Double integrals transforming into Polars

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This is my first post here.

I'm reading about double integrals and can't catch how to get the new limits of integration when converting to polar form.

$$\left(\int_{-\infty}^{\infty} e^{-x^2}dx\right)^2=\left(\int_{-\infty}^{\infty} e^{-x^2}dx\right)\left(\int_{-\infty}^{\infty} e^{-y^2}dy\right)=\int_{-\infty}^{\infty}\int_{-\infty}^{\infty} e^{-(x^2+y^2)}dx\,dy$$

$x=r\cos(\phi), y=r\sin(\phi)$ we get the region of integration is the $(x,y)$ plane (how?) and

$$\int_{-\infty}^{\infty}\int_{-\infty}^{\infty} e^{-(x^2+y^2)}dxdy=\int_{0}^{2\pi}\int_{0}^{\infty} e^{-r^2}r\; dr\, d\phi=\pi$$ so

$$\int_{-\infty}^{\infty} e^{-x^2}dx=\sqrt{\pi}$$

So here is the question, how did we go from infinities to $0$ to $2\pi$? And can I transform something easy as $\int_0^1 x dx$ into polar form? What would the limits be in this case?

Thanks.

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For your first question: how would you use polar substitution to evaluate the integral $$ \int_{-\rho}^\rho\int_{-\sqrt{\rho^2-x^2}}^{\sqrt{\rho^2-x^2}}e^{x^2+y^2}dy\,dx\,? $$ Now, think of $$ \int_{-\infty}^\infty\int_{-\infty}^\infty e^{x^2+y^2}dy\,dx $$ as the limit of the first integral as $\rho\to\infty$.

For your second question: not exactly. You can change a double-integral to polar form, but that integral is over a single variable. The only substitution you can do there is the familiar u-substitution.

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When you had Cartesian coordinates with $-\infty < x < \infty$ and $-\infty < y < \infty$ in your first limits, they covered the whole plane.

Now you have polar coordinates. How do you fill the whole plane with polar coordinates? Well, if $0 \le r < \infty$ (and $\theta =0$) then you have the positive $x$-axis. Next start to rotate this around the origin by a whole turn: $0 \le \theta \le 2\pi$. You will sweep out the whole plane.

Imagine standing at the origin holding an infinity long broom handle along the positive $x$-axis. If you spin $360^{\circ}$ on the spot then the broom handle hits everything in the room.

You can't do anything with $\int_0^1 x \, \operatorname{d}\!x$ in terms of polar coordinates. Polar coordinates are two dimensional. Your integral is along a one dimensional line.