Gaussian Integral generalised

Calculus Level 3

e ( a x 2 + b x + c ) d x = e b 2 k a c t a h a \large \int_{-\infty}^\infty e^{-(ax^2+bx+c)}dx=e^{\frac{b^2-kac}{ta}}\sqrt{\frac{h}{a}}

Find the values of k k , h h and t t satisfying the equation above.

k = 4 , t = 4 , h = π k=4,\ t=4,\ h=\pi k = p i , t = 2 , h = π k=pi,\ t=2,\ h=\pi k = 4 , t = 2 , h = 3 k=4,\ t=2,\ h=3 k = 2 , t = 2 , h = π k=2,\ t=2,\ h=\pi

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2 solutions

Chew-Seong Cheong
Mar 14, 2018

I = exp ( ( a x 2 + b x + c ) ) d x Note that exp ( x ) = e x = exp ( ( a x + b 2 a ) 2 + b 2 4 a c ) d x = e b 2 4 a c 4 a e ( a x + b 2 a ) 2 d x Let u = a x + b 2 a d u = a d x = e b 2 4 a c 4 a e u 2 a d u Since the integrand is even = e b 2 4 a c 4 a 2 a 0 e u 2 d u Gaussian integral 0 e x 2 d x = π 2 = e b 2 4 a c 4 a π a \begin{aligned} I & = \int_{-\infty}^\infty \exp \left(-(ax^2+bx+c)\right)\ dx & \small \color{#3D99F6} \text{Note that }\exp (x) = e^x \\ & = \int_{-\infty}^\infty \exp \left(-\left(\sqrt ax+\frac b{2\sqrt a} \right)^2 + \frac {b^2}{4a} - c\right)\ dx \\ & = e^{\frac {b^2-4ac}{4a}} \int_{-\infty}^\infty e^{-\left(\sqrt ax+\frac b{2\sqrt a} \right)^2} dx & \small \color{#3D99F6} \text{Let }u = \sqrt ax+\frac b{2\sqrt a} \implies du = \sqrt a\ dx \\ & = e^{\frac {b^2-4ac}{4a}} \int_{-\infty}^\infty \frac {e^{-u^2}}{\sqrt a} du & \small \color{#3D99F6} \text{Since the integrand is even} \\ & = e^{\frac {b^2-4ac}{4a}}\cdot \frac 2{\sqrt a}\color{#3D99F6} \int_0^\infty e^{-u^2}\ du & \small \color{#3D99F6} \text{Gaussian integral }\int_0^\infty e^{-x^2}\ dx = \frac {\sqrt \pi}2 \\ & = e^{\frac {b^2-4ac}{4a}}\sqrt{ \frac \pi a} \end{aligned}

Therefore, k = 4 , t = 4 , h = π \boxed{k=4, \ t=4,\ h = \pi} .

Nutan Strek
Mar 14, 2018

I = e ( a x 2 + b x + c ) d x I=\int_{-∞}^∞e^{-\left(ax^2+bx+c\right)}dx\ f i r s t w e w i l l w r i t e a x 2 + b x + c = a ( x + b 2 a ) 2 + ( 4 a c b 2 ) 4 a first\ we\ will\ write\ ax^2+bx+c\ =\ a\left(x+\frac{b}{2a}\right)^2+\frac{\left(4ac-b^2\right)}{4a} S o : I = e ( a ( x + b 2 a ) 2 + ( 4 a c b 2 ) 4 a ) d x = e ( a ( x + b 2 a ) 2 ) ( 4 a c b 2 ) 4 a d x So:\ I=\int_{-∞}^∞e^{-\ \left(a\left(x+\frac{b}{2a}\right)^2+\frac{\left(4ac-b^2\right)}{4a}\right)}dx=\int_{-∞}^∞e^{-\left(\ a\left(x+\frac{b}{2a}\right)^2\right)-\frac{\left(4ac-b^2\right)}{4a}}dx\ S o : I = e ( 4 a c b 2 ) 4 a e ( a ( x + b 2 a ) ) 2 d x So:I=e^{-\frac{\left(4ac-b^2\right)}{4a}}\int_{-∞}^∞e^{-\left(\ \sqrt{a}\left(x+\frac{b}{2a}\right)\right)^2}dx\ n o w , l e t u = a ( x + b 2 a ) = > d u = a d x now,\ let\ u=\sqrt{a}\left(x+\frac{b}{2a}\right)\ \ =>\ \ du=\sqrt{a}dx S o : I = e ( 4 a c b 2 ) 4 a e ( u ) 2 d u a = 1 a e ( b 2 4 a c ) 4 a e ( u ) 2 d u So:\ I=e^{-\frac{\left(4ac-b^2\right)}{4a}}\int_{-∞}^∞\frac{e^{-\left(\ u\right)^2}du}{\sqrt{a}}\ =\frac{1}{\sqrt{a}}e^{^{\frac{\left(b^2-4ac\right)}{4a}}}\int_{-∞}^∞e^{-\left(\ u\right)^2}du n o w f r o m s i m p l e g a u s s i a n i n t e g r a l w e k n o w e u 2 d u = π now\ from\ simple\ gaussian\ integral\ we\ know\ \int_{-∞}^∞e^{-u^2}du=\sqrt{\pi} = > I = e ( b 2 4 a c ) 4 a π a =>I=e^{\frac{\left(b^2-4ac\right)}{4a}}\sqrt{\frac{\pi}{a}} S o , b y c o m p a r i n g k = t = 4 , h = π So,\ by\ comparing\ k=t=4\ ,h=\pi

@Nutan Strek , text needs not to be in LaTex. It is difficult to enter and make automatic word wrapping at the end impossible and definitely not the standard in Brilliant.org. The solution options which involve formulas or equations need to be in LaTex. You can use \ [ \ ] (no space between the backslash and bracket) instead \ ( \ ) so that the integral sign and fraction become large. You can see the LaTex codes by placing your mouse cursor on top of the formulas or click the pull-down menu \cdots at the bottom of the answer section and select "Toggle LaTex". I have edited your problem. Thanks.

Chew-Seong Cheong - 3 years, 2 months ago

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Thanks for your help and suggestion

Nutan Strek - 3 years, 2 months ago

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