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.
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.