Help with Gaussian integration problem please

In summary, the given improper integral can be solved using integration by parts and the derivative of e^{-x^2}.
  • #1
rdioface
11
0
Help with Gaussian integration problem please :)

Homework Statement


Compute the improper integral
[itex]\int^{\infty}_{-\infty}x^{2}e^{-x^2}dx[/itex]
given
[itex]\int^{\infty}_{-\infty}e^{-x^2}dx=\sqrt{\pi}.[/itex]

Homework Equations


Just the rule for doubly-improper integrals I guess:
[itex]\int^{\infty}_{-\infty}f(x)dx=\lim_{a\rightarrow-\infty}\lim_{b\rightarrow\infty}\int^{b}_{a}f(x)dx[/itex]

[itex]erf(x)[/itex] is beyond the scope of this course and thus cannot be utilized in any way.

The Attempt at a Solution


I can't see any substitutions that would make things easier, and integration by parts doesn't seem useful (choosing to derive [itex]u=e^{-x^2}[/itex] and integrate [itex]dv=x^{2}dx[/itex] will never simplify or isolate [itex]e^{-x^2}[/itex], and you can't choose to integrate [itex]dv=e^{-x^2}dx[/itex] and derive [itex]u=x^2[/itex] because we are only given the special case of [itex]\int^{\infty}_{-\infty}e^{-x^2}dx[/itex] and not a general antiderivative.
 
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  • #2


I'll give you a little hint.

[tex]\frac{d}{dx}e^{-x^2} = -2xe^{-x^2}[/tex]

Hence,

[tex]\begin{aligned} \int_{-\infty}^\infty x^2 e^{-x^2} \text{d}x & = -\frac{1}{2}\int_{-\infty}^\infty x (-2x e^{-x^2}) \text{d}x \\ & = - \frac{1}{2}\int_{-\infty}^\infty x \frac{d}{dx}e^{-x^2}dx\end{aligned}[/tex]

Can you now use integration by parts?
 

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