Recurrence Relation - Math - Assignment Solutions, Exercises of Mathematics

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Math 334
Assignment 8 Solutions
1. (a) Evaluate I=R
0ex2dx. (Hint: Consider I2and use double integration.)
(b) Show that Γ( 1
2) = π. (Hint: Use the result of part (a).)
(c) Show that Γ(n+1
2) = (2n)!
n! 22nπ, for nN.
Solution
(a) Let I=R
0ex2dx, then
I2=Z
0
ex2dxZ
0
ey2dy=Z
0Z
0
ex2dxey2dy
=Z
0Z
0
e(x2+y2)dxdy =Zπ
2
0Z
0
er2rdr
=Zπ
2
01
2er2
0 =Zπ
2
0
1
2 =π
4,
and therefore I=Z
0
ex2dx =π
2.
(b)
Γ( 1
2) = Z
0
et
tdt = 2 Z
0
ex2dx = 2(π/2) = π.
(c) Proof #1 (direct). From the recurrence relation Γ(µ+ 1) = µΓ(µ) we get
Γ( 3
2) = 1
2Γ( 1
2) = 1
2π, Γ( 5
2) = 3
2Γ( 3
2) = 3·1
22π,
Γ( 7
2) = 5
2Γ( 5
2) = 5·3·1
23π, Γ( 9
2) = 7
2Γ( 7
2) = 7·5·3·1
24π,
.
.
.
Γ( 2n+ 1
2) = 2n1
2Γ( 2n1
2) = (2n1) ·(2n3) ···5·3·1
2nπ
=2n·(2n1) ·(2n2) ·(2n3) ···5·4·3·2·1
[2n·(2n2) ·(2n4) ···4·2] 2nπ
=(2n)!
2n[n·(n1) ·(n2) ···2·1] 2nπ=(2n)!
22nn!π
Proof #2 (by induction). For n= 0 we have Γ( 1
2) = 0!
0! 20π=π.
Assume the formula holds for n=m, i.e. Γ(m+1
2) = (2m)!
m! 22mπ.
Examine the formula Γ(n+1
2) for n=m+ 1:
Γ(m+ 1 + 1
2) = (m+1
2)Γ(m+1
2) = 2m+ 1
2·(2m)!
m! 22mπ=2m+ 2
2(m+ 1) ·2m+ 1
2·(2m)!
m! 22mπ
=(2m+ 2)!
(m+ 1)m! 22m+2 π=[2(m+ 1)]!
(m+ 1)! 22(m+1) π.
Thus formula holds for n=m+ 1 and hence, by induction, it holds for all nZ+.
1
pf3
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Math 334

Assignment 8 — Solutions

  1. (a) Evaluate I =

0

e−x

2 dx. (Hint: Consider I^2 and use double integration.)

(b) Show that Γ(

1 2 ) =^

π. (Hint: Use the result of part (a).)

(c) Show that Γ(n +

1 2

(2n)!

n! 2^2 n

π, for n ∈ N.

Solution

(a) Let I =

0

e

−x^2 dx, then

I

2

0

e

−x^2 dx

0

e

−y^2 dy

0

0

e

−x^2 dx

e

−y^2 dy

0

0

e

−(x^2 +y^2 ) dx

dy =

∫ π 2

0

0

e

−r^2 rdr

∫ π 2

0

e

−r^2

0

dθ =

∫ π 2

0

dθ =

π

4

and therefore I =

0

e

−x^2 dx =

π

2

(b)

0

e

−t √ t

dt = 2

0

e

−x^2 dx = 2(

π/2) =

π.

(c) Proof #1 (direct). From the recurrence relation Γ(μ + 1) = μΓ(μ) we get

π, Γ(

π,

π, Γ(

π,

2 n + 1

2

2 n − 1

2

2 n − 1

2

(2n − 1) · (2n − 3) · · · 5 · 3 · 1

2 n

π

2 n · (2n − 1) · (2n − 2) · (2n − 3) · · · 5 · 4 · 3 · 2 · 1

[2n · (2n − 2) · (2n − 4) · · · 4 · 2] 2n

π

(2n)!

2 n[n · (n − 1) · (n − 2) · · · 2 · 1] 2n

π =

(2n)!

22 nn!

π

Proof #2 (by induction). For n = 0 we have Γ(

0! 2^0

π =

π.

Assume the formula holds for n = m, i.e. Γ(m +

1 2 ) =^

(2m)!

m! 2^2 m

π.

Examine the formula Γ(n +

1 2

) for n = m + 1:

Γ(m + 1 +

) = (m +

)Γ(m +

2 m + 1

2

(2m)!

m! 2^2 m

π =

2 m + 2

2(m + 1)

2 m + 1

2

(2m)!

m! 2^2 m

π

(2m + 2)!

(m + 1)m! 2^2 m+

π =

[2(m + 1)]!

(m + 1)! 22(m+1)

π.

Thus formula holds for n = m + 1 and hence, by induction, it holds for all n ∈ Z

.

  1. Show that Bessel functions of the first kind satisfy the following recurrence relations:

(a)

d

dx

(x

−μ Jμ(x)) = −x

−μ Jμ+1(x);

(b)

d

dx

(x

μ Jμ(x)) = x

μ Jμ− 1 (x);

(c)

2 μ

x

Jμ(x) = Jμ− 1 (x) + Jμ+1(x).

Solution

(a)

d

dx

(x

−μ Jμ(x)) =

d

dx

∑^ ∞

k=

(−1)kx^2 k

2 μ+2k^ k! Γ(μ + k + 1)

∑^ ∞

k=

(−1)k 2 k x^2 k−^1

2 μ+2k^ k! Γ(μ + k + 1)

∑^ ∞

k=

k 2 k x

2 k− 1

2 μ+2k^ k(k − 1)! Γ(μ + k + 1)

∑^ ∞

k=

k x

2 k− 1

2 μ+2k−^1 (k − 1)! Γ(μ + k + 1)

∑^ ∞

k=

(−1)k+1^ x^2 k+

2 μ+2k+1^ k! Γ(μ + k + 2)

= −x

−μ

∑^ ∞

k=

(−1)k^ x(μ+1)+2k

2 (μ+1)+2k^ k! Γ((μ + 1) + k + 1)

= −x

−μ Jμ+1(x).

(b)

d

dx

(x

μ Jμ(x)) =

d

dx

∑^ ∞

k=

(−1)kx2(μ+k)

2 μ+2k^ k! Γ(μ + k + 1)

∑^ ∞

k=

(−1)k2(μ + k) x2(μ+k)−^1

2 μ+2k^ k! Γ(μ + k + 1)

∑^ ∞

k=

k 2(μ + k) x

2(μ+k)− 1

2 μ+2k^ k! (μ + k)Γ(μ + k)

∑^ ∞

k=

k x

2(μ+k)− 1

2 μ+2k−^1 k! Γ(μ + k)

∑^ ∞

k=

(−1)k^ xμ+(μ−1)+2k

2 (μ−1)+2k^ k! Γ((μ − 1) + k + 1)

= x

μ

∑^ ∞

k=

(−1)k^ x(μ−1)+2k

2 (μ−1)+2k^ k! Γ((μ − 1) + k + 1)

= x

μ Jμ− 1 (x).

(c) From the results of parts (a) and (b) we have

Jμ− 1 (x) = x

−μ d

dx

(x

μ Jμ(x)) = x

−μ (x

μ J

′ μ(x) +^ μx

μ− 1 Jμ(x)) = J

′ μ(x) +^

μ

x

Jμ(x),

Jμ+1(x) = −x

μ d

dx

(x

−μ Jμ(x)) = −x

μ (x

−μ J

′ μ(x)^ −^ μx

−μ− 1 Jμ(x)) = −J

′ μ(x) +^

μ

x

Jμ(x).

Adding these equations gives the result: Jμ− 1 (x) + Jμ+1(x) =

2 μ

x

Jμ(x).

  1. Show that

(a) J 1 2

(x) =

πx

sin x; (b) J− 1 2

(x) =

πx

cos x; (c) J 3 2

(x) =

πx

sin x

x

− cos x

Solution

Now, going back to the original question, we get

0

xJ

2 n(^

αnm

x) dx =

2

α^2 nm

∫ (^) αnm

0

sJ

2 n(s)^ ds^ =^

2

2 α^2 nm

[

s

2 J

′ 2 n (s)^ −^ (n

2 − s

2 )J

2 n(s)

]

αnm

0

ℓ^2

2 α^2 nm

[

α

2 nmJ

′ 2 n (αnm)^ −^ (n

2 − α

2 nm)J

2 n(αnm) +^ n

2 J

2 n(0)

]

2

J

′ 2 n (αnm)^ (since^ Jn(αnm) = 0,^ and^ Jn(0) = 0 for^ n^ >^ 1).

Using the formula

d

dx

(x

−μ Jμ(x)) = −x

−μ Jμ 1 (x) with μ = n results in

J

′ n(x) =^

n

x

Jn(x) − Jn+1(x), and, in particular J

′ n(αnm) =^ −Jn+1(αnm).

The result follows: ∫ (^) ℓ

xJ

2 n(^

αnm

x) dx =

2

J

2 n+1(αnm).