∫
0
+
∞
e
−
x
2
d
x
\int_{0}^{+\infty}e^{-x^2}dx
∫0+∞e−x2dx
首先考虑这个式子的平方：
∫
0
+
∞
e
−
x
2
d
x
⋅
∫
0
+
∞
e
−
y
2
d
y
\int_{0}^{+\infty}e^{-x^2}dx·\int_{0}^{+\infty}e^{-y^2}dy
∫0+∞e−x2dx⋅∫0+∞e−y2dy
=
∬
D
e
−
(
x
2
+
y
2
)
d
x
d
y
,
(
D
:
x
>
0
,
y
>
0
)
=\iint_{D}e^{-(x^2+y^2)}dxdy,(D:x>0,y>0)
=∬De−(x2+y2)dxdy,(D:x>0,y>0)
换元成极坐标，令
x
=
ρ
c
o
s
θ
,
y
=
ρ
s
i
n
θ
x=\rho cos\theta,y=\rho sin\theta
x=ρcosθ,y=ρsinθ
D
:
ρ
>
0
,
θ
∈
(
0
,
π
2
)
D:\rho>0,\theta\in(0,\frac{\pi}{2})
D:ρ>0,θ∈(0,2π)
d
x
d
y
=
ρ
d
ρ
d
θ
dxdy=\rho d\rho d\theta
dxdy=ρdρdθ
=
∬
D
ρ
e
−
ρ
2
d
ρ
d
θ
=\iint_{D}\rho e^{-\rho^2}d\rho d\theta
=∬Dρe−ρ2dρdθ
=
∫
0
π
2
d
θ
∫
0
+
∞
ρ
e
−
ρ
2
d
ρ
=\int_{0}^{\frac{\pi}{2}}d\theta\int_{0}^{+\infty}\rho e^{-\rho^2}d\rho
=∫02πdθ∫0+∞ρe−ρ2dρ
=
π
2
∫
0
+
∞
ρ
e
−
ρ
2
d
ρ
=\frac{\pi}{2}\int_{0}^{+\infty}\rho e^{-\rho^2}d\rho
=2π∫0+∞ρe−ρ2dρ
=
π
4
∫
0
+
∞
e
−
ρ
2
d
ρ
2
=
π
4
=\frac{\pi}{4}\int_{0}^{+\infty}e^{-\rho^2}d\rho^2=\frac{\pi}{4}
=4π∫0+∞e−ρ2dρ2=4π
所以原式就为：
π
2
\frac{\sqrt\pi}{2}
2π
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