Gaussian integral

giva

March 18, 2023

Contents
1 Introduction 1

2 Computation by polar coordinates 2

1 Introduction
The Gaussian integral, also known as the Euler–Poisson integral, is the inte-
2
gral of the Gaussian function f (x) = exp−x over the entire real line. Named
after the German mathematician Carl Friedrich Gauss, the integral is:
Z +∞
2 √
e−x dx = π
−∞
Although no elementary function exists for the error function, as can be
proven by the Risch algorithm, the Gaussian integral can be solved analyt-
ically through the methods of multivariable calculus. That is, there is no
elementary indefinite integral for
√
Z
2
e−x dx = π

but the definite integral can be evaluated. The definite integral of an

arbitrary Gaussian function is:
Z +∞ r
−a(x+b)2 π
e dx =
−∞ a

1
2 Computation by polar coordinates
A standard way to compute the Gaussian integral, the idea of which goes
back to Poisson, is to make use of the property that:

Z ∞ 2 Z ∞ Z ∞ Z ∞ Z ∞
−x2 −x2 −y 2 2 +y 2 )
e dx = e dx e dy = e−(x dx dy
−∞ −∞ −∞ −∞ −∞