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Evalulate $int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz$



The Next CEO of Stack OverflowClosed-form of $sum_n=1^inftyfrac(-1)^n+1nPsi_3(n+1)=-int_0^1fracln(1+x)ln^3 x1-x,dx$Evaluating $int_0^1fracx^-a-x^a1-x,mathrm dx$Another way to evaluate $int_0^infty x^2 e^-x^2dx$Prove $int_0^infty fracx^2cosh^2 (x^2) dx=fracsqrt2-24 sqrtpi~ zeta left( frac12 right)$How to show that $ left|int_0^infty cos(ax)e^-x^4 dx right| le left|int_0^infty cos(bx)e^-x^4 dx right|$Proving a generalisation of the integral $int_0^inftyfracsin(x)xdx$How to evaluate $int_0^infty e^itx e^-x dx$?How to interchange integration to get: $int_0^inftyleft(int_0^xdzright)f(x)dx = int_0^inftyleft[int_z^inftyf(x)dxright]dz$?integral $int_0^1 int_0^1-y cos left(fracx-yx+yright)dxdy$Evaluating $-int_0^1frac1-x(1-x+x^2)log x,dx$










12












$begingroup$


I am wondering how to evaluate this integral. Wolfram Alpha says it is $fracpi^3/22$ but I have no idea how get there.



$$\
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
$$



I guess it may have some connection with
$$int_0^infty int_0^infty int_0^infty e^-(x^2+y^2+z^2) dx dy dz=left(int_0^infty e^-x^2 dxright)^3=fracpi^3/28$$
and/or
$$int_0^infty int_0^infty int_0^infty e^-(x+y+z)^2 dx dy dz=dots=fracsqrtpi8$$
but I am not sure. Thanks in advance.




Taking @ersh's suggestion, I did:
beginalign
&int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
&=int_0^infty int_0^infty e^-yzint_0^infty e^-(y+z)x dx dy dz\
&=int_0^infty int_0^infty frace^-yzy+z dy dz=int_0^infty int_z^infty frace^-(y-z)zy dy dz\
&=int_0^infty e^z^2int_z^infty frace^-yzy dy dz\
endalign

Now let me work on this integral:
beginalign
I(a)&=int_z^infty frace^-ayzy dy\
fracdI(a)da&=int_z^infty ze^-ayz dy=left[-frace^-ayzaright]_z^infty=frace^-az^2a\
lim_ato0I(a)&=-z^2\
therefore I(a)&=
endalign

Wait. I'm in the loop!










share|cite|improve this question











$endgroup$











  • $begingroup$
    @ZangMingJie Actually that's how I got to this question...
    $endgroup$
    – Kay K.
    Feb 10 at 5:41






  • 1




    $begingroup$
    I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
    $endgroup$
    – ersh
    Feb 10 at 5:43











  • $begingroup$
    @ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
    $endgroup$
    – Kay K.
    Feb 10 at 6:07
















12












$begingroup$


I am wondering how to evaluate this integral. Wolfram Alpha says it is $fracpi^3/22$ but I have no idea how get there.



$$\
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
$$



I guess it may have some connection with
$$int_0^infty int_0^infty int_0^infty e^-(x^2+y^2+z^2) dx dy dz=left(int_0^infty e^-x^2 dxright)^3=fracpi^3/28$$
and/or
$$int_0^infty int_0^infty int_0^infty e^-(x+y+z)^2 dx dy dz=dots=fracsqrtpi8$$
but I am not sure. Thanks in advance.




Taking @ersh's suggestion, I did:
beginalign
&int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
&=int_0^infty int_0^infty e^-yzint_0^infty e^-(y+z)x dx dy dz\
&=int_0^infty int_0^infty frace^-yzy+z dy dz=int_0^infty int_z^infty frace^-(y-z)zy dy dz\
&=int_0^infty e^z^2int_z^infty frace^-yzy dy dz\
endalign

Now let me work on this integral:
beginalign
I(a)&=int_z^infty frace^-ayzy dy\
fracdI(a)da&=int_z^infty ze^-ayz dy=left[-frace^-ayzaright]_z^infty=frace^-az^2a\
lim_ato0I(a)&=-z^2\
therefore I(a)&=
endalign

Wait. I'm in the loop!










share|cite|improve this question











$endgroup$











  • $begingroup$
    @ZangMingJie Actually that's how I got to this question...
    $endgroup$
    – Kay K.
    Feb 10 at 5:41






  • 1




    $begingroup$
    I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
    $endgroup$
    – ersh
    Feb 10 at 5:43











  • $begingroup$
    @ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
    $endgroup$
    – Kay K.
    Feb 10 at 6:07














12












12








12


2



$begingroup$


I am wondering how to evaluate this integral. Wolfram Alpha says it is $fracpi^3/22$ but I have no idea how get there.



$$\
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
$$



I guess it may have some connection with
$$int_0^infty int_0^infty int_0^infty e^-(x^2+y^2+z^2) dx dy dz=left(int_0^infty e^-x^2 dxright)^3=fracpi^3/28$$
and/or
$$int_0^infty int_0^infty int_0^infty e^-(x+y+z)^2 dx dy dz=dots=fracsqrtpi8$$
but I am not sure. Thanks in advance.




Taking @ersh's suggestion, I did:
beginalign
&int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
&=int_0^infty int_0^infty e^-yzint_0^infty e^-(y+z)x dx dy dz\
&=int_0^infty int_0^infty frace^-yzy+z dy dz=int_0^infty int_z^infty frace^-(y-z)zy dy dz\
&=int_0^infty e^z^2int_z^infty frace^-yzy dy dz\
endalign

Now let me work on this integral:
beginalign
I(a)&=int_z^infty frace^-ayzy dy\
fracdI(a)da&=int_z^infty ze^-ayz dy=left[-frace^-ayzaright]_z^infty=frace^-az^2a\
lim_ato0I(a)&=-z^2\
therefore I(a)&=
endalign

Wait. I'm in the loop!










share|cite|improve this question











$endgroup$




I am wondering how to evaluate this integral. Wolfram Alpha says it is $fracpi^3/22$ but I have no idea how get there.



$$\
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
$$



I guess it may have some connection with
$$int_0^infty int_0^infty int_0^infty e^-(x^2+y^2+z^2) dx dy dz=left(int_0^infty e^-x^2 dxright)^3=fracpi^3/28$$
and/or
$$int_0^infty int_0^infty int_0^infty e^-(x+y+z)^2 dx dy dz=dots=fracsqrtpi8$$
but I am not sure. Thanks in advance.




Taking @ersh's suggestion, I did:
beginalign
&int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx) dx dy dz\
&=int_0^infty int_0^infty e^-yzint_0^infty e^-(y+z)x dx dy dz\
&=int_0^infty int_0^infty frace^-yzy+z dy dz=int_0^infty int_z^infty frace^-(y-z)zy dy dz\
&=int_0^infty e^z^2int_z^infty frace^-yzy dy dz\
endalign

Now let me work on this integral:
beginalign
I(a)&=int_z^infty frace^-ayzy dy\
fracdI(a)da&=int_z^infty ze^-ayz dy=left[-frace^-ayzaright]_z^infty=frace^-az^2a\
lim_ato0I(a)&=-z^2\
therefore I(a)&=
endalign

Wait. I'm in the loop!







integration multivariable-calculus definite-integrals






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Mar 19 at 17:38









Jack

27.6k1782203




27.6k1782203










asked Feb 10 at 5:20









Kay K.Kay K.

6,9401337




6,9401337











  • $begingroup$
    @ZangMingJie Actually that's how I got to this question...
    $endgroup$
    – Kay K.
    Feb 10 at 5:41






  • 1




    $begingroup$
    I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
    $endgroup$
    – ersh
    Feb 10 at 5:43











  • $begingroup$
    @ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
    $endgroup$
    – Kay K.
    Feb 10 at 6:07

















  • $begingroup$
    @ZangMingJie Actually that's how I got to this question...
    $endgroup$
    – Kay K.
    Feb 10 at 5:41






  • 1




    $begingroup$
    I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
    $endgroup$
    – ersh
    Feb 10 at 5:43











  • $begingroup$
    @ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
    $endgroup$
    – Kay K.
    Feb 10 at 6:07
















$begingroup$
@ZangMingJie Actually that's how I got to this question...
$endgroup$
– Kay K.
Feb 10 at 5:41




$begingroup$
@ZangMingJie Actually that's how I got to this question...
$endgroup$
– Kay K.
Feb 10 at 5:41




1




1




$begingroup$
I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
$endgroup$
– ersh
Feb 10 at 5:43





$begingroup$
I think you can write $e^-(xy+yz+zx)=e^-(y+z)x.e^-yz$. Now, you can integrate directly with respect to $x$ to find the inner integral and so on. Note $int e^-(y+z)xdx=frac-e^-(y+z)xy+z$.
$endgroup$
– ersh
Feb 10 at 5:43













$begingroup$
@ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
$endgroup$
– Kay K.
Feb 10 at 6:07





$begingroup$
@ersh Thanks for your suggestion. I tried (see above), but I couldn't get the second integral.
$endgroup$
– Kay K.
Feb 10 at 6:07











2 Answers
2






active

oldest

votes


















19












$begingroup$

Here's another approach: By making substitution $$
(u,v,w) = (xy,yz,zx),
$$
we have$$mathrm du mathrm dvmathrm dw = 2xyz mathrm dxmathrm dymathrm dzimplies fracmathrm du mathrm dvmathrm dw2sqrtuvw=mathrm dxmathrm dymathrm dz.$$ Hence,
$$beginalign*
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx)mathrm dxmathrm dymathrm dz&=frac12int_0^infty int_0^infty int_0^infty frace^-u-v-wmathrm du mathrm dvmathrm dwsqrtuvw\&=frac12left( int_0^infty frace^-umathrm dusqrturight)^3\&=frac12left(2 int_0^infty e^-v^2mathrm dvright)^3\
&=fracpi^frac322.
endalign*$$






share|cite|improve this answer











$endgroup$












  • $begingroup$
    Wow. I like this better. Thanks!
    $endgroup$
    – Kay K.
    Feb 10 at 6:23










  • $begingroup$
    @KayK. You're welcome :)
    $endgroup$
    – Song
    Feb 10 at 6:27










  • $begingroup$
    Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
    $endgroup$
    – Kay K.
    Feb 10 at 7:38











  • $begingroup$
    I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
    $endgroup$
    – Kay K.
    Feb 10 at 7:47











  • $begingroup$
    @KayK. That is what I meant exactly.
    $endgroup$
    – Song
    Feb 10 at 12:17


















8












$begingroup$

A chain of mostly elementary manipulations:
beginalign*I &= int_0^inftyint_0^inftyint_0^inftye^-(xy+yz+zx),dx,dy,dz\
&= int_0^inftyint_0^inftyint_0^inftye^-yze^-x(y+z),dx,dy,dz\
&= int_0^inftyint_0^inftyfrace^-yzy+z,dy,dzendalign*

First, we evaluate the inner integral with elementary techniques. There's some clutter that amounts to constant multipliers, but it's just $e^ax$ at its core. Next, to handle $y$, we substitute $y=zu$, $dy=z,du$:
beginalign*I &= int_0^inftyint_0^infty frace^-z^2uz(1+u)cdot z,du,dz\
&= int_0^inftyint_0^infty frace^-uz^21+u,dz,du\
&= int_0^inftyfracfracsqrtpi2sqrtu1+u,duendalign*

After the substitution, the $u$ integral isn't something we want to deal with - so we switch the order and do the $z$ integral next. That's just a Gaussian - no elementary antiderivative, but we know that $int_0^infty e^-az^2,dz=fracsqrtpi2sqrta$. This leaves us with a $u$ integral that's algebraic; we substitute $v=sqrtu$, $dv=frac12sqrtu,du$ to rationalize it:
$$I = sqrtpiint_0^inftyfrac11+v^2,dv = sqrtpicdotfracpi2=fracpi^frac322$$
Done.



There's probably a way to connect this to a three-dimensional Gaussian, but I found it easier to break it down this way.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    Wow. That's awesome. I appreciate.
    $endgroup$
    – Kay K.
    Feb 10 at 6:09






  • 1




    $begingroup$
    The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
    $endgroup$
    – jmerry
    Feb 10 at 6:15











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2 Answers
2






active

oldest

votes








2 Answers
2






active

oldest

votes









active

oldest

votes






active

oldest

votes









19












$begingroup$

Here's another approach: By making substitution $$
(u,v,w) = (xy,yz,zx),
$$
we have$$mathrm du mathrm dvmathrm dw = 2xyz mathrm dxmathrm dymathrm dzimplies fracmathrm du mathrm dvmathrm dw2sqrtuvw=mathrm dxmathrm dymathrm dz.$$ Hence,
$$beginalign*
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx)mathrm dxmathrm dymathrm dz&=frac12int_0^infty int_0^infty int_0^infty frace^-u-v-wmathrm du mathrm dvmathrm dwsqrtuvw\&=frac12left( int_0^infty frace^-umathrm dusqrturight)^3\&=frac12left(2 int_0^infty e^-v^2mathrm dvright)^3\
&=fracpi^frac322.
endalign*$$






share|cite|improve this answer











$endgroup$












  • $begingroup$
    Wow. I like this better. Thanks!
    $endgroup$
    – Kay K.
    Feb 10 at 6:23










  • $begingroup$
    @KayK. You're welcome :)
    $endgroup$
    – Song
    Feb 10 at 6:27










  • $begingroup$
    Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
    $endgroup$
    – Kay K.
    Feb 10 at 7:38











  • $begingroup$
    I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
    $endgroup$
    – Kay K.
    Feb 10 at 7:47











  • $begingroup$
    @KayK. That is what I meant exactly.
    $endgroup$
    – Song
    Feb 10 at 12:17















19












$begingroup$

Here's another approach: By making substitution $$
(u,v,w) = (xy,yz,zx),
$$
we have$$mathrm du mathrm dvmathrm dw = 2xyz mathrm dxmathrm dymathrm dzimplies fracmathrm du mathrm dvmathrm dw2sqrtuvw=mathrm dxmathrm dymathrm dz.$$ Hence,
$$beginalign*
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx)mathrm dxmathrm dymathrm dz&=frac12int_0^infty int_0^infty int_0^infty frace^-u-v-wmathrm du mathrm dvmathrm dwsqrtuvw\&=frac12left( int_0^infty frace^-umathrm dusqrturight)^3\&=frac12left(2 int_0^infty e^-v^2mathrm dvright)^3\
&=fracpi^frac322.
endalign*$$






share|cite|improve this answer











$endgroup$












  • $begingroup$
    Wow. I like this better. Thanks!
    $endgroup$
    – Kay K.
    Feb 10 at 6:23










  • $begingroup$
    @KayK. You're welcome :)
    $endgroup$
    – Song
    Feb 10 at 6:27










  • $begingroup$
    Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
    $endgroup$
    – Kay K.
    Feb 10 at 7:38











  • $begingroup$
    I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
    $endgroup$
    – Kay K.
    Feb 10 at 7:47











  • $begingroup$
    @KayK. That is what I meant exactly.
    $endgroup$
    – Song
    Feb 10 at 12:17













19












19








19





$begingroup$

Here's another approach: By making substitution $$
(u,v,w) = (xy,yz,zx),
$$
we have$$mathrm du mathrm dvmathrm dw = 2xyz mathrm dxmathrm dymathrm dzimplies fracmathrm du mathrm dvmathrm dw2sqrtuvw=mathrm dxmathrm dymathrm dz.$$ Hence,
$$beginalign*
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx)mathrm dxmathrm dymathrm dz&=frac12int_0^infty int_0^infty int_0^infty frace^-u-v-wmathrm du mathrm dvmathrm dwsqrtuvw\&=frac12left( int_0^infty frace^-umathrm dusqrturight)^3\&=frac12left(2 int_0^infty e^-v^2mathrm dvright)^3\
&=fracpi^frac322.
endalign*$$






share|cite|improve this answer











$endgroup$



Here's another approach: By making substitution $$
(u,v,w) = (xy,yz,zx),
$$
we have$$mathrm du mathrm dvmathrm dw = 2xyz mathrm dxmathrm dymathrm dzimplies fracmathrm du mathrm dvmathrm dw2sqrtuvw=mathrm dxmathrm dymathrm dz.$$ Hence,
$$beginalign*
int_0^infty int_0^infty int_0^infty e^-(xy+yz+zx)mathrm dxmathrm dymathrm dz&=frac12int_0^infty int_0^infty int_0^infty frace^-u-v-wmathrm du mathrm dvmathrm dwsqrtuvw\&=frac12left( int_0^infty frace^-umathrm dusqrturight)^3\&=frac12left(2 int_0^infty e^-v^2mathrm dvright)^3\
&=fracpi^frac322.
endalign*$$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Feb 10 at 6:47

























answered Feb 10 at 6:22









SongSong

18.5k21651




18.5k21651











  • $begingroup$
    Wow. I like this better. Thanks!
    $endgroup$
    – Kay K.
    Feb 10 at 6:23










  • $begingroup$
    @KayK. You're welcome :)
    $endgroup$
    – Song
    Feb 10 at 6:27










  • $begingroup$
    Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
    $endgroup$
    – Kay K.
    Feb 10 at 7:38











  • $begingroup$
    I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
    $endgroup$
    – Kay K.
    Feb 10 at 7:47











  • $begingroup$
    @KayK. That is what I meant exactly.
    $endgroup$
    – Song
    Feb 10 at 12:17
















  • $begingroup$
    Wow. I like this better. Thanks!
    $endgroup$
    – Kay K.
    Feb 10 at 6:23










  • $begingroup$
    @KayK. You're welcome :)
    $endgroup$
    – Song
    Feb 10 at 6:27










  • $begingroup$
    Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
    $endgroup$
    – Kay K.
    Feb 10 at 7:38











  • $begingroup$
    I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
    $endgroup$
    – Kay K.
    Feb 10 at 7:47











  • $begingroup$
    @KayK. That is what I meant exactly.
    $endgroup$
    – Song
    Feb 10 at 12:17















$begingroup$
Wow. I like this better. Thanks!
$endgroup$
– Kay K.
Feb 10 at 6:23




$begingroup$
Wow. I like this better. Thanks!
$endgroup$
– Kay K.
Feb 10 at 6:23












$begingroup$
@KayK. You're welcome :)
$endgroup$
– Song
Feb 10 at 6:27




$begingroup$
@KayK. You're welcome :)
$endgroup$
– Song
Feb 10 at 6:27












$begingroup$
Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
$endgroup$
– Kay K.
Feb 10 at 7:38





$begingroup$
Umm.. is $mathrm dxyz = mathrm dxmathrm dymathrm dz$..?
$endgroup$
– Kay K.
Feb 10 at 7:38













$begingroup$
I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
$endgroup$
– Kay K.
Feb 10 at 7:47





$begingroup$
I think that you mean $(xmathrm dy+ymathrm dx)(ymathrm dz+zmathrm dy)(zmathrm dx+xmathrm dz)approx 2xyzmathrm dxmathrm dymathrm dz$? If then, I understood.
$endgroup$
– Kay K.
Feb 10 at 7:47













$begingroup$
@KayK. That is what I meant exactly.
$endgroup$
– Song
Feb 10 at 12:17




$begingroup$
@KayK. That is what I meant exactly.
$endgroup$
– Song
Feb 10 at 12:17











8












$begingroup$

A chain of mostly elementary manipulations:
beginalign*I &= int_0^inftyint_0^inftyint_0^inftye^-(xy+yz+zx),dx,dy,dz\
&= int_0^inftyint_0^inftyint_0^inftye^-yze^-x(y+z),dx,dy,dz\
&= int_0^inftyint_0^inftyfrace^-yzy+z,dy,dzendalign*

First, we evaluate the inner integral with elementary techniques. There's some clutter that amounts to constant multipliers, but it's just $e^ax$ at its core. Next, to handle $y$, we substitute $y=zu$, $dy=z,du$:
beginalign*I &= int_0^inftyint_0^infty frace^-z^2uz(1+u)cdot z,du,dz\
&= int_0^inftyint_0^infty frace^-uz^21+u,dz,du\
&= int_0^inftyfracfracsqrtpi2sqrtu1+u,duendalign*

After the substitution, the $u$ integral isn't something we want to deal with - so we switch the order and do the $z$ integral next. That's just a Gaussian - no elementary antiderivative, but we know that $int_0^infty e^-az^2,dz=fracsqrtpi2sqrta$. This leaves us with a $u$ integral that's algebraic; we substitute $v=sqrtu$, $dv=frac12sqrtu,du$ to rationalize it:
$$I = sqrtpiint_0^inftyfrac11+v^2,dv = sqrtpicdotfracpi2=fracpi^frac322$$
Done.



There's probably a way to connect this to a three-dimensional Gaussian, but I found it easier to break it down this way.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    Wow. That's awesome. I appreciate.
    $endgroup$
    – Kay K.
    Feb 10 at 6:09






  • 1




    $begingroup$
    The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
    $endgroup$
    – jmerry
    Feb 10 at 6:15















8












$begingroup$

A chain of mostly elementary manipulations:
beginalign*I &= int_0^inftyint_0^inftyint_0^inftye^-(xy+yz+zx),dx,dy,dz\
&= int_0^inftyint_0^inftyint_0^inftye^-yze^-x(y+z),dx,dy,dz\
&= int_0^inftyint_0^inftyfrace^-yzy+z,dy,dzendalign*

First, we evaluate the inner integral with elementary techniques. There's some clutter that amounts to constant multipliers, but it's just $e^ax$ at its core. Next, to handle $y$, we substitute $y=zu$, $dy=z,du$:
beginalign*I &= int_0^inftyint_0^infty frace^-z^2uz(1+u)cdot z,du,dz\
&= int_0^inftyint_0^infty frace^-uz^21+u,dz,du\
&= int_0^inftyfracfracsqrtpi2sqrtu1+u,duendalign*

After the substitution, the $u$ integral isn't something we want to deal with - so we switch the order and do the $z$ integral next. That's just a Gaussian - no elementary antiderivative, but we know that $int_0^infty e^-az^2,dz=fracsqrtpi2sqrta$. This leaves us with a $u$ integral that's algebraic; we substitute $v=sqrtu$, $dv=frac12sqrtu,du$ to rationalize it:
$$I = sqrtpiint_0^inftyfrac11+v^2,dv = sqrtpicdotfracpi2=fracpi^frac322$$
Done.



There's probably a way to connect this to a three-dimensional Gaussian, but I found it easier to break it down this way.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    Wow. That's awesome. I appreciate.
    $endgroup$
    – Kay K.
    Feb 10 at 6:09






  • 1




    $begingroup$
    The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
    $endgroup$
    – jmerry
    Feb 10 at 6:15













8












8








8





$begingroup$

A chain of mostly elementary manipulations:
beginalign*I &= int_0^inftyint_0^inftyint_0^inftye^-(xy+yz+zx),dx,dy,dz\
&= int_0^inftyint_0^inftyint_0^inftye^-yze^-x(y+z),dx,dy,dz\
&= int_0^inftyint_0^inftyfrace^-yzy+z,dy,dzendalign*

First, we evaluate the inner integral with elementary techniques. There's some clutter that amounts to constant multipliers, but it's just $e^ax$ at its core. Next, to handle $y$, we substitute $y=zu$, $dy=z,du$:
beginalign*I &= int_0^inftyint_0^infty frace^-z^2uz(1+u)cdot z,du,dz\
&= int_0^inftyint_0^infty frace^-uz^21+u,dz,du\
&= int_0^inftyfracfracsqrtpi2sqrtu1+u,duendalign*

After the substitution, the $u$ integral isn't something we want to deal with - so we switch the order and do the $z$ integral next. That's just a Gaussian - no elementary antiderivative, but we know that $int_0^infty e^-az^2,dz=fracsqrtpi2sqrta$. This leaves us with a $u$ integral that's algebraic; we substitute $v=sqrtu$, $dv=frac12sqrtu,du$ to rationalize it:
$$I = sqrtpiint_0^inftyfrac11+v^2,dv = sqrtpicdotfracpi2=fracpi^frac322$$
Done.



There's probably a way to connect this to a three-dimensional Gaussian, but I found it easier to break it down this way.






share|cite|improve this answer









$endgroup$



A chain of mostly elementary manipulations:
beginalign*I &= int_0^inftyint_0^inftyint_0^inftye^-(xy+yz+zx),dx,dy,dz\
&= int_0^inftyint_0^inftyint_0^inftye^-yze^-x(y+z),dx,dy,dz\
&= int_0^inftyint_0^inftyfrace^-yzy+z,dy,dzendalign*

First, we evaluate the inner integral with elementary techniques. There's some clutter that amounts to constant multipliers, but it's just $e^ax$ at its core. Next, to handle $y$, we substitute $y=zu$, $dy=z,du$:
beginalign*I &= int_0^inftyint_0^infty frace^-z^2uz(1+u)cdot z,du,dz\
&= int_0^inftyint_0^infty frace^-uz^21+u,dz,du\
&= int_0^inftyfracfracsqrtpi2sqrtu1+u,duendalign*

After the substitution, the $u$ integral isn't something we want to deal with - so we switch the order and do the $z$ integral next. That's just a Gaussian - no elementary antiderivative, but we know that $int_0^infty e^-az^2,dz=fracsqrtpi2sqrta$. This leaves us with a $u$ integral that's algebraic; we substitute $v=sqrtu$, $dv=frac12sqrtu,du$ to rationalize it:
$$I = sqrtpiint_0^inftyfrac11+v^2,dv = sqrtpicdotfracpi2=fracpi^frac322$$
Done.



There's probably a way to connect this to a three-dimensional Gaussian, but I found it easier to break it down this way.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Feb 10 at 6:05









jmerryjmerry

16.9k11633




16.9k11633











  • $begingroup$
    Wow. That's awesome. I appreciate.
    $endgroup$
    – Kay K.
    Feb 10 at 6:09






  • 1




    $begingroup$
    The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
    $endgroup$
    – jmerry
    Feb 10 at 6:15
















  • $begingroup$
    Wow. That's awesome. I appreciate.
    $endgroup$
    – Kay K.
    Feb 10 at 6:09






  • 1




    $begingroup$
    The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
    $endgroup$
    – jmerry
    Feb 10 at 6:15















$begingroup$
Wow. That's awesome. I appreciate.
$endgroup$
– Kay K.
Feb 10 at 6:09




$begingroup$
Wow. That's awesome. I appreciate.
$endgroup$
– Kay K.
Feb 10 at 6:09




1




1




$begingroup$
The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
$endgroup$
– jmerry
Feb 10 at 6:15




$begingroup$
The trickiest step was that first substitution $y=zu$. The point of that was to make the denominator nicer. It took some trial and error to find it.
$endgroup$
– jmerry
Feb 10 at 6:15

















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