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Generalized Gaussian Integral Derivation

The document discusses the generalization of the Gaussian integral. It shows how to evaluate the integral from 0 to infinity of e^(-x)cos(tx)dx, denoted as w(t), by taking its derivative and using integration by parts. This yields a differential equation that can be solved to get the final result that w(t) equals the square root of pi over 2 times e^(-t^2/4).

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Yasir Ali
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116 views1 page

Generalized Gaussian Integral Derivation

The document discusses the generalization of the Gaussian integral. It shows how to evaluate the integral from 0 to infinity of e^(-x)cos(tx)dx, denoted as w(t), by taking its derivative and using integration by parts. This yields a differential equation that can be solved to get the final result that w(t) equals the square root of pi over 2 times e^(-t^2/4).

Uploaded by

Yasir Ali
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

generalisation of Gaussian integral

pahio 2013-03-22 2:25:31


The integral
0

ex cos tx dx := w(t) is a generalisation of the Gaussian integral w(0) = 2 . For evaluating it we rst form its derivative which may be done by dierentiating under the integral sign:

w (t) =
0

ex (x) sin tx dx =

1 2

ex (2x) sin tx dx

Using integration by parts this yields w (t) = 1 2

ex sin tx
x=0

t 2

ex cos tx dx =

1 t (00) 2 2

2 t ex cos tx dx = w(t). 2

Thus w(t) satises the linear dierential equation dw 1 = tw, dt 2 where one can separate the variables and integrate: dw 1 = w 2 t dt.
1 2

1 2 So, ln w = 4 t + ln C , i.e. w = w(t) = Ce 4 t , and since there is the initial condition w(0) = 2 , we obtain the result

w(t) =

1 t2 e 4 . 2

GeneralisationOfGaussianIntegral created: 2013-03-2 by: pahio version: 41495 Privacy setting: 1 Derivation 26B15 26A36 This text is available under the Creative Commons Attribution/Share-Alike License 3.0. You can reuse this document or portions thereof only if you do so under terms that are compatible with the CC-BY-SA license.

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