Multidim. Gaussian integral with linear term

In summary, a user is looking for a general formula for the integral \int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2), where y is a vector of arbitrary dimension d and alpha is a complex number. Another user provides a potential formula using hyperspherical coordinates, but the original poster is unsure if it is correct. They continue to discuss the problem and eventually come up with a solution involving a single integral over the magnitude of the vector \vec{x}. However, there is some disagreement over whether this solution is valid for all dimensions or just d=3.
  • #1
Orbb
82
0
Hey everyone,

I know, lots of threads and online information about Gaussian integrals. But still, I couldn't find what I am looking for: Is there a general formula for the integral

[tex] \int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2)[/tex]

where y is a vector of arbitrary dimension d and alpha is a complex number? It could be done in hyperspherical coordinates but its cumbersome. So I wanted to look up a general expression but couldn't find one. Can anyone help?

Thanks a lot
 
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  • #2
Hi Orbb,

I think the formula you are looking for is
[tex]\frac{\pi^{\frac{d}{2}}}{\alpha}\frac{1}{\Gamma(\frac{d}{2})}[/tex]

It is straightforward to get this result in spherical co-ordinates and I don’t think you can find any easier way to do it.
Assume
[tex] |\vec{y}| = r = \sqrt{x_{1}^2+x_{2}^2+\cdot\cdot\cdot x_{d}^2},[/tex]

and
[tex] y^2 = x_{1}^2+x_{2}^2+\cdot\cdot\cdot x_{d}^2.[/tex]

Converting to spherical co-ords gives

[tex]\int_{0}^{\infty}\int_{\phi_1=0}^{\pi}\int_{\phi_2=0}^{\pi}\cdot\cdot\cdot\int_{\phi_{d-2}=0}^{\pi}\int_{\phi_{d-1}}^{2\pi}\sin^{d-2}(\phi_1) \sin^{d-3}(\phi_2 )\cdot\cdot\cdot\sin(\phi_{d-2})r\exp(-\alpha r^2)d\phi_{1}d\phi_2\cdot\cdot\cdotd\phi_{d-1}dr.[/tex]

Now
[tex] \int_{0}^{\infty} r\exp(-\alpha r^2)dr = \frac{1}{2\alpha},
[/tex]
and
[tex]
\int_{0}^{\pi}\sin^{n}(\theta)d\theta=\frac{\sqrt{\pi}\Gamma(\frac{1+n}{2})}{\Gamma(1+\frac{n}{2})}.
[/tex]

Combining the above results (don’t forget [tex]\int_{\phi_{d-1}=0}^{2\pi}d\phi_{d-1}=2\pi[/tex]) and simplifying (must of the [tex]\Gamma[/tex] terms will cancel) results in
[tex]\int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2)
=\frac{\pi^{\frac{d}{2}}}{\alpha}\frac{1}{\Gamma(\frac{d}{2})}
[/tex]
 
  • #3
Thank you for taking the time, appelberry. I tried the same by now. Only when converting to spherical coordinates, shouldn't the integral over r be:

[tex] \int_0^\infty r^{d-1} \left[r \exp(-\alpha r^2)\right] dr [/tex] ?

this should give

[tex] \sqrt{\pi} \frac{(d-1)!}{2^{d/2+1}} \alpha^{-\frac{d+1}{2}} [/tex]

for odd d and

[tex] \frac{[1/2(d-1)]!}{2} \alpha^{-\frac{d+1}{2}} [/tex]

for even d. Is that correct? It is quite important wether the power of alpha depends on d in the result.
 
  • #4
Woops! yea, of course you are right. I forgot the [tex]r^{d-1}[/tex] term! I think your answer looks correct now.
 
  • #5
okay, thank you!
 
  • #6
Alright, again I'm troubled by a nasty integral. I guess it does not deserve it's own thread since it's a similar problem and the above has been solved. So I have an integral of the form:

[tex] \int_{\mathbb{R}^d}d^d x \exp\left(i\vec{a}\cdot\vec{x}-i\sqrt{b\vec{x}^2+c}-d\vec{x}^2\right) [/tex]

Ok I think there's no hope of solving it analytically without approximations. If there is a way, please let me know of course :wink: I think an expansion of the square root around x=0 isn't an option either because the taylor series doesn't converge for large x, right? So what I'm left with is the following: the square root actually comes from a relativistic expression [tex] \sqrt{p^2+m^2}[/tex], so the 'ultrarelativistic' or 'massless' limit p >> m (i.e. bx >> c) would give the integral:

[tex] \int_{\mathbb{R}^d}d^d x \exp\left(i\vec{a}\cdot\vec{x}-ib|\vec{x}|-d\vec{x}^2\right) [/tex]

This looks better. Written in polar coordinates, the scalar product gives an angular cos-dependence. Can I simply assume that my coordinates are oriented s.t. this dependence corresponds only to one of the d-1 angles I have to integrate over?

Anyways, any suggestions or solutions greatly appreciated!
 
  • #7
Yes, I think you can assume that the angle is dependent on only one of the angles in a spherical polar co-ordinate system by assuming that the vector [tex]\vec{a}[/tex] lies along one of the axes in the system similar to the approach in the following integral:

https://www.physicsforums.com/showthread.php?t=376233

You can then integrate out the angular portion using the identity:

[tex]
\int^{2\pi}_{0}\exp(x\cos\theta)d\theta = 2\pi I_{0}(x)
[/tex]

which will leave you with a single integral over the magnitude of the vector [tex]\vec{x}[/tex].
 
  • #8
Thanks for your answer! This is what I did first. However, I was struggling because it seems to me that the dependence on all the other angles drops only if I assume [tex]\vec{a}[/tex] to lie along the polar axis. In this case, the angular integration would be

[tex]\int_0^{\pi} sin^{d-2}\theta\exp(i|\vec{a}|rcos\theta)d\theta.[/tex]

It would be beautiful if I could do the integration the way you suggested, but from making a sketch for the d=3 sphere it seems to me an integration over the azimuthal angle doesn't work. But maybe I'm mistaken.

Also, I could live with a restriction to d=3 to make things simpler. For this case again I tried to manipulate the above integral to arrive at an expression in terms of bessel functions, but failed so far :wink:

Edit: For the case d=3, [tex]\int_0^{\pi} sin\theta\exp(i|\vec{a}|rcos\theta)d\theta =\frac{2sin(r|\vec{a}|)}{r|\vec{a}|}.[/tex]
 
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1. What is a Multidimensional Gaussian Integral with a Linear Term?

A Multidimensional Gaussian Integral with a Linear Term is a mathematical function that calculates the area under a multidimensional Gaussian curve, with the addition of a linear term. This integral is often used in statistics and physics to calculate the probability of a given event occurring.

2. How is a Multidimensional Gaussian Integral with a Linear Term calculated?

The Multidimensional Gaussian Integral with a Linear Term can be calculated using various methods, including the use of numerical integration techniques or by using specialized software. It involves solving a complex mathematical equation that takes into account the dimensions and parameters of the Gaussian curve and the linear term.

3. What is the significance of the linear term in a Multidimensional Gaussian Integral?

The linear term in a Multidimensional Gaussian Integral adds a linear component to the curve, which can affect the overall shape and properties of the curve. This term allows for a more accurate representation of real-world phenomena, as many natural processes have both Gaussian and linear components.

4. What is the relationship between a Multidimensional Gaussian Integral with a Linear Term and the Central Limit Theorem?

The Central Limit Theorem states that the sum of a large number of random variables will tend towards a Gaussian distribution. A Multidimensional Gaussian Integral with a Linear Term takes this principle into account by adding a linear term to the Gaussian curve, making it a more accurate representation of real-world data.

5. In what fields is the Multidimensional Gaussian Integral with a Linear Term commonly used?

The Multidimensional Gaussian Integral with a Linear Term is commonly used in fields such as statistics, physics, and engineering to model a wide range of phenomena. It can be used to calculate probabilities in statistical analyses, simulate physical processes, and make predictions in various fields of research.

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