Chapter 11

Special Functions—Gamma, Beta,

Bessel and Legendre

INTRODUCTION parameter p,
∞
Algebraic function f (x) is obtained by the algebraic (p) = e−t t p−1 dt, (p > 0) (1)
0
operations of addition, subtraction, multiplication, Gamma function is also known as Euler’s integral of
division and square rooting of x polynomial and the second kind.
rational functions are such functions. Transcenden- Integrating by parts
tal functions include trigonometric functions (sine, ∞
cosine, tan) exponential, logarithmic and hyperbolic (p + 1) = e−t t p dt
functions. 0
∞ ∞
Algebraic and transcendental functions together = −e−t t p +p e−t t p−1 dt
constitute the elementary functions. Special func- 0 0
tions (or higher functions) are functions other than = 0 + p (p)
the elementary functions such as Gamma, Beta Thus (p + 1) = p (p) (2)
functions (expressed as integrals) Bessel’s functions,
Legendre polynomials (as solutions of ordinary dif- (2) is known as the functional relation or reduction
ferential equations). Special functions also include or recurrence formula for gamma function.
Laguerre, Hermite, Chebyshev polynomials, error
function, sine integral, exponential integral, Fresnel Result:
integrals, etc. (n + a) = (n + a − 1)(n + a − 2)(n + a − 3) · · ·
Many integrals which can not be expressed in a · (a), n is integer.
terms of elementary functions can be evaluated in By definition
terms of beta and gamma functions. ∞ e−t
∞
Heat equation, wave equation and Laplace’s (1) = e−t dt = =1 (3)
0 −1 0
equation with cylindrical symmetry can be solved
in terms of Bessel’s functions, with spherical By the reduction formula (2),
symmetry by Legendre polynomials. We consider (2) = 1 · (1) = 1
Fourier-Legendre series and Fourier-Bessel series.
and (3) = 2 · (2) = 2 · 1 = 2!
Chebyshev-polynomials which are useful in approx-
imation theory are also presented. and in general when p is a positive integer n
(n + 1) = n (n) = n(n − 1) (n − 1)
11.1 GAMMA FUNCTION = n(n − 1)(n − 2) (n − 2)
Gamma function denoted by (p) is defined by = n · (n − 1)(n − 2) · · · 3 · 2 · 1 = n!
the improper integral which is dependent on the
11.1
11.2 HIGHER ENGINEERING MATHEMATICS—III
π π
Thus for p = n, positive integer 2 2 π
= 2 dθ = 2 · θ =2· = π.
(n + 1) = n! (4) 0 0 2
1 √
For this reason, Gamma function is regarded as the Hence = π
2
generalization of the elementary factorial function.
p+1 ∞ q
Gamma function for negative values of p i.e., 2. = qa (p+1)/q 0 x p e−ax dx; p, q, a are
q
p < 0: Rewrite (2) as left-marching recurrence for- positive constants
mula,
Put y = ax q then dy = aqx q−1 dx
(p + 1) p
(p) = (5) ∞ q
∞ y 1
q 1
p x p e−ax dx = e−y · dy
0 0 a aqx q−1
(1) 1
As p → 0, (0) = lim = lim →∞ −1 ∞
p→0 p p→0 p
= qa (p+1)/q y (p+1−q)/q e−y dy
0
Thus (0) is undefined and it follows from (5) that p+1
(−1), (−2), (−3), etc. are all undefined. q
= .
Repeated application of (5) results in (p+1)
q
qa
(p + 1) (p + 2) 1
(p) = = = ··· 3. (n + 1) = (m + 1)n+1 (−1)n 0 x m (ln x)n dx
p p(p + 1)
where n is a positive integer and m > −1.
(p + k + 1)
= (6) Put x = e−y then dx = −e−y dy = −x dy
p(p + 1) · · · (p + k)
1 ∞
Relation (6) is used to find gamma function for p < 0 x m (ln x)n dx = e−my · (−y)n e−y dy
(except at p = 0, −1, −2, −3, . . .). 0 0
∞
Hence gamma function is continuous for any p > 0 = (−1)n y n · e−(m+1)y dy,
and is discontinuous at p = 0, −1, −2, −3, . . .. 0
Thus (p) is defined for all p, except for zero and Put (m + 1)y = u
negative integers. ∞ un du
= (−1)n · e−u ·
0 (m + 1)n m+1
Standard Results (−1)n ∞ (−1)n
1 √ = e−u · un du = · (n+1)
1. = π (m+1)n+1 0 (m+1)n+1
2
1 ∞ 1
By definition 2
= 0 t − 2 e−t dt, put t = u2
1 ∞ −u2 11.2 BETA FUNCTION
then 2
=2 0 e du
∞ ∞
Beta function β(p, q) defined by
1 1 −u2 −v 2
· = 2 e du 2 e dv 1
2 2 0 0 β(p, q) = x p−1 (1 − x)q−1 dx, (p > 0, q > 0) (1)
∞ ∞ 2 +v 2 )
0
= 4 e−(u du dv is convergent for p > 0, q > 0. This function is also
0 0
known as Euler’s integral of the first kind.
This double integral in the first quadrant is
evaluated by changing to polar coordinates Standard Results
u = r cos θ, v = r sin θ, J = r
1. Symmetry: β(p, q) = β(q, p) (2)
2 π ∞
1 2
−r 2
1
2
= 4 e r dr dθ β(p, q) = x p−1 (1 − x)q−1 dx. Put x = 1 − y
θ=0 r=0 0
π ∞ 0
2 1 −r 2
= 4 − e dθ = (1 − y)p−1 · y q−1 (−dy)
0 2 r=0 1
 SPECIAL FUNCTIONS—GAMMA, BETA, BESSEL AND LEGENDRE 11.3
0 4. Relation between β and functions
= y q−1 (1 − y)p−1 dy = β(q, p).
1 (p) (q)
β(p, q) = (6)
2. Beta function in terms of trigonometric (p + q)
functions By definition
π ∞
β(p, q) = 2
2
sin2p−1 x · cos2q−1 x dx (3) (p) = x p−1 e−x dx,
0 0

2
Putting x = sin θ, dx = 2 sin θ · cos θ dθ and Put x = t 2 , dx = 2t dt
1 − x = cos2 θ, ∞ 2
(p) = t 2p−2 · e−t · 2t dt
1 0
β(p, q) = x p−1 (1 − x)q−1 dx ∞ 2
0 = 2 t 2p−1 · e−t dt
π 0
2 ∞
= sin2p−2 θ · cos2q−2 θ · 2 2
0 Then (p) (q) = 2 x 2p−1 e−x dx
0
× sin θ · cos θ dθ ∞ 2
π
2 × 2 y 2q−1 e−y dy
β(p, q) = 2 sin2p−1 θ · cos2q−1 θ dθ 0
0
Here t, x, y are dummy variables.
= 2 · I2p−1,2q−1 ∞ ∞ 2 +y 2 )
π =4 x 2p−1 · y 2q−1 · e−(x dxdy.
2
or Ip, q = sinp θ cosq θ dθ 0 0
0 Introduce polar coordinates
1 p+1 q +1
= β , , p > −1 x = r cos θ, y = r sin θ.
2 2 2
, q > −1 (4)
As x, y vary in the first quadrant (i.e.,
0 < x < ∞, 0 < y < ∞), r varies from 0 to ∞
3. Beta function expressed as an improper and θ from 0 to π2 . Jacobian: r
integral π ∞
2
∞ y p−1 (p) (q) = 4 (r cos θ )2p−1 · (r sin θ )2q−1
β(p, q) = dy 0 0
(1 + y) p+q
0 2
× e−r · r dr dθ
∞ y q−1 dy π
= (5) 2
0 (1 + y)p+q =4 sin2q−1 θ · cos2p−1 θ dθ
0
y x
Putting x = 1+y or y = 1−x
, ∞ 2
limits for y are 0 to ∞. × e−r · r 2p+2q−1 · dr
0
1
β(p, q) = x p−1 (1 − x)q−1 dx Using result 2 above in this page and putting
0 r2 = t
q−1
∞ y p−1 1 dy 1 1 ∞
= · · (p) (q) = 4 · β(p, q) e−t · t p+q−1 dt
0 (1 + y)p−1 1+y (1 + y)2 2 2 0
∞ y p−1 (p) (q) = β(p, q) · (p + q), hence the result.
= dy
0 (1 + y)p+q 5. (p) (1 − p) = π
,0 <p<1
sin pπ
∞ y q−1 Put q = 1 − p in (6) and use (5)
= dy.
0 (1 + y)q+p
(p) (1 − p)
The last integral follows from symmetry. = β(p, 1 − p)
(p + 1 − p)
11.4 HIGHER ENGINEERING MATHEMATICS—III
∞ x p−1 π since from (3) with q = 21 ,
= dx =
0 1+x sin pπ π
1 2
(which follows from residue theorem) and since β(p, ) = 2 sin2p−1 x dx.
2 0
(1) = 1
√ Using (6), express β in terms of functions
1
6. 2
= π 1
(p) (p) (p) 2
Put p = q = 1
2
in (6) and use (3) 22p−1 · =
(p + p) p+ 1
2
1 1 π
2 2 1 1 2
=β , =2 sin◦ θ cos◦ θ dθ or 22p−1 · (p) p+
1
=
1
(2p)
1
+ 1 2 2 0 2 2
2 2
π √
=2· =π = π (2p)
2 π π
2 p 2 p
Since (1) = 1, 1
· 1
=π 10. I = 0 sin θ dθ = 0 cos θ dθ =
2 2
1·3·5···(p−1) π
π n+1 √ a. 2·4·6···p
· 2 if p is an even positive integer
2 π
7. 0
2
sinn x dx = 21 β n+1 1
2
,2 = n+2 2 and
2
which follows from (4) with p = n and q = 0 b. I 2·4·6···(p−1)
1·3·5···p
if p is an odd positive integer.
Similarly with p = 0, q = n from (4), we get π 1 1
2 (p+1) 2
π n+1 √ a. 0
2
sinp θ dθ = from result 7.
2 π 2 21 (p+2)
8. 0
2
cosn x dx = 21 β 1 n+1
2
, 2 = n+2 2
2
If p = 2r,
9. Legendre’s duplication formula for function: 1 √
r+ 2 π
√ 1 I=
π (2p) = 22p−1 · (p) p+ 2 (r + 1)
2
Putting p = q in (3), we get 1 3 3 1 1 √
r− 2 r− 2 ··· 2 · 2 · 2 π
π =
2 2 · r!
β(p, p) = 2 sin2p−1 θ · cos2p−1 θ dθ
0
(2r − 1)(2r − 3) · · · 3 · 1 π
π
2
I= ·
=2 (sin θ · cos θ )2p−1 dθ 2r · (2r − 2) · (2r − 4) · · · 2 2
0
π
b. If p = 2r + 1,
2p−1
2 sin 2θ
=2 dθ (r + 1) 1
0 2 2
I=
π 3
2 2 2 r+ 2
= (sin 2θ )2p−1 dθ
22p−1 0 √
r! π
Put 2θ = t, =
1 1 3 3 1 1
2 r+ 2 r− 2 r− 2 ··· 2 · 2 2
1 π
β(p, p) = · sin2p−1 t dt
22p−1 0 2r · r!
=
π (2r + 1)(2r − 1) · · · 5 · 3 · 1
1 2
= 2 sin2p−1 t dt
22p−1 0 2 · 4 · 6 · · · (2r − 2) · 2r
=
1 1 1 · 3 · 5 · · · (2r − 1)(2r + 1)
β(p, p) = · β p,
22p−1 2
 SPECIAL FUNCTIONS—GAMMA, BETA, BESSEL AND LEGENDRE 11.5

11. β(p, q) = β(p + 1, q) + β(p, q + 1) 1 x m−1 (1−x)n−1 1

14. 0 (b+cx)m+n
dx = bn (b+c)m
· β(m, n)
By definition x(1+a) yb
Put y = b+cx
then x = 1+a−cy
,
β(p + 1, q) + β(p, q + 1)
(1+a)−y(c+b) b(1+a)
1 1 1−x = , b+cx =
(1+a−cy) (1+a−cy)
= x p (1 − x)q−1 dx + x p−1 (1 − x)q dx
0 0 (b + cx)dy b(1 + a)dy
and dx = = .
1 (1 + a − cy) (1 + a − cy)2
= x p−1 (1 − x)q−1 x + (1 − x) dx 1+a
0 Now y varies from 0 to b+c
= e say
1 1
= x p−1 (1 − x)q−1 dx = β(p, q). x m−1 (1 − x)n−1
dx
0 0 (b + cx)m+n
(m−1)! (n−1)! e m−1 n−1
12. β(m, n) = for m, n positive integers yb (1 + a) − y(c + b)
(m+n−1)! =
0 1 + a − cy 1 + a − cy
From the above result 11
(1 + a − cy)m+n b(1 + a) dy
× m+n (1 + a − cy)2
β(m, n) = β(m + 1, n) + β(m, n + 1) b(1 + a)
e 1
Expressing in functions using (6) = y m−1
0 bn (1 + a)m+n−1
(m + 1) (n) (m) (n + 1) n−1
β(m, n) = + × (1 + a) − y(c + b) dy
(m + n + 1) (m + n + 1)
e n−1
Since m and n are positive integers 1 1 1
= y m−1 1 − y dy
b (1 + a)m
n
0 e
m!(n − 1)! + (m − 1)!n!
= 1
(m + n)! Put y=t
e
(m − 1)!(n − 1)![m + n] (m − 1)!(n − 1)! 1 1 1
= = = (et)m−1 (1 − t)n−1 · e dt
(m + n)! (m + n − 1)! bn (1 + a)m 0
m 1
1 p+1 1 1 1+a
13. 0 x p (1 − x q )r dx = q1 β q
,r +1 = · · t m−1 (1 − t)n−1 dt
bn (1 + a)m b+c 0
q−1
Put x q = y, qx q−1 dx = dy or qy q
dx = dy 1 1
= · β(m, n).
bn (b + c)m
1 1 p 1
x p (1 − x q )r dx = y q
(1−y)r · dy 15. When c = 1, b = a, from above result 14,
0 0 qy (q−1)/q
1 x m−1 (1 − x)n−1 1
1 1
m+n
dx = n β(m, n).
= y (p−q+1)/q r
(1 − y) dy 0 (a + x) a (1 + a)m
q 0

1 p−q +1
= β + 1, r + 1
q q WORKED OUT EXAMPLES
1 p+1
= β ,r + 1 Gamma and Beta functions
q q

1 Example 1: Compute (a) (4.5) (b) (−3.5)

Note: When q = 1, 0 x p (1 − x)r dx = n+ 21
1 3 5 3
β (p + 1, r + 1). (c) 4 4
(d) β ,
2 2
(e) (n+1)
.
11.6 HIGHER ENGINEERING MATHEMATICS—III
∞ 4
Solution: Example 2: Evaluate I = x 4 e−x dx.
0
3
a. Using (p + 1) = p (p) Solution: Put x 4 = t, 4x 3 dx = dt, dx = 41 t − 4 dt
(4.5) = (3.5 + 1) = 3.5 (3.5) = (3.5)(2.5) (2.5) 3
∞ t− 4 1 ∞ 1
= (3.5)(2.5)(1.5)(.5) (.5) I= t · e−t · · dt = e−t · t 4 dt
0 4 4 0
√
= 6.5625 π = 11.62875 1 1 1 5
= 1+ = .
(p+1) 4 4 4 4
b. Using (p) = p
1 3 1
(−3.5 + 1) (−2.5) (−2.5 + 1) Example 3: Evaluate I = 0 x ln x
dx.
(−3.5) = = =
−3.5 −3.5 (−3.5)(−2.5) 1
Solution: Put ln x
= t, x = e−t , dx = −e−t dt
(−1.5) (−1.5 + 1)
= = 0
(3.5)(2.5) −(3.5)(2.5)(1.5) 1
√ I= (e−t · t) 3 (−e−t )dt
(.5) π ∞
= = ∞ 1 4t 4t
(3.5)(2.5)(1.5)(.5) (3.5)(2.5)(1.5)(.5) = 3 −3 t e dt, Put =y
0 3
= .270019
4 4
∞ 3 3 1 3 3 1
c. Using (n) (1 − n) = π
sin nπ
= e−y y 3 dy = +1
0 4 4 3
1 1 1 3 4
1− = 3 3 4
4 4 4 4 = .
4 3
π √
= = 2π = 4.444 Example 4: Evaluate
sin π4
π
5 3 3 3
· 3 a. 2
0 sin10 θ dθ
5 3 2 2 2 2 2
d. β , = = π
2 2 5
+ 3 3! b. 2
0 cos9 θ dθ
2 2
π

1 1 1 2
1 1 c. 2
0 sin6 θ · cos7 θ dθ
= = · · π = ·1964 π √
3
4 2 2 4 4 d. 2 √sin 8x dx
0 cos x

1 1 1 Solution:
e. n+ = n+ −1 n+ −2
2 2 2 π
a. 2
0 sin10 θ dθ = 1·3·5·7·9 π
2·4·6·8·10 2
= 63
256
π, since p = 8
1 1 1
× n + − 3 ··· is even
2 2 2 π
2·4·6·8
(2n − 1) 2n − 3 2n − 5 b. 2
0 cos9 θ dθ = 1·3·5·7·9
, p = 9 is odd
= π
2 2 2 2
c. sin6 θ · cos7 θ dθ
3 1 √ 0
×··· · · π 7
2 2 (4)
√ 1 6+1 7+1 1 2
(2n − 1)(2n − 3)(2n − 5) · · · 1 · π = β , =
= 2 2 2 2 15
2n 2
7 7 7
Since (n + 1) = n! thus 1 2 −1 2 −2 2 −3 ·3!
= 15 −1 15 −2 15 −3 15 −4 15 −5 15 −6 15 −7
2 2 2 2 2 2 2 2
1
n+ 1 · 3 · 5 · · · (2n − 3)(2n − 1) √
2
= π. 24
(n + 1) 2n · n! =
3 · 7 · 11 · 13
 SPECIAL FUNCTIONS—GAMMA, BETA, BESSEL AND LEGENDRE 11.7
π √
3 2
d.
2 sin 8x Solution: Put a −bx = e−t , −bx 2 ln a = −t
√ dx 1
0 cos x 2bx ln a dx = dt, also x = t 2
b ln a
π 8
2 8 1 1 3 +1 − 21 +1 1
= sin 3 x · cos− 2 x dx = β , t − 2 dt
0 2 2 2 So dx = 1
(2b ln a) 2
11 1
1 11 1 1 6 4 1
= β , =
∞ e−t · t − 2 dt 1 1
2 6 4 2 11 1 I= = · 1−
6 + 4 0
1 1
2
(2b ln a) 2 (2b ln a) 2
√
5 5 1 5 1 π
1 6 6 4 60 6 4 = 1
.
= · = .
2 13 1 1 13 1 (2b ln a) 2
12 · 12 12 12
Example 7: Evaluate
1
1 x 2 ∞ ∞
Example 5: Evaluate I = 0 1−x 3
dx. I= x e−x dx ×
8
x 2 e−x dx .
4

0 0
1 3 1
Solution: I = 0 x 2 (1 − x 3 )− 2 dx. put x 3 = t Solution: I = I1 × I2 .
1 7
1 1 1 1 2 Put x 8 = t in I1 , x = t 8 , dx = 18 t − 8 dt
I= t 2 · (1 − t)− 2 · t − 3 dt
0 3 ∞ 8
∞ 1 1 7
1
I1 = x e−x dx = t 8 · e−t · t − 8 dt
1 1 1 1 1 1 0 0 8
= t − 6 · (1 − t)− 2 dt = β 1− , 1− ∞
3 0 2 6 2 1 3 1 3 1 1
I1 = t − 4 e−t dt = 1− =
5 1 8 0 8 4 8 4
1 5 1 1 6 · 2
= β , = 1 3
3 6 2 3 5
+ 1 Put x = t in I2 , so x = t 4 , dx = 41 t − 4 dt
4
6 2
∞ 4
∞ 1 1 3
5 √ √ I2 = x 2 e−x dx = t 2 · e−t · t − 4 dt
1 6 π π 1 1 4
0 0
= = · + .
3 1 1 1 3 2 1 ∞ 1 1 1 1 3
3 3 3 = t − 4 e−t dt = (1 − ) =
√
4 0 4 4 4 4
π 2
1 1 1 3
using duplication form 3
+ 2 3
= 2
Thus
2 3 −1
1 1 1 3
1 1 1 2 π I = I 1 · I2 = ·
Also 1− = = . 8 4 4 4
3 3 3 3 sin π3 √
1 1 1 1 π 2π
= 1− = · =
Substituting 32 4 4 32 sin π4 32
√ √π · 2 Since (n) (1 − n) = π
.
π 3 sin nπ
= 1
1 1 Example 8: Show that
3 3 · 23
∞ nπ
π π 1 (n + 1) · cos 2
= · cos (bz n ) dz = .
1
2 1 1
· sin π 0 bn
3 · 23 3 3
1
1 Solution: Put z = x n , x = z n , dz = nx n−1 dx
π 2 2− 3 ∞ ∞
I= . 1
1
3
π cos (bz n )dz = nx n−1 · cos (bx)dx
3 · sin 3 0 0
∞
Example 6: Evaluate I =
∞
a −bx dx.
2 = Real part of n x n−1 · e−ibx dx
0 0
11.8 HIGHER ENGINEERING MATHEMATICS—III
∞ 3 9 3 5 1 1
But x n−1 e−ibx dx 1 4 4 1 4 · 4 · 4 4
0 = · =
∞ n−1 4 3
+ 9 4 (3)
t dt 1 4 4
= · e−t · = (n)
0 ib ib (ib)n 1 5 1 1 3 5 √
= · · = ·π 2
where t = ibx. 4 16 2! 4 4 128
∞ 1 3
√
1 n · (n) −n since 4 4
= 2π .
cos(bz n )dz = Re (i)
0 bn
Example 11: Prove that
(n + 1) π π −n
π
= Re n
cos + i sin 2 cos2m−1 θ · sin2n−1 θ · dθ β(m, n)
b 2 2 =
0 (a cos2 θ + b sin2 θ )m+n 2a m bn
(n + 1) nπ nπ
= Re cos − i sin
bn 2 2 Solution: Put tan θ = t, dθ = cos2 θ dt,
(n + 1) nπ sin θ = t cos θ
= · cos .
bn 2 ∞ cos2m−1 θ · sin2n−1 θ dθ
1 2 n 2n+1 ·n! 0 (a cos2 θ + b sin2 θ )m+n
Example 9: Prove that −1 (1−t ) dt= 1·3·5···(2n+1)
for n = 0, 1, 2, . . .
∞ cos2m−1 θ · t 2n−1 · cos2n−1 θ · cos2 θ dt
=
0 (a cos2 θ + bt 2 cos2 θ )m+n
Solution: Put t = sin θ, 1 − t 2 = 1 − sin2 θ =
2
∞ cos2m+2n θ · t 2n−1 dt √ √
cos θ, dt = cos θdθ = , Put bt = ay
Limits for θ are − π2 to π2 . Thus 0 cos2m+2n θ (a + bt 2 )m+n
2n−1
ay 2 a √1
b 2 y dy
·
1 ∞
2 n b
(1 − t ) dt =
−1 0 (a + ay)m+n
π π
2 2 an ∞ y n−1 dy 1
= cos2n θ · cos θ dθ = 2 cos2n+1 θ dθ = = m n · β(m, n).
− π2 0 2bn a m+n 0 (1 + y)m+n 2a b
2 · 4 · 6 · 8 · · · (2n) 2 · 2n · 1 · 2 · 3 · · · n Example 12: Evaluate
=2· =
1 · 3 · 5 · · · (2n + 1) 1 · 3 · 5 · · · (2n + 1) 1 3 5
2n+1 · n! I= x 2 (1 − x 2 ) 2 dx.
= 0
1 · 3 · 5 · · · (2n+1)
Solution: From result 13 Page 5 with p = 23 , q = 2,
√
Example 10: Show that
∞ x 2 dx
= 5π 2
. r = 25
0 (1+x 4 )3 128
3
√ 1√1 2
1 p+1 1 2 +1 5
Solution: Put x = tan θ , dx = · sec θ dθ I= β ,r + 1 = β , +1
2 tan θ q q 2 2 2
∞ x 2 dx 5 7
(1 + x 4 )3 1 5 7 1 4 2
0 = β , =
π 1 2 4 2 2 5
+ 7
2 tan θ · 21 (tan θ )− 2 · sec2 θ dθ 4 2
=
0 (1 + tan2 θ )3 11 1 5 3 1 1 1
π
= · · ·
1 2 1 24 4 2 2 2 2 19
= (tan θ ) 2 · sec−4 θ dθ 4
2 0
π
19 15 11 7 3 3
1 2 1 7 Since = · · · · .
= sin 2 θ· cos 2 θ dθ 4 4 4 4 4 4
2
1 √
0
1 7 4 4 π
1 1 1+ 2 1+ 2 1 3 9 I= .
= · ·β , = β , 3
2 2 2 2 4 4 4 121 4
 SPECIAL FUNCTIONS—GAMMA, BETA, BESSEL AND LEGENDRE 11.9

15. Show that the area under the normal curve

EXERCISE − x
2
y= √1 · e 2σ 2 and x- axis is unity.
σ 2π
Gamma and Beta functions 16. Show that β(p, q)
= β(p,qq+1) = β(p+1, q)
.
5 p+q p
(6) 2 (3) (2.5) 1 ∞ x m−1 +x n−1
1. Compute (a) 2 (3)
(b) 1
(c) (5.5) 17. Prove that β(m, n) = 2 0 (1+x)m+n .
2
(d) − 25 . Hint: Use symmetry property of β function.
√ ∞ 3
Ans. (a) 30 (b) 16
(c) 315 3
(d) − 815π 18. 0 x − 2 (1 − e−x )dx.
4 √
∞ √ −y 2 ∞ 2 Ans. 2 π .
2. Evaluate (a) 0 ye dy (b) 0 3−4z dz a m−1
1 19. Show that b (x − b) (a − x)n−1 dx =
(c) 0 √−dxln x . (a − b)m+n−1
· β(m, n)
√ √ √
Ans. (a) 3π (b) (4√lnπ 3) (c) π (t−b)
Hint: Put x = (a−b) .
1 2 x 2 dx ∞ −x 4 1 1
3. Evaluate (a) x 4 (1 − x)3 dx (b) √ 20. Prove that 0 e dx = 4 4
.
0 0 2−x
a ∞ xa
(c) 0 y 4 a 2 − y 2 dy. 21. Evaluate 0 a x dx.
√ 6 (a+1)
Ans. 1
(a) 280 (b) 6415 2 (c) πa . Ans. (ln a)a+1
32
2π
π 1 x p−1 +x q−1
4. Evaluate (a) 0 sin8 θ dθ (b) 2
cos6 θ dθ 22. Show that 0 (1+x)p+q dx = β(p, q)
0
π
∞ y q−1
(c) 02 sin4 θ · cos5 θ dθ . Hint: From (5) β(p, q) = 0 (1+y)p+q dx =
π 1 ∞ 1
Ans. (a) I = 4 0 sin8 θdθ = 4·1·3·5·7 π
2
(2·4·6·8) 2
= 35π
64 0 + 0 . Put y = z
in 2nd integral.
5π 8 1
(b) 32
(c) 315 23. Show that 1+t
dt = π.
−1
2 √
1−t
5. Show that 0 x 3 8 − x 3 dx = (916π
√ ∞ x 8 (1−x 6 )
3) 24. Evaluate 0 (1+x)24
dx.
π √
2
6. Find 0 cot θ dθ . Ans. 0
√ ∞ (n)
Ans. 1
2
1
4
3
4
= 21 π 2 25. Prove that 0 e−ax · x n−1 dx = an
where a
π √ √ and n are positive.
7. Show that 02 ( tan θ + sec θ ) dθ =
√
1 1 3 (π) 11.3 BESSEL’S FUNCTIONS
2 4 4
+ 3
.
4
1 1 3 6 The boundary value problems (such as the one-
8. Prove that 0 x 4 ln x
dx = 625
. dimensional heat equation) with cylindrical sym-
1 1
9. Show that x 2 (1 − x 4 )− 2 dx × metry (independent of θ ) reduces to two ordinary
0
1
differential equations by the separation of variables
1 π
+ x 4 )− 2 dx = 4√
0 (1 2
. technique. One of them is the most important dif-
π √ π 1
ferential equation known as Bessel’s∗ differential
10. Prove that 02 sin θdθ 2
0 (sin θ)− 2 dθ equation
= π. d2y dy
π
x2 +x + (x 2 − p2 )y = 0
11. Show that 0
2
sin7 θ · cos7 θ dθ = 1
280
. dx 2 dx
a 3 3
12. Evaluate 0 x (a − x 3 )5 dx. x 2 y + xy + (x 2 − p 2 )y = 0 (1)
a 19 ·35
Ans. 19·16·13·7
. Here p, which is a given constant (not necessarily
1 m n (−1)n n! an integer) is known as the order of the Bessel’s
13. Prove that x (ln x) dx =0 (m+1)n+1
where n
is a positive integer and m > −1. equation.
∞ t 2 dt
14. Prove that = √π2 . 0 1+t 4 ∗ Friedrich Wilhelm Bessel (1784–1846) German mathemati-
√
Hint: Put t = tan θ. cian.