E/CBCS Books-2020-Math.

Physics-II-CH-4-27-10-2020

4 Gamma and Beta Function

(Some Special Integrals)
The Gamma function and Beta function are the integral special functions and are considered as
generalisation of the factorial function which involves integral with different limits. The Gamma function is
defined as the single variable function whereas Beta function is defined as the two variable function.
These two functions are however connected to each other and many complex integral can be reduced and
evaluated by using these functions. In physics these functions are popularly used in quantum
electrodynamics, quantum chromodynamics (renormalisation group equation), cosmology etc. These functions
are also used as inbuilt functions in scientific softwares like mathematica, matlab etc. and helps in numerical
computations.

1. GAMMA FUNCTION
The Gamma function which is also known as Euler’s integral of the second kind was first introduced
by Euler in his work to generalize the factorial of non-integer values. Gamma function can be defined as
(out of three different convenient definitions),

x
(n) = e x n  1 dx , where n > 0 ...(1.1)
0
This function depends only upon n not on x.
  x z 1
So, (z) = 0 e x dx
  x 4 1
Thus, (4) = 0 e x dx and so on.

1.1 PROPERTIES OF GAMMA () FUNCTIONS

Some interesting properties of Gamma function are
(a) (1) = 1
(b) (n + 1) = n(n) = n!

(c) (n) = z n  e  zx x n  1dx , where n, z > 0
0
n1
1
1
(d) (n) =   log  dy
0 y
1
  yn
(e) (n + 1) =  0
e dy and so on.
Proof
Let us prove the properties one by one

180
GAMMA AND BETA FUNCTION (Some Special Integrals) 181

(a) To prove (1) = 1

  x n 1
We know, (n) = 0 e x dx [From equation (1.1)]
  x 11
  (1) = 0 e x dx [Putting n = 1]

 x  e x 
= 0
e dx     1 (0  1)  1 [ e– = 0]
 1  0
  (1) = 1
(b) To prove  (n + 1) = n (n) = n!
  x n 1
We know  (n) = 0 e x dx [From equation (1.1)]
Now putting n = n + 1, we get

 x n 11
 (n + 1) = e x dx
0
 x n
= 0 e x dx ...(1.2)
Integrating by parts on the r.h.s.
 
d 
 (n + 1) = x n  e  x dx    ( x n ) e  x  dx
 dx 
0 0
 
 n e x  e x
=  x    nx n 1 dx
 1  1
0 0

n 1  x
= – (0 – 0) + n x e dx ...(1.3)
0

[using equation (1.1)]

  (n + 1) = n(n)
Using the same property, we write (n) = (n – 1)  (n – 1) (Putting n = n – 1, in eq. 1.3)
  (n + 1) = n (n – 1)  (n – 1)
= n (n – 1) (n – 2)  (n – 2)
= n (n – 1) (n – 2) (n – 3)  (n – 3)
= n (n – 1) (n – 2) (n – 3) ...3.2.1  (1)
 (n + 1) = n! ...(1.4) [ (1) = 1]
Thus, (2) = 1! = 1
 (3) = 2! = 2
 (4) = 3! = 6 and so on.
 (n  1)
From equation (1.3), we get (n) =
n
182 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

 (1) 1
If n = 0, then (0) =  
0 0
And if n = – 1,
Using  (n) = (n – 1)  (n – 1) one gets
 (–1) = (–1 –1)  (–1 –1)
= –2  (–2)
Similarly  (–2) = – 3 (–3) so that
 (–1) = (–2) (–3)  (–3)
Proceeding in a same way one will get
 (–1) = (–1)m m !  (–m)
where m  hence gamma function for any negative integer is not defined.
then (–1) = 
So this definition is not valid for zero or negative integers. But we can find the value of Gamma
function for negative non integer value of n.

1
Now putting n   in equation (1.3),
2

 1  1
   = 2  
 2 2
 1
1 1
where   =
x
 x 2 e dx
 2
0

 1
2 x
= x e dx
0
that will be calculated in the example 1.1 (a)

 3 
   1
 3  2 
Likewise    =
 2 3

2

2  1
=    
3  2

 2  1
=    ( 2)   
3 2

4  1
=  
3  2
Repetition of the above identity allow us to define the Gamma function on the whole real axis except
GAMMA AND BETA FUNCTION (Some Special Integrals) 183

on the negative integers as shown in the fig. 1.1.

(x)

x
–4 –3 –2 –1 0

Fig. 1.1. Graphical representation of Gamma Function


(c) To prove (n) = zn  e  zx x n  1dx
0
By definition of the gamma function, we get
  x n1
(n) = 0 e x dx [From equation (1.1)]
Let x = zy
or dx = z dy
Here limit will not be changed, so replacing the above values

 zy
 (n) = e ( zy ) n 1 z dy
0

 zy n 1 n 1
= e z y z dy
0

n  zy n 1
= z e y dy ...(1.5)
0
For a definite integral
b b
a f ( x) dx = a f ( y) dy ...(1.6)
Therefore from equations (1.5) and (1.6), one gets

 (n) = z n  e  zx x n  1dx ...(1.7)
0
n1
11
(d) To prove  (n) =   log  dy
0 y
We know that
  x n 1
 (n) = 0 e x dx ...(1.8)

Let x = log
y

or ex =
y
184 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

or y = e–x or dy = – e–x dx
Now, when x = 0, y = 1
and when x = , y = 0
So, changing the variables in equation (1.8),
n 1
0 1
we get,  (n) = 1  log y  ( dy )

n 1
1 1
  ( n)   0  log y  dy (negative sign is omitted by changing the limit)

[Note : This is the first formula derived by Euler for Gamma Function]
1
  yn
(e) To prove  (n + 1) =
 0
e dy

  x n 1
We know that  (n) = 0 e x dx [From equation (1.1)]

1
Let x = yn
or xn = y
or nxn–1 dx = dy
dy
or xn–1 dx =
n
Here limits will not be changed as when x = 0, y = x4 = 0 and when x = , y = .
1
 yn dy
  (n) = 0
e
n
[changing the variable in equation (1.1)]

1

1 yn
=
n e dy
0

1
 yn
or n  (n) = 0
e dy

1
  yn
or  (n + 1) =  0
e dy (Using equation 1.3) ...(1.9)

Example 1.1. Find the values of

1  3 5 1 3
(i)    , (ii)    , (iii)    , (iv)     , (v)    
 2  2  2  2  2
 n 1  x
Solution : (i) We know that,  (n) = 0 x e dx
GAMMA AND BETA FUNCTION (Some Special Integrals) 185

1
1  1  
2 e  x dx
For n =
2
,   
 2 0 x ...(i)

1

Let us put x =  x u2 2  u 1
 dx = 2udu
When x = 0, u = 0
x = , u = 

 1  u 2 1
From (i)   
2
= e u 2udu
0
u  2
= 2  e du ...(ii)
0
Along x and y axes equation (ii) becomes, (replacing u = x and u = y)
 1  2
 
 2 = 2 e  x dx ...(iii)
0

 1  2
And  
 2 = 2 e y dy ...(iv)
0
Let x = r cos , y = r sin 
 x2 + y2 = r2, dxdy = r dr d
Here the coordinates are used in 2D cylindrical co-ordinates in which limit of r is 0 to  and  is
0 to /2.
Multiplying equations (iii) with (iv),
2  
  1  x y 2 2
   2   = 4  e dx  e dy
  0 0
 
( x 2  y 2 )
= 4 e dxdy
0 0

2  
 r 2
= 2    2re dr  d 
0
0 
Again putting r2 =v
 2rdr = dv

2 2 
  1   v 
    2   = 2    e dv  d 
  00 

  
2
   (1)   e v dv
= 2 (1)  d  0 
0
186 MATHEMATICAL PHYSICS–II (Sem. III) Hons.


2
= 2  d [  (1)  1]
0

= 2[]02
= 
 1
   = 
 2
(ii) We get from the properties of Gamma function
1
 (n) =  ( n  1) [From equation (1.3)]
n
or  (n + 1) = n (n)
 3  1
   =  1  
 2  2
1 
=    1
2
1  1
=   [  (n + 1) = n(n)]
2  2

1   1 
=     2   
2  
 5 3 
(iii) We write   =    1
 2 2 
3  3
=   [  (n + 1) = n(n)]
2  2
3 1 
=    1
2 2 
3 1  1
=  
2 2  2
 5 3   1 
  
 2 =     2    
4  
(iv) We know that,
 (n + 1) = n  (n) [From equation (1.3)]

1
Putting n = – in the above equation
2

 1  1  1
    1 =    
 2  2  2
GAMMA AND BETA FUNCTION (Some Special Integrals) 187

 1 1  1
or   =   
 2 2  2
1  1
or  =   
2  2
 1
or   = 2 
 2
(v) Again we know that
 (n + 1) = n  (n)

3
Putting n   in this equation
2

 3  3  3
    1 =   
 2  2  2
 1 3  3
or   =   
 2 2  2
3  3   1 
or 2  =   
2  2     2    2  
 
 3 4
or   = 
 2 3
Example 1.2. Evaluate the integrals by using the property of  function.
7
  
(a) 0 x 4 e  x dx (b) 0 x 8 e  4 x dx (c) x  t t 2 dt
0
5
  4 x
(d) 0 xe 3 x
dx (e)  e x2 dx
0
[Note : In evaluating the integrals, we need to check the exponential part. If it is not in e–x form, then
we may move for variable replacement]
Solution :
(a) We know that

n 1  x
(n) = x e dx
0

4 x
 x e dx =  (5) (Putting n = 5)
0
Again  (n + 1) = n !
 (5) = 4! = 24

4 x
 x e dx  24
0
188 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

(b) We know that

n 
 zx n 1
 (n) = z  e x dx [From equation (1.7)]
0
  zx n 1  ( n)
or 0 e x dx =
zn
Here n – 1 = 8 or n = 9
and z = 4

8 4 x  (9)
 x e dx =
49
0
8!
= [  (n  1)  n!]
49
40320
= = 0.153
262144
(c) We know that

 t n 1
 (n) = e t dt
0
7 7 9
Here n – 1 = or n  1  
2 2 2
 7
t 2  9 7 
  e t dt =        1
 2 2 
0

7  7
=   [  (n + 1) = n  (n)]
2  2

7 5  5
= . .  
2 2  2

7 5 3 1  1
= . . .  
2 2 2 2  2

105
= 
16
(d) We know that

 x n 1
 (n) = e x dx
0

Let I = 0 xe 3 x
dx

Again let, 3 x = y
1
1 
or 3 x 2 dx = dy
2
GAMMA AND BETA FUNCTION (Some Special Integrals) 189

2 2 y 2
or dx = x dy  dy  y dy
3 3 3 9
Here no change in limit will occur.

y y 2
 I =  3e 9
ydy
0

2 2 y
=
27 y e dy
0

2 31  y
=
27 y e dy
0

2
=  (3)
27
2
= 2! [  (3) = 2!]
27
4
=
27
(e) We know that

 x n 1
 (n) = e x dx
0

 5
4 x 2
Let I =  e x dx
0
Let 4x = y
or 4dx = dy
dy
or dx =
4
There is no change of limit here.
5

y  y  2 dy
 I = e  
4 4
0

 5
y 2 dy
=  e y 5
0
4  (4) 2
 7
1 1
=  e  y y 2 dy
4 44 4 0
 7
1 1
y
=
128  e y2 dy
0
190 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

1  7 1 5  1 5 3 1  1
=        1      
128  2  128  2  128 2 2 2  2 

15
= 
128  2  2  2

15
= . 
1024

  x2 
Example 1.3. Show that 0 e dx  .
2
Solution : By definition of Gamma function
  x n 1
 (n) = 0 e x dx [From equation (1.1)]

  x2
Let I = 0 e dx

Consider x2 = y
or 2x dx = dy
dy
or dx =
2 y
There will not be any change in limit here.

y dy
 I = e 2 y
0

 1
1 y  2
2
= e y dy
0

 1
1  y 2 1
2
= e y dy
0

1  1
=  
2  2


=
2

 2 1  n  1
Example 1.4. Show that 0 x n e  kx dx   .
2k n1  2 
Solution : By definition of the gamma function, we get

 x n 1
 (n) = e x dx
0
GAMMA AND BETA FUNCTION (Some Special Integrals) 199

1  ( k  m)( 1)m sin k   ( k  m)( 1)m sin k  

=  
  k 2  m2 

1  k ( 1)m sin k   m ( 1)m sin k   k ( 1)m sin k   m ( 1)m sin k   2k sin k  ( 1)
m
 n 2  =
  k m   k 2  m2
bn = 0 as the function cos kx is an even function, hence
 m
1 2k sin k  ( 1)
cos kx =
k
sin k  

.  2 2
cos mx
m0 k m
Let x =  and k = n, so that above equation becomes

1 2n sin n 2m
cos n =
n
sin n 
  2 2
( 1)
m 0 n m

cos n 1 2n 1
or
sin n
=
n

  2 2
m0 n m
Integrating the two sides with respect to n in the interval 0 to n one gets
  2
sin n n 
ln
n
=  log 1  m2 
n 1

  2
sin n n 
or
n
=  1  m2  ...(ii)
n 1

Comparing equation (i) and (ii) one gets

2 sin n 1 1
n =
n  ( n)  (  n)

 n sin n 1 1
or =  ( n)  (  n)

Reverting the above relation, one gets

 (n)  (– n) = n sin n

2. BETA FUNCTION
The Beta function is also known as Euler integral of the first kind and defined by a definite integral
as
1
m 1
 (m, n) = x (1  x )n  1 dx , where m > 0, n > 0 ...(2.1)
0
200 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

Note that the function depend upon m and n but not on x. It is an area function which depends upon
two variables.
1 1
0 0 1
Thus  (1, 1) =  x (1 x) dx   dx  x  0 1
0 0
1 1
2 1
 (2, 3) = x (1  x)31 dx   x (1  x) 2 dx, etc.
0 0

2.1 PROPERTIES OF BETA () FUNCTION

In evaluating the integrals the following three properties are widely used
(a)  (m, n) =  (n, m) (Symmetry of Beta function)
 
x n1 xm 1
(b)  (m, n) =  (1  x )m  n dx   (1  x )m  n dx
0 0

2
2m  1
(c)  (m, n) = 2  (sin  ) (cos  )2n 1 d 
0

Proof
Let us prove the properties one by one.
(a) To prove  (m, n) =  (n, m)
We know by definition of Beta function
1
m 1
 (m, n) = x (1  x)n 1 dx [From equation (2.1)]
0
Again we know that for definite integral
a a
 f ( x) dx =  f (a  x) dx,
0 0
so using this property in the above equation, we get
1
m 1
 (m, n) =  (1  x) [1  (1  x)]n 1 dx
0
1
n 1
= x (1  x) m 1 dx
0
=  (n, m)
 
xn 1 x m 1
 (1  x )m  n
(b) To prove  (m, n) = dx   (1  x )m  n dx
0 0
We know by definition of Beta function
1
m 1
 (m, n) = x (1  x ) n 1 dx
0
GAMMA AND BETA FUNCTION (Some Special Integrals) 201

1 1
Let x = or dx = dy
1 y (1  y ) 2
1
or (1 + y) =
x
Now, when x = 0, y = 
when x = 1, y = 0
0 m 1 n 1
 1   1   dy
  (m, n) =   1
 1  y   1  y  (1  y ) 2


1 y n 1 dy
=  (1 y )m 1 (1  y ) n 1
(1  y ) 2
0
[-ve sign is omitted by changing limit]

y n 1
  (m, n) =  (1 y) m n dy
0

b b
But,  f ( x ) dx =  f ( y) dy [Property of definite integral]
a a


x n 1
  (m, n) =  (1  x)m n dx
0

Now using  (m, n) =  (n, m)


x m 1
 (m, n) =  (1  x)m n dx
0


2
(c) To prove  (m, n) = 2  (sin  )2m  1 (cos  )2n  1 d 
0

We know that
1
m 1
 (m, n) = x (1  x) n 1 dx
0
Let x = sin2 or dx = 2 sin  cos  d
When x = 0,  = 0

x = 1,  =
2

2
  (m, n) =  (sin
2
)m 1 (1 sin 2 )n 1 2sin  cos  d 
0
202 MATHEMATICAL PHYSICS–II (Sem. III) Hons.


2
= 2  (sin )2m  2 (cos )2 n  2 sin  cos  d 
0

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

3. RELATION BETWEEN BETA AND GAMMA FUNCTION

Beta function and Gamma function can be related by the relation
 ( m )  ( n)
 (m, n) = , where m > 0, n > 0 ...(3.1)
 (m  n)
In the evaluation of integrals, this relation is quite useful for finding a definite result.
 (m )  (n )
Example 3.1. Prove that  (m , n) 
 ( m  n)
Solution : We know from the definition of Gamma function

 x n 1
(n) = e x dx
0
Now using the property (c) of the Gamma function, we write

 zx n 1
(n) = z n e x dx ...(i)
0

 (n)  zx
or n = e x n 1 dx ...(ii)
z 0
Multiplying both sides by e–z zm–1 in eqn. (i) and then integrating with respect to z from z = 0 to z = ,
we get
    
 z m 1
 (n)  z m 1
 e z dz =  e z  z n  e  zx x n 1 dx  dz
0 0  0 

 z (1 x ) m  n 1 n 1
or  (n)  (m) =  e z x dx dz
00
Since the integration limit is same, so changing the order of integration
  
n 1  z (1 x ) m  n 1
 (n)  (m) =    e
x z dz  dx

0 0

n 1   (m  n ) 
= x  m n 
dx [Using equation (ii)]
0  (1  x ) 
GAMMA AND BETA FUNCTION (Some Special Integrals) 203


 ( m)  ( n ) x n 1
or
 (m  n)
=  (1  x)m n dx
0

=  (m, n) [Property (b) of Beta function]

  p  1  q  1 
 
2
 2   2  1
p q
Example 3.2. Show that 2  sin  cos  d   and hence show     .
 p  q  2   2
0  
 2
Solution : From the relation of Beta and Gamma function, we get
 (m)  (n)
 (m, n) = ...(i)
 (m  n)
Again from the properties of Beta function (property c), we get

2
 (m, n) = 2  (sin )2m 1 (cos )2 n 1 d  ...(ii)
0

Therefore from equation (i) and (ii)

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

Let 2m – 1 = p and 2n – 1 = q
p 1 q 1
or m = or n
2 2

  p  1  q  1
 
2
p q  2   2 
 2  (sin ) (cos ) d  =
 p  q  2
0  
 2 
Now putting p = 0 and q = 0, we get
  1   1
2    
 2   2
2  d =
 (1)
0

2
   1 
or 2 =     [  (1)  1]
2  2 

 1
or   = 
 2
204 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

 1 
Example 3.3. Prove that  ( m )   m    2 m  1  (2 m ), m  0
 2 2
Solution : From equation (iii) of Example 3.2, we have

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

1
Putting n  in equation (i), we get
2

  1
2  ( m)   
 2
2  (sin )2m 1 d  =
 1
0 m  
 2


2  (m) 
or 2  (sin ) 2m 1 d  = ...(ii)
 1
0 m 
 2
Again putting n = m in equation (i), we get

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


2 [ (m)]2
or 2  (sin  cos )2m 1 d  =
 (2m)
0


2
 2sin  cos  
2 m 1
[ (m)]2
or 2   d =
 2  (2m)
0


2 2
2m 1 [ (m)]2
or
22m 1
 (sin 2) d  =  (2m)
0

Let 2 = t
or 2d = dt
when  = 0, t = 0
GAMMA AND BETA FUNCTION (Some Special Integrals) 205


when  = ,t
2

2
(sin t ) 2 m 1
dt [ (m)]2

2 2 m 1  2 =
 (2m)
0

  b b 
1 2m 1 [ (m)]2   f (t ) dt 
or
2 2m 1
 (sin  ) d  =
 (2m)  a
 f () d 

0 a


1 2 [ (m)]2
or 2 (sin )2m 1 d  =
2 m 1 
...(iii)
2  (2m)
0

1  ( m)  [ (m)]2
or = [Using equation (ii) in equation (iii)]
22m 1 
m 
1  (2m)
 2

  1
  (2 m) =  (m)   m  
2 2 m 1  2

Example 3.4. Prove that  (m, n) =  (m, n + 1) +  (m + 1, n).

Solution : We know that
 (m)  (n)
 (m, n) =
 (m  n)

 (m)  (n  1)  (m 1)  (n)

Now  (m,n + 1) +  (m + 1, n) = 
 (m  n  1)  (m  n  1)

 (m) n  (n) m (m)  (n)

= 
(m  n)  (m  n) (m  n)  (m  n)

 ( m)  ( n )  n m 
=
 (m  n) m  n  m  n
 

  ( m )  ( n) 
=  (m, n)   ( m, n)   ( m  n ) 
 

 (m  1, n)  ( m, n  1)  (m , n)
Example 3.5. Prove that   .
m n mn
Solution : We know that
 (m)  (n)
 (m, n) = ...(i)
 (m  n)
206 MATHEMATICAL PHYSICS–II (Sem. III) Hons.

 (m 1, n) 1  (m  1)  (n)
Now =
m m  (m  n  1)

1 m (m)  (n)
=
m ( m  n )  ( m  n)

(m, n)
= ...(ii)
mn

 (m, n  1) 1  (m)  (n  1)
Now =
n n  (m  n  1)

1  (m ) n  (n)
=
n ( m  n)  ( m  n )

(m, n)
= ...(iii)
mn
 From equation (i), (ii) and (iii), we get

 (m 1, n)  (m, n  1)  (m, n)

= 
m n mn

1
5
Example 3.6. Solve x (1  x 3 )10 dx
0

Solution : We know that

1
m 1
 (m, n) = x (1  x )n 1 dx ...(i)
0
1
5
Let I = x (1  x3 )10 dx
0
Put x3 = y [Note that in equation (i) there is no power in x within the bracket]
or 3x2 dx = dy
Now, when x = 0, y = 0
when x = 1, y = 1
1 1
dy
 I =  ( y 3 )5 (1  y )10 2
0
3y 3
1 5

2
1
=  y 3 y 3 (1  y )10 dy
3
0
1
1
y (1  y )10 dy
3
=
0
GAMMA AND BETA FUNCTION (Some Special Integrals) 207

1
1
y 2 1 (1  y )111 dy
3
=
0
1
= B(2,11)
3
1  (2)  (11)
=
3  (2  11)
1 1!10!
=
3 12!
1 1!.10! 1
= 
3 12.11.10! 396

SUMMARY

 Definition of  function  (n)   e x x n1dx, n  0
0
 Some other form of Gamma Function

(i)  ( n )  z n  e  zx x n 1dx
0
1 n 1
 1
(ii)  (n )    log  dy
 y
0
(Note that in exponential form the limit is from 0 to  and in logarithm form limit is from 0 to 1. In
evaluating the integrals if there is exponential term or logarithm term, then  function may be
applied)
1
 Definition of  function (m, n)   x m 1(1  x)n 1 dx, m > 0, n > 0
0
 Relation between  and  function
 (m)  (n)
(m, n) 
 (m  n)
 To evaluate integrals under  function, we have to use the relation between  and  function to
get a finite result.

QUESTIONS

MULTIPLE CHOICE QUESTIONS (MCQ's)

1. Which of the following is true?
(A)  (n + 1) = n(n) for any real number (B)  (n) = n (n + 1)for any real number
(C)  (n + 1) = n (n) for n > 1 (D)  (n) = n (n + 1) for n > 1