Integrate translated gaussian function by change of variable

In summary, the conversation discusses the integration of a complex function using a variable substitution. The original integral cannot be solved using the Gaussian integral formula, but the correct result for the imaginary part can be obtained by ignoring the lower limit. The speaker's mentor notes that the integral along the straight line ##t=x-iσ^2q## is different from the integral along ##t=x+iσ^2q##, and the speaker suggests using different contours for the integral. The expert suggests considering integrals around poles in the complex plane.
  • #1
cozycoz
I want to integrate this:[tex] \int_0^∞ re^{-\frac{1}{2σ^2} (r-iσ^2q)^2} \, dr. [/tex]
If I change the variable r into t with this relation:[tex]r-iσ^2q=t,[/tex]
then the integral becomes[tex]\int_{-iσ^2q}^∞ (t+iσ^2q)e^{-\frac{1}{2σ^2} t^2} \, dt[/tex]
so it seems I cannot use the famous gaussian integral formula. But I got the correct result for the imaginary part of this problem with just ignoring the lower limit(actually I just forgot to rearrange upper and lower limits but anyway):[tex]iσ^2q\int_{0}^{∞} e^{-\frac{1}{2σ^2} t^2}\,dt= \frac{iσ^2q}{2} \int_{-∞}^∞ e^{-\frac{1}{2σ^2}t^2} \, dt =\frac{iσ^2q}{2}\sqrt{2σ^2π}[/tex] So why are they the same: the integration over the interval {##[-iσ^2q, 0]+[0, ∞]##} and ##[0, ∞]##?
 
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  • #2
cozycoz said:
then the integral becomes[tex]\int_{-iσ^2q}^∞ (t+iσ^2q)e^{-\frac{1}{2σ^2} t^2} \, dt[/tex]
No, it becomes [tex]\int_{-iσ^2q}^{∞-iσ^2q} (t+iσ^2q)e^{-\frac{1}{2σ^2} t^2} \, dt[/tex], where the integral is understood to be along the straight line ##t=x-iσ^2q##.
 
  • #3
haruspex said:
No, it becomes [tex]\int_{-iσ^2q}^{∞-iσ^2q} (t+iσ^2q)e^{-\frac{1}{2σ^2} t^2} \, dt[/tex], where the integral is understood to be along the straight line ##t=x-iσ^2q##.
Yes, that's what my mentor noted on my homework, but I don't get it..
Could you tellme how you think about my explanation below?
Maybe I could write it as

[tex]\int_{-iσ^2q}^{∞-iσ^2q}e^{-\frac{1}{2σ^2} t^2} \, dt[/tex]
[tex] =\frac{1}{2} \int_{-∞-iσ^2q}^{∞-iσ^2q} e^{-\frac{1}{2σ^2}t^2} \, dt [/tex]
[tex]≅\frac{1}{2} \int_{-∞}^{∞} e^{-\frac{1}{2σ^2}t^2} \, dt.[/tex]

Sorry I don't know what the heck is wrong with the second code...Hope you recognize the limits:(
 
  • #4
cozycoz said:
Maybe I could write it as
I do not understand how you got that form.
Perhaps you should consider integrals around different contours. What do you know about integrals around poles in the complex plane?
 

What is a gaussian function?

A gaussian function, also known as a normal distribution, is a type of mathematical function that is commonly used to describe natural phenomena such as measurements of physical quantities or errors in experimental data. It is characterized by a bell-shaped curve and is often used in statistics and physics.

Why is it important to integrate a translated gaussian function by change of variable?

Integrating a translated gaussian function by change of variable allows us to transform the original function into a simpler form that is easier to integrate. This can help us to solve complex mathematical problems and better understand the behavior of the function.

How do you perform a change of variable when integrating a translated gaussian function?

To perform a change of variable, we first need to identify a suitable substitution that will transform the function into a simpler form. This substitution can be made by replacing the independent variable with a new variable, often denoted as u or x', and then using the chain rule to rewrite the function in terms of the new variable. We can then integrate the new function using standard integration techniques.

What are some common substitutions used when integrating a translated gaussian function?

Some common substitutions used when integrating a translated gaussian function include replacing x with x-a or x+a, where a is a constant, or using the identity u=x^2 to transform the function into a quadratic form. The choice of substitution will depend on the specific function and the desired outcome.

What are the practical applications of integrating a translated gaussian function by change of variable?

Integrating a translated gaussian function by change of variable has various practical applications in fields such as statistics, physics, and engineering. It can be used to solve problems related to probability, curve fitting, and signal processing, among others. It is also commonly used in the process of solving differential equations and in the analysis of data and experimental results.

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