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Appendix A
Dirac Delta Function

In 1880 the self-taught electrical scientist Oliver Heaviside introduced the following
function
!
1 for x > 0
!(x) = (A.1)
0 for x < 0

which is now called Heaviside step function. This is a discontinous function, with
a discontinuity of first kind (jump) at x = 0, which is often used in the context of
the analysis of electric signals. Moreover, it is important to stress that the Haviside
step function appears also in the context of quantum statistical physics. In fact, the
Fermi-Dirac function (or Fermi-Dirac distribution)

1
Fβ (x) = β x , (A.2)
e +1

proposed in 1926 by Enrico Fermi and Paul Dirac to describe the quantum statistical
 1
Fβ (x) = β x , (A.2)
e +1

proposed in 1926 by Enrico Fermi and Paul Dirac to describe the quantum statistical
distribution of electrons in metals, where β = 1/(k B T ) is the inverse of the absolute
temperature T (with k B the Boltzmann constant) and x = ϵ − µ is the energy ϵ of
the electron with respect to the chemical potential µ, becomes the function !(−x)
in the limit of very small temperature T , namely
!
0 for x > 0
lim Fβ (x) = !(−x) = . (A.3)
β→+∞ 1 for x < 0

Inspired by the work of Heaviside, with the purpose of describing an extremely

localized charge density, in 1930 Paul Dirac investigated the following “function”
!
+∞ for x = 0
δ(x) = (A.4)
0 for x ̸= 0
180 Appendix A: Dirac Delta Function

imposing that ! +∞
δ(x) d x = 1. (A.5)
L. Salasnich, Quantum Physics of Light and
−∞ Matter, UNITEXT for Physics, 179
DOI: 10.1007/978-3-319-05179-6, © Springer International Publishing Switzerland 2014
Unfortunately, this property of δ(x) is not compatible with the definition (A.4). In
fact, from Eq. (A.4) it follows that the integral must be equal to zero. In other words,
it does not exist a function δ(x) which satisfies both Eqs. (A.4) and (A.5). Dirac
suggested that a way to circumvent this problem is to interpret the integral of Eq.
(A.5) as
! +∞ ! +∞
δ(x) d x = lim δ (x) d x, (A.6)
 −∞

Unfortunately, this property of δ(x) is not compatible with the definition (A.4). In
fact, from Eq. (A.4) it follows that the integral must be equal to zero. In other words,
it does not exist a function δ(x) which satisfies both Eqs. (A.4) and (A.5). Dirac
suggested that a way to circumvent this problem is to interpret the integral of Eq.
(A.5) as
! +∞ ! +∞
δ(x) d x = lim δϵ (x) d x, (A.6)
−∞ ϵ→0+ −∞

where δϵ (x) is a generic function of both x and ϵ such that

"
+∞ for x = 0
lim δϵ (x) = , (A.7)
ϵ→0 + 0 for x ̸= 0
! +∞
δϵ (x) d x = 1. (A.8)
−∞

Thus, the Dirac delta function δ(x) is a “generalized function” (but, strictly-speaking,
not a function) which satisfy Eqs. (A.4) and (A.5) with the caveat that the integral
in Eq. (A.5) must be interpreted according to Eq. (A.6) where the functions δϵ (x)
satisfy Eqs. (A.7) and (A.8).
There are infinite functions δϵ (x) which satisfy Eqs. (A.7) and (A.8). Among them
there is, for instance, the following Gaussian

1 −x 2 /ϵ2
δϵ (x) = √ e , (A.9)
ϵ π

which clearly satisfies Eq. (A.7) and whose integral is equal to 1 for any value of ϵ.
Another example is the function
which clearly satisfies Eq. (A.7) and whose integral is equal to 1 for any value of ϵ.
Another example is the function
"1
for |x| ≤ ϵ/2
δϵ (x) = ϵ , (A.10)
0 for |x| > ϵ/2

which again satisfies Eq. (A.7) and whose integral is equal to 1 for any value of ϵ.
In the following we shall use Eq. (A.10) to study the properties of the Dirac delta
function.
According to the approach of Dirac, the integral involving δ(x) must be interpreted
as the limit of the corresponding integral involving δϵ (x), namely
! +∞ ! +∞
δ(x) f (x) d x = lim δϵ (x) f (x) d x, (A.11)
Appendix A: Dirac Delta
−∞ Function ϵ→0+ −∞ 181

for any function f (x). It is then easy to prove that

! +∞
δ(x) f (x) d x = f (0). (A.12)
−∞

by using Eq. (A.10) and the mean value theorem. Similarly one finds
! +∞
δ(x − c) f (x) d x = f (c). (A.13)
−∞

Several other properties of the Dirac delta function δ(x) follow from its definition.
 ! +∞
δ(x − c) f (x) d x = f (c). (A.13)
−∞

Several other properties of the Dirac delta function δ(x) follow from its definition.
In particular

δ(−x) = δ(x), (A.14)

1
δ(a x) = δ(x) with a ̸= 0, (A.15)
|a|
" 1
δ( f (x)) = ′
δ(x − xi ) with f (xi ) = 0. (A.16)
| f (xi )|
i

Up to now we have considered the Dirac delta function δ(x) with only one variable
x. It is not difficult to define a Dirac delta function δ (D) (r) in the case of a D-
dimensional domain R D , where r = (x1 , x2 , ..., x D ) ∈ R D is a D-dimensional
vector:
#
(D) +∞ for r = 0
δ (r) = (A.17)
0 for r ̸= 0

and !
δ (D) (r) d D r = 1. (A.18)
RD

Notice that sometimes δ (D) (r) is written using the simpler notation δ(r). Clearly,
also in this case one must interpret the integral of Eq. (A.18) as
! !
 THE GAUSSIAN INTEGRAL

Gaussian Integral
KEITH CONRAD

Let Z 1 Z 1 Z 1
1 2
x x2 ⇡x2
I= e 2 dx, J =
dx, and K = e e dx.
1 0 1
p p
These numbers are positive, and J = I/(2 2) and K = I/ 2⇡.
p p
Theorem. With notation as above, I = 2⇡, or equivalently J = ⇡/2, or equivalently K = 1.

We will give multiple proofs of this result. (Other lists of proofs are in [4] and [9].) The theorem
1 2
is subtle because there is no simple antiderivative for e 2
x
(or e x2 or e ⇡x2 ). For comparison,
Z 1
1 2 1 2
xe 2 x dx can be computed using the antiderivative e 2 x : this integral is 1.
0

1. First Proof: Polar coordinates

The most widely known proof, due to Poisson [9, p. 3], expresses J 2 as a double integral and
then uses polar coordinates:
Z 1 Z 1 Z 1Z 1
2 2 2 2
J2 = e x dx e y dy = e (x +y ) dx dy.
0 0 0 0
This is a double integral over the first quadrant, which we will compute by using polar coordinates.
The first quadrant is {(r, ✓) : r 0 and 0  ✓  ⇡/2}. Writing x2 + y 2 as r2 and dx dy as r dr d✓,
Z ⇡/2 Z 1
2
J2 = e r r dr d✓
0 0
Z 1 Z ⇡/2
r2
= re dr · d✓
0 0
1
1 r2 ⇡
= e ·
2 0 2
1 ⇡
= ·
2 2
 p p
Theorem. With notation as above, I = 2⇡, or equivalently J = ⇡/2, or equivalently K = 1.

We will give multiple proofs of this result. (Other lists of proofs are in [4] and [9].) The theorem
Gaussian Integral
1 2
is subtle because there is no simple antiderivative for e 2
x
(or e x2 or e ⇡x2 ). For comparison,
Z 1
1 2 1 2
x
xe 2 dx can be computed using the antiderivative e 2 x : this integral is 1.
0

1. First Proof: Polar coordinates

The most widely known proof, due to Poisson [9, p. 3], expresses J 2 as a double integral and
then uses polar coordinates:
Z 1 Z 1 Z 1Z 1
2 2 2 2
J2 = e x dx e y dy = e (x +y ) dx dy.
0 0 0 0
This is a double integral over the first quadrant, which we will compute by using polar coordinates.
The first quadrant is {(r, ✓) : r 0 and 0  ✓  ⇡/2}. Writing x2 + y 2 as r2 and dx dy as r dr d✓,
Z ⇡/2 Z 1
2
J2 = e r r dr d✓
0 0
Z 1 Z ⇡/2
r2
= re dr · d✓
0 0
1
1 r2 ⇡
= e ·
2 0 2
1 ⇡
= ·
2 2
⇡
= .
4
p
Taking square roots, J = ⇡/2. By [1], this nice method doesn’t apply to any other integral.

2. Second Proof: Another change of variables

Our next proof uses another change of variables to compute J 2 , but this will only rely on single-
variable calculus. As before, we have
Z 1Z 1 Z 1 ✓Z 1 ◆
2 2 2 2
J2 = e (x +y ) dx dy = e (x +y ) dx dy,
0 0 0 0
1
 = e ·
2 0 2
1 ⇡
· =
2 2
Gaussian
=
⇡
. Integral
4
p
Taking square roots, J = ⇡/2. By [1], this nice method doesn’t apply to any other integral.

2. Second Proof: Another change of variables

Our next proof uses another change of variables to compute J 2 , but this will only rely on single-
variable calculus. As before, we have
Z 1Z 1 Z 1 ✓Z 1 ◆
2 2 2 2
J2 = e (x +y ) dx dy = e (x +y ) dx dy,
0 0 0 0
2 KEITH CONRAD
1

but instead of using polar coordinates we make a change of variables x = yt on the inside integral,
with dx = y dt, so
Z 1 ✓Z 1 ◆ Z 1 ✓Z 1 ◆
2 2 2 2
J2 = e y (t +1) y dt dy = ye y (t +1) dy dt.
0 0 0 0
Z 1
ay 2 1
Since ye dy = for a > 0, we have
0 2a
Z 1
dt 1 ⇡ ⇡
J2 = 2
= · = ,
0 2(t + 1) 2 2 4
p
so J = ⇡/2. This approach is due to Laplace [7, pp. 94–96] and historically precedes the more
familiar technique in the first proof above. We will see in the eighth proof that this was not
Laplace’s first method.

3. Third Proof: Differentiating under the integral sign

For t > 0, set
✓Z t ◆2
x2
A(t) = e dx .
0
2
 Gaussian
Gaussian Integral
Integrals

Important results
Z 1
x2
p
e dx = ⇡ (1)
1
Z 1
r
ax2 1 ⇡
e dx = (2)
0 2 a
Z 1
r
ax2 +bx b2 ⇡
e dx = e 4a (3)
1 a
Z 1
r
iax2i⇡ 1
e dx = (4)
0 a 2
Z 1 r
2 1 ⇡
e iax dx = (5)
0 2 ia
In general, from dimensional anlysis we see:
Z 1
2
( n+1
xn e ax dx / a 2 ) (6)
0
and in particular:
8
Z < (n 1)·(n 3)...3·1 p ⇡
1 n +1 n
a, for n even
ax2
n
x e dx = 2 2
[ 12 (n 1)]!
a 2
(7)
0 : n+1 , for n odd
2a 2
 —————————————————————————————————-

Exercise
1 Mathematical methods
(i) Show that
1
(a(x x0 )) = (x x0 ).
a
(ii) Show that

(x x1 ) + (x x2 )
[(x x1 )(x x2 )] = .
|x1 x2 |

(iii) Show that, Z 1

0
(x)f (x)dx = f 0 (0).
1

Here we assume that f 0 (x) is continuous at x = 0.

(iv) Prove that,

1
df (x)
(f (x)) = (x x0 ),
dx
where x0 is chosen so that f (x0 ) = 0.

(v) Show that in spherical polar coordinate (r, ✓, ) the delta function (r1
r2 ) becomes,
1
2
(r1 r2 ) (cos ✓1 cos ✓2 ) ( 1 2 ).
r1
 (vi) We throw a die twice and obtain two numbers. What is the probability
that these numbers are 6 and 4 precisely in that order? Does the answer
change if we reverse the order?

(vii) What is the probability that 6 and 4 appear when two dice are thrown?

(viii) A box contains 4 black balls and 3 white balls. What is the probability
that on two successive draws, the balls drawn are both black?

(ix) What is the probability that a molecule in the cubical vessel lies in the
volume V formed by two planes at z and z + dz ?

(x) Consider a classical harmonic oscillator x = A sin !t. Calculate the

probability of finding the oscillator at some point x. Calculate hxi and
hx2 i.

(xi) Show that Z 1 p

x2
e dx = ⇡.
1

(xii) Calculate the volume of an n dimensional ball of radius a.

(xiii) Calculate the surface area of an n dimensional ball of radius a.

(xiv) Consider the infinitesimal quantity

 1

(xii) Calculate the volume of an n dimensional ball of radius a.

(xiii) Calculate the surface area of an n dimensional ball of radius a.

(xiv) Consider the infinitesimal quantity

(x2 x)dx + xdy = dF.

(a) Is this an exact di↵erential?

R
(b) Evaluate the integral dF between the points (1,1) and (2,2) along
the straight line paths connecting the following points

(1,1) ! (1,2) ! (2,2)

(1,1)! (2,1)! (2,2) .

dF
(c) Consider dG = x2
. Is dG an exact di↵erential?