arXiv:2107.06874v1 [math.GM] 14 Jul 2021 Keywords. q solving of practice the integrals. regarding Gaussian analogies and examples methods, h asinitga in integral Gaussian The 2 Introduction 1 Contents Classification. functions. Subject Boys AMS number, Grassmann mean, geometric lz atclrcaso asinitgasta eed ytequ the by s sc depends we that of notes integrals branches these Gaussian In different of parameter in class interesting. used particular and a are actual alyze always they T topic that integrals. the Gauss fact makes of evaluation the the with is mathematics coupled in theme common A h asinitga in integral Gaussian The 3 asinitgasadhmgnosfntos14 functions homogeneous and integrals Gaussian 4 asinitgasdpnigb quantum a by depending integrals Gaussian ∗ . asinitga rGusterm 11 7 ...... theorem? . Gauss . or integral integral Gaussian Gaussian the write to 2.2 Ways 2.1 e-mail [email protected] auz (CN) Saluzzo [email protected], : ~ trigfo lsia eut,w ilpeeta vriwon overview an present will we results, classical from Starting . asinitga,qatzto,seilfntos arithmetic– functions, special quantization, integral, Gaussian aaee nfiiedimension finite in parameter ioeCamosso Simone 1 n Abstract 31,0A5 75,8S0 78,92E10. 97I80, 81S10, 97I50, 00A05, 33B15, dmnin3 –dimension dmnin 12 –dimensions 1 ∗ alan- hall uantum antum ience, his, 2 5 Gaussian matrix integrals 15
6 The symplectic structure 17
7 The quantum postulates 18
8 Gaussian integrals depending by a quantum parameter 19
9 Quantum integrals 23
10 On a Gaussian integral in one dimension and the Lemniscate 24
11 The Berezin–Gaussian integral: a generalization of the Gaus- sian integral 27 11.1 On the Laplace method and a “mixed Gaussian Integral” . . . 29
12 Quantum Gaussian integrals with a perturbative term 30
13 Gaussian integrals and the Boys integrals 31
Bibliography 34
1 Introduction
Let ~ be a quantum parameter, an important practice in quantum mechanics, is the evaluation of Gaussian integrals. We will focus our attention on a group of Gaussian integrals that come from quantum mechanics and quantum field theory (QFT). A general Gaussian integral in this class depends by a 1 ~ quantum parameter k = ~ with “ 0 ”. In our calculations we shall treat 1 → k = ~ as a purely formal parameter. Summarising, we will treat integrals of the following form:
i ψ(v,w) A (v,w) e− ~ dv, (1) Rn Z where A is the “amplitude”, ψ is generally quadratic and v,w Rn. This paper is based on previous discussions of [Zee], [Wi], [GS1]∈ and [GS2] on different Gaussian integrals of the form (1). A basic text is the work of [H¨o] and, for the asymptotic analysis we treat only the Laplace method described in [Wo]. In order to get the result of a Gaussian integral, sometimes it is
2 necessary to introduce a special function (a good reference for the properties of special functions is [A]). Instead on the techniques used, an exhaustive source is the book of Nahin [Na]. Regarding the different examples discussed in these pages, they have been inspired by the following works concerning the geometric quantization, they are [GP], [P1], [P2], [P3] and [Cam]. At the beginning of the paper we will review basic facts concerning Gaus- sian integrals in 1 and n–dimension. We proceed with the definition of Gaus- sian matrix integrals and with different examples coming from geometric quantization. A special section of this work is dedicated to the connection between Gaussian integrals and elliptic functions. In this special section old results of number theory illustrated by [S1] and [S2], have been used in order to express certain Gaussian integrals in term of the arithmetic–geometric mean AGM. The next section is dedicated to the Berezin–Gaussian integral. The Berezin integral is defined for G–numbers (Grassmannian numbers) that are noncommutative quantities. The generalized version of the Gaussian integral for these variables presents interesting mathematical properties (details are in [Zee]). The last section concerns the relation between Gaussian integrals and Boys integrals. Boys integrals are used in quantum chemistry and they are of fundamental importance for many electron systems ([Bo],[Ki]). In the end we want to specify that all examples and discussion has been considered only for the finite dimensional case. There are generalizations of the Gaussian integral in infinite dimension. For example it is possible con- sider Gaussian integrals in Hilbert spaces, but the discussion of this subject is not part of these notes (examples of interesting articles on this suject are [Ne] and [Dr]). The reader can think about this paper as a manual (sure not complete!) or a sort of digest for common use by both, students and teachers.
2 The Gaussian integral in 1–dimension
We start with the Gauss integral:
3 + ∞ x2 e− dx = √π. (2) Z−∞ The result follows taking the square of the left–hand side and using the polar coordinates:
+ 2 + + ∞ x2 ∞ ∞ x2 y2 e− dx = e− − dxdy (3) −∞ −∞ −∞ Z 2π Z + Z + ∞ ρ2 ∞ ρ2 = ρe− dρdϑ = 2π ρe− dρ 0 0 0 Z Z + Z t ∞ s 1 = π e− ds = π lim = π. · t + −es Z0 → ∞ 0
In his article ([Con]) Conrad gives eleven proofs of the integral (2) us- ing different methods. A quick method consist to use the non elementary formula: π Γ(s) Γ(1 s) = , (4) · − sin (πs) + ∞ x s 1 where Γ(s) = 0 e− x − dx (for s< 0). Using (4) we have that: R + 2 + 2 ∞ x2 ∞ x2 e− dx = 2 e− dx (5) 0 Z−∞ Z 1 1 π = Γ Γ = = π. 2 · 2 sin π 2 The curious reader can read the interesting article of [I] where the author treat the integrals as a “puzzle” to solve. Another Gaussian integral is the following:
+ ∞ ax2 π e− dx = , (6) a Z−∞ r for every a > 0. We can modify the original integral in order to obtain different versions. For example adding the term bx we find that: −
4 + 2 ∞ ax2 bx b π e− − dx = e 4a . (7) a Z−∞ r 2 We can prove the formula completing the square ax2 bx = √ax + b + − − − 2√a b2 4a . In this case:
2 + + b b2 ∞ ax2 bx ∞ √ax+ + e− − dx = e− 2√a 4a dx (8)
Z−∞ Z−∞ 2 2 b 2 + b + 2 b ∞ √ax+ e 4a ∞ s2 b π = e 4a e− 2√a dx = e− ds = e 4a . √a a Z−∞ Z−∞ r Alternatives of the Gaussian integral are in the book of Nahin [Na], an example is:
+ ∞ 2n x2 (2n)!√π x e− dx = , (9) 2n!4n Z0 for n 0, where for n = 0 we refind (2) between 0 and + . Another version≥ of (9) is the following: ∞
+ ∞ n ax2 1 3 5 (n 1)√π x e− dx = · · ···n n+1− , n =2, 4,... (10) 2 2 a 2 Z−∞ where a> 0, or this:
+ px2 qx2 ∞ e− e− − dx = √π (√q √p) , (11) x2 − Z0 for q>p 0. A complex≥ modification of the Gaussian integral (7) is the following:
+ 2 ∞ ax2 ηx η π e− − dx = e 4a , (12) a Z−∞ r where η C and the integral converges uniformly in any compact region. Now, the∈ integral defines an analytic function that may be evaluated by taking η to be real and then using analytic continuation. To prove this we use the same trick of the integral (7) and the result is true for all η C. As observed in [GS1] when η = iξ we get that: ∈
5 + 2 ∞ ax2 iξx π ξ e− − dx = e− 4a , (13) a · Z−∞ r 2 ax2 ξ or, in other words, the Fourier transform of e− is the Gaussian e− 4a . Considering the properties of the Fourier transform we can prove the following result.
Proposition 2.1 Let m be a positive integer and k be a real positive con- stant, then
+ m ∞ m iξx 1 kx2 ( i) 1 ξ2 x e− − 2 dx = √2π − Pm(ξ)e− 2k , (14) m+ 1 k 2 Z−∞ m m 2j where Pm(ξ) = ξ + j 1 pmjξ − is a monic polynomial in ξ of degree m and parity ( 1)m. ≥ − P Proof .
By a property of the Fourier transform:
m m 1 kx2 m d 1 kx2 x e− 2 = i e− 2 . F dξm F 2 1 2 π ξ 2 kx 2 2k Now the Fourier transform of e− is equal to k e− and deriving m 1 ξ2 times e− 2k we find the polynomial Pm where the principalq term has coeffi- ( 1)m cient −km . We must collect this coefficient in order to find the polynomial Pm. 2 In one dimension we can do much more using special functions as the gamma function and its inductive property Γ(n+1) = n Γ(n). For example · we have the cubic Gauss integral:
+ ∞ x3 4 e− dx = Γ . (15) 3 Z0 This can be proved by a simple substitution y = x3:
+ + ∞ x3 1 ∞ y 2 1 1 4 e− dx = e− y− 3 dy = Γ = Γ . (16) 3 3 · 3 3 Z0 Z0 6 This last argument can be generalized for integrals of the form:
+ ∞ xm 1+ m e− dx = Γ , (17) m Z0 where m 1. We observe that for the case m = 2 the gamma function is 3 √≥π Γ 2 = 2 and we recover (2) between 0 and + . Another approach involves the use of the Taylor∞ expansion. In order to explain the method we consider the following integral:
+ 2 ∞ e x e− − 1 dx. (18) − Z−∞ In this case we can work “formally” and write that:
2 e x x2 1 2x2 1 3x2 e− − 1 = e− + e− e− + , − − 2! − 3! ··· where we use the Mc. Laurin expansion of ex 1+ x + x2 + . Now ∼ 2! ··· integrating each term we have that:
+ + + + 2 ∞ k ∞ k ∞ e x ( 1) ∞ kx2 ( 1) π e− − 1 dx = − e− dx = − . (19) − k! k! k k=1 k=1 r Z−∞ X Z−∞ X So we have:
+ + 2 ∞ k ∞ e x ( 1) π e− − 1dx = − . (20) − k! k k=1 r Z−∞ X 3 + e x The reader can try with ∞ e− − 1 dx, have a nice exercise! 0 − R 2.1 Ways to write the Gaussian integral There are different ways to write the Gaussian integral (2), for example with the substitution x2 = ln t, we have:
+ ∞ 1 dt = √π. (21) 0 2√ln t Z Another substitution is to put ex = s, so:
7 + ∞ ln s 1 s− − ds = √π. (22) Z0 A no obvious way to write the Gaussian integral (2) is the following:
2 π + x ∞ 1 + sin arctan e− 2 − dx = √π, (23) x2 π cos arctan e− Z−∞ − 2 x where the Gudermannian function gd(x) = 0 sechwdw is used in order to prove the integral (see [GR] for useful mathematical relations). R Another way to express the Gaussian integral is through the error func- tion:
+ ∞ t2 e− dt = √π erf( ), (24) ∞ Z−∞ where
x 2 t2 erf(x) = e− dt, (25) √π Z0 and it has interesting properties (see [L]). For example we can express the “ Plasma dispersion function ” in terms of the erf function. The “ Plasma dispersion function ” is defined as:
+ t2 1 ∞ e D(x) = − dt, (26) √π t x Z−∞ − for (x) > 0, and its analytic continuation to the rest of the complex x plane.ℑ Instead of the function (27) we can consider the “ incomplete Plasma dispersion function”:
+ t2 1 ∞ e D(ν, x) = − dt, (27) √π t x Zν − for (x) > 0. We obtain D(x) as limit of D(ν, x) for ν . The function ℑ → −∞ D(ν, x) satisfy the following differential equation:
d 1 e ν2 D(ν, x)+2xD(ν, x) = − 1+erf(ν). dx √π ν x − −
8 For references see [Ba]. For ν , from erf( ) = 1, we have that: → −∞ −∞ −
D′(x)+2xD(x) = 2, − that is a linear differential equation with solution:
x x2 t2 D(x) = e− c 2 e dt . − Z0 In order to determine c we observe that in the positive part of the complex plane for x 0 we have that: → + t2 1 ∞ e D(x) = pp − dt + i√π = i√π, √π t "Z−∞ # where pp is the principal part and the argument of the integral is an odd function, so the integral is zero. In the end we have that:
x x x2 t2 x2 2i t2 x2 D(x) = e− i√π 2 e dt = i√πe− 1+ e dt = i√πe− [1 + erf(ix)] , − √π Z0 Z0 that is the relation searched. The last way to write the Gaussian integral, is given by Ramanujan in [Ha] using the following continued fraction for the integral:
a a2 x2 √π e− e− dx = (28) 2 1 0 − 2a + a+ 2 Z 2a+ 3 a+ 4 2a+ 5 ··· We give a little sketch of the proof. First we observe that the continued fraction (28) is equivalent to:
+ a2 ∞ x2 1 e e− dx = 1 , (29) a 2a + a+ 2 Z 2a+ 3 a+ 4 2a+ 5 ··· √π + 2 a 2 + 2 + 2 ∞ x x ∞ x ∞ x in fact 2 = 0 e− dx so 0 e− dx 0 e− dx = a e− dx, now 2 − − we change the sign and multiply by ea in order to obtain (28). R R R R 9 Second we consider the generating function:
+ x2 ∞ x2 ψ(x) = e e− dx. Zx The function ψ has interesting properties, for example the n–th derivative is given by:
ψ(n)(x) = P (x)ψ(x) Q (x), n − n where Pn and Qn are given by the following recurrence relations:
P0(x)=1, P1(x)=2x;
Q0(x)=0, Q1(x) = 1;
Pn+1(x)=2xPn(x)+2nPn 1(x); − Qn+1(x)=2xQn(x)+2nQn 1(x). − Furthermore we have the following identity proved by induction:
Q (x)P (x) P (x)Q (x)=( 2)nn! n+1 n − n+1 n − and the following expression for Pn(x):
n x2 d x2 P (x) = e− e . n dxn Third and final step we have to prove that:
Q (x) lim n = ψ(x), n + → ∞ Pn(x) for all x > 0. The limit can be showed using upper and lower bounds on ψ(x) in a similar way of [Ko] that in its article used a different generating x2 + x2 2 ∞ 2 function φ(x) = e x e− dx instead our ψ. Now it is clear that Qn(x) is the n–th convergent of the continued fraction: R Pn(x) 1 2 2a + 2a+ 4 2a+ 6 2a+ 8 2a+ 10 ··· that is equivalent simplifying by 2 to:
10 1 1 2a + a+ 2 2a+ 3 a+ 4 2a+ 5 ··· and the result (28) is proved. Passing to the limit:
+ a2 ∞ x2 √π e− e− dx = 2 lim . (30) a + 2 1 → ∞ − 2a + a+ 2 Z−∞ a 3 2 + 4 a+ 5 2a+ ··· 2.2 Gaussian integral or Gauss theorem? The reader that is familiar with physics knows the statement of the Gauss theorem for the flux of the electric field E~ generated by a finite number of charges qi confinated in a closed surface. This statement can be summarized by the formula:
n q Φ E~ = i=1 i , (31) ε0 P where ε0 is called the dielettric constant. It is curious that the formula can be expressed in this other complicated way:
n + πε0 y2 2 ∞ − Pn q Φ E~ = sgn q e i=1 i dy . (32) i · | | i=1 ! X Z−∞ This is a way to express the Gauss theorem with a Gaussian integral! This formulation seems not very useful, may be or may be not! The reader can imagine heuristically to write the charges qi as an integer multiplied by the 19 fundamental charge e = 1, 6 10− C. Now e is related to ~ and it is possible to substitute inside the integral· the parameter ~. Somebody can Taylor expand the integral in powers of ~, can this provides a quantization for the flux? The interested reader can think about these as formal manipulations, or simply let it go and move on to the next section.
11 3 The Gaussian integral in n–dimensions
In n dimension we have that:
x 2 n e−k k dx = √π , (33) Rn Z 2 2 2 x 2 where x = x1 + +xn. The result follows observing that Rn e−k k dx = k k n ··· + t2 ∞ e− dt and using the polar coordinates: R −∞ R + n + 1 ∞ t2 1 ∞ ρ2 n 1 e− dt = e− ρ − c dρ (34) n n n √π √π 0 Z−∞ Z + cn 1 ∞ n 1 s 1 cn n = s 2 − e− ds = Γ = 1, 2 √πn √πn 2 2 Z0 n 2π 2 where cn = n is the area of the unit sphere. The result has been gener- Γ( 2 ) alized by [H¨o] for a symmetric positive definite n n–matrix A: × n Ax,x √π e−h idx = , (35) Rn √det A Z where , is the inner product on Rn. This result is the analogue of (6) in oneh· dimension.·i Always in [H¨o] we can find another result for the Fourier transform. We recall here the theorem.
Theorem 3.1 (H¨ormander) If A is a non–singular symmetric matrix and 1 Ax,x A 0 the Fourier transform of u(x) = e− 2 h i is a Gaussian function ℜ ≥ n 1 1 Bξ,ξ 1 u(ξ) = (2π) 2 (det B) 2 e− 2 h i where B = A− and the square root is well defined. If A = iA0 where A0 is real, symmetric and non-singular then n 1 πi sgnA0 1 1 − i A− ξ,ξ ub(ξ) = (2π) 2 det A0 − 2 e 4 − 2 h 0 i. | | In the previous theorem the term sgnA is called the signature of A . b 0 0 The Gaussian integral (35) admits different generalizations, for example we can consider the problem to evaluate the integral:
1 xT Ax I = xixje− 2 · dx, (36) Rn Z with A a real symmetric n n matrix, T denotes the transpose and the ordinary product of matrices.× ·
12 A general procedure in order to solve Gauss integrals as (36) consists to introduce a generating function (J) depending by a parameter J: Z
J1 . J = . , Jn where
1 xT Ax+xT J (J) = e− 2 · · . Z Rn Z Now we have that:
∂2 (J) I = Z . ∂J ∂J i j J=0
We will use this version of the Wick’s theorem.
Theorem 3.2
n ∂ 1 T 1 2 J A− J 1 1 e · = A− i i A− i i , (37) ∂J ∂J p1 p2 ··· pn 1 pn i1 ··· in J=0 − X where the sum is taken over all pairings: (ip1 , ip2 ),... (ipn 1 , ipn ), of i1,...,in. −
We will use this theorem in the case where i1 = i and i2 = j. We observe that there is another way to write (J): Z
1 (x A 1J)T A(x A 1J)+ 1 JT A 1J (J) = e− 2 − − − − 2 − . Z Rn Z 1 If we substitute y = x A− J we have that: − n 1 JT A 1J 1 yT Ay (2π) 2 1 JT A 1J (J) = e 2 − e− 2 dy = e 2 − . Z Rn √det A Z Reconsidering the integral I we have that:
n 2 1 JT A 1J (2π) 2 ∂ e 2 − I = . √det A ∂Ji∂Jj J=0
After calculations:
13 n 2 1 (A 1) JkJl (2π) 2 ∂ e 2 − kl I = √det A ∂Ji∂Jj J=0 1 1 a 1 1 b 1 (A 1) JkJl n 2 − kl (2π) 2 ∂ ( 2 (A− )aiJ + 2 (A− )ibJ )e = √ h ∂J i det A j J=0 1 a 1 (A 1) JkJl n 2 − kl (2π) 2 ∂ ((A− )iaJ )e = √ h ∂J i det A j J=0 n (2π) 2 1 1 1 1 k l 1 1 a 1 b 1 c (A− )klJ J = (A− ) +(A− ) J (A− ) J + (A− ) J e 2 √ ij ia 2 bj 2 jc det A J=0 n (2π) 2 1 1 k l 1 1 a 1 b (A− )klJ J = (A− )ij +(A− )iaJ (A− )bjJ e 2 √ · det A J=0 n (2 π) 2 1 = (A− )ij. √det A (38) n (2π) 2 1 We may call = so the result is I = (A− ) . This work can Z0 √det A Z0 ij be generalized and, a good reference is [F].
4 Gaussian integrals and homogeneous func- tions
A real function ϕ : Rn [0, + [, at least upper semicontinuous is α– → ∞ homogeneous, with α = (α1,...,αn) and αi > 0 if
α1 αn ϕ (t x1,...,t xn) = tϕ (x1,...,xn) (39) for each x Rn and t> 0. ∈ We may consider the sphere for the α–homogeneous function ϕ defined for each r > 0:
B (r) = x Rn : ϕ(x) 14 In [Ve] the following theorem has been proved. Theorem 4.2 Let ϕ : Rn [0, + [ be an α–homogeneous function, then → ∞ ϕ(x) e− dx = Leb(Bϕ)p! (40) Rn Z where p = α + + α is the weight of ϕ. 1 ··· n The next proposition is an application of a study on homogeneous func- tions and Gaussian integrals. Proposition 4.3 Let c > 0, p > 0, and let A be an n n positive definite symmetric matrix, then × n Γ n +1 (c Ax,x )p π 1 2p e− h i dx = n . (41) Rn c √det A Γ +1 Z r 2 Observation 4.4 From the previous proposition we refind that: + + + 3 1 ∞ x3 1 ∞ x 3 1 ∞ (x2) 2 Γ 3 +1 4 e− dx = e−| | dx = e− dx = √π 1 = Γ . 0 2 2 Γ +1 3 Z Z−∞ Z−∞ 2 5 Gaussian matrix integrals Gaussian integrals may be also defined on the space of Hermitian matrices. Let be the space of all Hermitian matrices H = h HN { ij}i=1,...,N,j=1,...,N where h C and h = h . Every matrix H may be represented as: ij ∈ ij ji ∈ HN x (x + iy ) (x + iy ) 11 12 12 ··· 1N 1N . (x12 + iy12) x22 . H = . . ···...... (x1N + iy1N ) xNN ······ where xij,yij R for 1 i < j N and xii R for i =1,...,N. We have that RN∈2 and we≤ denote by:≤ ∈ HN ∼ 15 N dLeb(H) = dxii dxijdyij, i=1 i 2 Tr(H ) = hijhji = hijhij (42) i,j ,...,N i,j ,...,N =1X =1X 2 2 2 = xii + xij + yij i=j i=j X X6 N 2 2 2 = xii +2 xij + yij = (Bh, h) . i=1 i