matt grime said:
come on! 2pi=1, so root(2pi)=2pi
I'll have to remember that! Yes, I dropped the square root.
kreil: to integrat \int_{-\infty}^\infty e^{-x^2}dx, first write
I= \int_{-\inty}^\infty e^{-x^2}dx. Because of the symmetry,
\frac{I}{2}= \int_0^\infty e^{-x^2}dx. It is also true that \frac{I}{2}= \int_0^\infty e^{-y^2}dy since that's just a change in dummy variable.
Multiply the two together: \frac{I^2}{4}= \int_0^\infty e^{-x^2}dx \int_0^\infty e^{-x^2}dx. Fubini's theorm, that dextercioby referred to, basically says that that product is the same as the double or repeated integral (which Fubini's theorem also says are the same) \int_{x=0}^{\infty}\int_{y=0}^{\infty}e^{-(x^2+ y^2)} dydx. Think of that as an integral over the first quadrant in the xy-plane and convert to polar coordinates: x
2+ y[/sup]2[/sup] becomes r
2 and dydx become r dr dθ. See that "r" in the differential? That's the trick that makes this possible!
In order to cover the first quadrant r must go from 0 to \infty and θ from 0 to \frac{\pi}{2}. In polar coordinates, we have \frac{I^2}{4}= \int_{\theta=0}^{\frac{\pi}{2}}\int_{r=0}{\infty}e^{-r^2}rdrd\theta.
Since there is no θ in the integrand, we have immediately \frac{I^2}{4}= \frac{\pi}{2}\int_{r=0}^{\infty}re^{-r^2}dr.
Let u= r
2. Then du= 2rdr so rdr= du/2 (see why we needed that "r"?). Of course, when r=0,u= 0 and when t= \infty, so does u. In terms of the variable u, \frac{I^2}{4}= \frac{\pi}{4}\int_{u=0}^{\infty}e^{-u}du. That's easy to integrate and we have \frac{I^2}{4}= \frac{\pi}{4} so I^2= \frac{\pi} and I= \sqrt{\pi}.
I forgot the square root, as several people pointed out!