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Integrating Gaussian functions with erf

  1. Oct 19, 2008 #1
    1. The problem statement, all variables and given/known data

    I'm doing a problem on Gaussian functions (there are other constants to make it interesting, but I've removed them here):

    1. [tex] \int_{0}^{x} e^{-x^2} dx [/tex]
    2. [tex] \int_{0}^{x} x e^{-x^2} dx [/tex]
    3. [tex] \int_{0}^{x} x^2 e^{-x^2} dx [/tex]



    We know that

    [tex] erf(z) = \frac{2}{\sqrt{\pi}} \int_{0}^{x} e^{-x^2} dx [/tex]

    I can use the error function to solve 1. For 2, I integrate by parts:

    [tex] \int_{0}^{x} x e^{-x^2} dx = \big[ \frac{\sqrt{\pi}}{2} x.erf(x) \big]_0^{x} - \int_{0}^{x} e^{-x^2} dx =\frac{\sqrt{\pi}}{2} x . erf(x) - \frac{\sqrt{\pi}}{2} . erf(x) [/tex]

    Now I want to integrate part 3, and an obvious route to go is integration by parts, but is there a simpler way? Surely I'm not going to do IBP if I was given an integral of an even higher power? I'm doing a question in a (physics) textbook with all the constants and that to make it interesting, but it really boils down to this. My book gives a one line working, which is as follows:

    [tex] \int_{0}^{32} x^2 e^{-x^{2}/4} = - \frac{64}{256} + 2 \sqrt{\pi} erf[16] [/tex]

    2. Relevant equations

    Is there a simple, obvious way to do this integral without IBP? I do know that

    [tex] \int_{-\infty}^{\infty} x^{2n} e^{-x^2} dz = \sqrt{\pi} \frac{1.3.5...(2n-1)}{2^n} [/tex]


    3. The attempt at a solution

    Well, I tried doing the integration by parts, which was fine, but seeing as my book provides a one-line working for this integral, I figure it should be even easier than that.
    1. The problem statement, all variables and given/known data



    2. Relevant equations



    3. The attempt at a solution
     
    Last edited: Oct 20, 2008
  2. jcsd
  3. Oct 19, 2008 #2
    Hey, what happened to my Tex??

    Test:
    [tex]\leftrightarrow\rightarrow\rightharpoonup\rightharpoondown[/tex]
     
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