Help with Gaussian integration problem please

In summary, the given improper integral can be solved using integration by parts and the derivative of e^{-x^2}.
  • #1
rdioface
11
0
Help with Gaussian integration problem please :)

Homework Statement


Compute the improper integral
[itex]\int^{\infty}_{-\infty}x^{2}e^{-x^2}dx[/itex]
given
[itex]\int^{\infty}_{-\infty}e^{-x^2}dx=\sqrt{\pi}.[/itex]

Homework Equations


Just the rule for doubly-improper integrals I guess:
[itex]\int^{\infty}_{-\infty}f(x)dx=\lim_{a\rightarrow-\infty}\lim_{b\rightarrow\infty}\int^{b}_{a}f(x)dx[/itex]

[itex]erf(x)[/itex] is beyond the scope of this course and thus cannot be utilized in any way.

The Attempt at a Solution


I can't see any substitutions that would make things easier, and integration by parts doesn't seem useful (choosing to derive [itex]u=e^{-x^2}[/itex] and integrate [itex]dv=x^{2}dx[/itex] will never simplify or isolate [itex]e^{-x^2}[/itex], and you can't choose to integrate [itex]dv=e^{-x^2}dx[/itex] and derive [itex]u=x^2[/itex] because we are only given the special case of [itex]\int^{\infty}_{-\infty}e^{-x^2}dx[/itex] and not a general antiderivative.
 
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  • #2


I'll give you a little hint.

[tex]\frac{d}{dx}e^{-x^2} = -2xe^{-x^2}[/tex]

Hence,

[tex]\begin{aligned} \int_{-\infty}^\infty x^2 e^{-x^2} \text{d}x & = -\frac{1}{2}\int_{-\infty}^\infty x (-2x e^{-x^2}) \text{d}x \\ & = - \frac{1}{2}\int_{-\infty}^\infty x \frac{d}{dx}e^{-x^2}dx\end{aligned}[/tex]

Can you now use integration by parts?
 

FAQ: Help with Gaussian integration problem please

What is Gaussian integration?

Gaussian integration is a numerical method for finding the area under a curve, also known as integration. It involves dividing the area into small rectangles, approximating the curve with a series of these rectangles, and then summing up their areas to get an estimate of the total area under the curve.

How do I solve a Gaussian integration problem?

To solve a Gaussian integration problem, you need to first identify the function that you want to integrate. Then, you need to determine the limits of integration, which are the start and end points of the curve. After that, you can use a formula, such as the Gaussian quadrature formula, to calculate the area under the curve.

What is the difference between Gaussian integration and other integration methods?

Gaussian integration is a more accurate method compared to other integration methods, such as the trapezoidal rule or Simpson's rule. This is because it uses a weighted sum of the function values at specific points, instead of just considering the values at the endpoints of the intervals.

What are the advantages of using Gaussian integration?

One advantage of using Gaussian integration is its accuracy. It can provide a more precise estimate of the area under a curve compared to other integration methods. Additionally, it can handle a wider range of functions, including oscillatory or rapidly changing ones, without significant loss of accuracy.

Are there any limitations to Gaussian integration?

One limitation of Gaussian integration is that it can only be used for one-dimensional integration. It also requires knowledge of the function you want to integrate, which may not always be readily available. Additionally, it can be computationally intensive for complex functions, as it involves multiple calculations at specific points.

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