How to Solve the Tough Gaussian Integral with a Constant in the Exponential?

In summary, the person is asking for help finding the Gaussian integral of x times the exponential of -λ(x+(some constant))squared. They say that they can't find anything online that provides this information, and they are having trouble because of the x and x squared terms in the exponent. They are then advised to do a change of variable, and in the end they are told that it is the same thing as solving for ## u=x-a ##.
  • #1
jaydnul
558
15

Homework Statement


I'm trying to solve the Gaussian integral:
[tex]\int_{-∞}^{∞}xe^{-λ(x-a)^2}dx[/tex]
and
[tex]\int_{-∞}^{∞}x^2e^{-λ(x-a)^2}dx[/tex]

Homework Equations


I can't find anything online that gives the Gaussian integral of x times the exponential of -λ(x+(some constant))squared. I was hoping someone here would know. It is the (-a) in the exponential that is throwing me off.

Thanks!
 
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  • #2
Jd0g33 said:

Homework Statement


I'm trying to solve the Gaussian integral:

[itex]\int_{-∞}^{∞}xe^{-λ(x-a)^2}dx[/itex]

and

[itex]\int_{-∞}^{∞}x^2e^{-λ(x-a)^2}dx[/itex]


Homework Equations


I can't find anything online that gives the Gaussian integral of x times the exponential of -λ(x+(some constant))squared. I was hoping someone here would know. It is the (-a) in the exponential that is throwing me off.

Thanks!

Well, let's start with something simpler. Do you know how to do the integrals from mini infinity to plus infinity of ## e^{-x^2}, xe^{-x^2}, x^2 e^{-x^2}##? That's the first step. If you know how to do these, it will be easy to show how to the ones you are asking about.
 
  • #3
How about a change of variables?
 
  • #4
Ya I "know" how do them. It's a QM problem, not a mathematical one, so it is having me look up the integrals. So respectively, the solutions are [itex]\int_{0}^{∞}x^{2n}e^{\frac{-x^2}{a^2}}dx=\sqrt{π}\frac{(2n)!}{n!}(\frac{a}{2})^{2n+1}[/itex]

In the original problem, when you expand the squared term, you end up with an x and x squared term which is confusing me.
 
  • #5
Jd0g33 said:
Ya I "know" how do them. It's a QM problem, not a mathematical one, so it is having me look up the integrals. So respectively, the solutions are [itex]\int_{0}^{∞}x^{2n}e^{\frac{-x^2}{a^2}}dx=\sqrt{π}\frac{(2n)!}{n!}(\frac{a}{2})^{2n+1}[/itex]

In the original problem, when you expand the squared term, you end up with an x and x squared term which is confusing me.
Then do a change of variable to avoid having an x term in the exponent, as Orodruin suggested.
 
  • #6
Ahh I see. Just to be clear, the correct substitution would be u=x-a, du=dx cause then x=u+a and you end up with:
[tex]\int_{-∞}^{∞}ue^{-λ(u)^2}+ae^{-λ(u)^2}du[/tex]

Right? Sorry, running on fumes today :)
 
  • #7
Jd0g33 said:
Ahh I see. Just to be clear, the correct substitution would be u=x-a, du=dx cause then x=u+a and you end up with:
[tex]\int_{-∞}^{∞}ue^{-λ(u)^2}+ae^{-λ(u)^2}du[/tex]

Right? Sorry, running on fumes today :)

That's it! And the same trick will work for the second integral (if you know the integral of ## x e^{-x^2} ## which is trivial, using symmetry.)
 
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  • #8
Add a few parentheses so that the expression makes sense, but otherwise yes.
 
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  • #9
Ha! I feel like an idiot.

Thanks a bunch nrqed and Orodruin!
 
  • #10
Jd0g33 said:
Ha! I feel like an idiot.

Don't! I have seen much worse examples among university students ... :rolleyes:
 

Related to How to Solve the Tough Gaussian Integral with a Constant in the Exponential?

1. What is a Tough Gaussian Integral?

A Tough Gaussian Integral is a type of mathematical integral that involves the Gaussian function, which is a bell-shaped curve commonly used to model natural phenomena. It is considered "tough" because it often requires advanced techniques to solve.

2. What is the general formula for a Tough Gaussian Integral?

The general formula for a Tough Gaussian Integral is ∫e^(-x^2)dx, where the limits of integration can vary depending on the specific problem. This formula can also be written as ∫e^(-x^2)/√π dx.

3. Why are Tough Gaussian Integrals difficult to solve?

Tough Gaussian Integrals are difficult to solve because the Gaussian function cannot be expressed in terms of elementary functions (such as polynomials, trigonometric functions, etc.). This means that traditional integration methods cannot be used, and more advanced techniques such as substitution, integration by parts, and the use of special functions must be employed.

4. What are some real-world applications of Tough Gaussian Integrals?

Tough Gaussian Integrals are commonly used in physics, engineering, and statistics to model and analyze various phenomena such as heat distribution, diffusion processes, and probability distributions. They are also used in finance to model stock prices and in signal processing to analyze noise and filters.

5. Can Tough Gaussian Integrals be solved analytically?

In most cases, Tough Gaussian Integrals cannot be solved analytically. However, there are some special cases where an analytical solution is possible, such as when the limits of integration are infinite or when the integrand can be simplified through clever manipulation. In many cases, numerical methods must be used to approximate the solution.

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