Complex Error Functions as Solutions to Gaussian Integrals

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SUMMARY

The integral discussed can be expressed analytically as a combination of error functions, specifically through the substitution of variables. The integral in question is defined as: \(\int^a_b \sin(k_1x)\sin(k_2x')\int_0^\infty \frac{1}{\sqrt{t}}e^{-t(x-x')^2}dtdx dx'\). By applying the substitution \(t = u^2\), the expression can be transformed to facilitate numerical integration. The challenge arises from the \(\sqrt{t}\) term, which may initially appear to cause divergence.

PREREQUISITES
  • Understanding of Gaussian integrals
  • Familiarity with error functions (erf)
  • Knowledge of numerical integration techniques
  • Basic skills in variable substitution in integrals
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  • Study the properties of error functions and their applications in integrals
  • Learn advanced numerical integration techniques, such as Gaussian quadrature
  • Explore variable substitution methods in calculus
  • Investigate the convergence criteria for improper integrals
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Mathematicians, physicists, and researchers working with Gaussian integrals and error functions, as well as students seeking to deepen their understanding of numerical integration methods.

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I have been told that the following integral can be expressed analytically as a combination of error functions of t. And that the solution can be obtained from then by numerically integrating over t.

<br /> <br /> \int^a_b sin(k_1x)sin(k_2x&#039;)\int_0^\infty \frac{1}{\sqrt{t}}e^{-t(x-x&#039;)^2}dtdx dx&#039;<br /> <br />

While I don't have a problem with numerical integration, I can't see how the expression becomes a combination of error functions. The root t under the line is giving me trouble as well, as it makes the integral look divergent.

Thanks

[edit]-Strictly speaking, this is not course work, as the integral has come up in research. But if that forum is still more appropriate I can move it there.
 
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First, change t = u²
 

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