Problem 33

Question

Either evaluate the given improper integral or show that it diverges. $$ \int_{-\infty}^{\infty} x^{3} e^{-x^{2}} d x $$

Step-by-Step Solution

Verified
Answer
The improper integral converges and its value is 1.
1Step 1: Break the integral into two parts
Evaluate the improper integral by splitting it into two integrals over the intervals \( -\infty \) to 0 and 0 to \( \infty \).\[ I = \int_{-\infty}^{\infty} x^{3} e^{-x^{2}} \, dx = \int_{-\infty}^{0} x^{3} e^{-x^{2}} \, dx + \int_{0}^{\infty} x^{3} e^{-x^{2}} \, dx \]
2Step 2: Evaluate the first integral
For \(x \in (-\infty, 0]\): Let \( x = -t \) where \( t > 0 \). Then, \( dx = -dt \).\[ \int_{-\infty}^{0} x^{3} e^{-x^{2}} \, dx = \int_{\infty}^{0} (-t)^3 e^{-t^{2}} (- dt) = \int_{\infty}^{0} -t^3 e^{-t^{2}} \, (-dt) = \int_{0}^{\infty} t^3 e^{-t^{2}} \, dt \]
3Step 3: Evaluate the second integral
For \( x \in [0, \infty) \): \[ \int_{0}^{\infty} x^{3} e^{-x^{2}} \, dx \]
4Step 4: Combine and Simplify
Both integrals are the same. Combine and simplify:\[ I = 2 \int_{0}^{\infty} x^{3} e^{-x^{2}} \, dx \]
5Step 5: Substitution
Use the substitution \( u = x^2 \), thus \( du = 2x \, dx \) or \( x \, dx = \frac{1}{2} du \). After substituting:\[ I = 2 \int_{0}^{\infty} x^{3} e^{-x^{2}} \, dx = 2 \int_{0}^{\infty} x^2 \, x \, e^{-x^2} \, dx = 2 \int_{0}^{\infty} x^2 \, e^{-x^2} ( x \, dx) = \int_{0}^{\infty} x^2 \, e^{ -u } \frac{1}{2} \, du = \int_{0}^{\infty} \frac{1}{2} \, u \, e^{ -u } \, du \]
6Step 6: Solve the gamma function
Multiply by 2: \[ I = 2 \times \frac{1}{2} = 1 \]

Key Concepts

Improper Integrals
Improper Integrals
Improper integrals are a special type of integrals where either the limits of integration are infinite, or the function being integrated has an infinite discontinuity within the bounds of integration. In this exercise, we evaluate the integral of the function \( x^3 e^{-x^2} \) over all real numbers, which inherently requires evaluating from \( -\function -- to \ to \ : I = localsystem I = localsystem I dx$. Clearly, the break within the Android is the - and . This transforms it into _although_ another _(' in they cases_). Other times, indefinite evaluation is within the function. Not clear type.\)