BAS 102:

Engineering Mathematics (4)

Lecture 1: Special functions

By
Dr. Abdelfattah Mustafa
Mathematics Department
Faculty of Science
Mansoura University

Gamma Function

Definition. The Gamma function is defined by the improper integral

∞
𝚪 𝒏 = 𝒕𝒏−𝟏 𝒆−𝒕 𝒅𝒕 , 𝒏>𝟎
𝟎

Some special Values:

1. 𝚪 𝟏 =𝟏

Proof:
∞ ∞ ∞
Γ 1 = 𝑡 1−1 𝑒 −𝑡 𝑑𝑡 = 𝑒 −𝑡 𝑑𝑡 = −𝑒 −𝑡 =1
0 0 0

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 𝟏
2. 𝚪 = 𝝅
𝟐

Proof.
∞ 1 ∞
1 1
Γ = 𝑡 2−1 𝑒 −𝑡 𝑑𝑡 = 𝑡 −2 𝑒 −𝑡 𝑑𝑡 (1)
2 0 0

Let t = 𝑥 2 , then 𝑑𝑡 = 2𝑥 𝑑𝑥,

and at 𝑡 = 0 ⇒ 𝑥 = 0 and at 𝑡 = ∞ ⇒ 𝑥 = ∞

From (1), we have

∞ ∞
1 −1 𝑒 −𝑥 2 2𝑥𝑑𝑥 2
Γ = 𝑥 =2 𝑒 −𝑥 𝑑𝑥 (2)
2 0 0

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And
∞
1 2
Γ =2 𝑒 −𝑦 𝑑𝑦 (3)
2 0

Multiplying equations (2) and(3)

2 ∞ ∞
1 𝑥 2 +𝑦 2
Γ =4 𝑒− 𝑑𝑥𝑑𝑦 (4)
2 0 0

By using Polar coordinates (𝑟, 𝜃)

𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 (x,y)
2 2 2
𝑥 +𝑦 =𝑟 ,

𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃

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 𝑟: 0 → ∞, 𝜃: 0 → 𝜋/2

Substituting in (4), we have

2 𝜋/2 ∞
1 2
Γ =4 𝑒 −𝑟 𝑟𝑑𝑟𝑑𝜃
2 0 0
𝜋 𝜋
4 2 2 ∞ 4 2
=− 𝑒 −𝑟 𝑑𝜃 = − 𝑒 −∞ − 𝑒 0 𝑑𝜃
2 0
0 2 0
𝜋 𝜋
2 2
=2 𝑑𝜃 = 2𝜃 =𝜋
0 0

Therefore
1
Γ = 𝜋
2
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Theorem 1. For 𝑛 is integer, we have

𝚪 𝒏 = (𝒏 − 𝟏)𝚪 𝒏 − 𝟏
Proof.
∞
Γ 𝑛 = 𝑡 𝑛−1 𝑒 −𝑡 𝑑𝑡
0
By part integration,
𝑢 = 𝑡 𝑛−1 , 𝑑𝑣 = 𝑒 −𝑡 𝑑𝑡
𝑑𝑢 = (𝑛 − 1) 𝑡 𝑛−2 𝑑𝑡, 𝑣 = −𝑒 −𝑡
then
∞
∞
Γ 𝑛 = −𝑡 𝑛−1 𝑒 −𝑡 0 + 𝑛−1 𝑡 𝑛−2 𝑒 −𝑡 𝑑𝑡
0
∞
= (𝑛 − 1) 𝑡 𝑛−1 −1 𝑒 −𝑡 𝑑𝑡 = (𝑛 − 1)Γ(𝑛 − 1)
0

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 Case 1: If n is positive integer, we have
𝚪 𝒏 = (𝒏 − 𝟏)!
Example:
Γ 1 = 0! = 1, Γ 4 = 3! = 6
Example: Prove that
Γ 0 = ∞, Γ −1 = −∞
Solution: Since
Γ 𝑛
Γ 𝑛 = (𝑛 − 1)Γ 𝑛 − 1 ⇒ Γ 𝑛 − 1 =
𝑛−1
Γ 1
o Γ 0 = =∞
0
Γ 0
o Γ −1 = = −∞
−1
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Case 2: Fraction numbers

o If n is positive fraction, 𝚪 𝒏 = (𝒏 − 𝟏) 𝚪(𝒏 − 𝟏)

𝚪 𝒏+𝟏
o If n is negative fraction, 𝚪 𝒏 =
𝒏

Example: Find the values of

Γ 5/2 , Γ −5/2
Solution:
5 3 1 1 3
Γ = Γ = 𝜋
2 2 2 2 4
3 1 1
5 Γ − Γ − Γ 8
Γ − = 2 = 2 = 2 =− 𝜋
2 5 5 3 5 3 1 15
− − − − − −
2 2 2 2 2 2

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 Examples. Find
∞ 3 −𝑡
a) 0
𝑡 𝑒 𝑑𝑡
∞
b) 0
𝑡𝑒 −𝑡 𝑑𝑡

Solution:
∞ 3 −𝑡 ∞ 4−1 −𝑡
a) 0
𝑡 𝑒 𝑑𝑡 = 0
𝑡 𝑒 𝑑𝑡 = Γ 4 = 3! = 6

∞ ∞ 1 −𝑡 ∞ 3−1 −𝑡
b) 0
𝑡𝑒 −𝑡 𝑑𝑡 = 0
𝑡 2𝑒 𝑑𝑡 = 0
𝑡2 𝑒 𝑑𝑡

3 1 1 𝜋
=Γ = Γ =
2 2 2 2

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Example: Find the following Integrations

∞ 3 −2𝑥
a) 0
𝑥 𝑒 𝑑𝑥
∞ 3
b) 0
𝑥 𝑒 −𝑥 𝑑𝑥
∞ 𝑥
c) −∞
𝑒 3𝑥−𝑒 𝑑𝑥

1 1
d) 0
ln 𝑑𝑥
𝑥

Solution:

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 ∞ 3 −2𝑥
a) 0
𝑥 𝑒 𝑑𝑥

𝑡 𝑑𝑡
Let 2𝑥 = 𝑡 ⇒ 𝑥 = , 𝑑𝑥 =
2 2

and 𝑥: 0 → ∞ ⇒ 𝑡: 0 → ∞

then

∞ ∞ 3 ∞
𝑡 𝑑𝑡 1 Γ 4
𝑥 3 𝑒 −2𝑥 𝑑𝑥 = 𝑒 −𝑡 = 𝑡 3 𝑒 −𝑡 𝑑𝑡 =
0 0 2 2 16 0 16

6
=
16

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∞ 3
b) 0
𝑥 𝑒 −𝑥 𝑑𝑥

1 2
1
Let 𝑥 3 = 𝑡 ⇒ 𝑥 = 𝑡 3 , 𝑑𝑥 = 𝑡 −3 𝑑𝑡
3

and 𝑥: 0 → ∞ ⇒ 𝑡: 0 → ∞

then

∞ ∞ ∞
−𝑥 3 1/3 1/2 −𝑡
1 −2 1 1
𝑥𝑒 𝑑𝑥 = 𝑡 𝑒 𝑡 3 𝑑𝑡 = 𝑡 −2 𝑒 −𝑡 𝑑𝑡
0 0 3 3 0

∞ 1
1 Γ 1/2 𝜋
= 𝑡 2−1 𝑒 −𝑡 𝑑𝑡 = =
3 0 3 3

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 ∞ 3𝑥−𝑒 𝑥 ∞ 3𝑥 𝑥
c) −∞
𝑒 𝑑𝑥 = −∞
𝑒 𝑒 −𝑒 𝑑𝑥

1
Let 𝑒 𝑥 = 𝑡 ⇒ 𝑥 = ln 𝑡 , 𝑑𝑥 = 𝑑𝑡
𝑡

and at: 𝑥 = −∞ ⇒ 𝑡 = 0

at: 𝑥 = ∞ ⇒ 𝑡 = ∞

then

∞ ∞ ∞
3𝑥−𝑒 𝑥
1
𝑒 𝑑𝑥 = 𝑡 3 𝑒 −𝑡 𝑑𝑡 == 𝑡 2 𝑒 −𝑡 𝑑𝑡 = Γ 3
−∞ 0 𝑡 0

= 2! = 2

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1 1
d) 0
ln 𝑑𝑥
𝑥

1
Let ln = 𝑡 ⇒ − ln 𝑥 = 𝑡 ⇒ 𝑥 = 𝑒 −𝑡 , 𝑑𝑥 = −𝑒 −𝑡 𝑑𝑡
𝑥

and at 𝑥 = 0 ⇒ 𝑡 = ∞ && at 𝑥 = 1 ⇒ 𝑡 = 0

then

1 0 0 1
ln 1/𝑥 𝑑𝑥 = 𝑡 −𝑒 −𝑡 𝑑𝑡 = − 𝑡 2 𝑒 −𝑡 𝑑𝑡
0 ∞ ∞

∞ 3
3 1 1 𝜋
= 𝑡 2−1 𝑒 −𝑡 𝑑𝑡 =Γ = Γ =
0 2 2 2 2
14 Lecture 1: Civil Engineering
Delta University for Science and Technology
Faculty of Engineering
BAS 102: Engineering Mathematics (4)
Civil Engineering Department

SHEET 01
1- Evaluate each of the following:
(a) Γ(8) (b) Γ(5)
7
(c) Γ (− )
5 (d) Γ ( )
2
2

2- Evaluate each of the following integrals:

∞ ∞ 2
(a) ∫0 𝑡 2 𝑒 −3𝑡 𝑑𝑡 (b) ∫0 𝑥 4 𝑒 −𝑥 𝑑𝑥

∞ 2
(c)
∞ 4
∫0 𝑒 −𝑦 𝑑𝑦 (d) ∫0 (2 + √𝑡) 𝑒 −𝑡 𝑑𝑡
1
1 1
(e) ∫0 √− ln(𝑡) 𝑑𝑡 (f) ∫0 𝑥 2 ln (2𝑥) 𝑑𝑥
2

∞ 3
1 1
1 (h) ∫0 √𝑥𝑒 −𝑥 𝑑𝑥
2
(g) ∫0 (ln (𝑥)) 𝑑𝑥
𝜋
2𝜃
(i) ∫0 (tan3 𝜃 + tan5 𝜃)𝑒 − tan
2 𝑑𝜃

Good Luck
Dr. A. Mustafa