Integration of ##e^{-x^2}## with respect to ##x##

In summary, Mark44 found a way to integrate e^{-x^2} which is a more rigorous proof than the alternative. He also has a question about the error function erf.
  • #1
chwala
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I have just been looking at the integration of ##e^{-x^2}##.
My first point of reference is:

https://math.stackexchange.com/questions/154968/is-there-really-no-way-to-integrate-e-x2

I have really taken time to understand how they arrived at ##dx dy=dA=r dθ dr## wow! I had earlier on gone round circles! ...i now get it that one is supposed to use partial derivatives

I managed to follow through the link here
https://math.stackexchange.com/questions/1636021/rigorous-proof-that-dx-dy-r-dr-d-theta


...but there is a slight mistake here: i.e on the line of

##dx dy = (\sin θ dr)(-r \sin θ dθ)-(\cos θ dr)( \cos θ dθ)##

##r## is missing!

It ought to be:

##dx dy = (\sin θ dr)(-r \sin θ dθ)-(\cos θ dr)(r \cos θ dθ)##.

In my approach i would have used the following lines,

Let ##x = r \cos θ## and ##y = r \sin θ##

and ##X=rθ## Where ##X## is a function of two variables, ##r## and ##θ##.

then,

##dx=x_r dr +x_θ dθ##

##dx=\cos θ dr -r \sin θ dθ ##

##dy=y_r dr +y_θ dθ##

##dy=\sin θ dr +r \cos θ dθ##

##dx dy = (\cos θ dr)(r \cos θ dθ)-(-r \sin θ dθ)(\sin θ dr)##

##dx dy = (\cos θ dr)(r \cos θ dθ)+(r \sin θ dθ)(\sin θ dr)##
...

Is there another way of looking at ##dA=dxdy##? Any insight guys...

My other question would be on the so called error function erf realised after integrating ##e^{-x^2}##. Any concrete reason as to why Mathematicians settled with the acronym erf? I understand that there are no trig/exponential substitutions that may be applicable on any other limits other than plus or minus infinity...cheers.
 
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  • #3
chwala said:
Is there another way of looking at
##dA=dxdy##? Any insight guys...
From ##x = r \cos(\theta)## and ##y = r\sin(\theta)##, the partials are

##\frac{\partial x}{\partial r} = \cos(\theta)## ##\frac{\partial y}{\partial r} = \sin(\theta)##
##\frac{\partial x}{\partial \theta} = -r\sin(\theta)## ##\frac{\partial y}{\partial \theta} = r\cos(\theta) ##
These partial derivatives make up the elements of a Jacobian matrix, whose determinant gives you the scaling factor in transforming from an area element in rectangular coordinates (dx dy) to one in terms of polar coordinates (##dr~d\theta##). In this case, the determinant is ##r(\cos^2(\theta) + \sin^2(\theta) = r##, so an area element ##dx dy = rdr~d\theta##.

Graphically, the (crude) image I drew below shows the area of a typical area element in polar coordinates. The shaded area is roughly the shape of a rectangle with two curved sides. The width of this shape is ##\Delta r \approx dr## and the arc length of the inner curved side is ##r\Delta \theta) \approx r d\theta)##. If ##\Delta r## and ##\Delta \theta## are "small" there is not much difference in arc length between the outer curve and inner curve, and the shaded figure's area is approximately ##r \Delta r \Delta \theta \approx r dr d\theta##.
pizza.png


chwala said:
My other question would be on the so called error function erf realised after integrating ##e^{-x^2}##. Any concrete reason as to why Mathematicians settled with the acronym erf?
As far as I know it's just shorthand for error function.
 
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  • #4
...interesting how they came up with
Mark44 said:
From ##x = r \cos(\theta)## and ##y = r\sin(\theta)##, the partials are

##\frac{\partial x}{\partial r} = \cos(\theta)## ##\frac{\partial y}{\partial r} = \sin(\theta)##
##\frac{\partial x}{\partial \theta} = -r\sin(\theta)## ##\frac{\partial y}{\partial \theta} = r\cos(\theta) ##
These partial derivatives make up the elements of a Jacobian matrix, whose determinant gives you the scaling factor in transforming from an area element in rectangular coordinates (dx dy) to one in terms of polar coordinates (##dr~d\theta##). In this case, the determinant is ##r(\cos^2(\theta) + \sin^2(\theta) = r##, so an area element ##dx dy = rdr~d\theta##.

Graphically, the (crude) image I drew below shows the area of a typical area element in polar coordinates. The shaded area is roughly the shape of a rectangle with two curved sides. The width of this shape is ##\Delta r \approx dr## and the arc length of the inner curved side is ##r\Delta \theta) \approx r d\theta)##. If ##\Delta r## and ##\Delta \theta## are "small" there is not much difference in arc length between the outer curve and inner curve, and the shaded figure's area is approximately ##r \Delta r \Delta \theta \approx r dr d\theta##.
View attachment 329338

As far as I know it's just shorthand for error function.
Thanks @Mark44
 
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  • #5
I think the jacobian was to convert the small differential segment from a small dxdy square in cartesian coordinates to a wedge shape as shown in Mark's drawing.

If you use the technique you used you will have preserved the dxdy square as a dxdy square but the polar integral needs a wedge shape differential.
 
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1. What is the general formula for integrating ##e^{-x^2}## with respect to ##x##?

The general formula for integrating ##e^{-x^2}## with respect to ##x## is ∫ ##e^{-x^2}## ##dx## = √π ##erf(x)## + ##C##, where ##erf(x)## is the error function and ##C## is the constant of integration.

2. Why is the integration of ##e^{-x^2}## considered difficult?

The integration of ##e^{-x^2}## is considered difficult because it does not have an elementary antiderivative. This means that it cannot be expressed in terms of standard functions like polynomials, trigonometric functions, or exponential functions.

3. Can the integration of ##e^{-x^2}## be solved using substitution?

Yes, the integration of ##e^{-x^2}## can be solved using substitution. One common substitution is letting ##u = -x^2##, which results in ##du = -2x dx##. This can then be substituted into the integral to get ##- \frac{1}{2} \int e^u du##, which can be easily solved.

4. Is there a way to approximate the value of the integral of ##e^{-x^2}##?

Yes, there are several ways to approximate the value of the integral of ##e^{-x^2}##. One method is to use numerical integration techniques such as the trapezoidal rule or Simpson's rule. Another method is to use power series expansions, which can provide increasingly accurate approximations as more terms are included.

5. What are some real-world applications of the integration of ##e^{-x^2}##?

The integration of ##e^{-x^2}## has many applications in fields such as physics, engineering, and statistics. One example is in the calculation of the normal distribution, which is used to model many natural phenomena. It is also used in the calculation of electric potential in physics and in the analysis of signals in electrical engineering. In statistics, it is used in the calculation of probabilities and in the construction of statistical models.

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