The Gaussian Integral

RandomMathsInc
26 Aug 201710:09
EducationalLearning
32 Likes 10 Comments

TLDRThe video script discusses the integral of e to the power of minus x squared, evaluated from negative infinity to infinity. It explains that finding the indefinite integral is complex due to its relation to the error function. Instead, the video introduces a method involving the visualization of the function and its comparison to the normal distribution curve. By transforming the function to polar coordinates and using the concept of infinitesimally thin concentric tubes, the integral is solved by summing the volumes of these tubes. The final answer, derived from the Gaussian integral, is the square root of pi, highlighting the integral's significance in mathematics and physics.

Takeaways
  • πŸ“Œ The integral of e to the power of minus x squared from negative to positive infinity is a fundamental concept in mathematics.
  • πŸ” The indefinite integral of the given function is complex and involves the error function, which is non-elementary.
  • πŸ“ˆ The function e to the power of minus x squared resembles the normal distribution curve when plotted.
  • πŸŒ€ The integral can be approached by transforming it into a double integral over x and y, and then simplifying.
  • 🧩 The problem can be visualized as finding the volume under a 3D bell-shaped curve using infinitesimally thin concentric tubes.
  • πŸ“Š By replacing x squared plus y squared with r squared, the function exhibits radial symmetry, simplifying the volume calculation.
  • πŸ”„ The volume can be calculated by summing the volumes of infinite concentric tubes, each with a very thin wall.
  • πŸ“ The volume of an individual tube is calculated by multiplying the function's value, the circumference (2Ο€R), and the infinitesimally small thickness (dR).
  • 🌐 The integral simplifies to evaluating the integral of a function of R with respect to R from 0 to infinity.
  • 🎯 The integral evaluates to the square root of pi (Ο€), which is the final answer to the original problem.
  • πŸ“š This integral is known as the Gaussian integral and is significant in various fields such as mathematics and physics, especially in normal distribution and its normalization.
Q & A
  • What is the integral of e to the power of minus x squared when evaluated from negative infinity to infinity?

    -The integral of e to the power of minus x squared from negative infinity to infinity equals the square root of pi.

  • Why is finding the indefinite integral of e to the power of minus x squared not the best approach for this problem?

    -The indefinite integral of e to the power of minus x squared is quite complicated, and using Wolfram Alpha, one would find it in terms of the error function, which is non-elementary and not easily describable in basic mathematical operations.

  • What does the graph of the function e to the power of minus x squared plus y squared resemble?

    -The graph of the function e to the power of minus x squared plus y squared resembles the normal distribution curve.

  • How can the integral of the function e to the power of minus x squared be conceptualized?

    -The integral can be conceptualized as finding the volume under the curve of the function, which in this case is a three-dimensional bell-shaped curve.

  • What method is used to evaluate the integral of the function e to the power of minus x squared plus y squared?

    -The method used involves breaking down the volume under the curve into simpler shapes, specifically infinitesimally thin concentric tubes (hollow cylinders), and then summing up the volumes of these tubes.

  • What is the significance of the error function in the context of this integral?

    -The error function is significant because it is the result of finding the indefinite integral of e to the power of minus x squared. However, due to its complexity, it is not the most practical approach for solving the integral in this context.

  • How does the property of radial symmetry help in evaluating the integral?

    -The radial symmetry allows the graph to be rotated around the z-axis without changing its appearance, which simplifies the process of finding the volume under the curve by enabling the use of concentric tubes that also have radial symmetry.

  • What is the final integral expression that is evaluated to find the volume under the curve?

    -The final integral expression is ∫(2Ο€e^(-R^2)dR) from 0 to infinity, which simplifies to Ο€ after evaluation.

  • What is the special name for the integral of e to the power of minus x squared?

    -The integral of e to the power of minus x squared is called the Gaussian integral.

  • Where is the Gaussian integral commonly found in mathematics and physics?

    -The Gaussian integral is commonly found in various areas of mathematics and physics, particularly in the context of normal distributions and the normalization of the equation for the normal distribution.

  • What is the square root of pi related to in this context?

    -In this context, the square root of pi is the value of the integral of e to the power of minus x squared from negative infinity to infinity, which is the solution to the problem presented in the script.

Outlines
00:00
πŸ“š Evaluating the Gaussian Integral

This paragraph introduces the concept of evaluating the integral of e to the power of minus x squared over the range from negative infinity to infinity. It explains that finding the indefinite integral is not the best approach due to its complexity and introduces the error function. The discussion then shifts to visualizing the function as a graph, which resembles the normal distribution curve. The integral is related to finding the volume under the curve, and the strategy involves breaking down this volume into simpler shapes, specifically concentric tubes with infinitesimally thin walls.

05:01
πŸ” Understanding the Radial Symmetry and Volume Calculation

The second paragraph delves into the radial symmetry of the function and how it aids in calculating the volume under the graph. It suggests using hollow cylinders to approximate the volume and then summing the volumes of these individual cylinders. The process involves finding the volume of each infinitesimally thin cylinder and performing an infinite sum or integral. The paragraph explains the steps to find the volume of a single cylinder and how to generalize this for an infinite number of cylinders, leading to an integral that can be evaluated using substitution. The final answer to the integral is given as the square root of pi, which is the value of the Gaussian integral.

10:03
πŸ‘‹ Conclusion and Future Engagement

The final paragraph wraps up the video by acknowledging the importance of the Gaussian integral in mathematics and physics, especially in normal distribution and normalization of equations. It thanks the viewers for their attention and expresses a hope to see them again in future videos, signaling the end of the content session.

Mindmap
Keywords
πŸ’‘Definite Integral
A definite integral represents the signed area under a curve within a specified range. In the video, the definite integral of e to the power of minus x squared is discussed, which is a fundamental concept in calculus. The video explains that finding the indefinite integral and then evaluating it between the bounds of -infinity and infinity is not the best approach for this particular integral due to its complexity.
πŸ’‘Indefinite Integral
An indefinite integral represents the antiderivative of a function, which is a family of functions that differ by a constant. In the context of the video, the indefinite integral of e to the power of minus x squared is mentioned to be complex and involves the error function, which is a non-elementary function not easily described by familiar mathematical operations.
πŸ’‘Error Function
The error function, denoted as erf(x), is a special function in mathematics that is used to solve certain types of integrals, including those involving the Gaussian or normal distribution. It is non-elementary, meaning it cannot be expressed in terms of basic elementary functions. The video mentions that the indefinite integral of the given function involves the error function, which is complex and not easily computable.
πŸ’‘Normal Distribution
The normal distribution, also known as Gaussian distribution, is a continuous probability distribution that is symmetric about the mean and characterized by its bell shape. It is fundamental to statistics and has many applications in natural and social sciences. In the video, the graph of the function e to the power of minus x squared is noted to resemble the normal distribution curve.
πŸ’‘Double Integral
A double integral is used to calculate the volume under a surface described by a function of two variables, typically x and y. In the video, the double integral is used to find the volume under the curve of the function e to the power of minus x squared plus y squared, which is analogous to finding the area under a curve in a single integral.
πŸ’‘Gaussian Integral
The Gaussian integral, also known as the standard normal integral, is a fundamental integral in mathematics, particularly in probability theory and statistics. It involves the integral of the Gaussian function (e to the power of minus x squared) over its entire range. The video concludes by solving this integral, which is revealed to be equal to the square root of pi.
πŸ’‘Volume Under a Curve
The concept of finding the volume under a curve refers to calculating the space enclosed by the curve and the x-axis (for single integrals) or by the surface and the coordinate planes (for double integrals). In the video, this concept is extended to three dimensions, where the volume under the 3D bell-shaped curve of the function e to the power of minus x squared plus y squared is determined.
πŸ’‘Symmetry
Symmetry in mathematics refers to a property of an object or a function that allows it to be mapped onto itself in a specific way. Radial symmetry, in particular, means that an object or function looks the same after rotations around a central axis. The video leverages the radial symmetry of the function to simplify the process of finding the volume under the curve by considering concentric tubes.
πŸ’‘Concentric Tubes
Concentric tubes refer to a set of cylindrical shapes that share the same central axis but have different radii. In the context of the video, the concept of concentric tubes is used to visualize and calculate the volume under the curve of the function by summing the volumes of these tubes, each representing an infinitesimally thin layer under the curve.
πŸ’‘Integration by Parts
Integration by parts is a technique used in calculus to find the integral of a product of two functions. It is based on the product rule for differentiation and involves reversing the roles of the differential and the integral. The video does not explicitly mention integration by parts, but it does discuss breaking down the integral into simpler components, which is a similar conceptual approach.
πŸ’‘Substitution
Substitution is a method used in calculus to simplify integrals by replacing a variable or an expression with another variable or expression. This technique often simplifies the integrand, making the integral easier to evaluate. In the video, substitution is used to transform the integral involving x and y into one involving R, which simplifies the process of finding the volume under the curve.
Highlights

The integral of e to the minus x squared from negative to positive infinity is discussed.

The usual method of finding the indefinite integral and then the definite integral is not the best approach for this problem.

The indefinite integral of the function e to the power of minus x squared involves the error function, which is non-elementary.

The function e to the power of minus x squared plus y squared is graphed and resembles the normal distribution curve.

The integral can be rewritten by separating it into e to the power of minus x squared times e to the power of minus y squared.

The integral can be evaluated by considering it as the volume under a 3D bell-shaped curve.

The volume under the curve can be approximated by summing the volumes of infinitesimally thin concentric tubes.

Each tube's volume is calculated by multiplying the function's value, the circumference of the circle (2 PI R), and the infinitesimally small thickness (d R).

An integral involving the substitution of u as R squared is used to evaluate the volume under the curve.

The final answer to the integral is the square root of pi, which is also the value of I in this context.

The integral solved in this transcript is known as the Gaussian integral and is significant in mathematics and physics.

The Gaussian integral is particularly important in normalizing the equation for the normal distribution.

The video provides a visual and conceptual explanation of the integral, making it accessible to viewers.

The method used to solve the integral showcases the power of visualization and symmetry in understanding complex mathematical concepts.

The integral evaluation process demonstrates the application of calculus in finding volumes under curves using infinite series.

The video concludes with a clear explanation of the final answer and its significance.

Transcripts
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