃 𝑚
Γ 𝑚
= I. P. of 𝑚
𝑟 (cos 𝑚𝜃 − 𝑖 sin 𝑚𝜃)
Rationalising, we get
Γ 𝑚 (cos 𝑚𝜃 + 𝑖 sin 𝑚𝜃)
∴ I = I. P. of 𝑚
𝑟 (cos 𝑚𝜃 − 𝑖 sin 𝑚𝜃)(cos 𝑚𝜃 + 𝑖 sin 𝑚𝜃)
Γ 𝑚
= 𝑚 sin 𝑚𝜃
𝑟
𝑏
where, 𝑟 = 𝑎2 + 𝑏 2 , 𝜃 = tan−1
𝑎
Examples on Beta and Gamma functions:
1 𝑑𝑥
1. Express the integral ‫׬‬0 4
in terms of gamma function.
1−𝑥
∞4 − 𝑥 3 𝜋
2. Show that ‫׬‬0 𝑥𝑒 𝑑𝑥 =
2
∞ 𝑥 𝑚−1 1
3. Prove that ‫׬‬0 𝑑𝑥 = 𝑛 𝑚 𝛽 𝑚, 𝑛 .
𝑎+𝑏𝑥 𝑚+𝑛 𝑎 𝑏
4. Prove that 𝛽 𝑚, 𝑛 = 𝛽 𝑚, 𝑛 + 1 + 𝛽 𝑚 + 1, 𝑛
Differentiation under
Integration Sign
 Differentiation Under the Integral Sign:
• Differentiation under the integral sign, is a technique used to differentiate
an integral with respect to a parameter.
• It allows us to evaluate certain integrals that are otherwise difficult or even
impossible to compute using elementary methods.
Rule I – Integral with Limits 𝑎, 𝑏 as Constants
𝑏
If 𝐼 𝛼 = ‫𝑓 𝑎׬‬ 𝑥, 𝛼 𝑑𝑥 , where a and b are constants, then
𝑏
𝑑𝐼 𝜕
=න 𝑓 𝑥, 𝛼 𝑑𝑥
𝑑𝛼 𝑎 𝜕𝛼
Solved Example
1 𝑥 𝑎 −1
Prove that ‫׬‬0 log 𝑥 𝑑𝑥 = log 1 + 𝑎 ; 𝑎 ≥ 0.
Solution:
1 𝑥 𝑎 −1
Let 𝐼 𝑎 = ‫׬‬0 log 𝑥 𝑑𝑥
Differentiating w.r.t a,
1 1 1
𝑎 𝑎+1 1
𝑑𝐼 𝑎 𝜕 𝑥 −1 1 𝑎 𝑎
𝑥
=න 𝑑𝑥 = න 𝑥 log 𝑥 𝑑𝑥 = න 𝑥 𝑑𝑥 =
𝑑𝑎 𝜕𝑎 log 𝑥 log 𝑥 𝑎+1 0
0 0 0
𝑑𝐼 𝑎 1
=
𝑑𝑎 𝑎+1
𝑑𝑎
∴ 𝑑𝐼 𝑎 =
𝑎+1
∴ 𝐼 𝑎 = log 𝑎 + 1 + 𝑐
To determine c, put 𝑎 = 0,
𝐼 0 = log 0 + 1 + 𝑐
∴𝐼 0 =0+𝑐
1 𝑥 0 −1
Also, 𝐼 0 = ‫׬‬0 log 𝑥 𝑑𝑥 =0
Therefore, 𝑐 = 0
Hence, 𝐼 𝑎 = log 𝑎 + 1
Examples:
𝜋/2 log(1+asin2 𝑥)
1. Show that ‫׬‬0 𝑑𝑥
=𝜋 𝑎+1−1
sin2 𝑥
2. Verify the rule of differentiation under the integral sign for the integral
∞ −𝑎𝑡
‫׬‬0 𝑒 cos 𝑏𝑡 𝑑𝑡 , where a is the parameter.
∞ 𝑒 −𝑎𝑥 −𝑒 −𝑏𝑥 𝑏
3. Prove that ‫׬‬0 𝑑𝑥 = log ; 𝑎 > 0, 𝑏 > 0.
𝑥 𝑎
𝜋/2
4. Evaluate ‫׬‬0 log 𝑎2 cos 2 𝜃 + 𝑏 2 sin2 𝜃 𝑑𝜃
Rule II – Integral with Limits as Functions of the parameter:
Leibnitz’s Rule
𝑏(𝛼)
If 𝐼 𝛼 = ‫𝑓 )𝛼(𝑎׬‬ 𝑥, 𝛼 𝑑𝑥 , where a and b are functions of the parameter 𝛼, then
𝑏(𝛼)
𝑑𝐼 𝜕 𝑑𝑏 𝑑𝑎
=න 𝑓 𝑥, 𝛼 𝑑𝑥 + 𝑓 𝑏, 𝛼 − 𝑓 𝑎, 𝛼
𝑑𝛼 𝑎(𝛼) 𝜕𝛼 𝑑𝛼 𝑑𝛼
Solved Example
Verify the rule of differentiation under the integral sign for the integral
𝑎2 −1 𝑥
‫׬‬0 tan 𝑎 𝑑𝑥 .
Solution:
𝑎2 −1 𝑥
Let 𝐼 𝑎 = ‫׬‬0 tan 𝑎 𝑑𝑥
By Leibnitz’s rule,
𝑎2
𝑑𝐼 𝑎 𝜕 −1
𝑥 𝑑 2 𝑎2 𝑑 0
=න tan 𝑑𝑥 + 𝑎 tan−1 − 0 tan −1
𝑑𝑎 𝜕𝛼 𝑎 𝑑𝑎 𝑎 𝑑𝑎 𝑎
0
𝑎2
1 𝑥
=න − 2 𝑑𝑥 + 2𝑎 tan−1 𝑎
𝑥2 𝑎
0 1+ 2
𝑎
 𝑎2
𝑥 −1
= −න 2 2
𝑑𝑥 + 2𝑎 tan 𝑎
𝑎 +𝑥
0
𝑎2
1 2𝑥𝑑𝑥 −1
=− න 2 2
+ 2𝑎 tan 𝑎
2 0 𝑎 +𝑥
1 2 𝑎2
= − log 𝑎 + 𝑥 0 + 2𝑎 tan−1 𝑎
2
2
1
= − log 1 + 𝑎2 + 2𝑎 tan−1 𝑎 … (𝑖)
2
By actual integration by parts,
𝑎2
−1
𝑥
𝐼 𝑎 = න tan . 1𝑑𝑥
𝑎
0
 𝑎2 𝑎2
−1
𝑥 1 1
= tan 𝑥 −න 2 . . 𝑥𝑑𝑥
𝑎 0 0 1+𝑥 𝑎
𝑎2
𝑎2
2 −1
𝑥𝑑𝑥
= 𝑎 tan 𝑎 − 0 − 𝑎 න 2 + 𝑥2
0 𝑎
2 −1
𝑎 2 2 𝑎2
= 𝑎 tan 𝑎 − log 𝑎 + 𝑥 0
2
𝑎
∴ 𝐼 𝑎 = 𝑎 tan 𝑎 − log(1 + 𝑎2 )
2 −1
2
′ −1 2 1 1 2 𝑎 2𝑎
Differentiating 𝐼 𝑎 = 2𝑎 tan 𝑎 + 𝑎 − log 𝑎 + 1 −
1+𝑎2 2 2 𝑎2 +1
1
∴ 𝐼 𝑎 = − log 1 + 𝑎2 + 2𝑎 tan−1 𝑎 … (𝑖𝑖)
′
2
From (i) and (ii), the Leibnitz’s rule is verified.
Examples
𝜋/2𝑎 sin 𝑎𝑥
1. Show that 𝜙 𝑎 = ‫𝜋׬‬/6𝑎 𝑥 𝑑𝑥 is independent of a.

𝑎 log 1+𝑎𝑥 1 log 1+𝑥 𝜋

2. Evaluate ‫׬‬0 𝑑𝑥 and show that 𝑑𝑥 =
‫׬‬0 1+𝑥 2 log 2.
1+𝑥 2 8
3. Verify the Leibnitz’s rule of differentiation under integral sign for
𝑎2
‫ 𝑎׬‬log 𝑎𝑥 𝑑𝑥.
𝑡 2 𝑡𝑥 2 𝑑𝐹 1 2 𝑡5 𝑡3
4. If 𝐹 𝑡 = ‫𝑥𝑑 𝑒 𝑡׬‬, then show that = 5𝑡 𝑒 − 3𝑡𝑒 −𝐹 𝑡 .
𝑑𝑡 2𝑡
Error Function
Error Function
The error function, denoted as erf(x), is a special function used in probability,
statistics, and engineering. It is defined as:
2 𝑥 −𝑢2
erf 𝑥 = න 𝑒 𝑑𝑢
𝜋 0
Why is the error Function required?
−𝑥 2
• Many real-world problems involve the integral of 𝑒 , which cannot be
expressed using elementary functions.
• Provides a convenient way to work with cumulative probabilities of the
normal distribution.
• Helps in modeling diffusion, heat transfer, and error rates in
communication systems.
Complementary Error Function
It represents the probability of a normally distributed variable being greater
than a certain value, as opposed to the erf(x) function, which gives the
probability for a value less than a threshold. It is defined as:
2 ∞ −𝑢2
erfc 𝑥 = න 𝑒 𝑑𝑢
𝜋 𝑥
Why is the error Function required?
• It provides a stable way to compute probabilities for large x values where
erf(x) is inaccurate.
• Used extensively in heat conduction, diffusion, and communications for
modeling tail probabilities.
• Forms the basis for many practical applications in probability, physics, and
engineering.
Alternative Definition of Error Function
In error function, if we put 𝑢2 = 𝑡, we get 2𝑢𝑑𝑢 = 𝑑𝑡.
Thus,
𝑥2
1
erf 𝑥 = න 𝑒 −𝑡 𝑒 −1/2 𝑑𝑡
𝜋 0
Properties of Error Function
1. erf(∞) = 1
2. erf(0) = 0
3. erf 𝑥 + erfc 𝑥 = 1
4. Error function is an odd function.
5. Expression for erf in series:
2 𝑥3 𝑥5 𝑥7
erf 𝑥 = 𝑥− + − +⋯
𝜋 3 10 42
6. Alternate definition of complementary function:
1 ∞ −𝑡 −1/2
erfc 𝑥 = න 𝑒 𝑡 𝑑𝑡
𝜋 𝑥2
7. Differentiation of error function:
−𝑎2 𝑥 2
𝑑 2𝑎𝑒
erf 𝑎𝑥 =
𝑑𝑥 𝜋
8. Integration of error function:
𝑡
1 −𝑎2 𝑡 2
1
න erf 𝑎𝑥 𝑑𝑥 = 𝑡 erf 𝑎𝑡 + 𝑒 −
0 𝑎 𝜋 𝑎 𝜋
Solved Example
∞ −𝑥 2 −2𝑏𝑥 𝜋 𝑏2
Show that ‫׬‬0 𝑒 𝑑𝑥 = .𝑒 1 − erf 𝑏
2
Solution:
∞
−𝑥 2 −2𝑏𝑥
𝐼=න 𝑒 𝑑𝑥
0
∞
−𝑥 2 −2𝑏𝑥−𝑏2 +𝑏2
=න 𝑒 𝑑𝑥
0
∞
𝑏2 න 𝑒 − 𝑥+𝑏 2
=𝑒 𝑑𝑥
0
Put 𝑥 + 𝑏 = 𝑢
∞
𝑏2 −𝑢2
𝜋 𝑏2
𝐼=𝑒 න 𝑒 𝑑𝑢 = 𝑒 . erfc(𝑏)
0 2
𝜋 𝑏2
𝐼= 𝑒 1 − erf 𝑏
2
Solved Example
∞ −𝑥 2 −2𝑏𝑥 𝜋 𝑏2
Show that ‫׬‬0 𝑒 𝑑𝑥 = .𝑒 1 − erf 𝑏
2
Solution:
∞
−𝑥 2 −2𝑏𝑥
𝐼=න 𝑒 𝑑𝑥
0
∞
−𝑥 2 −2𝑏𝑥−𝑏2 +𝑏2
=න 𝑒 𝑑𝑥
0
∞
𝑏2 න 𝑒 − 𝑥+𝑏 2
=𝑒 𝑑𝑥
0
Put 𝑥 + 𝑏 = 𝑢
∞
𝑏2 −𝑢2
𝜋 𝑏2
𝐼=𝑒 න 𝑒 𝑑𝑢 = 𝑒 . erfc(𝑏)
0 2
𝜋 𝑏2
𝐼= 𝑒 1 − erf 𝑏
2
Examples
1. Show that erf(𝑥) is an odd function.
2. erf𝑐(−𝑥) + erfc(𝑥) = 2
𝑡 𝑡
3. Show that ‫׬‬0 erf 𝑎𝑥 𝑑𝑥 + ‫׬‬0 erfc 𝑎𝑥 𝑑𝑥 = 𝑡