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===Gaussian integral===
The first integral, with broad application outside of quantum field theory, is the Gaussian integral.
▲:<math> G \equiv \int_{-\infty}^{\infty} e^{-{1 \over 2} x^2}\,dx</math>
In physics the factor of 1/2 in the argument of the exponential is common.
Note:
▲:<math> G^2 = \left ( \int_{-\infty}^{\infty} e^{-{1 \over 2} x^2}\,dx \right ) \cdot \left ( \int_{-\infty}^{\infty} e^{-{1 \over 2} y^2}\,dy \right ) = 2\pi \int_{0}^{\infty} r e^{-{1 \over 2} r^2}\,dr = 2\pi \int_{0}^{\infty} e^{- w}\,dw = 2 \pi.</math>
Thus we obtain
▲:<math> \int_{-\infty}^{\infty} e^{-{1 \over 2} x^2}\,dx = \sqrt{2\pi}. </math>
===Slight generalization of the Gaussian integral===
where we have scaled
▲:<math> x \to {x \over \sqrt{a}} </math>.
===Integrals of exponents and even powers of ''x''===
and
▲:<math> \int_{-\infty}^{\infty} x^4 e^{-{1 \over 2} a x^2}\,dx = \left ( -2{d\over da} \right) \left ( -2{d\over da} \right) \int_{-\infty}^{\infty} e^{-{1 \over 2} a x^2}\,dx = \left ( -2{d\over da} \right) \left ( -2{d\over da} \right) \left ( {2\pi \over a } \right ) ^{1\over 2} = \left ( {2\pi \over a } \right ) ^{1\over 2} {3\over a^2}</math>
In general
▲:<math> \int_{-\infty}^{\infty} x^{2n} e^{-{1 \over 2} a x^2}\,dx = \left ( {2\pi \over a } \right ) ^{1\over {2}} {1\over a^{n}} \left ( 2n -1 \right ) \left ( 2n -3 \right ) \cdots 5 \cdot 3 \cdot 1 = \left ( {2\pi \over a } \right ) ^{1\over {2}} {1\over a^{n}} \left ( 2n -1 \right )!! </math>
Note that the integrals of exponents and odd powers of x are 0, due to [[odd function|odd]] symmetry.
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===Integrals with a linear term in the argument of the exponent===
This integral can be performed by completing the square:
▲:<math> \left( -{1 \over 2} a x^2 + Jx\right ) = -{1 \over 2} a \left ( x^2 - { 2 Jx \over a } + { J^2 \over a^2 } - { J^2 \over a^2 } \right ) = -{1 \over 2} a \left ( x - { J \over a } \right )^2 + { J^2 \over 2a } </math>
Therefore:
& \int_{-\infty}^\infty \exp\left( -{1 \over 2} a x^2 + Jx\right) \, dx \\
▲:<math>\begin{align}
&= \exp\left( { J^2 \over 2a } \right )\int_{-\infty}^\infty \exp\left( -{1 \over 2} a w^2 \right) \, dw \\[8pt]
&=
\end{align}</math>
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The integral
is proportional to the [[Fourier transform]] of the Gaussian where {{mvar|J}} is the [[conjugate variables|conjugate variable]] of {{mvar|x}}.
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The integral of interest is (for an example of an application see [[Relation between Schrödinger's equation and the path integral formulation of quantum mechanics]])
We now assume that {{mvar|a}} and {{mvar|J}} may be complex.
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Completing the square
By analogy with the previous integrals
This result is valid as an integration in the complex plane as long as {{mvar|a}} is non-zero and has a semi-positive imaginary part. See [[Fresnel integral]].
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The one-dimensional integrals can be generalized to multiple dimensions.<ref>{{cite book | author=Frederick W. Byron and Robert W. Fuller| title=Mathematics of Classical and Quantum Physics | publisher= Addison-Wesley| year=1969 | isbn=0-201-00746-0}}</ref>
Here {{mvar|A}} is a real positive definite [[symmetric matrix]].
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This integral is performed by [[Diagonalizable matrix|diagonalization]] of {{mvar|A}} with an [[orthogonal matrix|orthogonal transformation]]
where {{mvar|D}} is a [[diagonal matrix]] and {{mvar|O}} is an [[orthogonal matrix]]. This decouples the variables and allows the integration to be performed as {{mvar|n}} one-dimensional integrations.
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The Gaussian integral in two dimensions is
where {{mvar|A}} is a two-dimensional symmetric matrix with components specified as
and we have used the [[Einstein summation convention]].
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The first step is to [[Diagonalizable matrix|diagonalize]] the matrix.<ref>{{cite book| author=Herbert S. Wilf| title=Mathematics for the Physical Sciences| publisher=Dover| year=1978| isbn=0-486-63635-6| url-access=registration| url=https://archive.org/details/mathematicsforph0000wilf_w9m6}}</ref> Note that
where, since {{mvar|A}} is a real [[symmetric matrix]], we can choose {{mvar|O}} to be [[orthogonal matrix|orthogonal]], and hence also a [[unitary matrix]]. {{mvar|O}} can be obtained from the [[eigenvectors]] of {{mvar|A}}. We choose {{mvar|O}} such that: {{math|''D'' ≡ ''O<sup>T</sup>AO''}} is diagonal.
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To find the eigenvectors of {{mvar|A}} one first finds the [[eigenvalues]] {{mvar|λ}} of {{mvar|A}} given by
The eigenvalues are solutions of the [[characteristic polynomial]]
which are found using the [[quadratic equation]]:
\lambda_{\pm} &= {1\over 2} ( a+b) \pm {1\over 2}\sqrt{(a+b)^2-4(ab - c^2)}. \\
&= {1\over 2} ( a+b) \pm {1\over 2}\sqrt{a^2 +2ab + b^2 -4ab + 4c^2}. \\
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Substitution of the eigenvalues back into the eigenvector equation yields
From the characteristic equation we know
Also note
The eigenvectors can be written as:
for the two eigenvectors. Here {{mvar|η}} is a normalizing factor given by
It is easily verified that the two eigenvectors are orthogonal to each other.
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The orthogonal matrix is constructed by assigning the normalized eigenvectors as columns in the orthogonal matrix
Note that {{math|det(''O'') {{=}} 1}}.
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If we define
then the orthogonal matrix can be written
which is simply a rotation of the eigenvectors with the inverse:
=====Diagonal matrix=====
The diagonal matrix becomes
with eigenvectors
=====Numerical example=====
The eigenvalues are
The eigenvectors are
where
Then
O &= \begin{bmatrix} \frac{1}{\eta} & \frac{1}{\eta} \left({1\over 2} + {\sqrt{5} \over 2}\right) \\ \frac{1}{\eta} \left(-{1\over 2} - {\sqrt{ 5} \over 2}\right) & {1\over \eta}\end{bmatrix} \\
O^{-1} &= \begin{bmatrix} \frac{1}{\eta} & \frac{1}{\eta} \left(-{1\over 2} - {\sqrt{5} \over 2}\right) \\ \frac{1}{\eta} \left({1\over 2} + {\sqrt{5} \over 2}\right) & \frac{1}{\eta} \end{bmatrix}
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The diagonal matrix becomes
with eigenvectors
====Rescale the variables and integrate====
With the diagonalization the integral can be written
where
Since the coordinate transformation is simply a rotation of coordinates the [[Jacobian matrix and determinant|Jacobian]] determinant of the transformation is one yielding
The integrations can now be performed.
\int \exp\left( - \frac{1}{2} x^\mathsf{T} A x \right) d^2x
={}& \int \exp\left( - \frac 1 2 \sum_{j=1}^2 \lambda_{j} y_j^2 \right) d^2y \\ \end{align}</math>
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====Integrals with a linear term in the argument====
====Integrals with an imaginary linear term====
====Integrals with a complex quadratic term====
===Integrals with differential operators in the argument===
As an example consider the integral<ref>Zee, pp. 21-22.</ref>
where <math> \hat A </math> is a differential operator with <math> \varphi </math> and {{mvar|J}} functions of [[spacetime]], and <math> D\varphi </math> indicates integration over all possible paths. In analogy with the matrix version of this integral the solution is
where
and {{math|''D''(''x'' − ''y'')}}, called the [[propagator]], is the inverse of <math> \hat A</math>, and <math> \delta^4( x - y)</math> is the [[Dirac delta function]].
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Similar arguments yield
and
See [[Static forces and virtual-particle exchange#Path-integral formulation of virtual-particle exchange|Path-integral formulation of virtual-particle exchange]] for an application of this integral.
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In quantum field theory n-dimensional integrals of the form
appear often. Here <math>\hbar</math> is the [[reduced Planck's constant]] and f is a function with a positive minimum at <math> q=q_0</math>. These integrals can be approximated by the [[method of steepest descent]].
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For small values of Planck's constant, f can be expanded about its minimum
If we neglect higher order terms this integral can be integrated explicitly.
==Integrals that can be approximated by the method of stationary phase==
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A common integral is a path integral of the form
where <math> S\left( q, \dot q \right) </math> is the classical [[Action (physics)|action]] and the integral is over all possible paths that a particle may take. In the limit of small <math> \hbar </math> the integral can be evaluated in the [[stationary phase approximation]]. In this approximation the integral is over the path in which the action is a minimum. Therefore, this approximation recovers the [[classical limit]] of [[classical mechanics|mechanics]].
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The [[Dirac delta distribution]] in [[spacetime]] can be written as a [[Fourier transform]]<ref>Zee, p. 23.</ref>
In general, for any dimension <math> N </math>
===Fourier integrals of forms of the Coulomb potential===
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While not an integral, the identity in three-dimensional [[Euclidean space]]
where
is a consequence of [[Gauss's theorem]] and can be used to derive integral identities. For an example see [[Longitudinal and transverse vector fields]].
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This identity implies that the [[Fourier integral]] representation of 1/r is
====Yukawa Potential: The Coulomb potential with mass====
The [[Yukawa potential]] in three dimensions can be represented as an integral over a [[Fourier transform]]<ref>Zee, p. 26, 29.</ref>
where
See [[Static forces and virtual-particle exchange#Selected examples|Static forces and virtual-particle exchange]] for an application of this integral.
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To derive this result note:
\int \frac{d^3 k}{(2\pi)^3} \frac{\exp \left (i \mathbf k \cdot \mathbf r\right)}{k^2 +m^2}
={}& \int_0^{\infty} \frac{k^2 dk}{(2\pi)^2} \int_{-1}^1 du {e^{ikru}\over k^2 + m^2} \\[2pt] \end{align}</math>
====Modified Coulomb potential with mass====
where the hat indicates a unit vector in three dimensional space. The derivation of this result is as follows:
&\int \frac{d^3 k}{(2\pi)^3} \left(\mathbf{\hat k}\cdot \mathbf{\hat r}\right)^2 \frac{\exp \left (i\mathbf{k}\cdot \mathbf{r}\right )}{k^2 +m^2}
={}& \int_0^{\infty} \frac{k^2 dk}{(2\pi)^2} \int_{-1}^{1} du \ u^2 \frac{e^{ikru}}{k^2 + m^2} \\ \end{align} </math>
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====Longitudinal potential with mass====
where the hat indicates a unit vector in three dimensional space. The derivation for this result is as follows:
& \int \frac{d^3 k}{(2\pi)^3} \mathbf{\hat k} \mathbf{\hat k} \frac{\exp \left (i\mathbf k \cdot \mathbf r \right)}{k^2 +m^2}
={}& \int \frac{d^3 k}{(2\pi)^3} \left[ \left( \mathbf{\hat k}\cdot \mathbf{\hat r}\right)^2\mathbf{\hat r} \mathbf{\hat r} + \left( \mathbf{\hat k}\cdot \mathbf{\hat \theta}\right)^2\mathbf{\hat \theta} \mathbf{\hat \theta} + \left( \mathbf{\hat k}\cdot \mathbf{\hat \phi}\right)^2\mathbf{\hat \phi} \mathbf{\hat \phi} \right] \frac{\exp \left (i\mathbf k \cdot \mathbf r \right )}{k^2 +m^2 } \\ \end{align}</math>
Note that in the small {{mvar|m}} limit the integral reduces to
====Transverse potential with mass====
In the small mr limit the integral goes to
For large distance, the integral falls off as the inverse cube of r
For applications of this integral see [[Darwin Lagrangian]] and [[Static forces and virtual-particle exchange#Darwin interaction in a vacuum|Darwin interaction in a vacuum]].
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There are two important integrals. The angular integration of an exponential in cylindrical coordinates can be written in terms of Bessel functions of the first kind<ref name="Zwillinger_2014">{{cite book |author-first1=Izrail Solomonovich |author-last1=Gradshteyn |author-link1=Izrail Solomonovich Gradshteyn |author-first2=Iosif Moiseevich |author-last2=Ryzhik |author-link2=Iosif Moiseevich Ryzhik |author-first3=Yuri Veniaminovich |author-last3=Geronimus |author-link3=Yuri Veniaminovich Geronimus |author-first4=Michail Yulyevich |author-last4=Tseytlin |author-link4=Michail Yulyevich Tseytlin |author-first5=Alan |author-last5=Jeffrey |editor-first1=Daniel |editor-last1=Zwillinger |editor-first2=Victor Hugo |editor-last2=Moll |editor-link2=Victor Hugo Moll |translator=Scripta Technica, Inc. |title=Table of Integrals, Series, and Products |publisher=[[Academic Press, Inc.]] |date=2015 |orig-year=October 2014 |edition=8 |language=English |isbn=978-0-12-384933-5 |lccn=2014010276 <!-- |url=https://books.google.com/books?id=NjnLAwAAQBAJ |access-date=2016-02-21 -->|title-link=Gradshteyn and Ryzhik <!-- |pages= was on page 402 and 679 in 1965 edition, but page numbers probably changed meanwhile -->}}</ref><ref>{{cite book|author=Jackson, John D.|title=Classical Electrodynamics (3rd ed.)| publisher=Wiley| year=1998| isbn=0-471-30932-X}} p. 113</ref>
and
For applications of these integrals see [[Static forces and virtual-particle exchange#Magnetic interaction between current loops in a simple plasma or electron gas|Magnetic interaction between current loops in a simple plasma or electron gas]].
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====First power of a Bessel function====
See Abramowitz and Stegun.<ref>{{cite book| author=M. Abramowitz and I. Stegun| title=Handbook of Mathematical Functions| publisher=Dover| year=1965| isbn=0486-61272-4| url-access=registration| url=https://archive.org/details/handbookofmathe000abra}} Section 11.4.44</ref>
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For <math> mr \ll 1 </math>, we have<ref>Jackson, p. 116</ref>
For an application of this integral see [[Static forces and virtual-particle exchange#Two line charges embedded in a plasma or electron gas|Two line charges embedded in a plasma or electron gas]].
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The integration of the propagator in cylindrical coordinates is<ref name="Zwillinger_2014"/>
For small mr the integral becomes
For large mr the integral becomes
For applications of this integral see [[Static forces and virtual-particle exchange#Magnetic interaction between current loops in a simple plasma or electron gas|Magnetic interaction between current loops in a simple plasma or electron gas]].
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In general
===Integration over a magnetic wave function===
The two-dimensional integral over a magnetic wave function is<ref>Abramowitz and Stegun, Section 11.4.28</ref>
Here, M is a [[confluent hypergeometric function]]. For an application of this integral see [[Static forces and virtual-particle exchange#Charge density spread over a wave function|Charge density spread over a wave function]].
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