What is the integral of x²e^-x²?

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The discussion revolves around the integral of x²e^-x² from 0 to infinity, with participants exploring various methods to solve it. The integral can be evaluated using techniques like integration by parts and contour integration, with references to the Gaussian integral and error functions. There is confusion regarding the application of integration by parts, leading to concerns about the validity of certain steps taken in the calculations. Participants suggest using substitutions and the properties of the Gaussian integral to simplify the problem. Ultimately, the conversation highlights the complexity of the integral and the need for careful application of mathematical techniques.
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I am working on an integral I am finding tricky, and I think I'm missing something.
I need to integrate on the interval 0 to infinity, x²e^-x².
We have proved that on the interval of -∞ to ∞, e^-x²=√∏ so from o to ∞, it equals √∏/2. I can use this in my proof, but I don't see how. When I try integrating by parts I have trouble getting a finite answer. I would love some help,
 
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The functions symmetric so I don't see your issue. Out of curiosity how did you prove the first integral as if I recall correctly the improper integral is done using residues. The proper integral can also be solved if you don't mind solutions in terms of error functions.
 
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arsmath said:
When I try integrating by parts I have trouble getting a finite answer. I would love some help,
Well, then show what you did!
 
its the euler poisson gaus integral and evaluate it as a double integral, to be honest the proof is a bit over my head.
 
arsmath said:
its the euler poisson gaus integral and evaluate it as a double integral, to be honest the proof is a bit over my head.

I've heard of that method, I believe it uses polar coordinates. That said the better way to solve it is via residues:
http://en.wikipedia.org/wiki/Methods_of_contour_integration
 
ok here goes:
from 0-∞∫ x²e^-x²dx
u= x² dv = e^-x²dx
du=2xdx v=∫e^-x²dx

(x²∫e^-x²dx) – (2∫xdx)(∫e^-x²dx)
since I have that from 0-∞∫ e^-x²dx = √∏/2
I have x²(√∏/2) -√∏ which when evaluated on the interval 0-∞ goes to ∞. . .
This makes me think I’ve done it incorrectly
 
cant one just go like this

integ(x^2e^-x^2)dx=integ(x*x*e^-x^2)dx, and then take u=x, du=dx, and v=integ(x*e^-x^2)dx, this last one can be done using the sub -x^2=t=> -2xdx=dt, xdx=-dt/2.

THis is easier i guess!
 
I think that may help.
 
Hurkyl said:
Well, then show what you did!
that is my all time favorite xkcd comic.
 
  • #10
arsmath said:
ok here goes:
from 0-∞∫ x²e^-x²dx
u= x² dv = e^-x²dx
du=2xdx v=∫e^-x²dx

(x²∫e^-x²dx) – (2∫xdx)(∫e^-x²dx)
since I have that from 0-∞∫ e^-x²dx = √∏/2
I have x²(√∏/2) -√∏ which when evaluated on the interval 0-∞ goes to ∞. . .
This makes me think I’ve done it incorrectly

I'm not sure what you have done is valid as this:
(2∫xdx)(∫e^-x²dx)
seems illegal.
 
  • #11
John Creighto said:
I'm not sure what you have done is valid as this:
(2∫xdx)(∫e^-x²dx)
seems illegal.
i think you're right, and I appreciate the feedback. . .so I'll try to hit it from another angle. thanks
 
  • #12
Did you try to work through post #7?
 
  • #13
sutupidmath said:
cant one just go like this

integ(x^2e^-x^2)dx=integ(x*x*e^-x^2)dx, and then take u=x, du=dx, and v=integ(x*e^-x^2)dx, this last one can be done using the sub -x^2=t=> -2xdx=dt, xdx=-dt/2.

THis is easier i guess!

The first substitution you did does not change the integral. You made a mistake.
 
  • #14
arsmath said:
i think you're right, and I appreciate the feedback. . .so I'll try to hit it from another angle. thanks

Why not write out how you solved it for the limits from -oo to oo and we can see if we can extend the method. If you're interested I can show you how to solve the equation for the proper integral but I don't think that is what the teacher is looking for as you haven't learned about the error function yet.
 
  • #15
John Creighto said:
The first substitution you did does not change the integral. You made a mistake.

Yes you are right that, indeed, it does not change the integral at all, it ends up with
integ e^(-x^2)dx. Besides this what mistake are you talking about?
 
  • #16
sutupidmath said:
Yes you are right that, indeed, it does not change the integral at all, it ends up with
integ e^(-x^2)dx. Besides this what mistake are you talking about?

no the integrand remains unchanged. That is you now have

u^2e^(-u^2)du

and I wasn't talking about any other mistake.
 
  • #17
John Creighto said:
no the integrand remains unchanged. That is you now have

u^2e^(-u^2)du

and I wasn't talking about any other mistake.
integ(x^2e^-x^2)dx=integ(x*x*e^-x^2)dx, and then take u=x, du=dx, and v=integ(x*e^-x^2)dx, this last one can be done using the sub -x^2=t=> -2xdx=dt, xdx=-dt/2.
now v=-1/2e^(-x^2), now going back to integ by parts we have

-1/2 xe^-x^2 +1/2 integ (e^-x^2) dx

i do not see how you will end up with the same integrand.!
 
  • #18
sutupidmath said:
integ(x^2e^-x^2)dx=integ(x*x*e^-x^2)dx, and then take u=x, du=dx, and v=integ(x*e^-x^2)dx, this last one can be done using the sub -x^2=t=> -2xdx=dt, xdx=-dt/2.
now v=-1/2e^(-x^2), now going back to integ by parts we have

-1/2 xe^-x^2 +1/2 integ (e^-x^2) dx

i do not see how you will end up with the same integrand.!

Oh sorry, my mistake.
 
  • #19
now i guess he can express the last part in terms of the error function,
 
  • #20
If you've proved

\int_0^\infty dx~e^{-x^2} = \sqrt{\pi}

you should be able to extend that result to the more arbitrary case

\int_{-\infty}^\infty dx~e^{-\alpha x^2} = \sqrt{\frac{\pi}{\alpha}}
by substitution.

Now, the Liebniz rule for integrals says that (in the case of constant limits)

\frac{d}{d\alpha}\int_a^b dx f(x,\alpha) = \int_a^b dx\frac{\partial f(x,\alpha)}{\partial \alpha}

With this in mind, can you figure out how to evaluate your integral?

(I don't know if you're allowed to do it this way if this is homework, but it's a clever trick...)
 
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