Solve Impossible Integral: \int exp (-x^2) dx

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    Impossible Integral
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Discussion Overview

The discussion revolves around the integral \(\int e^{-x^2} dx\), exploring its properties, methods of evaluation, and the existence of analytical expressions. Participants examine whether the integral can be expressed in elementary terms, its numerical evaluation, and related mathematical theories.

Discussion Character

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

Main Points Raised

  • Some participants note that the integral does not have an analytical expression and can only be computed numerically.
  • Others mention that the integral can be related to the error function, particularly for specific limits.
  • A participant references Liouville's Theorem, suggesting that the integral has an elementary anti-derivative only under certain conditions, which may not be satisfied in this case.
  • One participant claims there exists an infinite series representation for the integral, although this is not considered an elementary function.
  • Another participant introduces the concept of the standard Gaussian integral and suggests a method involving polar coordinates for evaluation.
  • There is a challenge posed regarding the evaluation of the integral from 0 to 1, questioning the simplicity of the proposed method.

Areas of Agreement / Disagreement

Participants generally agree that the integral does not have an elementary expression, but there are competing views regarding its representation through series and the applicability of certain mathematical theorems. The discussion remains unresolved on the specifics of evaluating the integral.

Contextual Notes

There are limitations regarding the assumptions made about the existence of certain functions and the definitions of elementary functions. The discussion also highlights the dependence on specific limits for the integral.

Kawakaze
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Hi guys,

I came across this in a textbook, it says its as good as impossible to integrate this expression. I've met a lot of smart guys on here, maybe someone can do it?

[tex]\int exp (-x^2) dx[/tex]
 
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This is a well known case , integral that exists but doesn't have an analytical expression. You can try it in all mathematic software and see that they can compute it only numerically.
 
Hi Kawakaze! :smile:

Sorry, the only way is to look it up in tables of erf(x) (the "error function") … see http://en.wikipedia.org/wiki/Error_function" :wink:

(unless the limits are -∞ to ∞, or 0 to ±∞)
 
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Liouville's Theorem (1835, Differential Galois Theory) states that if f(x) and g(x) are rational functions where f(x) is not identically zero and g(x) is non-constant then [tex]\int f(x) e^{g(x)} dx[/tex] is an elementary function if and only if there exists some rational function r(x) satisfying the equation [tex]f(x) = r'(x) +g'(x) r(x)[/tex]. Applied to this specific problem, the theorem states that [itex]\exp(-x^2)[/itex] has an elementary anti-derivative if and only if there is a rational function r(x) such that [tex]1= r'(x) - 2x r(x)[/tex]. It is possible to show that r(x) doesn't exist with a proof by contradiction. Maybe you or someone else wants to try it.
 
Well despite what i originally said wikipedia says there is an analytic expression with infinite terms though.
[tex]\int e^{-x^2}dx=\sum_{n=0}^{\infty}(-1)^n\frac{x^{2n+1}}{n!(2n+1)}+c[/tex]
 
The sum on the right is not considered an elementary function. Your book must have said that the integral is impossible to find * in terms of elementary functions*.
 
That's a standard Gaussian Integral

I2=∫e-x2∫e-y2

where y is just a dummy variable. Change to polar co-ordinates

r2 = x2+y2
dxdy=rdrdθ

I2=∫∫re-r2drdθ

which is trivial to calculate. You then take the square root of the answer.
 
Phezboy said:
That's a standard Gaussian Integral

I2=∫e-x2∫e-y2

where y is just a dummy variable. Change to polar co-ordinates

r2 = x2+y2
dxdy=rdrdθ

I2=∫∫re-r2drdθ

which is trivial to calculate. You then take the square root of the answer.

Right. So you won't mind us giving us the value of

[tex]\int_0^1 e^{-x^2}dx[/tex]

if it is so trivial??
 

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