Example 2 a denite integral and integration by parts This example is again taken from the Mathematical Handbook of Formulas

s and Tables. It is a denite integral (the limits are given) this time. Formula 15.76 in 1968 edition:

(1)
0

xn eax dx =

(n + 1) an+1

The formula does not state that n is an integer though frequently in mathematics you nd that m and n are integers. We will assume that n is a positive integer. You will not have met the function before. Not to worry. You can regard this integral as a denition of the function. It turns out that for a positive integer n that (2) (n + 1) = n!

Also we will take a = 1 so that the integral becomes

(3)

I (n) =
0

xn ex dx = n!

As an exercise I asked you to show that 1. I (1) = 1 2. I (n) = n I (n 1) It follows from these that I (n) = n!. We will use integration by parts. You should know the following related formulae. Add them to your notebook of key formulae. df dg d (f g ) = g+f dx dx dx f 1. Consider

product rule

dg dx = f g dx

df g dx dx

integration by parts

I (1) =
0

x ex dx October 9, 2009 11:23am

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dg = ex . The reason is that this removes Choose f (x) = x and dx x from the integral on the rhs of the integration by parts formula. df Also you can easily integrate to get g (x). In this case = 1 and dx x g (x) = e . Then

x ex dx =
0

x ex x

+
0

ex dx
0

ex 0

+ ex

At this point I should mention that an integral which has innity () as a limit is called an improper integral. What this means is
R

= lim
0

and if the limit exists then the integral has a value. So in evaluating the upper limits we need to know how x ex and ex behave as x approaches . It turns out that the exponential function dominates any power of x at suciently large x. This means that
x

lim xn ex = 0

You could try some values on your calculator to test this. It follows that the upper limits give zero. The lower limits give 1 which is the required result. 2. If you have followed that then the second part should be straightforward.

I (n) =
0

xn ex dx

Choose f (x) = xn and g (x) = ex .

dg df = ex . In this case = nxn1 and dx dx

n ex 0

x e
0

dx =

+n
0

xn1 ex dx

The rst term on the rhs is zero at both the upper and lower limits so that I (n) = n I (n 1)

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October 9, 2009 11:23am

Euler turned this result around and used it as a denition of the factorial function for values that were no longer positive integers. We change the variables here just to emphasise that the factorial is dened for real numbers x.

(4)

x! =
0

tx et dt

This is a valid denition provided x > 1. Negative powers in the integrand will cause problems at the lower limit t = 0. Using integration by parts (as above) gives the relationship (5) x! = x (x 1)!

Even though the integral formula eq.(4) is not dened we can use the relationship eq.(5) to extend the factorial function to negative values of x. 1 1 Some special values are ( 2 )! = = 1.7724, 0! = 1 and 2 ! = 1 = 2 0.8862. Why is x! not dened for x = 1, 2, . . . ? Try a sketch of the function x! in the interval [1, 2].

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October 9, 2009 11:23am