Evaluate, $I=\int\limits_{ - \infty }^\infty {{e^{ - {x^2}}}dx}$
Solution
$I=\int\limits_{ - \infty }^\infty {{e^{ - {x^2}}}dx}=\int\limits_{ - \infty }^\infty {{e^{ - {y^2}}}dy}$
${I^2} = \left( {\int_{ - \infty }^\infty {{e^{ - {x^2}}}} {\mkern 1mu} dx} \right)\left( {\int_{ - \infty }^\infty {{e^{ - {y^2}}}} {\mkern 1mu} dy} \right) = \int_{ - \infty }^\infty {\int_{ - \infty }^\infty {{e^{ - ({x^2} + {y^2})}}} } {\mkern 1mu} dx{\mkern 1mu} dy$
Changing to polar co-ordinates, we have
${I^2} = \int_0^{2\pi } {\int_0^\infty {{e^{ - {r^2}}}} } r{\mkern 1mu} dr{\mkern 1mu} d\theta = \int_0^{2\pi } d \theta \int_0^\infty r {e^{ - {r^2}}}{\mkern 1mu} dr$
[${x^2} + {y^2} = {r^2},dx{\mkern 1mu} dy = r{\mkern 1mu} dr{\mkern 1mu} d\theta $. The entire plane corresponds to $0\le r<\infty$ and $0\le\theta\le2\pi$.]
Let $r^2=u$
${I^2} = 2\pi \cdot\frac{1}{2}\int_0^\infty {{e^{ - u}}} {\mkern 1mu} du = \pi \left[ { - {e^{ - u}}} \right]_0^\infty = \pi (0 - ( - 1)) = \pi $
Since $I>0, I = \sqrt \pi$