How to do this integral with substitution?

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    Integral Substitution
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Discussion Overview

The discussion centers around the evaluation of a specific integral involving an exponential function. Participants explore the use of substitution as a method to approach the integral, which is related to the normal probability distribution. The context includes both theoretical and mathematical reasoning regarding the integral's properties and potential solutions.

Discussion Character

  • Mathematical reasoning
  • Debate/contested
  • Technical explanation

Main Points Raised

  • One participant presents the integral and requests guidance on substitution, specifically asking what to set a new variable equal to.
  • Another participant notes that the integral does not have solutions in terms of elementary functions and suggests that substitution may only help transform it into known integral forms.
  • A different participant questions the limits of integration and the meaning of the notation used, specifically regarding the constants involved.
  • Another participant critiques the exponent in the integral, suggesting it needs to be rewritten for clarity.
  • A final comment expresses frustration over the frequency of non-elementary integrals being posted in the forum.

Areas of Agreement / Disagreement

There is no consensus on how to approach the integral, with multiple participants raising different concerns and suggestions. The discussion reflects a variety of viewpoints regarding the integral's structure and the appropriateness of substitution.

Contextual Notes

Participants express uncertainty about the notation and the constants involved in the integral. The discussion highlights the complexity of the integral and the limitations of substitution as a method for finding a solution.

Who May Find This Useful

Readers interested in advanced mathematical techniques, particularly those involving integrals and substitutions, may find this discussion relevant.

rwooduk
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This is the integral: NB everything in the expenential is in a squared bracket, couldn't get tex to do it

\frac{1}{2\pi}\int_{\infty }^{\infty} e^{\tfrac{q\Delta}{\sqrt{2}}-\tfrac{ix}{\sqrt{2}\Delta}}dq

The only information the tutor has given use to solve this is to use substitution and this:

\int_{\infty }^{\infty} e^{\tfrac{-q^{2}}{2\Delta^{2}}} dq = \sqrt{2 \pi}\Delta

Please could someone give me a point int the right direction? If w is the new variable what should i put it equal to?

Thanks for any help!
 
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rwooduk said:
This is the integral: NB everything in the expenential is in a squared bracket, couldn't get tex to do it

\frac{1}{2\pi}\int_{\infty }^{\infty} e^{\tfrac{q\Delta}{\sqrt{2}}-\tfrac{ix}{\sqrt{2}\Delta}}dq

The only information the tutor has given use to solve this is to use substitution and this:

\int_{\infty }^{\infty} e^{\tfrac{-q^{2}}{2\Delta^{2}}} dq = \sqrt{2 \pi}\Delta

Please could someone give me a point int the right direction? If w is the new variable what should i put it equal to?

Thanks for any help!

These integrals do not have solutions composed of elementary functions, and hence are not amenable to solution by substitution, except to get them into one of the integral forms discussed in the articles below.

They are related to the normal probability distribution and thus have been studied extensively analytically and numerically.

You might want to consult these articles:

http://en.wikipedia.org/wiki/Normal_distribution

http://en.wikipedia.org/wiki/List_of_integrals_of_Gaussian_functions
 
rwooduk said:
This is the integral: NB everything in the expenential is in a squared bracket, couldn't get tex to do it

\frac{1}{2\pi}\int_{\infty }^{\infty} e^{\tfrac{q\Delta}{\sqrt{2}}-\tfrac{ix}{\sqrt{2}\Delta}}dq
Are you missing a sign on the lower limit of integration?
Also, what is ##\Delta##? Since the variable of integration is q, then presumably ##\Delta## and x are to be treated as constants.

What do you mean by "squared bracked"? Some people call these -- [ ] -- square brackets. Did you mean that the quantity in brackets is squared, like this -- [ ... ]2?

 
The exponent in the original integral looks completely screwed up. Rewrite it.
 
People won't stop bombarding this forum with nonelementary integrals, won't they? :D
 

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