$f(a) = \frac{a^6}{8} - \int\int~\frac{x^2y^2}{e^{(x^2 + y^2)}} ~dy~dx$ Find $a$ such that $f(a)$ is minimum.

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Let $ D_a =$ {$~(x,y) ; x^2 + y^2 \leq a~$} circule .

the double integral is on $D_a$

$f(a) = \frac{a^6}{8} - \int\int~\frac{x^2y^2}{e^{(x^2 + y^2)}} ~dy~dx$

Find $a$ such that $f(a)$ is minimum.

assure that is is indeed the minimum

$(1)~$Can one calculate the integral ?

What I did :

going to polar coordinates :

$f(a) = \frac{a^6}{8} -\frac{\pi}{4}\int_{0}^{a} r^5e^{(-r^4)}~dr$

now $f'(a) = \frac{6a^5}{8} - \frac{\pi}{4}a^5e^{-a^4}$ Fundumental theorem of calc.

and i get

$a_{\min} = \ln(\frac{\pi}{3}~)^{\tfrac{1}{4}}$

The problem is I dont know how to find the minimum since I don't know how to calculate the integral.

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You already have it. Now just differentiate once more:

$$f''(a)=\frac{15}4a^4-\frac{5\pi}4a^4e^{-a^4}+4a^8\pi e^{-a^4}\implies$$

$$f''\left(\log\left(\frac\pi3\right)^{1/4}\right)=\frac{15}4\,\log\frac\pi3-\frac{5\pi}4\,\log\frac\pi3\cdot\frac\pi3+8\,\log\frac\pi3\cdot\pi\cdot\frac\pi3=$$

$$=\log\frac\pi3\left[\frac{15}4-\frac{5\pi^2}{12}+\frac{8\pi^2}3\right]=\left[\frac{15}4+\frac{9\pi^2}4\right]\log\frac\pi3>0$$

and thus that point indeed is a minimum...Of course, it is possible to shorten the above. Up to you.