Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2013 / Paper 2 / 20 / c

Use differentiation under the integral sign, justified by the integrable bound $|x\sin (tx)e^{-x^2/2}|\le x{e}^{-x^2/2}$. This givesIntegration by parts makes the boundary term vanish: sine vanishes at zero and the Gaussian tends to zero at infinity. ThereforeThe integrating factor $e^{t^2/2}$ makes $(e^{t^2/2}F{)}^{\prime }=0$, so $F(t)=C{e}^{-t^2/2}$. At $t=0$, the given half-line Gaussian integral fixes $C=\sqrt{\pi /2}$. ThusThis is the even cosine-transform form of the Fourier transform of a Gaussian.