Note: This is my first post, so if there is some sort of protocol I'm forgetting or some error in my formatting, go easy for me.
My Calculus III professor showed us a method to calculate \int_{0}^{\infty} e^{-nx^2}dx, using polar coordinates.
Think of x and y as independent variables and let
I = \int_{0}^{\infty} e^{-nx^2}dx = \int_{0}^{\infty} e^{-ny^2}dy.
Then
I^2 = \left(\int_{0}^{\infty} e^{-nx^2}dx\right)\left(\int_{0}^{\infty} e^{-ny^2}dy\right) = \int_{0}^{\infty}\int_{0}^{\infty} e^{-n(x^2 + y^2)}dxdy
Substituting into polar coordinates, we have that r^{2} = x^{2} + y^{2} and dx dy = r dr d\theta and thus
I^2 = \int_{0}^{2\pi}\int_{0}^{\infty} re^{-nr^2}dr d\theta = \left(\int_{0}^{2\pi}d\theta\right)\left(\int_{0}^{\infty} re^{-nr^2}dr\right) = 2\pi\int_{0}^{\infty} re^{-nr^2}dr.
We can then take u = r^2 so that \frac{du}{2} = r dr and thus
<br />
I^{2} = 2\pi\int_{0}^{\infty} re^{-nr^2}dr = \pi\int_{0}^{\infty} e^{-nu}du = \frac{\pi}{n}<br />
and thus
<br />
I = \sqrt{\frac{\pi}{n}}.<br />
If you change the bounds of the integral however, calculating the integral becomes very hard.