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Recursion relations / reduction formulae

Suppose we have an integral which depends on a number (an integer for simplicity) which we
denote In . For example1 ,
Z 1
xn

In =
dx
(1)
1x
0
which we would like to evaluate exactly. The problem is that it is not clear how to carry out this
integral in a single step. The exception is for n = 0, in which case we can figure out I0 exactly.
So our aim will be to carry out successive manipulations of the integral above to try to reduce it
to something involving I0 .
1

We begin by integrating by parts, choosing u = xn and v 0 = (1 x) 2 . This is a good choice


because when we differentiate u we will be decreasing the power of x, so we hope to get something
looking like In1 . Furthermore, it is possible to integrate up to find v:
Z 1
h
i
1
1 1
xn1 (1 x) 2 dx
In = 2xn (1 x) 2 + 2n
0
0
Z 1
1
= 2n
xn1 (1 x) 2 dx.
(2)
0

This isnt a bad step because we have indeed managed to reduce the power of x from xn to xn1
but we cant yet relate the integral on the right hand side of the above equation to In1 because
we dont have the correct power of (1 x) to match to (1).
1

We use our trick of writing (1 x) 2 =

1x
1

in order to turn the integrand into something that

(1x) 2

does match the schematic of (1):


1

1x
xn1
dx
1x
0
Z 1
Z 1 n1
xn
x

dx 2n
dx.
= 2n
1x
1x
0
0
Z

In = 2n

(3)

Now note that the second term on the right hand side matches perfectly the form of In1 and
the last term contains exactly the integral In defined in (1). So we can say
In = 2nIn1 2nIn
2n
In =
In1
1 + 2n

or
(4)

At this point it may be tempting to stop but we havent really achieved our aim of calculating
the integral yet! So were going to apply the formula (4) over and over again to turn In1 into
In2 which will be turned into In3 , over and over again until we have eventually related In to
I0 . So we imagine going through the same steps as above (integration by parts etc) for In1 .
Without any further work we can deduce
In1 =

2(n 1)
In2 ,
1 + 2(n 1)

(5)

where Ive just used (4) but with the index on the left hand side equal to n 1. Putting this
back into (4) we learn
In =

2n
2(n 1)

In2 ,
1 + 2n 1 + 2(n 1)

(6)

This is an improper integral because one cant evaluate the denominator at x = 1, but a simple limiting process
shows that at each stage the integral exists. Well ignore this until evaluation of I0 .

which is the second step towards finding our complete solution.


The game now is to iterate this process all the way down to I0 . Repeated application of (4) leads
to
2n
1 + 2n
2n
=
1 + 2n
= ...
2n
=
1 + 2n
2n
=
1 + 2n

In =

2(n 1)
In2
1 + 2(n 1)
2(n 1)
2(n 2)

In3
1 + 2(n 1) 1 + 2(n 2)

2(n 1)
2(n 2)
2(n (n 2))

...
I1
1 + 2(n 1) 1 + 2(n 2)
1 + 2(n (n 2))
2(n 1)
2(n 2)
22
21

...

I0
1 + 2(n 1) 1 + 2(n 2)
1+22 1+21

(7)

where on the last two lines we have given two equivalent expressions based upon (4) with n1 = 1
and n 1 = 0. The point is that we have now related In to I0 as we desired. Simplifying the
above expression we have
In =

2n
2(n 1)
2(n 2)
4
2

...

I0 .
1 + 2n 1 + 2(n 1) 1 + 2(n 2)
1+4 1+2

(8)

Now in order to get a numerical value for our integral it only remains to determine I0 which can
be done easily enough (its improper see footnote 1):
Z a


a
1

I0 = lim
dx = lim 2 1 x 0 = 2 2 1 a = 2
(9)
a1 0
a1
1x
so that
In =

2n
2(n 1)
2(n 2)
4
2

...

2,
1 + 2n 1 + 2(n 1) 1 + 2(n 2)
1+4 1+2

(10)

which demonstrates that we have effectively replaced a complicated integration by an evaluation


of a product which depends on the determination of a single, easy integral.
We use our formula (10) for a simple case:
Z
0

x4
dx = I4
1x
24
I3
1+24
24
23
22
21
=

I0
1+24 1+23 1+22 1+21
8 6 4 2
= 2
9 7 5 3
768
256
=
=
,
945
315
=

(11)

which can be checked by hand or against a computer to be correct.


If you want more practice at this then you could try the same trick for the integral
Z 1
xn

dx
In =
1+x
0
but beware that this time there are extra terms coming from each integration by parts.
2

(12)

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