How would I integrate e^(-pi^2*x^2) from -infinite to infinite? I know that the integral of e^(-x^2) from -infinite to infinite is sqr(pi), in which sqr is square root.
In general once can prove that
[tex]\int_{-\infty}^{\infty} e^{-\alpha x^2} \, \mathrm{d}x = \sqrt{\frac{\pi}{\alpha}},[/tex]
for [itex]\alpha > 0[/itex] (and even [itex]\alpha \in \mathbb{C}, \operatorname{Re}(\alpha) > 0[/itex]).
Then if you take [itex]\alpha = 1[/itex] or [itex]\alpha = \pi^2[/itex] you will get either of the integrals in your post.