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Gaussian Integrals

This document discusses Gaussian integrals and provides formulas for calculating several common integrals of the form ∫e−ax2dx from 0 to ∞. It gives the solutions to seven example integrals and notes that the general form is proportional to a−(n+1)/2 when n is the exponent on x. It also provides the specific solutions for the general case when n is even or odd. The document concludes by outlining proofs for some of the example integrals using techniques like completing the square, changing variables, and integrating by parts.

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Karina
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190 views1 page

Gaussian Integrals

This document discusses Gaussian integrals and provides formulas for calculating several common integrals of the form ∫e−ax2dx from 0 to ∞. It gives the solutions to seven example integrals and notes that the general form is proportional to a−(n+1)/2 when n is the exponent on x. It also provides the specific solutions for the general case when n is even or odd. The document concludes by outlining proofs for some of the example integrals using techniques like completing the square, changing variables, and integrating by parts.

Uploaded by

Karina
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Gaussian Integrals

Z
2
ex dx = (1)


Z r
ax2 1
e dx = (2)
0 2 a

Z r
2 b2
eax +bx
dx = e 4a (3)
a

Z r
i
2 1
eiax dx = (4)
0 a 2
Z r
2 1
eiax dx = (5)
0 2 ia
In general, from dimensional anlysis we see:
Z
2 n+1
xn eax dx a( 2 ) (6)
0
and in particular:

(n1)(n3)...31
p
a , for n even
Z n +1 n
2
xn eax dx = 1
2 22 a
(7)
0 [ 2 (n1)]!
n+1 , for n odd
2a 2

Notes on proving these integrals: Integral 1 is done by squaring the integral, combining
the exponents to x2 + y 2 switching to polar coordinates, and taking the R integral in the
limit as R . Integral 2 is done by changing variables then using Integral 1. Integral 3 is
done by completing the square in the exponent and then changing variables to use equation 1.
Integral 4(5) can be done by integrating over a wedge with angle 4 ( 4 ), using Cauchys
theory to relate the integral over the real number to the other side of the wedge, and then
using Integral 1.
For n even Integral 7 can be done by taking derivatives of equation 2 with respect to a.
For n odd, Integral 7 can be done with the substitution u = ax2 , and then integrating by
parts.

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