Integrating Gaussian functions with erf

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SUMMARY

This discussion focuses on integrating Gaussian functions, specifically the integrals of the forms \(\int_{0}^{x} e^{-x^2} dx\), \(\int_{0}^{x} x e^{-x^2} dx\), and \(\int_{0}^{x} x^2 e^{-x^2} dx\). The error function, defined as \(erf(z) = \frac{2}{\sqrt{\pi}} \int_{0}^{x} e^{-x^2} dx\), is utilized to simplify the first integral. For the second integral, integration by parts is applied, leading to the expression \(\frac{\sqrt{\pi}}{2} x \cdot erf(x) - \frac{\sqrt{\pi}}{2} \cdot erf(x)\). The discussion seeks a more straightforward method for the third integral, referencing a textbook solution that employs a one-line working involving the error function.

PREREQUISITES
  • Understanding of Gaussian functions and their properties
  • Familiarity with the error function (erf)
  • Knowledge of integration techniques, particularly integration by parts
  • Basic calculus concepts, including definite integrals
NEXT STEPS
  • Research advanced techniques for integrating Gaussian functions
  • Study the properties and applications of the error function (erf)
  • Learn about integration by parts in greater detail
  • Explore the relationship between Gaussian integrals and statistical distributions
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Students studying calculus, particularly those focusing on integrals involving Gaussian functions, as well as physicists and mathematicians seeking efficient methods for solving complex integrals.

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Homework Statement



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

1. \int_{0}^{x} e^{-x^2} dx
2. \int_{0}^{x} x e^{-x^2} dx
3. \int_{0}^{x} x^2 e^{-x^2} dx



We know that

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

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

\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)

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:

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

Homework Equations



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

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


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.
 
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