What is the method for solving the Gaussian integral?

In summary, the student attempted to find the Gaussian integral but ran into trouble with converting to polar coordinates. They were then helped by another student who showed them how to find the integral.
  • #1
Noorac
13
0

Homework Statement


Find the Gaussian integral:

[itex]I = \int_{-\infty}^{\infty} e^{-x^2-4x-1}dx [/itex]

(That's all the information the task gives me, minus the [itex]I=[/itex], I just put it there to more easily show what I have tried to do)

2. The attempt at a solution
I tried to square [itex]I[/itex] and get a double integral:


[itex]I^2 = \int_{-\infty}^{\infty}\int_{-\infty}^{\infty} e^{(-x^2-4x-1)+(-y^2-4y-1)}dxdy [/itex]

and then my plan was to convert to polar-coordinates, however, this is my first time ever with double-integrals and/or switching to polarcoordinates, and I am kind of lost because every single example on the internet use the standard [itex]e^{-x^2}[/itex] gaussian function(and it is easy to see [itex]r^2=x^2+y^2[/itex]). Anyone who can push me in the right direction(I'm not even sure what finding the Gassuian integral means(?))?
 
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  • #2
Complete the square. -x^2-4*x-1=(-(x+2)^2+3). Try using that.
 
  • #3
Tried that earlier on, but didn't get anywhere with it. Been trying it some more now, but I still don't see it though. I don't see the next step, I'm going to try some more though=) Thanks
 
  • #4
Noorac said:
Tried that earlier on, but didn't get anywhere with it. Been trying it some more now, but I still don't see it though. I don't see the next step, I'm going to try some more though=) Thanks

Next step would be a change of variables, u=x+2. Keep thinking about it.
 
  • #5
There! At least I got to the same answer as Wolfram Alpha;

[itex] I = \sqrt{\pi}e^{3}[/itex]

I hope it is correct. The steps I did after changeing variables [itex]r^2=(x+2)^2 + (y+2)^2[/itex] was substituting

[itex]u=r^2[/itex]

[itex]\frac{du}{dr}= 2r[/itex]

[itex]du = 2rdr[/itex]

[itex]dr = \frac{du}{2r}[/itex]

And just left the 6-constant alone all until I did the actual integral:

[itex]2\pi \int_{0}^{\infty} re^{-u+6} \frac{du}{2r}[/itex]

[itex]\pi \int_{0}^{\infty} e^{-u+6}du = \pi e^6[/itex]

(I think it's correct)
Thanks for the help=)
 
  • #6
wow that's great.
 
  • #7
Noorac said:
(I think it's correct)
Thanks for the help=)

That is great. But you don't have the repeat the polar coordinate trick every time you see a Gaussian integral. After you've done it once, you should just remember (or look up) [itex]\int_{-\infty}^{\infty} e^{-u^2} du=\sqrt{\pi}[/itex]
 
  • #8
Yeah, the next task was somewhat similar, same objective, and it took only 3 minutes compared to the 3-4 hours of the last one =)

Now it's on to triple-integrals and what will probably be the most fun weekend since school ended before christmas!

Again, thanks=)
 

Related to What is the method for solving the Gaussian integral?

1. What is a Gaussian integral?

A Gaussian integral, also known as the normal distribution, is a mathematical concept used in statistics and probability to describe the distribution of a continuous random variable. It is often represented by a bell-shaped curve and is used to model real-world phenomena such as heights, weights, and test scores.

2. Why is finding a Gaussian integral important?

Finding a Gaussian integral is important because it allows us to calculate the probabilities associated with a continuous random variable. This is useful in various fields such as finance, engineering, and social sciences where understanding and predicting outcomes is crucial.

3. How do you solve a Gaussian integral?

The most common method for solving a Gaussian integral is by using the technique of integration by substitution. This involves transforming the integral into a standard form, often with the use of a change of variables, and then applying the fundamental theorem of calculus to evaluate the integral.

4. What are some practical applications of Gaussian integrals?

Gaussian integrals have many practical applications, including in finance for modeling stock prices, in engineering for analyzing noise and signal data, and in social sciences for studying human behavior and characteristics. They are also widely used in physics and chemistry to describe the distribution of particles and molecules.

5. Are there any limitations to using Gaussian integrals?

While Gaussian integrals are a powerful tool in probability and statistics, they do have some limitations. They assume that the data follows a bell-shaped curve, which may not always be the case in real-world situations. Additionally, they may not be suitable for highly skewed or non-normal distributions.

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