[imath]\displaystyle \frac{a}{2\sqrt{\pi}}\int_{0}^{\infty}\frac{e^{-st-\frac{a^2}{4t}}}{\sqrt{t^3}} \ dt = e^{-a\sqrt{s}}[/imath]
I will use a wrong method and it will help me to get the above result.
[imath]\displaystyle x = \sqrt{t}[/imath]
[imath]\displaystyle dx = \frac{1}{2\sqrt{t}} \ dt[/imath]
[imath]\displaystyle \frac{a}{2\sqrt{\pi}}\int_{0}^{\infty}\frac{e^{-sx^2-\frac{a^2}{4x^2}}}{x^3} \ 2x \ dx = \frac{a}{\sqrt{\pi}}\int_{0}^{\infty}\frac{e^{-sx^2-\frac{a^2}{4x^2}}}{x^2} \ dx[/imath]
[imath]= \displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{0}^{\infty}\frac{e^{-\left(\sqrt{s}x-\frac{a}{2x}\right)^2}}{x^2} \ dx[/imath]
[imath]\displaystyle u = \sqrt{s}x-\frac{a}{2x}[/imath]
[imath]\displaystyle du = \left(\sqrt{s} + \frac{a}{2x^2}\right) \ dx[/imath]
[imath]\displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{x^2\left(\sqrt{s} + \frac{a}{2x^2}\right)} \ du = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\sqrt{s}x^2 + \frac{a}{2}\right)} \ du[/imath]
Look above, we still have [imath]\displaystyle x^2 \ [/imath] inside the integral.
[imath]\displaystyle ux = \sqrt{s}x^2-\frac{a}{2}[/imath]
[imath]\displaystyle x^2 = \frac{ux + \frac{a}{2}}{\sqrt{s}}[/imath]
Watch the magic now. Let [imath]\displaystyle u = 0 \ [/imath] above. (At here the wrong started.)
[imath]\displaystyle x^2 = \frac{a}{2\sqrt{s}}[/imath]
Substitute this value back in the integral.
[imath]\displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\sqrt{s}\left[\frac{a}{2\sqrt{s}}\right] + \frac{a}{2}\right)} \ du = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\frac{a}{2} + \frac{a}{2}\right)} \ du[/imath]
[imath]\displaystyle = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{a} \ du = \frac{1}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}e^{-u^2} \ du[/imath]
[imath]\displaystyle = \frac{1}{2}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{2e^{-u^2}}{\sqrt{\pi}} \ du = \frac{1}{2}e^{-a\sqrt{s}}\text{erf}(u)\bigg|_{-\infty}^{\infty} = \frac{1}{2}e^{-a\sqrt{s}}(1 + 1) = e^{-a\sqrt{s}}[/imath]
How could this wrong method give the correct result of the integral? Is it magic or there is an explanation to fill up these mysterious gaps? It worked two times and if no one did it before, Mario will take the credit.
I will use a wrong method and it will help me to get the above result.
[imath]\displaystyle x = \sqrt{t}[/imath]
[imath]\displaystyle dx = \frac{1}{2\sqrt{t}} \ dt[/imath]
[imath]\displaystyle \frac{a}{2\sqrt{\pi}}\int_{0}^{\infty}\frac{e^{-sx^2-\frac{a^2}{4x^2}}}{x^3} \ 2x \ dx = \frac{a}{\sqrt{\pi}}\int_{0}^{\infty}\frac{e^{-sx^2-\frac{a^2}{4x^2}}}{x^2} \ dx[/imath]
[imath]= \displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{0}^{\infty}\frac{e^{-\left(\sqrt{s}x-\frac{a}{2x}\right)^2}}{x^2} \ dx[/imath]
[imath]\displaystyle u = \sqrt{s}x-\frac{a}{2x}[/imath]
[imath]\displaystyle du = \left(\sqrt{s} + \frac{a}{2x^2}\right) \ dx[/imath]
[imath]\displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{x^2\left(\sqrt{s} + \frac{a}{2x^2}\right)} \ du = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\sqrt{s}x^2 + \frac{a}{2}\right)} \ du[/imath]
Look above, we still have [imath]\displaystyle x^2 \ [/imath] inside the integral.
[imath]\displaystyle ux = \sqrt{s}x^2-\frac{a}{2}[/imath]
[imath]\displaystyle x^2 = \frac{ux + \frac{a}{2}}{\sqrt{s}}[/imath]
Watch the magic now. Let [imath]\displaystyle u = 0 \ [/imath] above. (At here the wrong started.)
[imath]\displaystyle x^2 = \frac{a}{2\sqrt{s}}[/imath]
Substitute this value back in the integral.
[imath]\displaystyle \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\sqrt{s}\left[\frac{a}{2\sqrt{s}}\right] + \frac{a}{2}\right)} \ du = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{\left(\frac{a}{2} + \frac{a}{2}\right)} \ du[/imath]
[imath]\displaystyle = \frac{a}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{e^{-u^2}}{a} \ du = \frac{1}{\sqrt{\pi}}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}e^{-u^2} \ du[/imath]
[imath]\displaystyle = \frac{1}{2}e^{-a\sqrt{s}}\int_{-\infty}^{\infty}\frac{2e^{-u^2}}{\sqrt{\pi}} \ du = \frac{1}{2}e^{-a\sqrt{s}}\text{erf}(u)\bigg|_{-\infty}^{\infty} = \frac{1}{2}e^{-a\sqrt{s}}(1 + 1) = e^{-a\sqrt{s}}[/imath]
How could this wrong method give the correct result of the integral? Is it magic or there is an explanation to fill up these mysterious gaps? It worked two times and if no one did it before, Mario will take the credit.