Me and my highschool teacher have argued about the limit for quite a long time.
We have easily reached the conclusion that integral from 0 to x of e−t2dt has a limit somewhere between 0 and π/2, as we used a little trick, precisely the inequality et>t+1 for every real x. Replacing t with t2, inversing, and integrating from 0 to x, gives a beautiful tan−1 and π/2 comes naturally.
Next, the limit seemed impossible to find. One week later, after some google searches, i have found what the limit is. This usually spoils the thrill of a problem, but in this case it only added to the curiosity. My teacher then explained that modern approaches, like a computerised approximation, might have been applied to find the limit, since the erf is not elementary. I have argued that the result was to beautiful to be only the result of computer brute force.
After a really vague introduction to fourier series that he provided, i understood that fourier kind of generalised the first inequality, the one i have used to get the bounds for the integral, with more terms of higher powers.
To be on point: I wish to find a simple proof of the result that the limit is indeed √π/2, using the same concepts I am familiar with. I do not know what really Fourier does, but i am open to any new information.
Thank you for your time, i appreciate it a lot. I am also sorry for not using proper mathematical symbols, since I am using the app.
Answer
It's useless outside of this one specific integral (and its obvious variants), but here's a trick due to Poisson: (∫∞−∞dxe−x2)2=∫∞−∞∫∞−∞dxdye−x2e−y2=∫∞−∞∫∞−∞dxdye−(x2+y2)=∫2π0∫∞0rdrdθe−r2=πe−r2|∞r=0=π, switching to polar coordinates halfway through. Thus the given integral is 12√π.
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