Integral of $$$e^{- a x^{2}}$$$ with respect to $$$x$$$

Find $$$\int e^{- a x^{2}}\, dx$$$.

Let $$$u=\sqrt{a} x$$$.

Then $$$du=\left(\sqrt{a} x\right)^{\prime }dx = \sqrt{a} dx$$$ (steps can be seen »), and we have that $$$dx = \frac{du}{\sqrt{a}}$$$.

The integral becomes

$${\color{red}{\int{e^{- a x^{2}} d x}}} = {\color{red}{\int{\frac{e^{- u^{2}}}{\sqrt{a}} d u}}}$$

Apply the constant multiple rule $$$\int c f{\left(u \right)}\, du = c \int f{\left(u \right)}\, du$$$ with $$$c=\frac{1}{\sqrt{a}}$$$ and $$$f{\left(u \right)} = e^{- u^{2}}$$$:

$${\color{red}{\int{\frac{e^{- u^{2}}}{\sqrt{a}} d u}}} = {\color{red}{\frac{\int{e^{- u^{2}} d u}}{\sqrt{a}}}}$$

This integral (Error Function) does not have a closed form:

$$\frac{{\color{red}{\int{e^{- u^{2}} d u}}}}{\sqrt{a}} = \frac{{\color{red}{\left(\frac{\sqrt{\pi} \operatorname{erf}{\left(u \right)}}{2}\right)}}}{\sqrt{a}}$$

Recall that $$$u=\sqrt{a} x$$$:

$$\frac{\sqrt{\pi} \operatorname{erf}{\left({\color{red}{u}} \right)}}{2 \sqrt{a}} = \frac{\sqrt{\pi} \operatorname{erf}{\left({\color{red}{\sqrt{a} x}} \right)}}{2 \sqrt{a}}$$

Therefore,

$$\int{e^{- a x^{2}} d x} = \frac{\sqrt{\pi} \operatorname{erf}{\left(\sqrt{a} x \right)}}{2 \sqrt{a}}$$

Add the constant of integration:

$$\int{e^{- a x^{2}} d x} = \frac{\sqrt{\pi} \operatorname{erf}{\left(\sqrt{a} x \right)}}{2 \sqrt{a}}+C$$

$$$\int e^{- a x^{2}}\, dx = \frac{\sqrt{\pi} \operatorname{erf}{\left(\sqrt{a} x \right)}}{2 \sqrt{a}} + C$$$A