Polar-coordinate proof of the Gaussian integral ($I(1{)}^2=2\pi {\int }_0^{\infty }r{e}^{-r^2}dr=\pi$)

Put $I=I(1)$. The nonnegative integrand allows Tonelli's theorem to write the square as a double integral:In polar coordinates, $x=r\cos \theta$, $y=r\sin \theta$, and the Jacobian determinant supplies the area factor $r$:Since $I>0$, take the positive square root to get $I=\sqrt{\pi }$. The computation proves finiteness as well as the value. For an explicit limiting argument, first integrate over disks of radius $R$; their integrals are $\pi (1-e^{-R^2})$, which increase to $\pi$ as $R\to \infty$. ^[ref]

The geometric surprise is that radial shells get longer as $r$ increases, even while the Gaussian function gets smaller. Its central height is largest at zero, but the radial contribution $2\pi r{e}^{-r^2}$ vanishes there and peaks at $r=1/\sqrt{2}$. Differentiating gives $2\pi e^{-r^2}(1-2r^2)$, which changes sign at that radius. Keeping the Jacobian determinant is what makes the one-dimensional integral and the plane geometry agree.