Saturday, 25 April 2015

calculus - Proving intinfty0mathrmex2dx=fracsqrtpi2



How to prove
0ex2dx=π2


Answer



This is an old favorite of mine.
Define I=+ex2dx


Then I2=(+ex2dx)(+ey2dy)

I2=++e(x2+y2)dxdy


Now change to polar coordinates
I2=+2π0+0er2rdrdθ

The θ integral just gives 2π, while the r integral succumbs to the substitution u=r2
I2=2π+0eudu/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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