Prove that the Gaussian integral ∫₋∞^∞ e^(-x²) dx = √π using polar coordinates.

Answer: ∫−∞∞e−x2dx=π\int_{-\infty}^{\infty} e^{-x^2} dx = \sqrt{\pi}

Step-by-step solution

Step 1: Define the integral and square it

Let the given integral be II. To use polar coordinates, we need a two-dimensional integral. We can achieve this by squaring the integral. We write the second integral with respect to a different variable, yy, which does not change its value.

Step 2: Combine into a double integral

Since the integrals are independent, we can combine the product of two single integrals into a single double integral over the entire xyxy -plane. The exponent becomes −(x2+y2)-(x^2+y^2).

Step 3: Convert to polar coordinates

Now, we convert the double integral from Cartesian coordinates to polar coordinates. We use the transformations x=rcos⁡θx = r\cos\theta, y=rsin⁡θy = r\sin\theta, which means x2+y2=r2x^2+y^2 = r^2. The differential area element dxdydx dy becomes rdrdθr dr d\theta. The limits of integration for rr are from 00 to ∞\infty (covering the entire plane), and for θ\theta are from 00 to 2π2\pi.

Step 4: Evaluate the inner integral

We evaluate the inner integral with respect to rr. We use a substitution u=r2u = r^2, which implies du=2rdrdu = 2r dr. The limits of integration remain the same for uu as for rr. This simplifies the integral to a basic exponential form.

Step 5: Evaluate the outer integral and find I

Now we substitute the result of the inner integral back into the double integral and evaluate the outer integral with respect to θ\theta. This gives us I2=πI^2 = \pi. Taking the square root, we find I=πI = \sqrt{\pi}. Since e−x2e^{-x^2} is always positive, the integral II must be positive.

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