Tuesday, 28 April 2015

real analysis - Compute intinftyinftyintinftyinftye(x2+(xy)2+y2)dxdy




Compute e(x2+(xy)2+y2)dxdy.



I tried to do this by using polar coordinate.
Let x=rcost, y=rsint, and then



e(x2+(xy)2+y2)dxdy=2π00e2r2e2costsintrdrdt=2π0esin(2t)0e2r2rdrdt=142π0esin(2t)dt.
But, I have no idea how to compute 2π0esin(2t)dt. Please give me some hint or suggestion. Thanks.


Answer




\newcommand{\bbx}[1]{\,\bbox[8px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}




It's better to \underline{\mbox{take advantage}} of the \bbox[5px,#efe]{integrand\ symmetries}. Namely,




\begin{align} &\int_{-\infty}^{\infty}\int_{-\infty}^{\infty} \exp\pars{-\braces{x^{2} + \bracks{x - y}^{2} + y^{2}}}\,\dd x\,\dd y \\[5mm] = &\ \int_{-\infty}^{\infty}\int_{-\infty}^{\infty} \exp\pars{-\,{\bracks{x + y}^{2} + 3\bracks{x - y}^{2} \over 2}}\,\dd x\,\dd y \\[5mm] = & \int_{-\infty}^{\infty}\int_{-\infty}^{\infty} \exp\pars{-\,{x^{2} + 3\bracks{x - 2y}^{2} \over 2}}\,\dd x\,\dd y = \int_{-\infty}^{\infty}\int_{-\infty}^{\infty} \exp\pars{-\,{x^{2} \over 2} - 6y^{2}}\,\dd x\,\dd y \\[5mm] = &\ \root{2}\,{1 \over \root{6}} \int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\exp\pars{-x^{2} - y^{2}} \,\dd x\,\dd y = {\root{3} \over 3}\pars{\int_{-\infty}^{\infty}\expo{-x^{2}}\,\dd x}^{2} = \bbx{\ds{{\root{3} \over 3}\,\pi}} \end{align}


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