Common integrals in quantum field theory are all variations and generalizations of Gaussian integrals to the complex plane and to multiple dimensions.[ 1] : 13–15 Other integrals can be approximated by versions of the Gaussian integral. Fourier integrals are also considered.
Variations on a simple Gaussian integral [ edit ]
The first integral, with broad application outside of quantum field theory, is the Gaussian integral.
G
≡
∫
−
∞
∞
e
−
1
2
x
2
d
x
{\displaystyle G\equiv \int _{-\infty }^{\infty }e^{-{1 \over 2}x^{2}}\,dx}
In physics the factor of 1/2 in the argument of the exponential is common.
Note:
G
2
=
(
∫
−
∞
∞
e
−
1
2
x
2
d
x
)
⋅
(
∫
−
∞
∞
e
−
1
2
y
2
d
y
)
=
2
π
∫
0
∞
r
e
−
1
2
r
2
d
r
=
2
π
∫
0
∞
e
−
w
d
w
=
2
π
.
{\displaystyle G^{2}=\left(\int _{-\infty }^{\infty }e^{-{1 \over 2}x^{2}}\,dx\right)\cdot \left(\int _{-\infty }^{\infty }e^{-{1 \over 2}y^{2}}\,dy\right)=2\pi \int _{0}^{\infty }re^{-{1 \over 2}r^{2}}\,dr=2\pi \int _{0}^{\infty }e^{-w}\,dw=2\pi .}
Thus we obtain
∫
−
∞
∞
e
−
1
2
x
2
d
x
=
2
π
.
{\displaystyle \int _{-\infty }^{\infty }e^{-{1 \over 2}x^{2}}\,dx={\sqrt {2\pi }}.}
Slight generalization of the Gaussian integral [ edit ]
∫
−
∞
∞
e
−
1
2
a
x
2
d
x
=
2
π
a
{\displaystyle \int _{-\infty }^{\infty }e^{-{1 \over 2}ax^{2}}\,dx={\sqrt {2\pi \over a}}}
where we have scaled
x
→
x
a
.
{\displaystyle x\to {x \over {\sqrt {a}}}.}
Integrals of exponents and even powers of x [ edit ]
∫
−
∞
∞
x
2
e
−
1
2
a
x
2
d
x
=
−
2
d
d
a
∫
−
∞
∞
e
−
1
2
a
x
2
d
x
=
−
2
d
d
a
(
2
π
a
)
1
2
=
(
2
π
a
)
1
2
1
a
{\displaystyle \int _{-\infty }^{\infty }x^{2}e^{-{1 \over 2}ax^{2}}\,dx=-2{d \over da}\int _{-\infty }^{\infty }e^{-{1 \over 2}ax^{2}}\,dx=-2{d \over da}\left({2\pi \over a}\right)^{1 \over 2}=\left({2\pi \over a}\right)^{1 \over 2}{1 \over a}}
and
∫
−
∞
∞
x
4
e
−
1
2
a
x
2
d
x
=
(
−
2
d
d
a
)
(
−
2
d
d
a
)
∫
−
∞
∞
e
−
1
2
a
x
2
d
x
=
(
−
2
d
d
a
)
(
−
2
d
d
a
)
(
2
π
a
)
1
2
=
(
2
π
a
)
1
2
3
a
2
{\displaystyle \int _{-\infty }^{\infty }x^{4}e^{-{1 \over 2}ax^{2}}\,dx=\left(-2{d \over da}\right)\left(-2{d \over da}\right)\int _{-\infty }^{\infty }e^{-{1 \over 2}ax^{2}}\,dx=\left(-2{d \over da}\right)\left(-2{d \over da}\right)\left({2\pi \over a}\right)^{1 \over 2}=\left({2\pi \over a}\right)^{1 \over 2}{3 \over a^{2}}}
In general
∫
−
∞
∞
x
2
n
e
−
1
2
a
x
2
d
x
=
(
2
π
a
)
1
2
1
a
n
(
2
n
−
1
)
(
2
n
−
3
)
⋯
5
⋅
3
⋅
1
=
(
2
π
a
)
1
2
1
a
n
(
2
n
−
1
)
!
!
{\displaystyle \int _{-\infty }^{\infty }x^{2n}e^{-{1 \over 2}ax^{2}}\,dx=\left({2\pi \over a}\right)^{1 \over {2}}{1 \over a^{n}}\left(2n-1\right)\left(2n-3\right)\cdots 5\cdot 3\cdot 1=\left({2\pi \over a}\right)^{1 \over {2}}{1 \over a^{n}}\left(2n-1\right)!!}
Note that the integrals of exponents and odd powers of x are 0, due to odd symmetry.
Integrals with a linear term in the argument of the exponent [ edit ]
∫
−
∞
∞
exp
(
−
1
2
a
x
2
+
J
x
)
d
x
{\displaystyle \int _{-\infty }^{\infty }\exp \left(-{\frac {1}{2}}ax^{2}+Jx\right)dx}
This integral can be performed by completing the square:
(
−
1
2
a
x
2
+
J
x
)
=
−
1
2
a
(
x
2
−
2
J
x
a
+
J
2
a
2
−
J
2
a
2
)
=
−
1
2
a
(
x
−
J
a
)
2
+
J
2
2
a
{\displaystyle \left(-{1 \over 2}ax^{2}+Jx\right)=-{1 \over 2}a\left(x^{2}-{2Jx \over a}+{J^{2} \over a^{2}}-{J^{2} \over a^{2}}\right)=-{1 \over 2}a\left(x-{J \over a}\right)^{2}+{J^{2} \over 2a}}
Therefore:
∫
−
∞
∞
exp
(
−
1
2
a
x
2
+
J
x
)
d
x
=
exp
(
J
2
2
a
)
∫
−
∞
∞
exp
[
−
1
2
a
(
x
−
J
a
)
2
]
d
x
=
exp
(
J
2
2
a
)
∫
−
∞
∞
exp
(
−
1
2
a
w
2
)
d
w
=
(
2
π
a
)
1
2
exp
(
J
2
2
a
)
{\displaystyle {\begin{aligned}\int _{-\infty }^{\infty }\exp \left(-{1 \over 2}ax^{2}+Jx\right)\,dx&=\exp \left({J^{2} \over 2a}\right)\int _{-\infty }^{\infty }\exp \left[-{1 \over 2}a\left(x-{J \over a}\right)^{2}\right]\,dx\\[8pt]&=\exp \left({J^{2} \over 2a}\right)\int _{-\infty }^{\infty }\exp \left(-{1 \over 2}aw^{2}\right)\,dw\\[8pt]&=\left({2\pi \over a}\right)^{1 \over 2}\exp \left({J^{2} \over 2a}\right)\end{aligned}}}
Integrals with an imaginary linear term in the argument of the exponent [ edit ]
The integral
∫
−
∞
∞
exp
(
−
1
2
a
x
2
+
i
J
x
)
d
x
=
(
2
π
a
)
1
2
exp
(
−
J
2
2
a
)
{\displaystyle \int _{-\infty }^{\infty }\exp \left(-{1 \over 2}ax^{2}+iJx\right)dx=\left({2\pi \over a}\right)^{1 \over 2}\exp \left(-{J^{2} \over 2a}\right)}
is proportional to the Fourier transform of the Gaussian where J is the conjugate variable of x .
By again completing the square we see that the Fourier transform of a Gaussian is also a Gaussian, but in the conjugate variable. The larger a is, the narrower the Gaussian in x and the wider the Gaussian in J . This is a demonstration of the uncertainty principle .
This integral is also known as the Hubbard–Stratonovich transformation used in field theory.
Integrals with a complex argument of the exponent [ edit ]
The integral of interest is (for an example of an application see Relation between Schrödinger's equation and the path integral formulation of quantum mechanics )
∫
−
∞
∞
exp
(
1
2
i
a
x
2
+
i
J
x
)
d
x
.
{\displaystyle \int _{-\infty }^{\infty }\exp \left({1 \over 2}iax^{2}+iJx\right)dx.}
We now assume that a and J may be complex.
Completing the square
(
1
2
i
a
x
2
+
i
J
x
)
=
1
2
i
a
(
x
2
+
2
J
x
a
+
(
J
a
)
2
−
(
J
a
)
2
)
=
−
1
2
a
i
(
x
+
J
a
)
2
−
i
J
2
2
a
.
{\displaystyle \left({1 \over 2}iax^{2}+iJx\right)={1 \over 2}ia\left(x^{2}+{2Jx \over a}+\left({J \over a}\right)^{2}-\left({J \over a}\right)^{2}\right)=-{1 \over 2}{a \over i}\left(x+{J \over a}\right)^{2}-{iJ^{2} \over 2a}.}
By analogy with the previous integrals
∫
−
∞
∞
exp
(
1
2
i
a
x
2
+
i
J
x
)
d
x
=
(
2
π
i
a
)
1
2
exp
(
−
i
J
2
2
a
)
.
{\displaystyle \int _{-\infty }^{\infty }\exp \left({1 \over 2}iax^{2}+iJx\right)dx=\left({2\pi i \over a}\right)^{1 \over 2}\exp \left({-iJ^{2} \over 2a}\right).}
This result is valid as an integration in the complex plane as long as a is non-zero and has a semi-positive imaginary part. See Fresnel integral .
Gaussian integrals in higher dimensions [ edit ]
The one-dimensional integrals can be generalized to multiple dimensions.[ 2]
∫
exp
(
−
1
2
x
⋅
A
⋅
x
+
J
⋅
x
)
d
n
x
=
(
2
π
)
n
det
A
exp
(
1
2
J
⋅
A
−
1
⋅
J
)
{\displaystyle \int \exp \left(-{\frac {1}{2}}x\cdot A\cdot x+J\cdot x\right)d^{n}x={\sqrt {\frac {(2\pi )^{n}}{\det A}}}\exp \left({1 \over 2}J\cdot A^{-1}\cdot J\right)}
Here A is a real positive definite symmetric matrix .
This integral is performed by diagonalization of A with an orthogonal transformation
D
=
O
−
1
A
O
=
O
T
A
O
{\displaystyle D=O^{-1}AO=O^{\text{T}}AO}
where D is a diagonal matrix and O is an orthogonal matrix . This decouples the variables and allows the integration to be performed as n one-dimensional integrations.
This is best illustrated with a two-dimensional example.
Example: Simple Gaussian integration in two dimensions [ edit ]
The Gaussian integral in two dimensions is
∫
exp
(
−
1
2
A
i
j
x
i
x
j
)
d
2
x
=
(
2
π
)
2
det
A
{\displaystyle \int \exp \left(-{\frac {1}{2}}A_{ij}x^{i}x^{j}\right)d^{2}x={\sqrt {\frac {(2\pi )^{2}}{\det A}}}}
where A is a two-dimensional symmetric matrix with components specified as
A
=
[
a
c
c
b
]
{\displaystyle A={\begin{bmatrix}a&c\\c&b\end{bmatrix}}}
and we have used the Einstein summation convention .
Diagonalize the matrix [ edit ]
The first step is to diagonalize the matrix.[ 3] Note that
A
i
j
x
i
x
j
≡
x
T
A
x
=
x
T
(
O
O
T
)
A
(
O
O
T
)
x
=
(
x
T
O
)
(
O
T
A
O
)
(
O
T
x
)
{\displaystyle A_{ij}x^{i}x^{j}\equiv x^{\text{T}}Ax=x^{\text{T}}\left(OO^{\text{T}}\right)A\left(OO^{\text{T}}\right)x=\left(x^{\text{T}}O\right)\left(O^{\text{T}}AO\right)\left(O^{\text{T}}x\right)}
where, since A is a real symmetric matrix , we can choose O to be orthogonal , and hence also a unitary matrix . O can be obtained from the eigenvectors of A . We choose O such that: D ≡ OT AO is diagonal.
To find the eigenvectors of A one first finds the eigenvalues λ of A given by
[
a
c
c
b
]
[
u
v
]
=
λ
[
u
v
]
.
{\displaystyle {\begin{bmatrix}a&c\\c&b\end{bmatrix}}{\begin{bmatrix}u\\v\end{bmatrix}}=\lambda {\begin{bmatrix}u\\v\end{bmatrix}}.}
The eigenvalues are solutions of the characteristic polynomial
(
a
−
λ
)
(
b
−
λ
)
−
c
2
=
0
{\displaystyle (a-\lambda )(b-\lambda )-c^{2}=0}
λ
2
−
λ
(
a
+
b
)
+
a
b
−
c
2
=
0
,
{\displaystyle \lambda ^{2}-\lambda (a+b)+ab-c^{2}=0,}
which are found using the quadratic equation :
λ
±
=
1
2
(
a
+
b
)
±
1
2
(
a
+
b
)
2
−
4
(
a
b
−
c
2
)
.
=
1
2
(
a
+
b
)
±
1
2
a
2
+
2
a
b
+
b
2
−
4
a
b
+
4
c
2
.
=
1
2
(
a
+
b
)
±
1
2
(
a
−
b
)
2
+
4
c
2
.
{\displaystyle {\begin{aligned}\lambda _{\pm }&={\tfrac {1}{2}}(a+b)\pm {\tfrac {1}{2}}{\sqrt {(a+b)^{2}-4(ab-c^{2})}}.\\&={\tfrac {1}{2}}(a+b)\pm {\tfrac {1}{2}}{\sqrt {a^{2}+2ab+b^{2}-4ab+4c^{2}}}.\\&={\tfrac {1}{2}}(a+b)\pm {\tfrac {1}{2}}{\sqrt {(a-b)^{2}+4c^{2}}}.\end{aligned}}}
Substitution of the eigenvalues back into the eigenvector equation yields
v
=
−
(
a
−
λ
±
)
u
c
,
v
=
−
c
u
(
b
−
λ
±
)
.
{\displaystyle v=-{\left(a-\lambda _{\pm }\right)u \over c},\qquad v=-{cu \over \left(b-\lambda _{\pm }\right)}.}
From the characteristic equation we know
a
−
λ
±
c
=
c
b
−
λ
±
.
{\displaystyle {a-\lambda _{\pm } \over c}={c \over b-\lambda _{\pm }}.}
Also note
a
−
λ
±
c
=
−
b
−
λ
∓
c
.
{\displaystyle {a-\lambda _{\pm } \over c}=-{b-\lambda _{\mp } \over c}.}
The eigenvectors can be written as:
[
1
η
−
a
−
λ
−
c
η
]
,
[
−
b
−
λ
+
c
η
1
η
]
{\displaystyle {\begin{bmatrix}{\frac {1}{\eta }}\\[1ex]-{\frac {a-\lambda _{-}}{c\eta }}\end{bmatrix}},\qquad {\begin{bmatrix}-{\frac {b-\lambda _{+}}{c\eta }}\\[1ex]{\frac {1}{\eta }}\end{bmatrix}}}
for the two eigenvectors. Here η is a normalizing factor given by,
η
=
1
+
(
a
−
λ
−
c
)
2
=
1
+
(
b
−
λ
+
c
)
2
.
{\displaystyle \eta ={\sqrt {1+\left({\frac {a-\lambda _{-}}{c}}\right)^{2}}}={\sqrt {1+\left({\frac {b-\lambda _{+}}{c}}\right)^{2}}}.}
It is easily verified that the two eigenvectors are orthogonal to each other.
Construction of the orthogonal matrix [ edit ]
The orthogonal matrix is constructed by assigning the normalized eigenvectors as columns in the orthogonal matrix
O
=
[
1
η
−
b
−
λ
+
c
η
−
a
−
λ
−
c
η
1
η
]
.
{\displaystyle O={\begin{bmatrix}{\frac {1}{\eta }}&-{\frac {b-\lambda _{+}}{c\eta }}\\-{\frac {a-\lambda _{-}}{c\eta }}&{\frac {1}{\eta }}\end{bmatrix}}.}
Note that det(O ) = 1 .
If we define
sin
(
θ
)
=
−
a
−
λ
−
c
η
{\displaystyle \sin(\theta )=-{\frac {a-\lambda _{-}}{c\eta }}}
then the orthogonal matrix can be written
O
=
[
cos
(
θ
)
−
sin
(
θ
)
sin
(
θ
)
cos
(
θ
)
]
{\displaystyle O={\begin{bmatrix}\cos(\theta )&-\sin(\theta )\\\sin(\theta )&\cos(\theta )\end{bmatrix}}}
which is simply a rotation of the eigenvectors with the inverse:
O
−
1
=
O
T
=
[
cos
(
θ
)
sin
(
θ
)
−
sin
(
θ
)
cos
(
θ
)
]
.
{\displaystyle O^{-1}=O^{\text{T}}={\begin{bmatrix}\cos(\theta )&\sin(\theta )\\-\sin(\theta )&\cos(\theta )\end{bmatrix}}.}
The diagonal matrix becomes
D
=
O
T
A
O
=
[
λ
−
0
0
λ
+
]
{\displaystyle D=O^{\text{T}}AO={\begin{bmatrix}\lambda _{-}&0\\[1ex]0&\lambda _{+}\end{bmatrix}}}
with eigenvectors
[
1
0
]
,
[
0
1
]
{\displaystyle {\begin{bmatrix}1\\0\end{bmatrix}},\qquad {\begin{bmatrix}0\\1\end{bmatrix}}}
A
=
[
2
1
1
1
]
{\displaystyle A={\begin{bmatrix}2&1\\1&1\end{bmatrix}}}
The eigenvalues are
λ
±
=
3
2
±
5
2
.
{\displaystyle \lambda _{\pm }={3 \over 2}\pm {{\sqrt {5}} \over 2}.}
The eigenvectors are
1
η
[
1
−
1
2
−
5
2
]
,
1
η
[
1
2
+
5
2
1
]
{\displaystyle {1 \over \eta }{\begin{bmatrix}1\\[1ex]-{1 \over 2}-{{\sqrt {5}} \over 2}\end{bmatrix}},\qquad {1 \over \eta }{\begin{bmatrix}{1 \over 2}+{{\sqrt {5}} \over 2}\\[1ex]1\end{bmatrix}}}
where
η
=
5
2
+
5
2
.
{\displaystyle \eta ={\sqrt {{5 \over 2}+{{\sqrt {5}} \over 2}}}.}
Then
O
=
[
1
η
1
η
(
1
2
+
5
2
)
1
η
(
−
1
2
−
5
2
)
1
η
]
O
−
1
=
[
1
η
1
η
(
−
1
2
−
5
2
)
1
η
(
1
2
+
5
2
)
1
η
]
{\displaystyle {\begin{aligned}O&={\begin{bmatrix}{\frac {1}{\eta }}&{\frac {1}{\eta }}\left({1 \over 2}+{{\sqrt {5}} \over 2}\right)\\{\frac {1}{\eta }}\left(-{1 \over 2}-{{\sqrt {5}} \over 2}\right)&{1 \over \eta }\end{bmatrix}}\\O^{-1}&={\begin{bmatrix}{\frac {1}{\eta }}&{\frac {1}{\eta }}\left(-{1 \over 2}-{{\sqrt {5}} \over 2}\right)\\{\frac {1}{\eta }}\left({1 \over 2}+{{\sqrt {5}} \over 2}\right)&{\frac {1}{\eta }}\end{bmatrix}}\end{aligned}}}
The diagonal matrix becomes
D
=
O
T
A
O
=
[
λ
−
0
0
λ
+
]
=
[
3
2
−
5
2
0
0
3
2
+
5
2
]
{\displaystyle D=O^{\text{T}}AO={\begin{bmatrix}\lambda _{-}&0\\0&\lambda _{+}\end{bmatrix}}={\begin{bmatrix}{3 \over 2}-{{\sqrt {5}} \over 2}&0\\0&{3 \over 2}+{{\sqrt {5}} \over 2}\end{bmatrix}}}
with eigenvectors
[
1
0
]
,
[
0
1
]
{\displaystyle {\begin{bmatrix}1\\0\end{bmatrix}},\qquad {\begin{bmatrix}0\\1\end{bmatrix}}}
Rescale the variables and integrate [ edit ]
With the diagonalization the integral can be written
∫
exp
(
−
1
2
x
T
A
x
)
d
2
x
=
∫
exp
(
−
1
2
∑
j
=
1
2
λ
j
y
j
2
)
d
2
y
{\displaystyle \int \exp \left(-{\frac {1}{2}}x^{\text{T}}Ax\right)d^{2}x=\int \exp \left(-{\frac {1}{2}}\sum _{j=1}^{2}\lambda _{j}y_{j}^{2}\right)\,d^{2}y}
where
y
=
O
T
x
.
{\displaystyle y=O^{\text{T}}x.}
Since the coordinate transformation is simply a rotation of coordinates the Jacobian determinant of the transformation is one yielding
d
2
y
=
d
2
x
{\displaystyle d^{2}y=d^{2}x}
The integrations can now be performed:
∫
exp
(
−
1
2
x
T
A
x
)
d
2
x
=
∫
exp
(
−
1
2
∑
j
=
1
2
λ
j
y
j
2
)
d
2
y
=
∏
j
=
1
2
(
2
π
λ
j
)
1
/
2
=
(
(
2
π
)
2
∏
j
=
1
2
λ
j
)
1
/
2
=
(
(
2
π
)
2
det
(
O
−
1
A
O
)
)
1
/
2
=
(
(
2
π
)
2
det
(
A
)
)
1
/
2
{\displaystyle {\begin{aligned}\int \exp \left(-{\frac {1}{2}}x^{\mathsf {T}}Ax\right)d^{2}x={}&\int \exp \left(-{\frac {1}{2}}\sum _{j=1}^{2}\lambda _{j}y_{j}^{2}\right)d^{2}y\\[1ex]={}&\prod _{j=1}^{2}\left({2\pi \over \lambda _{j}}\right)^{1/2}\\={}&\left({(2\pi )^{2} \over \prod _{j=1}^{2}\lambda _{j}}\right)^{1/2}\\[1ex]={}&\left({(2\pi )^{2} \over \det {\left(O^{-1}AO\right)}}\right)^{1/2}\\[1ex]={}&\left({(2\pi )^{2} \over \det {\left(A\right)}}\right)^{1/2}\end{aligned}}}
which is the advertised solution.
Integrals with complex and linear terms in multiple dimensions [ edit ]
With the two-dimensional example it is now easy to see the generalization to the complex plane and to multiple dimensions.
Integrals with a linear term in the argument [ edit ]
∫
exp
(
−
1
2
x
⋅
A
⋅
x
+
J
⋅
x
)
d
n
x
=
(
2
π
)
n
det
A
exp
(
1
2
J
⋅
A
−
1
⋅
J
)
{\displaystyle \int \exp \left(-{\frac {1}{2}}x\cdot A\cdot x+J\cdot x\right)d^{n}x={\sqrt {\frac {(2\pi )^{n}}{\det A}}}\exp \left({1 \over 2}J\cdot A^{-1}\cdot J\right)}
Integrals with an imaginary linear term [ edit ]
∫
exp
(
−
1
2
x
⋅
A
⋅
x
+
i
J
⋅
x
)
d
n
x
=
(
2
π
)
n
det
A
exp
(
−
1
2
J
⋅
A
−
1
⋅
J
)
{\displaystyle \int \exp \left(-{\frac {1}{2}}x\cdot A\cdot x+iJ\cdot x\right)d^{n}x={\sqrt {\frac {(2\pi )^{n}}{\det A}}}\exp \left(-{1 \over 2}J\cdot A^{-1}\cdot J\right)}
Integrals with a complex quadratic term [ edit ]
∫
exp
(
i
2
x
⋅
A
⋅
x
+
i
J
⋅
x
)
d
n
x
=
(
2
π
i
)
n
det
A
exp
(
−
i
2
J
⋅
A
−
1
⋅
J
)
{\displaystyle \int \exp \left({\frac {i}{2}}x\cdot A\cdot x+iJ\cdot x\right)d^{n}x={\sqrt {\frac {(2\pi i)^{n}}{\det A}}}\exp \left(-{i \over 2}J\cdot A^{-1}\cdot J\right)}
Integrals with differential operators in the argument [ edit ]
As an example consider the integral[ 1] : 21‒22
∫
exp
[
∫
d
4
x
(
−
1
2
φ
A
^
φ
+
J
φ
)
]
D
φ
{\displaystyle \int \exp \left[\int d^{4}x\left(-{\frac {1}{2}}\varphi {\hat {A}}\varphi +J\varphi \right)\right]D\varphi }
where
A
^
{\displaystyle {\hat {A}}}
is a differential operator with
φ
{\displaystyle \varphi }
and J functions of spacetime , and
D
φ
{\displaystyle D\varphi }
indicates integration over all possible paths. In analogy with the matrix version of this integral the solution is
∫
exp
[
∫
d
4
x
(
−
1
2
φ
A
^
φ
+
J
φ
)
]
D
φ
∝
exp
(
1
2
∫
d
4
x
d
4
y
J
(
x
)
D
(
x
−
y
)
J
(
y
)
)
{\displaystyle \int \exp \left[\int d^{4}x\left(-{\frac {1}{2}}\varphi {\hat {A}}\varphi +J\varphi \right)\right]D\varphi \;\propto \;\exp \left({1 \over 2}\int d^{4}x\;d^{4}yJ(x)D(x-y)J(y)\right)}
where
A
^
D
(
x
−
y
)
=
δ
4
(
x
−
y
)
{\displaystyle {\hat {A}}D(x-y)=\delta ^{4}(x-y)}
and D (x − y ) , called the propagator , is the inverse of
A
^
{\displaystyle {\hat {A}}}
, and
δ
4
(
x
−
y
)
{\displaystyle \delta ^{4}(x-y)}
is the Dirac delta function .
Similar arguments yield
∫
exp
[
∫
d
4
x
(
−
1
2
φ
A
^
φ
+
i
J
φ
)
]
D
φ
∝
exp
(
−
1
2
∫
d
4
x
d
4
y
J
(
x
)
D
(
x
−
y
)
J
(
y
)
)
,
{\displaystyle \int \exp \left[\int d^{4}x\left(-{\frac {1}{2}}\varphi {\hat {A}}\varphi +iJ\varphi \right)\right]D\varphi \;\propto \;\exp \left(-{1 \over 2}\int d^{4}x\;d^{4}yJ(x)D(x-y)J(y)\right),}
and
∫
exp
[
i
∫
d
4
x
(
1
2
φ
A
^
φ
+
J
φ
)
]
D
φ
∝
exp
(
−
i
2
∫
d
4
x
d
4
y
J
(
x
)
D
(
x
−
y
)
J
(
y
)
)
.
{\displaystyle \int \exp \left[i\int d^{4}x\left({\frac {1}{2}}\varphi {\hat {A}}\varphi +J\varphi \right)\right]D\varphi \;\propto \;\exp \left(-{i \over 2}\int d^{4}x\;d^{4}yJ(x)D(x-y)J(y)\right).}
See Path-integral formulation of virtual-particle exchange for an application of this integral.
Integrals that can be approximated by the method of steepest descent [ edit ]
In quantum field theory n-dimensional integrals of the form
∫
−
∞
∞
exp
(
−
1
ℏ
f
(
q
)
)
d
n
q
{\displaystyle \int _{-\infty }^{\infty }\exp \left(-{1 \over \hbar }f(q)\right)d^{n}q}
appear often. Here
ℏ
{\displaystyle \hbar }
is the reduced Planck constant and f is a function with a positive minimum at
q
=
q
0
{\displaystyle q=q_{0}}
. These integrals can be approximated by the method of steepest descent .
For small values of the Planck constant, f can be expanded about its minimum
∫
−
∞
∞
exp
[
−
1
ℏ
(
f
(
q
0
)
+
1
2
(
q
−
q
0
)
2
f
′
′
(
q
−
q
0
)
+
⋯
)
]
d
n
q
.
{\displaystyle \int _{-\infty }^{\infty }\exp \left[-{1 \over \hbar }\left(f\left(q_{0}\right)+{1 \over 2}\left(q-q_{0}\right)^{2}f^{\prime \prime }\left(q-q_{0}\right)+\cdots \right)\right]d^{n}q.}
Here
f
′
′
{\displaystyle f^{\prime \prime }}
is the n by n matrix of second derivatives evaluated at the minimum of the function.
If we neglect higher order terms this integral can be integrated explicitly.
∫
−
∞
∞
exp
[
−
1
ℏ
(
f
(
q
)
)
]
d
n
q
≈
exp
[
−
1
ℏ
(
f
(
q
0
)
)
]
(
2
π
ℏ
)
n
det
f
′
′
.
{\displaystyle \int _{-\infty }^{\infty }\exp \left[-{1 \over \hbar }(f(q))\right]d^{n}q\approx \exp \left[-{1 \over \hbar }\left(f\left(q_{0}\right)\right)\right]{\sqrt {(2\pi \hbar )^{n} \over \det f^{\prime \prime }}}.}
Integrals that can be approximated by the method of stationary phase [ edit ]
A common integral is a path integral of the form
∫
exp
(
i
ℏ
S
(
q
,
q
˙
)
)
D
q
{\displaystyle \int \exp \left({i \over \hbar }S\left(q,{\dot {q}}\right)\right)Dq}
where
S
(
q
,
q
˙
)
{\displaystyle S\left(q,{\dot {q}}\right)}
is the classical action and the integral is over all possible paths that a particle may take. In the limit of small
ℏ
{\displaystyle \hbar }
the integral can be evaluated in the stationary phase approximation . In this approximation the integral is over the path in which the action is a minimum. Therefore, this approximation recovers the classical limit of mechanics .
Dirac delta distribution [ edit ]
The Dirac delta distribution in spacetime can be written as a Fourier transform [ 1] : 23
∫
d
4
k
(
2
π
)
4
exp
(
i
k
(
x
−
y
)
)
=
δ
4
(
x
−
y
)
.
{\displaystyle \int {\frac {d^{4}k}{(2\pi )^{4}}}\exp(ik(x-y))=\delta ^{4}(x-y).}
In general, for any dimension
N
{\displaystyle N}
∫
d
N
k
(
2
π
)
N
exp
(
i
k
(
x
−
y
)
)
=
δ
N
(
x
−
y
)
.
{\displaystyle \int {\frac {d^{N}k}{(2\pi )^{N}}}\exp(ik(x-y))=\delta ^{N}(x-y).}
While not an integral, the identity in three-dimensional Euclidean space
−
1
4
π
∇
2
(
1
r
)
=
δ
(
r
)
{\displaystyle -{1 \over 4\pi }\nabla ^{2}\left({1 \over r}\right)=\delta \left(\mathbf {r} \right)}
where
r
2
=
r
⋅
r
{\displaystyle r^{2}=\mathbf {r} \cdot \mathbf {r} }
is a consequence of Gauss's theorem and can be used to derive integral identities. For an example see Longitudinal and transverse vector fields .
This identity implies that the Fourier integral representation of 1/r is
∫
d
3
k
(
2
π
)
3
exp
(
i
k
⋅
r
)
k
2
=
1
4
π
r
.
{\displaystyle \int {\frac {d^{3}k}{(2\pi )^{3}}}{\exp \left(i\mathbf {k} \cdot \mathbf {r} \right) \over k^{2}}={1 \over 4\pi r}.}
Yukawa potential: the Coulomb potential with mass [ edit ]
The Yukawa potential in three dimensions can be represented as an integral over a Fourier transform [ 1] : 26, 29
∫
d
3
k
(
2
π
)
3
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
e
−
m
r
4
π
r
{\displaystyle \int {\frac {d^{3}k}{(2\pi )^{3}}}{\exp \left(i\mathbf {k} \cdot \mathbf {r} \right) \over k^{2}+m^{2}}={e^{-mr} \over 4\pi r}}
where
r
2
=
r
⋅
r
,
k
2
=
k
⋅
k
.
{\displaystyle r^{2}=\mathbf {r} \cdot \mathbf {r} ,\qquad k^{2}=\mathbf {k} \cdot \mathbf {k} .}
See Static forces and virtual-particle exchange for an application of this integral.
In the small m limit the integral reduces to 1 / 4πr .
To derive this result note:
∫
d
3
k
(
2
π
)
3
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
∫
0
∞
k
2
d
k
(
2
π
)
2
∫
−
1
1
d
u
e
i
k
r
u
k
2
+
m
2
=
2
r
∫
0
∞
k
d
k
(
2
π
)
2
sin
(
k
r
)
k
2
+
m
2
=
1
i
r
∫
−
∞
∞
k
d
k
(
2
π
)
2
e
i
k
r
k
2
+
m
2
=
1
i
r
∫
−
∞
∞
k
d
k
(
2
π
)
2
e
i
k
r
(
k
+
i
m
)
(
k
−
i
m
)
=
1
i
r
2
π
i
(
2
π
)
2
i
m
2
i
m
e
−
m
r
=
1
4
π
r
e
−
m
r
{\displaystyle {\begin{aligned}\int {\frac {d^{3}k}{(2\pi )^{3}}}{\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}={}&\int _{0}^{\infty }{\frac {k^{2}dk}{(2\pi )^{2}}}\int _{-1}^{1}du{e^{ikru} \over k^{2}+m^{2}}\\[1ex]={}&{2 \over r}\int _{0}^{\infty }{\frac {kdk}{(2\pi )^{2}}}{\sin(kr) \over k^{2}+m^{2}}\\[1ex]={}&{1 \over ir}\int _{-\infty }^{\infty }{\frac {kdk}{(2\pi )^{2}}}{e^{ikr} \over k^{2}+m^{2}}\\[1ex]={}&{1 \over ir}\int _{-\infty }^{\infty }{\frac {kdk}{(2\pi )^{2}}}{e^{ikr} \over (k+im)(k-im)}\\[1ex]={}&{1 \over ir}{\frac {2\pi i}{(2\pi )^{2}}}{\frac {im}{2im}}e^{-mr}\\[1ex]={}&{\frac {1}{4\pi r}}e^{-mr}\end{aligned}}}
Modified Coulomb potential with mass [ edit ]
∫
d
3
k
(
2
π
)
3
(
k
^
⋅
r
^
)
2
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
e
−
m
r
4
π
r
[
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
]
{\displaystyle \int {\frac {d^{3}k}{(2\pi )^{3}}}\left(\mathbf {\hat {k}} \cdot \mathbf {\hat {r}} \right)^{2}{\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}={\frac {e^{-mr}}{4\pi r}}\left[1+{\frac {2}{mr}}-{\frac {2}{(mr)^{2}}}\left(e^{mr}-1\right)\right]}
where the hat indicates a unit vector in three dimensional space. The derivation of this result is as follows:
∫
d
3
k
(
2
π
)
3
(
k
^
⋅
r
^
)
2
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
∫
0
∞
k
2
d
k
(
2
π
)
2
∫
−
1
1
d
u
u
2
e
i
k
r
u
k
2
+
m
2
=
2
∫
0
∞
k
2
d
k
(
2
π
)
2
1
k
2
+
m
2
[
1
k
r
sin
(
k
r
)
+
2
(
k
r
)
2
cos
(
k
r
)
−
2
(
k
r
)
3
sin
(
k
r
)
]
=
e
−
m
r
4
π
r
[
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
]
{\displaystyle {\begin{aligned}&\int {\frac {d^{3}k}{(2\pi )^{3}}}\left(\mathbf {\hat {k}} \cdot \mathbf {\hat {r}} \right)^{2}{\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}\\[1ex]&=\int _{0}^{\infty }{\frac {k^{2}dk}{(2\pi )^{2}}}\int _{-1}^{1}du\ u^{2}{\frac {e^{ikru}}{k^{2}+m^{2}}}\\[1ex]&=2\int _{0}^{\infty }{\frac {k^{2}dk}{(2\pi )^{2}}}{\frac {1}{k^{2}+m^{2}}}\left[{\frac {1}{kr}}\sin(kr)+{\frac {2}{(kr)^{2}}}\cos(kr)-{\frac {2}{(kr)^{3}}}\sin(kr)\right]\\[1ex]&={\frac {e^{-mr}}{4\pi r}}\left[1+{\frac {2}{mr}}-{\frac {2}{(mr)^{2}}}\left(e^{mr}-1\right)\right]\end{aligned}}}
Note that in the small m limit the integral goes to the result for the Coulomb potential since the term in the brackets goes to 1 .
Longitudinal potential with mass [ edit ]
∫
d
3
k
(
2
π
)
3
k
^
k
^
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
1
2
e
−
m
r
4
π
r
(
[
1
−
r
^
r
^
]
+
{
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
}
[
1
+
r
^
r
^
]
)
{\displaystyle \int {\frac {d^{3}k}{(2\pi )^{3}}}\mathbf {\hat {k}} \mathbf {\hat {k}} {\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}={1 \over 2}{\frac {e^{-mr}}{4\pi r}}\left(\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right]+\left\{1+{\frac {2}{mr}}-{2 \over (mr)^{2}}\left(e^{mr}-1\right)\right\}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right]\right)}
where the hat indicates a unit vector in three dimensional space. The derivation for this result is as follows:
∫
d
3
k
(
2
π
)
3
k
^
k
^
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
∫
d
3
k
(
2
π
)
3
[
(
k
^
⋅
r
^
)
2
r
^
r
^
+
(
k
^
⋅
θ
^
)
2
θ
^
θ
^
+
(
k
^
⋅
ϕ
^
)
2
ϕ
^
ϕ
^
]
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
e
−
m
r
4
π
r
{
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
}
{
1
−
1
2
[
1
−
r
^
r
^
]
}
+
∫
0
∞
k
2
d
k
(
2
π
)
2
∫
−
1
1
d
u
e
i
k
r
u
k
2
+
m
2
1
2
[
1
−
r
^
r
^
]
=
1
2
e
−
m
r
4
π
r
[
1
−
r
^
r
^
]
+
e
−
m
r
4
π
r
{
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
}
{
1
2
[
1
+
r
^
r
^
]
}
=
1
2
e
−
m
r
4
π
r
(
[
1
−
r
^
r
^
]
+
{
1
+
2
m
r
−
2
(
m
r
)
2
(
e
m
r
−
1
)
}
[
1
+
r
^
r
^
]
)
{\displaystyle {\begin{aligned}&\int {\frac {d^{3}k}{(2\pi )^{3}}}\mathbf {\hat {k}} \mathbf {\hat {k}} {\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}\\[1ex]&=\int {\frac {d^{3}k}{(2\pi )^{3}}}\left[\left(\mathbf {\hat {k}} \cdot \mathbf {\hat {r}} \right)^{2}\mathbf {\hat {r}} \mathbf {\hat {r}} +\left(\mathbf {\hat {k}} \cdot \mathbf {\hat {\theta }} \right)^{2}\mathbf {\hat {\theta }} \mathbf {\hat {\theta }} +\left(\mathbf {\hat {k}} \cdot \mathbf {\hat {\phi }} \right)^{2}\mathbf {\hat {\phi }} \mathbf {\hat {\phi }} \right]{\frac {\exp \left(i\mathbf {k} \cdot \mathbf {r} \right)}{k^{2}+m^{2}}}\\[1ex]&={\frac {e^{-mr}}{4\pi r}}\left\{1+{\frac {2}{mr}}-{2 \over (mr)^{2}}\left(e^{mr}-1\right)\right\}\left\{\mathbf {1} -{1 \over 2}\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right]\right\}+\int _{0}^{\infty }{\frac {k^{2}dk}{(2\pi )^{2}}}\int _{-1}^{1}du{\frac {e^{ikru}}{k^{2}+m^{2}}}{1 \over 2}\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right]\\[1ex]&={1 \over 2}{\frac {e^{-mr}}{4\pi r}}\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right]+{e^{-mr} \over 4\pi r}\left\{1+{\frac {2}{mr}}-{2 \over (mr)^{2}}\left(e^{mr}-1\right)\right\}\left\{{1 \over 2}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right]\right\}\\[1ex]&={1 \over 2}{\frac {e^{-mr}}{4\pi r}}\left(\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right]+\left\{1+{\frac {2}{mr}}-{2 \over (mr)^{2}}\left(e^{mr}-1\right)\right\}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right]\right)\end{aligned}}}
Note that in the small m limit the integral reduces to
1
2
1
4
π
r
[
1
−
r
^
r
^
]
.
{\displaystyle {1 \over 2}{1 \over 4\pi r}\left[\mathbf {1} -\mathbf {\hat {r}} \mathbf {\hat {r}} \right].}
Transverse potential with mass [ edit ]
∫
d
3
k
(
2
π
)
3
[
1
−
k
^
k
^
]
exp
(
i
k
⋅
r
)
k
2
+
m
2
=
1
2
e
−
m
r
4
π
r
{
2
(
m
r
)
2
(
e
m
r
−
1
)
−
2
m
r
}
[
1
+
r
^
r
^
]
{\displaystyle \int {\frac {d^{3}k}{(2\pi )^{3}}}\left[\mathbf {1} -\mathbf {\hat {k}} \mathbf {\hat {k}} \right]{\exp \left(i\mathbf {k} \cdot \mathbf {r} \right) \over k^{2}+m^{2}}={1 \over 2}{e^{-mr} \over 4\pi r}\left\{{2 \over (mr)^{2}}\left(e^{mr}-1\right)-{2 \over mr}\right\}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right]}
In the small mr limit the integral goes to
1
2
1
4
π
r
[
1
+
r
^
r
^
]
.
{\displaystyle {1 \over 2}{1 \over 4\pi r}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right].}
For large distance, the integral falls off as the inverse cube of r
1
4
π
m
2
r
3
[
1
+
r
^
r
^
]
.
{\displaystyle {\frac {1}{4\pi m^{2}r^{3}}}\left[\mathbf {1} +\mathbf {\hat {r}} \mathbf {\hat {r}} \right].}
For applications of this integral see Darwin Lagrangian and Darwin interaction in a vacuum .
Angular integration in cylindrical coordinates [ edit ]
There are two important integrals. The angular integration of an exponential in cylindrical coordinates can be written in terms of Bessel functions of the first kind[ 4] [ 5] : 113
∫
0
2
π
d
φ
2
π
exp
(
i
p
cos
(
φ
)
)
=
J
0
(
p
)
{\displaystyle \int _{0}^{2\pi }{d\varphi \over 2\pi }\exp \left(ip\cos(\varphi )\right)=J_{0}(p)}
and
∫
0
2
π
d
φ
2
π
cos
(
φ
)
exp
(
i
p
cos
(
φ
)
)
=
i
J
1
(
p
)
.
{\displaystyle \int _{0}^{2\pi }{d\varphi \over 2\pi }\cos(\varphi )\exp \left(ip\cos(\varphi )\right)=iJ_{1}(p).}
For applications of these integrals see Magnetic interaction between current loops in a simple plasma or electron gas .
Integration of the cylindrical propagator with mass [ edit ]
First power of a Bessel function [ edit ]
∫
0
∞
k
d
k
k
2
+
m
2
J
0
(
k
r
)
=
K
0
(
m
r
)
.
{\displaystyle \int _{0}^{\infty }{k\;dk \over k^{2}+m^{2}}J_{0}\left(kr\right)=K_{0}(mr).}
See Abramowitz and Stegun.[ 6] : §11.4.44
For
m
r
≪
1
{\displaystyle mr\ll 1}
, we have[ 5] : 116
K
0
(
m
r
)
→
−
ln
(
m
r
2
)
+
0.5772.
{\displaystyle K_{0}(mr)\to -\ln \left({mr \over 2}\right)+0.5772.}
For an application of this integral see Two line charges embedded in a plasma or electron gas .
Squares of Bessel functions [ edit ]
The integration of the propagator in cylindrical coordinates is[ 4]
∫
0
∞
k
d
k
k
2
+
m
2
J
1
2
(
k
r
)
=
I
1
(
m
r
)
K
1
(
m
r
)
.
{\displaystyle \int _{0}^{\infty }{k\;dk \over k^{2}+m^{2}}J_{1}^{2}(kr)=I_{1}(mr)K_{1}(mr).}
For small mr the integral becomes
∫
o
∞
k
d
k
k
2
+
m
2
J
1
2
(
k
r
)
→
1
2
[
1
−
1
8
(
m
r
)
2
]
.
{\displaystyle \int _{o}^{\infty }{k\;dk \over k^{2}+m^{2}}J_{1}^{2}(kr)\to {1 \over 2}\left[1-{1 \over 8}(mr)^{2}\right].}
For large mr the integral becomes
∫
o
∞
k
d
k
k
2
+
m
2
J
1
2
(
k
r
)
→
1
2
(
1
m
r
)
.
{\displaystyle \int _{o}^{\infty }{k\;dk \over k^{2}+m^{2}}J_{1}^{2}(kr)\to {1 \over 2}\left({1 \over mr}\right).}
For applications of this integral see Magnetic interaction between current loops in a simple plasma or electron gas .
In general,
∫
0
∞
k
d
k
k
2
+
m
2
J
ν
2
(
k
r
)
=
I
ν
(
m
r
)
K
ν
(
m
r
)
ℜ
(
ν
)
>
−
1.
{\displaystyle \int _{0}^{\infty }{k\;dk \over k^{2}+m^{2}}J_{\nu }^{2}(kr)=I_{\nu }(mr)K_{\nu }(mr)\qquad \Re (\nu )>-1.}
Integration over a magnetic wave function [ edit ]
The two-dimensional integral over a magnetic wave function is[ 6] : §11.4.28
2
a
2
n
+
2
n
!
∫
0
∞
d
r
r
2
n
+
1
exp
(
−
a
2
r
2
)
J
0
(
k
r
)
=
M
(
n
+
1
,
1
,
−
k
2
4
a
2
)
.
{\displaystyle {2a^{2n+2} \over n!}\int _{0}^{\infty }{dr}\;r^{2n+1}\exp \left(-a^{2}r^{2}\right)J_{0}(kr)=M\left(n+1,1,-{k^{2} \over 4a^{2}}\right).}
Here, M is a confluent hypergeometric function . For an application of this integral see Charge density spread over a wave function .
^ a b c d A. Zee (2003). Quantum Field Theory in a Nutshell . Princeton University. ISBN 0-691-01019-6 .
^ Frederick W. Byron and Robert W. Fuller (1969). Mathematics of Classical and Quantum Physics . Addison-Wesley. ISBN 0-201-00746-0 .
^ Herbert S. Wilf (1978). Mathematics for the Physical Sciences . Dover. ISBN 0-486-63635-6 .
^ a b Gradshteyn, Izrail Solomonovich ; Ryzhik, Iosif Moiseevich ; Geronimus, Yuri Veniaminovich ; Tseytlin, Michail Yulyevich ; Jeffrey, Alan (2015) [October 2014]. Zwillinger, Daniel; Moll, Victor Hugo (eds.). Table of Integrals, Series, and Products . Translated by Scripta Technica, Inc. (8 ed.). Academic Press, Inc. ISBN 978-0-12-384933-5 . LCCN 2014010276 .
^ a b Jackson, John D. (1998). Classical Electrodynamics (3rd ed.). Wiley. ISBN 0-471-30932-X .
^ a b M. Abramowitz; I. Stegun (1965). Handbook of Mathematical Functions . Dover. ISBN 0486-61272-4 .