1—Basic Stuff 7
To see why this is true, sketch a graph of the integrand (start with the casen= 1).
For the integral over positivexand still for oddn, do the substitutiont=αx^2.
∫∞
0
dxxne−αx
2
=
1
2 α(n+1)/^2
∫∞
0
dtt(n−1)/^2 e−t=
1
2 α(n+1)/^2
(
(n−1)/ 2
)
! (8)
Becausenis odd,(n−1)/ 2 is an integer and its factorial makes sense.
Ifnis even then doing this integral requires a special preliminary trick. Evaluate the special casen= 0
andα= 1. Denote the integral byI, then
I=
∫∞
−∞
dxe−x
2
, and I^2 =
(∫∞
−∞
dxe−x
2
)(∫∞
−∞
dy e−y
2
)
In squaring the integral you must use a different label for the integration variable in the second factor or it will
get confused with the variable in the first factor. Rearrange this and you have a conventional double integral.
I^2 =
∫∞
−∞
dx
∫∞
−∞
dy e−(x
(^2) +y (^2) )
This is something that you can recognize as an integral over the entirex-yplane. Now the trick is to switch to
polar coordinates*. The element of areadxdynow becomesr dr dθ, and the respective limits on these coordinates
are 0 to∞and 0 to 2 π. The exponent is justr^2 =x^2 +y^2.
I^2 =
∫∞
0
r dr
∫ 2 π
0
dθ e−r
2
Theθintegral simply gives 2 π. For therintegral substituter^2 =zand the result is 1 / 2. [Or use Eq. ( 8 ).] The
two integrals together give youπ.
I^2 =π, so
∫∞
−∞
dxe−x
2
=
√
π (9)
* See section1.7in this chapter