Transcription of THE GAUSSIAN INTEGRAL - University of Connecticut
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THE GAUSSIAN INTEGRALKEITH CONRADLetI= e 12x2dx, J= 0e x2dx,andK= e numbers are positive, andJ=I/(2 2) andK=I/ 2 . notation as above,I= 2 , or equivalentlyJ= /2, or equivalentlyK= will give multiple proofs of this result. (Other lists of proofs are in [4] and [9].) The theoremis subtle because there is no simple antiderivative fore 12x2(ore x2ore x2). For comparison, 0xe 12x2dxcan be computed using the antiderivative e 12x2: this INTEGRAL is proof : Polar coordinatesThe most widely known proof , due to Poisson [9, p. 3], expressesJ2as a double INTEGRAL andthen uses polar coordinates. To start, writeJ2as an iterated INTEGRAL using single-variable calculus:J2=J 0e y2dy= 0Je y2dy= 0( 0e x2dx)e y2dy= 0 0e (x2+y2) this as a double INTEGRAL over the first quadrant.
We will give multiple proofs of this result. (Other lists of proofs are in [4] and [9].) The theorem is subtle because there is no simple antiderivative for e 21 2 x (or e 2x2 or e ˇx). For comparison, Z 1 0 xe 1 2 x2 dxcan be computed using the antiderivative e 1 2 x2: this integral is 1. 1. First Proof: Polar coordinates
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