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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]