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

  • Thread starter Raincloud
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In summary: That's the right answer.In summary, the integral I(a,b) = \int^\infty_\infty exp(-1/2(ax^2+b/x^2)) dx can be solved using the substitution y = (\sqrt{a}x - \sqrt{b}/x)/2. The resulting expression in terms of y can be integrated, and the final answer is \sqrt{\frac{2\pi}{a}} \;e^{-\sqrt{ab}}.
  • #1
Raincloud
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Homework Statement



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

Homework Equations



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

The Attempt at a Solution



The substitution gives
[itex]\int^\infty_\infty exp(-(2y^2-2\sqrt{ab}) dx [/itex]
and [itex] dy/dx = 1/2(\sqrt{a} + \sqrt{b}/x^2) [/itex]
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
[itex] \sqrt{2\pi/a}exp(-ab)[/itex]
 
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  • #2
Raincloud said:

Homework Statement



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


Homework Equations



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

The Attempt at a Solution



The substitution gives
[itex]\int^\infty_\infty exp(-(2y^2-2\sqrt{ab}) dx [/itex]
and [itex] dy/dx = 1/2(\sqrt{a} + \sqrt{b}/x^2) [/itex]
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
[itex] \sqrt{2\pi/a}exp(-ab)[/itex]

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

RGV
 
  • #3
Ray Vickson said:
Maple gets [tex]\sqrt{\frac{2\pi}{a}} \;e^{-\sqrt{ab}},[/tex] whiich is not what you wrote.

RGV



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

What is the function "exp(-1/2( ax^2 - b/x^2)" used for?

The function "exp(-1/2( ax^2 - b/x^2)" is commonly used in statistics and probability to represent a normal distribution curve.

How can this function be integrated?

This function can be integrated using the substitution method, where u = ax^2 - b/x^2. This results in the integral becoming ∫ e^(-1/2u) * (2ax + 2b/x^3) du.

What are the limits of integration for this function?

The limits of integration for this function depend on the specific problem or application. However, they typically represent the range of values for which the function is being evaluated, such as the mean and standard deviation for a normal distribution.

Are there any real-world applications for this function?

Yes, this function has many real-world applications in fields such as statistics, physics, and engineering. It is commonly used to model natural phenomena that follow a normal distribution, such as the heights of a population or the scores on a standardized test.

How does this function relate to the Gaussian integral?

The Gaussian integral is a special case of this function, where a = 1 and b = 0. This results in the integral becoming ∫ e^(-1/2x^2) dx, which has a closed-form solution and is commonly used in statistics and physics.

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