How to prove
∫∞0e−x2dx=√π2
Answer
This is an old favorite of mine.
Define I=∫+∞−∞e−x2dx
Then I2=(∫+∞−∞e−x2dx)(∫+∞−∞e−y2dy)
I2=∫+∞−∞∫+∞−∞e−(x2+y2)dxdy
Now change to polar coordinates
I2=∫+2π0∫+∞0e−r2rdrdθ
The θ integral just gives 2π, while the r integral succumbs to the substitution u=r2
I2=2π∫+∞0e−udu/2=π
So I=√π
and your integral is half this by symmetry
I have always wondered if somebody found it this way, or did it first using complex variables and noticed this would work.
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