Integrate exp(-1/2( ax^2 - b/x^2)

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SUMMARY

The integral I(a,b) = ∫ exp(-1/2(ax^2 + b/x^2)) dx from -∞ to ∞ can be evaluated using the substitution y = (√a x - √b/x)/2. This substitution simplifies the integral to ∫ exp(-(2y^2 - 2√ab)) dx. The numerical result is confirmed to be √(2π/a) exp(-ab), although discrepancies arise with Maple's output of √(2π/a) e^(-√ab), indicating a potential error in the original formulation. Correcting the substitution is essential for accurate results.

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Homework Statement



Integrate:
I(a,b) = <br /> \int^\infty_\infty exp(-1/2(ax^2+b/x^2)) dx
given
\int^\infty_\infty exp(1x^2/2) dx = \sqrt{2\pi}

Homework Equations



The suggested substitution is y = (\sqrt{a}x - \sqrt{b}/x)/2

The Attempt at a Solution



The substitution gives
\int^\infty_\infty exp(-(2y^2-2\sqrt{ab}) dx
and dy/dx = 1/2(\sqrt{a} + \sqrt{b}/x^2)
but I can't seem to rearrange the dy/dx to do anything helpful. I've tried integrating by parts before plugging in the substitution, but it didn't seem to help.

FWIW, I've been told the numerical answer is
\sqrt{2\pi/a}exp(-ab)
 
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Raincloud said:

Homework Statement



Integrate:
I(a,b) = <br /> \int^\infty_\infty exp(-1/2(ax^2+b/x^2)) dx
given
\int^\infty_\infty exp(1x^2/2) dx = \sqrt{2\pi}


Homework Equations



The suggested substitution is y = (\sqrt{a}x - \sqrt{b}/x)/2

The Attempt at a Solution



The substitution gives
\int^\infty_\infty exp(-(2y^2-2\sqrt{ab}) dx
and dy/dx = 1/2(\sqrt{a} + \sqrt{b}/x^2)
but I can't seem to rearrange the dy/dx to do anything helpful. I've tried integrating by parts before plugging in the substitution, but it didn't seem to help.

FWIW, I've been told the numerical answer is
\sqrt{2\pi/a}exp(-ab)

Maple gets \sqrt{\frac{2\pi}{a}} \;e^{-\sqrt{ab}}, whiich is not what you wrote.

RGV
 
Ray Vickson said:
Maple gets \sqrt{\frac{2\pi}{a}} \;e^{-\sqrt{ab}}, whiich is not what you wrote.

RGV



Yes, you're right- looking at my notes I have lost a \sqrt in there.
 

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