I have to solve the following integral:
$$ I(s)=\int_{S(s)} \frac{1}{2\pi^{3/2}}e^{-\frac{x^2+y^2+2z^2}{2}}dxdydz $$
where $S(s)$ is the surface defined by $s=\sqrt{(x-y)^2+4z^2}$.
I parametrised $S(s$) using:
\begin{cases} x = \frac{\xi+s\cos(\theta)}{2} \\ y = \frac{\xi-s\cos(\theta)}{2} \\ z = \frac{s\sin(\theta)}{2} \end{cases}
with $-\infty<\xi<+\infty$ and $ 0 \leq \theta\leq2\pi$, for which $S(s)$ the element of area is equal to: $$ dS=\frac{s}{2\sqrt{2}}\sqrt{2-\cos^2(\theta)} $$
So the integral became:
$$ I(s)=\frac{1}{2\pi^{3/2}}\frac{s}{2\sqrt{2}}\int_{-\infty}^{+\infty}e^{-\frac{\xi^2+s^2}{4}}d\xi\int_{0}^{+2\pi}\sqrt{2-\cos^2(\theta)}d\theta $$
but the later integral is not elementary.
On the other hand, using delta function seems to resolve all. Writing $$ I(s)=\int_{-\infty}^{+\infty}\frac{1}{2\pi^{3/2}}e^{-\frac{x^2+y^2+2z^2}{2}}\delta\left(s-\sqrt{(x-y)^2+4z^2}\right)dxdydz $$ and using the change of variables
\begin{cases} x = \frac{\xi+r\cos(\theta)}{2} \\ y = \frac{\xi-r\cos(\theta)}{2} \\ z = \frac{r\sin(\theta)}{2} \end{cases}
(the Jacobian is equal to $\frac{-r}{4}$) the integral becomes
$$ I(s)=\frac{1}{8\pi^{3/2}}\int_{0}^{+\infty}r\delta(s-r)dr\int_{0}^{+2\pi}d\theta\int_{-\infty}^{+\infty}e^{-\frac{\xi^2+r^2}{4}}d\xi=\frac{s}{2}e^{-\frac{s^2}{4}} $$
So, what is wrong with my first attempt?
Thanks