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PutnamSuperchallengeIntegrals I: Feynman's Trick

Integrals I: Feynman's Trick · Superchallenge problem

Evaluate ∫0∞e−x2cos⁡(2x) dx\displaystyle\int_0^\infty e^{-x^2}\cos(2x)\,dx. Express your answer in terms of π\pi and ee.