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[Calculus] Euler's Factorial Integral

2021-08-28 08:21 作者:AoiSTZ23  | 我要投稿

By: Tao Steven Zheng (郑涛)

【Problem】

In 1729, Leonhard Euler (1707 - 1783) discovered the integral:

%5Cint_0%5E1%20%7B%5Cleft(-%5Cln%20s%5Cright)%7D%5E%7Bn%7D%20ds%20

Show that the integral %5Cint_0%5E1%20%7B%5Cleft(-%5Cln%20s%5Cright)%7D%5E%7Bn%7D%20ds is equivalent to the Gamma function %5CGamma%20(n%2B1)%20%3D%20%5Cint_0%5E%5Cinfty%20%7Bt%7D%5E%7Bn%7D%20%7Be%7D%5E%7B-t%7D%20dt; hence, it is equivalent to n! for non-negative integers n.


【Solution】

Let t%20%3D%20-%5Cln%20s, then s%20%3D%20%7Be%7D%5E%7B-t%7D.  Consequently dt%20%3D%20-%5Cfrac%7B1%7D%7Bs%7Dds%20%3D%20-%7Be%7D%5E%7Bt%7Dds, which means ds%20%3D%20-%7Be%7D%5E%7B-t%7Ddt

When s%3D0, we have  t%20%3D%20%5Cinfty. When s%3D1, we have  t%20%3D%200. Thus, the original integral transforms to -%5Cint_%5Cinfty%5E0%20%7Bt%7D%5E%7Bn%7D%20%7Be%7D%5E%7B-t%7D%20dt%20 or %20%5Cint_0%5E%5Cinfty%20%7Bt%7D%5E%7Bn%7D%20%7Be%7D%5E%7B-t%7D%20dt%20.

This integral is called he Gamma function, and it is defined as

%5CGamma%20(n%2B1)%20%3D%20%5Cint_0%5E%5Cinfty%20%7Bt%7D%5E%7Bn%7D%20%7Be%7D%5E%7B-t%7D%20dt%20%3D%20n!

for non-negative integers n.

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