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    Gaussian

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    Torad Cia
    Gaussian integration allows calculating integrals of the form of the exponential of a quadratic. The key integral is the Gaussian integral from -∞ to ∞ of e-x^2, which equals the square root of pi. This integral can be generalized for real and complex constants a, b, c by completing the square of the quadratic. Additionally, integrals involving a polynomial times an exponential quadratic can be reduced to a recursion relation involving integrals of the Gaussian type.

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    Gaussian

    Uploaded by

    Torad Cia
    68 views2 pages
    Gaussian integration allows calculating integrals of the form of the exponential of a quadratic. The key integral is the Gaussian integral from -∞ to ∞ of e-x^2, which equals the square root of pi. This integral can be generalized for real and complex constants a, b, c by completing the square of the quadratic. Additionally, integrals involving a polynomial times an exponential quadratic can be reduced to a recursion relation involving integrals of the Gaussian type.

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    Gaussian integration allows calculating integrals of the form of the exponential of a quadratic. The key integral is the Gaussian integral from -∞ to ∞ of e-x^2, which equals the square root of pi. This integral can be generalized for real and complex constants a, b, c by completing the square of the quadratic. Additionally, integrals involving a polynomial times an exponential quadratic can be reduced to a recursion relation involving integrals of the Gaussian type.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    68 views2 pages

    Gaussian

    Uploaded by

    Torad Cia
    Gaussian integration allows calculating integrals of the form of the exponential of a quadratic. The key integral is the Gaussian integral from -∞ to ∞ of e-x^2, which equals the square root of pi. This integral can be generalized for real and complex constants a, b, c by completing the square of the quadratic. Additionally, integrals involving a polynomial times an exponential quadratic can be reduced to a recursion relation involving integrals of the Gaussian type.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    QM Handout – Gaussian Integration

    Gaussian integration is simply integration of the exponential of a quadratic.


    We cannot write a simple expression for an indefinite integral of this form
    but we can find the exact answer when we integrate from −∞ to ∞. The
    basic integral we need is Z ∞ 2
    G≡ dxe−x
    −∞
    The trick to calculate this is to square this using integration variables x and
    y for the two integrals and then evaluate the double integral using polar
    coordinates. N.B. from now on we will simply drop the range of integration
    for integrals from −∞ to ∞. So
    Z Z Z Z
    2 2 2 +y 2 )
    G2 = dxe−x dye−y = dx dye−(x
    Z 2π Z ∞ Z ∞
    2 1 2
    = dθ drre−r = 2π d(r2 )e−r = π
    0 0 0 2
    This gives the important result
    Z
    2 √
    dxe−x = π

    For a real constant a > 0 a change of variables gives


    √ √
    r
    1 π
    Z Z
    −ax2 2
    G(a) ≡ dxe =√ d( ax)e−( ax) =
    a a
    For a general quadratic exponent we simply complete the square and
    then integrate using a similar change of variables
    r
    b2 π b2 +c
    Z Z
    b 2
    −ax2 +bx+c −a(x− 2a ) +c
    dxe = dxe e 4a = e 4a
    a
    These results extend to the case of complex numbers a, b and c provided
    the real part of a is positive. We can also consider the case where a is
    purely imaginary (but non-zero) which can be justified by first multiplying
    2
    the integrand by e−x for positive real , and then taking the limit  → 0
    after integrating.
    Now we can also calculate integrals involving a polynomial times the
    exponential of a quadratic. By completing the square for the quadratic we
    can reduce such an integral to a sum of integrals of the form
    Z
    2
    dxxN e−ax

    where N is a non-negative integer and, restricting to real coefficients, the


    constant a must be positive for the integral to be well-defined. We can

    1
    2
    easily calculate this integral using integration by parts, integrating xe−ax
    and differentiating xN −1 . This relates the integral to another of the same
    type but with N replaced by N − 2, giving a recursion relation. Using this
    method we get the following results for non-negative integers n:

    Z ∞
    (2n − 1)(2n − 3) · · · 3 · 1
    r
    2 π
    dxx2n e−ax = (1)
    −∞ (2a)n a
    Z ∞ 2
    dxx2n+1 e−ax = 0 (2)
    −∞
    Z ∞
    1 (2n − 1)(2n − 3) · · · 3 · 1
    r
    2 π
    dxx2n e−ax = (3)
    0 2 (2a)n a
    Z ∞ 2 n!
    dxx2n+1 e−ax = (4)
    0 2an+1
    Note that by symmetry, results (1) and (3) are related by a factor of
    2 since the integrand is an even function, while result (2) follows from the
    integrand being an odd function.
    It is also possible to derive these results by considering a to be a variable
    and differentiating with respect to a. For example starting with
    r
    π
    Z
    2
    G(a) ≡ dxe−ax =
    a
    and differentiating with respect to a we get
    √
    1 π
    Z
    0 2 −ax2
    G (a) = dx(−x )e = − 3/2
    2a
    which gives √
    π
    Z
    2 −ax2
    dxx e =
    2a3/2
    in agreement with result (1) for n = 1.
    As an aside, you will have noticed the n! appearing in result (4) and the
    somewhat similar product in result (3), after dividing the numerator by 2n
    1 3 3 1
    (n − )(n − ) · · · ·
    2 2 2 2
    Indeed we can define a complex function, known as the gamma function,
    which can be viewed as an extension of the factorial function, by
    Z ∞
    2
    Γ(z) = 2 dxx2z−1 e−x
    0

    for <(z) > 0 which satisfies the recurrence relation


    zΓ(z) = Γ(z + 1)
    This recurrence relation allows us to extend the definition to all z ∈ C and
    from result (4) we see that for any positive integer n, Γ(n) = (n − 1)!.

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