Do you remember the Probability Integral ?

Calculus Level 3

J = cos ( 2 x ) . e x 2 2 d x J = \int_{-\infty}^{\infty}\cos({2x}).e^{\frac{-x^2}{2}}dx

Compute J × 100 J × 100 up to 3 significant figures


The answer is 33.923.

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1 solution

Soumya Dasgupta
Jun 10, 2019

J = cos ( 2 x ) e x 2 2 d x = 2 0 cos ( 2 x ) e x 2 2 d x J =\int_{-\infty}^{\infty} \cos(2x){e^\frac{-x^2}{2}}dx = 2\int_0^{\infty} \cos(2x){e^\frac{-x^2}{2}}dx

Let I ( a ) = 0 cos ( a x ) e x 2 2 d x I(a) = \int_0^{\infty} \cos(ax){e^\frac{-x^2}{2}}dx

Differentiating both sides wrt to a using Leibnitz's Rule , I ( a ) = 0 x sin ( a x ) e x 2 2 d x I'(a) = \int_0^{\infty} -x\sin(ax){e^\frac{-x^2}{2}}dx

Now by Integration by parts I ( a ) = sin ( a x ) e x 2 2 x = 0 x = 0 a cos ( a x ) e x 2 2 d x I'(a) = \sin(ax){e^\frac{-x^2}{2}} |_{x=0}^{x=\infty} -\int_0^{\infty} a\cos(ax){e^\frac{-x^2}{2}}dx I ( a ) = a I ( a ) \therefore I'(a) = -aI(a)

I ( a ) I ( a ) d a = a d a \implies \int\frac{I'(a)}{I(a)}da = - \int ada ln ( I ( a ) ) = a 2 2 + C \ln{(I(a))} = -\frac{a^2}{2} + C

I ( 0 ) = 0 e x 2 2 d x I(0) = \int_0^{\infty}e^\frac{-x^2}{2}dx = π 2 = \sqrt{\frac{\pi}{2}} ...( Probability Integral ) C = ln π 2 \therefore C = \ln{\sqrt{\frac{\pi}{2}}}

I ( a ) = e a 2 2 + ln π 2 = π 2 e a 2 2 \therefore \boxed{I(a) = e^{\frac{-a^2}{2} + \ln{\sqrt{\frac{\pi}{2}}}} = \sqrt{\frac{\pi}{2}}{e^{\frac{-a^2}{2}}}}

J = 2 I ( 2 ) = 2 π e 2 0.33923 \implies J = 2I(2) = \sqrt{2\pi}{e^{-2}} \approx 0.33923

100 × J = 33.923 \therefore 100×J = \boxed{33.923}

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