Complex Gaussian Integral - Cauchy Integral Theorem

In summary, the conversation is about proving the equation I(a,b)=\int_{-\infty}^{+\infty} exp(-ax^2+bx)dx=\sqrt{\frac{\pi}{a}}exp(b^2/4a) where a,b\in\mathbb{C}. The speaker has already shown that I(a,0)=\sqrt{\frac{\pi}{a}} and is now trying to find a relation between I(a,0) and \int_{-\infty}^{+\infty} exp(-a(x-c)^2)dx where c\in\mathbb{C}. They are considering using the Cauchy integral theorem but the other person suggests a simpler approach using a
  • #1
VVS
91
0

Homework Statement


I have to prove that [itex]I(a,b)=\int_{-\infty}^{+\infty} exp(-ax^2+bx)dx=\sqrt{\frac{\pi}{a}}exp(b^2/4a)[/itex] where [itex]a,b\in\mathbb{C}[/itex].
I have already shown that [itex]I(a,0)=\sqrt{\frac{\pi}{a}}[/itex].
Now I am supposed to find a relation between [itex]I(a,0)[/itex] and [itex]\int_{-\infty}^{+\infty} exp(-a(x-c)^2)dx[/itex] where [itex]c\in\mathbb{C}[/itex] using the Cauchy integral theorem and prove using this the result above.

Homework Equations


The Cauchy integral theorem states that [itex]\oint_\gamma f(z) dz=2\pi i Res(f(z))[/itex].

The Attempt at a Solution


This is what I got, but I am pretty sure it doesn't lead me anywhere.
Now I am not sure whether [itex]\int_{-\infty}^{+\infty} exp(-a(x-c)^2)dx[/itex] is analytic in c. But I think what I can do is integrate over a closed contour [itex]\gamma[/itex] and use Cauchy's integral theorem, change the order of integration and thus equate it to the Residue.
[itex]\int_{-\infty}^{+\infty} \oint_\gamma exp(-a(x-c)^2)dcdx=2\pi i Res(f(z))[/itex]
Then I can expand to yield:
[itex]\int_{-\infty}^{+\infty} exp(-ax^2) \oint_\gamma exp(-ac^2+2axc)dcdx=2\pi i Res(f(z))[/itex]
I can sort of see the relation between the integrals now but I am kind of stuck.
 
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  • #2
I think you are complicating this a bit too much. After all, [itex] -ax^{2}+bx=-a(x^{2}-\frac{b}{a}x)=-a(x-\frac{b}{2a})^{2}+\frac{b^{2}}{4a}[/itex].
 
  • #3
VVS said:

Homework Statement


I have to prove that [itex]I(a,b)=\int_{-\infty}^{+\infty} exp(-ax^2+bx)dx=\sqrt{\frac{\pi}{a}}exp(b^2/4a)[/itex] where [itex]a,b\in\mathbb{C}[/itex].
I have already shown that [itex]I(a,0)=\sqrt{\frac{\pi}{a}}[/itex].
Now I am supposed to find a relation between [itex]I(a,0)[/itex] and [itex]\int_{-\infty}^{+\infty} exp(-a(x-c)^2)dx[/itex] where [itex]c\in\mathbb{C}[/itex] using the Cauchy integral theorem and prove using this the result above.

Homework Equations


The Cauchy integral theorem states that [itex]\oint_\gamma f(z) dz=2\pi i Res(f(z))[/itex].

The Attempt at a Solution


This is what I got, but I am pretty sure it doesn't lead me anywhere.
Now I am not sure whether [itex]\int_{-\infty}^{+\infty} exp(-a(x-c)^2)dx[/itex] is analytic in c. But I think what I can do is integrate over a closed contour [itex]\gamma[/itex] and use Cauchy's integral theorem, change the order of integration and thus equate it to the Residue.
[itex]\int_{-\infty}^{+\infty} \oint_\gamma exp(-a(x-c)^2)dcdx=2\pi i Res(f(z))[/itex]
Then I can expand to yield:
[itex]\int_{-\infty}^{+\infty} exp(-ax^2) \oint_\gamma exp(-ac^2+2axc)dcdx=2\pi i Res(f(z))[/itex]
I can sort of see the relation between the integrals now but I am kind of stuck.

Are you being forced to use Cauchy's integral theorem here? I really don't see how it helps or why anyone would think it is needed. To me, it just gets in the way. A simple change of variables does the trick.
 

FAQ: Complex Gaussian Integral - Cauchy Integral Theorem

1. What is a Complex Gaussian Integral?

A Complex Gaussian Integral is an integral of a complex-valued function over the entire complex plane. It is used to calculate the area under a curve in the complex plane and is an extension of the concept of a regular Gaussian integral.

2. What is the Cauchy Integral Theorem?

The Cauchy Integral Theorem is a fundamental theorem in complex analysis that states that the value of an integral around a closed contour in the complex plane is equal to the sum of the values of the function at all points inside the contour, known as the Cauchy's Integral Formula.

3. How is the Cauchy Integral Theorem related to Complex Gaussian Integrals?

The Cauchy Integral Theorem is closely related to Complex Gaussian Integrals as it allows us to evaluate complex integrals using contour integration. This theorem is often used in conjunction with the Residue Theorem to evaluate complex integrals involving singularities.

4. What are the applications of Complex Gaussian Integrals and the Cauchy Integral Theorem?

Complex Gaussian Integrals and the Cauchy Integral Theorem have various applications in mathematics and physics. They are used to solve problems in complex analysis, such as finding the residues of complex functions and calculating the values of complex integrals. In physics, these concepts are used in the study of fluid dynamics, electromagnetism, and quantum mechanics.

5. Are there any limitations to using Complex Gaussian Integrals and the Cauchy Integral Theorem?

One limitation of using Complex Gaussian Integrals and the Cauchy Integral Theorem is that they are only applicable to functions that are analytic in the region of integration. Additionally, they can only be used to calculate integrals over closed contours, which may not always be feasible in certain situations. In some cases, other methods such as numerical integration may be more suitable.

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