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I want to solve $$\frac{dy}{dx}=e^{x^{2}}.$$ i using variable separable method to solve this but after some stage i stuck with the integration of $\int e^{x^{2}}dx$. i dont know what is the integration of $\int e^{x^{2}} dx$. Please help me out!

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There is no closed form integral of $e^{x^2}$. Are you sure you don't have a typo? – Emily Jul 20 '12 at 4:03
@Ed: it has a closed form. It's not elementary, however. – J. M. Jul 20 '12 at 4:10
Why in this green earth was this question downvoted? – J. M. Jul 20 '12 at 5:39
@J.M. Maybe someone was on the blue part of Earth. – Pedro Tamaroff Jul 20 '12 at 7:04
@Rahul: I wrote a long-ish answer to that question many moons ago, but the gist is, I consider the error function as a "known quantity", and I thus treat it as a closed form. – J. M. Jul 20 '12 at 7:43
up vote 3 down vote accepted

$$ \frac{dy}{dx}=e^{x^{2}} $$ has no elementary solution. The error function (also called the Gauss error function) is a special function (non-elementary) of sigmoid shape which occurs in probability, statistics and partial differential equations. It is defined as: $$ \operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2} dt. $$ See the link for reference and more information and thus, J.M. ...?

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...and thus, the solution of the DE is $y=-\frac{i\sqrt\pi}{2}\mathrm{erf}(ix)+C$. (the imaginary error function) – J. M. Jul 20 '12 at 5:41

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