Trying to calculate $$\int_0^\infty\ e^{-a^2(y^2+\frac{p^2}{4a^2y^2})}dy.$$ When I searched it on Google, I found the formula $$\int_{-\infty}^{\infty} \ e^{-a(x+b)^{2}}dx=\sqrt\frac{\pi}{a},$$ but when I apply the aforementioned formula I got $\frac{\sqrt\pi}{2a}{e^{pa}}$, but the answer in my book is $\frac{\sqrt\pi}{2a}{e^{-pa}}$. Can I get help?
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Calvin Khor
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umar
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Write x^{2y} to get $x^{2y}$. If you just use x^2y, you end up with $x^2y$. So put everything in a curly bracket that goes into the power. – Gary Jan 05 '22 at 09:07
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1@KaviRamaMurthy I am not sure about your edits. Shouldn't it be for example $e^{-a(x+b)^2}$? – Gary Jan 05 '22 at 09:20
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@Gary Thank you and sorry about the mistake! – Kavi Rama Murthy Jan 05 '22 at 09:26
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@KaviRamaMurthy I think in the first expression, the OP wanted some of the objects in the exponent as well, otherwise $e^{-a^2}$ is just a constant and the integral diverges (if it is taken with respect to $y$). I gave the MathJax help to the OP so that they can fix it themselves. – Gary Jan 05 '22 at 09:43
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@umar See if we edited your question correctly. – Gary Jan 05 '22 at 09:55
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1This is a nice textbook application of Glasser Master theorem, but you can also prove the result by symmetry and using $y\leftrightarrow\frac{1}{y}$ – Ninad Munshi Jan 05 '22 at 10:17
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2Does this answer your question? Using differentiation under integral sign, prove $\int_{0}^{\infty} e^{-(x^2+\frac {a^2}{x^2})b^2} dx=\frac {\sqrt {\pi}}{2b} \cdot e^{-2ab^2}$ (found using the formula searching tool https://approach0.xyz/search/) – Jean Marie Jan 05 '22 at 10:26
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3@Ninad Munshi Thanks for the reference to Glasser Master Theorem I didn't know. – Jean Marie Jan 05 '22 at 10:33
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$I=\int_0^\infty e^{-a^2(y^2+\frac{p^2}{4a^2y^2})}dy$ $=\int_0^\infty e^{-a^2[(y-\frac{p}{2ay})^2]-pa}dy$ $=e^{-pa}\int_0^\infty e^{-a^2(y-\frac{p}{2ay})}dy$
let $y-\frac{p}{2ay}=s$,then $y=\frac{1}{4a}\Big(2as+\sqrt{(2as)^2+8ap}\Big)$
then $dy=\frac{1}{4a}\Big(2a+\frac{2as}{\sqrt{(2as)^2+8ap}}\Big)ds$
$I=e^{-pa}\int_{-\infty}^{\infty}e^{-a^2s^2}\frac{1}{4a}\Big(2a+\frac{2as}{\sqrt{(2as)^2+8ap}}\Big)ds=\frac{e^{-pa}}{4}\Big(\int_{-\infty}^{\infty} e^{-a^2s^2}dy +\int_{-\infty}^\infty\frac{2as e^{-a^2s^2}}{\sqrt{(2as)^2+8ap}}dy\Big) $
$=\frac{1}{4}e^{-pa}\int_{-\infty}^\infty e^{-a^2s^2}dy=\frac{\sqrt{\pi}}{2a}e^{-pa}$
anhui-xiaocaigui
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