Integration of products of the Gauss Error Function

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SUMMARY

The integral of the Gaussian function, specifically the integral from negative to positive infinity of e^(-u*(x^2))dx, equals sqrt(pi/u). To solve the integral of (x^2)*e^(-x^2)dx, one must differentiate the Gaussian integral with respect to the parameter u. This differentiation technique reveals that the second integral evaluates to sqrt(pi)/(2u^(3/2)). Understanding these integrals is crucial for applications involving the Gauss Error Function.

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  • Understanding of Gaussian integrals
  • Knowledge of differentiation techniques
  • Familiarity with the properties of the Gauss Error Function
  • Basic calculus concepts, particularly integration
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Homework Statement



Given that the integral from negative to positive infinity of e^(-(x^2))dx is equal to sqrt pi. Find the values of the integrals from negative to positive infinity of e^(-u*(x^2))dx and (x^2)*e^(-(x^2))dx.

Homework Equations


The Attempt at a Solution


I did the first one and got that it would be sqrt(pi/u).
But I honestly didn't know where to begin for the second. I drew graphs of y=e^(-(x^2)) and y=(x^2)*e^(-(x^2)), but it didn't help me massively.

I noticed that the graphs acted very similarly if -1/e>x or 1/e<x. But that might have just been how I'd drawn my graphs.

Can anyone help?

NB: I didn't know it was called the "Gauss Error Function" until i googled it, so this question assumes no knowledge of that.
 
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There is a trick:
<br /> \int_{-\infty}^{\infty}e^{-ux^{2}}dx=\sqrt{\frac{\pi}{u}}<br />
Differentiate the above expression w.r.t. u to obtain the answer to the second question.
 

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