Computation of multiple improper integral.

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In my recent work, I need to the details of the computation of the following multiple improper integral:
$$iint_[0,1]^2e^-pi x^2y^2dxdy-iint_[1,infty)^2e^-pi x^2y^2dxdy.$$
As you see, the first one is a proper integral and the second one is improper integral. It is easy to know the convergence of the second one. At the beginning, I just use Wolfram mathematica 9.0 to get the finally result:
$$frac14(gamma+log(4pi)),$$
where $gamma$ is a Euler-Gamma constant.
But now I need to give the details of the computation.
The wolfram mathematica tells us that:
$$iint_[0,1]^2e^-pi x^2y^2dxdy=HypergeometricPFQ[(1/2,1/2);(3/2,3/2);-pi];$$
$$iint_[1,infty)^2e^-pi x^2y^2dxdy
=HypergeometricPFQ[(1/2,1/2);(3/2,3/2)-frac14(gamma+log(4pi)).$$
I do not know how to get the hyperbolic geometric function and how to cancel it.
Any help and hints will welcome. Thanks a lot.







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    In my recent work, I need to the details of the computation of the following multiple improper integral:
    $$iint_[0,1]^2e^-pi x^2y^2dxdy-iint_[1,infty)^2e^-pi x^2y^2dxdy.$$
    As you see, the first one is a proper integral and the second one is improper integral. It is easy to know the convergence of the second one. At the beginning, I just use Wolfram mathematica 9.0 to get the finally result:
    $$frac14(gamma+log(4pi)),$$
    where $gamma$ is a Euler-Gamma constant.
    But now I need to give the details of the computation.
    The wolfram mathematica tells us that:
    $$iint_[0,1]^2e^-pi x^2y^2dxdy=HypergeometricPFQ[(1/2,1/2);(3/2,3/2);-pi];$$
    $$iint_[1,infty)^2e^-pi x^2y^2dxdy
    =HypergeometricPFQ[(1/2,1/2);(3/2,3/2)-frac14(gamma+log(4pi)).$$
    I do not know how to get the hyperbolic geometric function and how to cancel it.
    Any help and hints will welcome. Thanks a lot.







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      In my recent work, I need to the details of the computation of the following multiple improper integral:
      $$iint_[0,1]^2e^-pi x^2y^2dxdy-iint_[1,infty)^2e^-pi x^2y^2dxdy.$$
      As you see, the first one is a proper integral and the second one is improper integral. It is easy to know the convergence of the second one. At the beginning, I just use Wolfram mathematica 9.0 to get the finally result:
      $$frac14(gamma+log(4pi)),$$
      where $gamma$ is a Euler-Gamma constant.
      But now I need to give the details of the computation.
      The wolfram mathematica tells us that:
      $$iint_[0,1]^2e^-pi x^2y^2dxdy=HypergeometricPFQ[(1/2,1/2);(3/2,3/2);-pi];$$
      $$iint_[1,infty)^2e^-pi x^2y^2dxdy
      =HypergeometricPFQ[(1/2,1/2);(3/2,3/2)-frac14(gamma+log(4pi)).$$
      I do not know how to get the hyperbolic geometric function and how to cancel it.
      Any help and hints will welcome. Thanks a lot.







      share|cite|improve this question












      In my recent work, I need to the details of the computation of the following multiple improper integral:
      $$iint_[0,1]^2e^-pi x^2y^2dxdy-iint_[1,infty)^2e^-pi x^2y^2dxdy.$$
      As you see, the first one is a proper integral and the second one is improper integral. It is easy to know the convergence of the second one. At the beginning, I just use Wolfram mathematica 9.0 to get the finally result:
      $$frac14(gamma+log(4pi)),$$
      where $gamma$ is a Euler-Gamma constant.
      But now I need to give the details of the computation.
      The wolfram mathematica tells us that:
      $$iint_[0,1]^2e^-pi x^2y^2dxdy=HypergeometricPFQ[(1/2,1/2);(3/2,3/2);-pi];$$
      $$iint_[1,infty)^2e^-pi x^2y^2dxdy
      =HypergeometricPFQ[(1/2,1/2);(3/2,3/2)-frac14(gamma+log(4pi)).$$
      I do not know how to get the hyperbolic geometric function and how to cancel it.
      Any help and hints will welcome. Thanks a lot.









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      asked Aug 18 at 5:29









      Riemann

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      2,4911219




















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          From the definition of Error Function:
          $$
          beginalign
          I_1&=+iint_[0,1]^2e^-pi,x^2 y^2,dx dy,=,int_0^1dx,int_0^1+,e^-pi x^2 y^2,dy,=,int_0^1left[fractexterfleft(sqrtpi,x yright)2xright]_y=0^y=1,dx \[2mm]
          &=int_0^1fractexterfleft(sqrtpi,xright)2x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright),Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
          &=left[left(,texterfleft(sqrtpi,xright)right)fraclogx2right]_0^1,-,int_0^1e^-pi,x^2,logx,dx,=-int_0^1e^-pi,x^2,logx,dxqquadqquadqquadcolorblue1 \[6mm]
          I_2&=-iint_[1,infty)^2e^-pi,x^2 y^2,dx dy,=,int_1^inftydx,int_1^infty-,e^-pi x^2 y^2,dy,=,int_1^inftyleft[fractexterfleft(sqrtpi,x yright)-12xright]_y=infty^y=1,dx \[2mm]
          &=int_1^inftyfractexterfleft(sqrtpi,xright)-12x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright)-1,Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
          &=left[left(,texterfleft(sqrtpi,xright)-1right)fraclogx2right]_1^infty,-,int_1^inftye^-pi,x^2,logx,dx,=-int_1^inftye^-pi,x^2,logx,dxqquadquadcolorblue2 \[6mm]
          colorredI&=I_1+I_2=-int_0^inftye^-pi,x^2,logx,dx=-int_0^inftye^-,x^2,logfracxsqrtpi,,fracdxsqrtpiqquadcolorbluesmall x=fractsqrtpi\[2mm]
          &=-frac1sqrtpiint_0^inftye^-,x^2,logx,dx+fraclogpi2sqrtpiint_0^inftye^-,x^2,dx=small fracgamma+log44+fraclogpi4=colorredfracgamma+log4pi4quadcolorblue3
          endalign
          $$





          $,colorblue1,$ Two times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow 0left[texterf(x).logxright]=lim_xrightarrow 0,fraclogx1/texterf(x),$

          $,colorblue2,$ Four times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow inftyleft[texterfc(x).logxright]=lim_xrightarrow infty,fractexterfc(x)1/logx,$

          $,colorblue3,$ Integral of Gamma Conatant.






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            From the definition of Error Function:
            $$
            beginalign
            I_1&=+iint_[0,1]^2e^-pi,x^2 y^2,dx dy,=,int_0^1dx,int_0^1+,e^-pi x^2 y^2,dy,=,int_0^1left[fractexterfleft(sqrtpi,x yright)2xright]_y=0^y=1,dx \[2mm]
            &=int_0^1fractexterfleft(sqrtpi,xright)2x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright),Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
            &=left[left(,texterfleft(sqrtpi,xright)right)fraclogx2right]_0^1,-,int_0^1e^-pi,x^2,logx,dx,=-int_0^1e^-pi,x^2,logx,dxqquadqquadqquadcolorblue1 \[6mm]
            I_2&=-iint_[1,infty)^2e^-pi,x^2 y^2,dx dy,=,int_1^inftydx,int_1^infty-,e^-pi x^2 y^2,dy,=,int_1^inftyleft[fractexterfleft(sqrtpi,x yright)-12xright]_y=infty^y=1,dx \[2mm]
            &=int_1^inftyfractexterfleft(sqrtpi,xright)-12x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright)-1,Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
            &=left[left(,texterfleft(sqrtpi,xright)-1right)fraclogx2right]_1^infty,-,int_1^inftye^-pi,x^2,logx,dx,=-int_1^inftye^-pi,x^2,logx,dxqquadquadcolorblue2 \[6mm]
            colorredI&=I_1+I_2=-int_0^inftye^-pi,x^2,logx,dx=-int_0^inftye^-,x^2,logfracxsqrtpi,,fracdxsqrtpiqquadcolorbluesmall x=fractsqrtpi\[2mm]
            &=-frac1sqrtpiint_0^inftye^-,x^2,logx,dx+fraclogpi2sqrtpiint_0^inftye^-,x^2,dx=small fracgamma+log44+fraclogpi4=colorredfracgamma+log4pi4quadcolorblue3
            endalign
            $$





            $,colorblue1,$ Two times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow 0left[texterf(x).logxright]=lim_xrightarrow 0,fraclogx1/texterf(x),$

            $,colorblue2,$ Four times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow inftyleft[texterfc(x).logxright]=lim_xrightarrow infty,fractexterfc(x)1/logx,$

            $,colorblue3,$ Integral of Gamma Conatant.






            share|cite|improve this answer


























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              From the definition of Error Function:
              $$
              beginalign
              I_1&=+iint_[0,1]^2e^-pi,x^2 y^2,dx dy,=,int_0^1dx,int_0^1+,e^-pi x^2 y^2,dy,=,int_0^1left[fractexterfleft(sqrtpi,x yright)2xright]_y=0^y=1,dx \[2mm]
              &=int_0^1fractexterfleft(sqrtpi,xright)2x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright),Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
              &=left[left(,texterfleft(sqrtpi,xright)right)fraclogx2right]_0^1,-,int_0^1e^-pi,x^2,logx,dx,=-int_0^1e^-pi,x^2,logx,dxqquadqquadqquadcolorblue1 \[6mm]
              I_2&=-iint_[1,infty)^2e^-pi,x^2 y^2,dx dy,=,int_1^inftydx,int_1^infty-,e^-pi x^2 y^2,dy,=,int_1^inftyleft[fractexterfleft(sqrtpi,x yright)-12xright]_y=infty^y=1,dx \[2mm]
              &=int_1^inftyfractexterfleft(sqrtpi,xright)-12x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright)-1,Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
              &=left[left(,texterfleft(sqrtpi,xright)-1right)fraclogx2right]_1^infty,-,int_1^inftye^-pi,x^2,logx,dx,=-int_1^inftye^-pi,x^2,logx,dxqquadquadcolorblue2 \[6mm]
              colorredI&=I_1+I_2=-int_0^inftye^-pi,x^2,logx,dx=-int_0^inftye^-,x^2,logfracxsqrtpi,,fracdxsqrtpiqquadcolorbluesmall x=fractsqrtpi\[2mm]
              &=-frac1sqrtpiint_0^inftye^-,x^2,logx,dx+fraclogpi2sqrtpiint_0^inftye^-,x^2,dx=small fracgamma+log44+fraclogpi4=colorredfracgamma+log4pi4quadcolorblue3
              endalign
              $$





              $,colorblue1,$ Two times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow 0left[texterf(x).logxright]=lim_xrightarrow 0,fraclogx1/texterf(x),$

              $,colorblue2,$ Four times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow inftyleft[texterfc(x).logxright]=lim_xrightarrow infty,fractexterfc(x)1/logx,$

              $,colorblue3,$ Integral of Gamma Conatant.






              share|cite|improve this answer
























                up vote
                4
                down vote



                accepted
                +50







                up vote
                4
                down vote



                accepted
                +50




                +50




                From the definition of Error Function:
                $$
                beginalign
                I_1&=+iint_[0,1]^2e^-pi,x^2 y^2,dx dy,=,int_0^1dx,int_0^1+,e^-pi x^2 y^2,dy,=,int_0^1left[fractexterfleft(sqrtpi,x yright)2xright]_y=0^y=1,dx \[2mm]
                &=int_0^1fractexterfleft(sqrtpi,xright)2x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright),Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
                &=left[left(,texterfleft(sqrtpi,xright)right)fraclogx2right]_0^1,-,int_0^1e^-pi,x^2,logx,dx,=-int_0^1e^-pi,x^2,logx,dxqquadqquadqquadcolorblue1 \[6mm]
                I_2&=-iint_[1,infty)^2e^-pi,x^2 y^2,dx dy,=,int_1^inftydx,int_1^infty-,e^-pi x^2 y^2,dy,=,int_1^inftyleft[fractexterfleft(sqrtpi,x yright)-12xright]_y=infty^y=1,dx \[2mm]
                &=int_1^inftyfractexterfleft(sqrtpi,xright)-12x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright)-1,Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
                &=left[left(,texterfleft(sqrtpi,xright)-1right)fraclogx2right]_1^infty,-,int_1^inftye^-pi,x^2,logx,dx,=-int_1^inftye^-pi,x^2,logx,dxqquadquadcolorblue2 \[6mm]
                colorredI&=I_1+I_2=-int_0^inftye^-pi,x^2,logx,dx=-int_0^inftye^-,x^2,logfracxsqrtpi,,fracdxsqrtpiqquadcolorbluesmall x=fractsqrtpi\[2mm]
                &=-frac1sqrtpiint_0^inftye^-,x^2,logx,dx+fraclogpi2sqrtpiint_0^inftye^-,x^2,dx=small fracgamma+log44+fraclogpi4=colorredfracgamma+log4pi4quadcolorblue3
                endalign
                $$





                $,colorblue1,$ Two times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow 0left[texterf(x).logxright]=lim_xrightarrow 0,fraclogx1/texterf(x),$

                $,colorblue2,$ Four times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow inftyleft[texterfc(x).logxright]=lim_xrightarrow infty,fractexterfc(x)1/logx,$

                $,colorblue3,$ Integral of Gamma Conatant.






                share|cite|improve this answer














                From the definition of Error Function:
                $$
                beginalign
                I_1&=+iint_[0,1]^2e^-pi,x^2 y^2,dx dy,=,int_0^1dx,int_0^1+,e^-pi x^2 y^2,dy,=,int_0^1left[fractexterfleft(sqrtpi,x yright)2xright]_y=0^y=1,dx \[2mm]
                &=int_0^1fractexterfleft(sqrtpi,xright)2x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright),Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
                &=left[left(,texterfleft(sqrtpi,xright)right)fraclogx2right]_0^1,-,int_0^1e^-pi,x^2,logx,dx,=-int_0^1e^-pi,x^2,logx,dxqquadqquadqquadcolorblue1 \[6mm]
                I_2&=-iint_[1,infty)^2e^-pi,x^2 y^2,dx dy,=,int_1^inftydx,int_1^infty-,e^-pi x^2 y^2,dy,=,int_1^inftyleft[fractexterfleft(sqrtpi,x yright)-12xright]_y=infty^y=1,dx \[2mm]
                &=int_1^inftyfractexterfleft(sqrtpi,xright)-12x,dxqquadcolorbluesmall u=texterfleft(sqrtpi,xright)-1,Rightarrow,du=2e^-pi,x^2;,,dv=fracdx2x,Rightarrow,v=fraclogx2\[2mm]
                &=left[left(,texterfleft(sqrtpi,xright)-1right)fraclogx2right]_1^infty,-,int_1^inftye^-pi,x^2,logx,dx,=-int_1^inftye^-pi,x^2,logx,dxqquadquadcolorblue2 \[6mm]
                colorredI&=I_1+I_2=-int_0^inftye^-pi,x^2,logx,dx=-int_0^inftye^-,x^2,logfracxsqrtpi,,fracdxsqrtpiqquadcolorbluesmall x=fractsqrtpi\[2mm]
                &=-frac1sqrtpiint_0^inftye^-,x^2,logx,dx+fraclogpi2sqrtpiint_0^inftye^-,x^2,dx=small fracgamma+log44+fraclogpi4=colorredfracgamma+log4pi4quadcolorblue3
                endalign
                $$





                $,colorblue1,$ Two times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow 0left[texterf(x).logxright]=lim_xrightarrow 0,fraclogx1/texterf(x),$

                $,colorblue2,$ Four times L'Hopital's Rule, starting by $,displaystylesmall lim_xrightarrow inftyleft[texterfc(x).logxright]=lim_xrightarrow infty,fractexterfc(x)1/logx,$

                $,colorblue3,$ Integral of Gamma Conatant.







                share|cite|improve this answer














                share|cite|improve this answer



                share|cite|improve this answer








                edited Aug 22 at 5:10









                Riemann

                2,4911219




                2,4911219










                answered Aug 21 at 8:34









                Hazem Orabi

                2,3912428




                2,3912428






















                     

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