TITLE: Integral of error-like function
QUESTION [5 upvotes]: I have some trouble evaluating the following integral: 
$$\int_{v=0}^{\infty}\int_{u=0}^{\infty}\frac{\sqrt{uv}}{(u+v)^2}e^{-\frac{(u+v)}{2}}dudv.$$
I know that the value of this double integral is $\dfrac{\pi}{4}$.
However, I tried to solve it by using the change of variables: $t=u+v$ and separate the variables by bringing $v$ out. Doing so yields
$$\int_{v=0}^{\infty}\sqrt{v}\int_{t=v}^{\infty}\frac{\sqrt{t-v}}{t^2}e^{-\frac{t}{2}}dtdv,$$
but it does not seem to get into the form of Gaussian's error function.

REPLY [2 votes]: Here is a slight variation to @Alex Francisco's solution that uses a change of variables for the double integral directly.
Let
$$I = \int_{-\infty}^\infty \int_{-\infty}^\infty \frac{\sqrt{uv}}{(u + v)^2} \exp \left (-\frac{u + v}{2} \right ) \, du dv.$$
Consider the change of variables $u(x,y) = x \cos^2 y$ and $v(x,y) = x \sin^2 y$. The Jacobian for this change of variables is
$$\frac{\partial (u,v)}{\partial (x,y)} = 2x \sin y \cos y,$$
while for the semi-infinite region in the first quadrant ($x,y \geqslant 0$) under such a transformation the limits of integration become $0 \leqslant x < \infty$ and $0 \leqslant y \leqslant \pi/2$. Finally, noting that
$$u + v = x \quad \text{and} \quad uv = x^2 \sin^2 y \cos^2 y,$$
since 
$$\int \!\!\!\int_{\mathcal{R}} f(u,v) \, d(u,v) = \int \!\!\!\int_{\mathfrak{R}} f(x,y) \left |\frac{\partial (u,v)}{\partial (x,y)} \right | \, d(x,y),$$
where $\mathcal{R}$ is the region in the $uv$-plane while $\mathfrak{R}$ is the region in the $xy$-plane, the integral becomes
$$I = 2 \int_0^\infty e^{-x/2} \, dx \int_0^{\pi/2} \sin^2 y \cos^2 y \, dy,$$
as given by @Alex Francisco.