Multidim. Gaussian integral with linear term

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Discussion Overview

The discussion revolves around the evaluation of multidimensional Gaussian integrals, particularly focusing on integrals involving linear terms and their expressions in various coordinate systems. Participants explore different approaches to derive general formulas and specific cases, while also addressing challenges related to angular dependencies and convergence issues.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant seeks a general formula for the integral of the form \(\int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2)\) and expresses difficulty in finding a simpler expression than using hyperspherical coordinates.
  • Another participant proposes a formula \(\frac{\pi^{\frac{d}{2}}}{\alpha}\frac{1}{\Gamma(\frac{d}{2})}\) and outlines the steps taken to derive it using spherical coordinates.
  • A subsequent reply questions the integration over \(r\) and suggests that it should include a term \(r^{d-1}\), leading to different results for odd and even dimensions, highlighting the importance of how \(\alpha\) depends on \(d\).
  • Another participant acknowledges the correction regarding the \(r^{d-1}\) term and agrees with the revised expression.
  • A new integral involving an exponential function with a complex term is introduced, where the participant expresses doubt about finding an analytical solution without approximations.
  • One participant suggests that the angular dependence can be simplified by aligning the vector \(\vec{a}\) along one of the axes, referencing a similar integral for support.
  • Another participant expresses concern that the angular integration may not simplify as suggested unless \(\vec{a}\) is aligned correctly, and discusses attempts to manipulate the integral for the case \(d=3\) into a form involving Bessel functions.

Areas of Agreement / Disagreement

Participants generally do not reach a consensus on the best approach to evaluate the integrals, with multiple competing views on the integration techniques and the implications of dimensionality on the results. The discussion remains unresolved regarding the most effective methods for handling the integrals presented.

Contextual Notes

Participants note limitations related to the assumptions made during integration, particularly concerning the angular dependencies and the convergence of series expansions. The discussion reflects a variety of approaches without settling on a definitive method or result.

Orbb
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Hey everyone,

I know, lots of threads and online information about Gaussian integrals. But still, I couldn't find what I am looking for: Is there a general formula for the integral

\int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2)

where y is a vector of arbitrary dimension d and alpha is a complex number? It could be done in hyperspherical coordinates but its cumbersome. So I wanted to look up a general expression but couldn't find one. Can anyone help?

Thanks a lot
 
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Hi Orbb,

I think the formula you are looking for is
\frac{\pi^{\frac{d}{2}}}{\alpha}\frac{1}{\Gamma(\frac{d}{2})}

It is straightforward to get this result in spherical co-ordinates and I don’t think you can find any easier way to do it.
Assume
|\vec{y}| = r = \sqrt{x_{1}^2+x_{2}^2+\cdot\cdot\cdot x_{d}^2},

and
y^2 = x_{1}^2+x_{2}^2+\cdot\cdot\cdot x_{d}^2.

Converting to spherical co-ords gives

\int_{0}^{\infty}\int_{\phi_1=0}^{\pi}\int_{\phi_2=0}^{\pi}\cdot\cdot\cdot\int_{\phi_{d-2}=0}^{\pi}\int_{\phi_{d-1}}^{2\pi}\sin^{d-2}(\phi_1) \sin^{d-3}(\phi_2 )\cdot\cdot\cdot\sin(\phi_{d-2})r\exp(-\alpha r^2)d\phi_{1}d\phi_2\cdot\cdot\cdotd\phi_{d-1}dr.

Now
\int_{0}^{\infty} r\exp(-\alpha r^2)dr = \frac{1}{2\alpha},<br />
and
<br /> \int_{0}^{\pi}\sin^{n}(\theta)d\theta=\frac{\sqrt{\pi}\Gamma(\frac{1+n}{2})}{\Gamma(1+\frac{n}{2})}.<br />

Combining the above results (don’t forget \int_{\phi_{d-1}=0}^{2\pi}d\phi_{d-1}=2\pi) and simplifying (must of the \Gamma terms will cancel) results in
\int_{\mathbb{R}^d} d^d y \left|\vec{y}\right| \exp(-\alpha \vec{y}^2)<br /> =\frac{\pi^{\frac{d}{2}}}{\alpha}\frac{1}{\Gamma(\frac{d}{2})}<br />
 
Thank you for taking the time, appelberry. I tried the same by now. Only when converting to spherical coordinates, shouldn't the integral over r be:

\int_0^\infty r^{d-1} \left[r \exp(-\alpha r^2)\right] dr ?

this should give

\sqrt{\pi} \frac{(d-1)!}{2^{d/2+1}} \alpha^{-\frac{d+1}{2}}

for odd d and

\frac{[1/2(d-1)]!}{2} \alpha^{-\frac{d+1}{2}}

for even d. Is that correct? It is quite important wether the power of alpha depends on d in the result.
 
Woops! yea, of course you are right. I forgot the r^{d-1} term! I think your answer looks correct now.
 
okay, thank you!
 
Alright, again I'm troubled by a nasty integral. I guess it does not deserve it's own thread since it's a similar problem and the above has been solved. So I have an integral of the form:

\int_{\mathbb{R}^d}d^d x \exp\left(i\vec{a}\cdot\vec{x}-i\sqrt{b\vec{x}^2+c}-d\vec{x}^2\right)

Ok I think there's no hope of solving it analytically without approximations. If there is a way, please let me know of course :wink: I think an expansion of the square root around x=0 isn't an option either because the taylor series doesn't converge for large x, right? So what I'm left with is the following: the square root actually comes from a relativistic expression \sqrt{p^2+m^2}, so the 'ultrarelativistic' or 'massless' limit p >> m (i.e. bx >> c) would give the integral:

\int_{\mathbb{R}^d}d^d x \exp\left(i\vec{a}\cdot\vec{x}-ib|\vec{x}|-d\vec{x}^2\right)

This looks better. Written in polar coordinates, the scalar product gives an angular cos-dependence. Can I simply assume that my coordinates are oriented s.t. this dependence corresponds only to one of the d-1 angles I have to integrate over?

Anyways, any suggestions or solutions greatly appreciated!
 
Yes, I think you can assume that the angle is dependent on only one of the angles in a spherical polar co-ordinate system by assuming that the vector \vec{a} lies along one of the axes in the system similar to the approach in the following integral:

https://www.physicsforums.com/showthread.php?t=376233

You can then integrate out the angular portion using the identity:

<br /> \int^{2\pi}_{0}\exp(x\cos\theta)d\theta = 2\pi I_{0}(x)<br />

which will leave you with a single integral over the magnitude of the vector \vec{x}.
 
Thanks for your answer! This is what I did first. However, I was struggling because it seems to me that the dependence on all the other angles drops only if I assume \vec{a} to lie along the polar axis. In this case, the angular integration would be

\int_0^{\pi} sin^{d-2}\theta\exp(i|\vec{a}|rcos\theta)d\theta.

It would be beautiful if I could do the integration the way you suggested, but from making a sketch for the d=3 sphere it seems to me an integration over the azimuthal angle doesn't work. But maybe I'm mistaken.

Also, I could live with a restriction to d=3 to make things simpler. For this case again I tried to manipulate the above integral to arrive at an expression in terms of bessel functions, but failed so far :wink:

Edit: For the case d=3, \int_0^{\pi} sin\theta\exp(i|\vec{a}|rcos\theta)d\theta =\frac{2sin(r|\vec{a}|)}{r|\vec{a}|}.
 
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