Let $I = \int_\Bbb R e^{-x^2}\ \mathrm dx$.
Then $I^2 = \int_\Bbb R \int_\Bbb R e^{-x^2-y^2}\ \mathrm dx\ \mathrm dy$.
$I^2 = \int_\Bbb {R^+} \int_0^{2\pi} r e^{-r^2}\ \mathrm d\theta\ \mathrm dr$.
$I^2 = \int_\Bbb {R^+} 2\pi r e^{-r^2}\ \mathrm dr$.
$I^2 = \int_\Bbb {R^+} 2\pi e^{-r^2}\ \mathrm dr^2$.
$I^2 = 2\pi\left( e^{-\infty^2} - e^0 \right)$.
$I^2 = 2\pi$.
$I = \sqrt{2\pi}$.