Use this tag for the error and complementary error functions (erf and erfc). These are special functions formed by taking definite integrals of the Gaussian/normal distribution function.

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30
votes
3answers
509 views

How to evaluate $\int_0^\infty\operatorname{erfc}^n x\ dx$?

I successfully evaluated these integrals: $$\int_0^\infty\operatorname{erfc}x\ dx=\frac1{\sqrt\pi},\tag1$$ $$\int_0^\infty\operatorname{erfc}^2x\ dx=\frac{2-\sqrt2}{\sqrt\pi}\tag2,$$ but have problems ...
25
votes
5answers
2k views

What is the antiderivative of $e^{-x^2}$

I was wondering what the antiderivative of $e^{-x^2}$ was, and when I wolfram alpha'd it I got $$\displaystyle \int e^{-x^2} \textrm{d}x = \dfrac{1}{2} \sqrt{\pi} \space \text{erf} (x) + C$$ So, I ...
20
votes
2answers
572 views

Integral $\int_0^\infty\left(x+5\,x^5\right)\operatorname{erfc}\left(x+x^5\right)\,dx$

Is it possible to find a closed form (possibly using known special functions) for this integral? $$\int_0^\infty\left(5\,x^5+x\right)\operatorname{erfc}\left(x^5+x\right)\,dx$$ where ...
18
votes
1answer
328 views

Fourier transform of $\operatorname{erfc}^3\left|x\right|$

(this is a follow-up on my another question) Could you please help me to find the Fourier transform of $$f(x)=\operatorname{erfc}^3\left|x\right|,$$ where $\operatorname{erfc}z$ denotes the the ...
17
votes
3answers
228 views

A closed form for $\int_0^\infty e^{-a\,x} \operatorname{erfi}(\sqrt{x})^3\ dx$

Let $\operatorname{erfi}(x)$ be the imaginary error function $$\operatorname{erfi}(x)=\frac{2}{\sqrt{\pi}}\int_0^xe^{z^2}dz.$$ Consider the following parameterized integral $$I(a)=\int_0^\infty ...
16
votes
2answers
311 views

A closed form for $\int_0^\infty\frac{\sin(x)\ \operatorname{erfi}\left(\sqrt{x}\right)\ e^{-x\sqrt{2}}}{x}dx$

Let $\operatorname{erfi}(x)$ be the imaginary error function $$\operatorname{erfi}(x)=\frac{2}{\sqrt{\pi}}\int_0^xe^{z^2}dz.$$ Consider the integral $$I=\int_0^\infty\frac{\sin(x)\ ...
16
votes
1answer
362 views

Weber-type integral

In connection with this answer, I came across the following integral: $$\int_{0}^{\infty} \frac{du}{u} \: \,e^{-t u^2} \frac{J_0(u) Y_0(r u)-J_0(r u) Y_0(u)}{J_0^2(u)+Y_0^2(u)}$$ where $r \gt 1$. I ...
15
votes
2answers
279 views

Integral $\int_0^\infty F(z)\,F\left(z\,\sqrt2\right)\frac{e^{-z^2}}{z^2}dz$ involving Dawson's integrals

I need you help with evaluating this integral: $$I=\int_0^\infty F(z)\,F\left(z\,\sqrt2\right)\frac{e^{-z^2}}{z^2}dz,\tag1$$ where $F(x)$ represents Dawson's integral: $$F(x)=e^{-x^2}\int_0^x ...
13
votes
0answers
224 views

Non-trivial values of error function $\operatorname{erf}(x)$?

The so called error function $\operatorname{erf}(x)$ is defined as $$\operatorname{erf}(x)=\frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2}dt,$$ and it is well known that $\operatorname{erf}(\infty)=1$. Are ...
12
votes
1answer
180 views

Integral $\int_0^\infty\exp\left(-\sqrt2\,x^2\right)\,\operatorname{erfi}(x)\,\log(x)\,x^3\,dx$

Consider the following integral: $$\mathcal{A}=\int_0^\infty\exp\left(-\sqrt2\,x^2\right)\,\operatorname{erfi}(x)\,\log(x)\,x^3\,dx,\tag1$$ where $\operatorname{erfi}(x)$ denotes the imaginary error ...
7
votes
3answers
380 views

Evaluation of $\sum_{n=1}^\infty \frac{1}{\Gamma (n+s)}$

I want to try and evaluate this interesting sum: $$\sum_{n=1}^\infty \frac{1}{\Gamma (n+s)}$$ where $0 \le s < 1$ WolframAlpha evaluates this sum to be $$\sum_{n=1}^\infty \frac{1}{\Gamma ...
7
votes
1answer
96 views

Calculating $\text{erf}^{-1}(z)$ for $z\in\mathbb{C}$

All the information I found about inverse error function $\text{erf}^{-1}(z)$ was about $z\in\mathbb{R}$. Also I found some Taylor expansions for it, but as the function is unbounded near $z=\pm1$, ...
5
votes
1answer
306 views

Elegant proof for an inequality involving erf

I'm trying to prove the following inequality for $0 < x < 1$: $$\operatorname{erf}\left(\frac{(1+x)\sqrt{\ln{(1+x)}}}{\sqrt{(1+x)^2 - 1}}\right) - ...
5
votes
1answer
282 views

Integrating a product of exponential and complementary error function with square-root of variable in the denominator

I need to evaluate \begin{equation} \int_a^\infty \mathrm{erfc}\left( \frac{b}{\sqrt{c\cdot h}} \right) e^{-d\cdot h} dh \end{equation} where $\mathrm{erfc}(s) = \frac{2}{\sqrt{\pi}} ...
5
votes
3answers
377 views

Evaluating $ \int_{-\infty}^{\infty}x\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}^{2}\left(a\left(x-d\right)\right)\,\mathrm{d}x $

I have big difficulties solving the following integral: $$ \int_{-\infty}^{\infty}x\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}^{2}\left(a\left(x-d\right)\right)\,\mathrm{d}x $$ I tried to ...
4
votes
2answers
145 views

Fourier transform of $\operatorname{erfc}^2\left|x\right|$

Could you please help me to find the Fourier transform of $$f(x)=\operatorname{erfc}^2\left|x\right|,$$ where $\operatorname{erfc}z$ denotes the the complementary error function.
4
votes
3answers
431 views

How to compute $ \int_0^1 {e^{-x^2}} dx$

I know that $$ \int_{0}^{+ \infty} e^{- x^{2}} dx = \frac{\sqrt{\pi}}{2}. $$ My question is: $$ \int_{0}^{1} e^{- x^{2}} dx = ~? $$
4
votes
2answers
55 views

Approximating the erf function

I was trying to find an approximate solution to the following: $\DeclareMathOperator\erf{erf}$ $$\frac12 \sqrt{\pi} \erf\left (\frac{x-2}{\sqrt{10}}\right) + \frac12 \sqrt{\pi} \erf ...
3
votes
1answer
89 views

Integral of 2D Gaussian over triangle

I am interested in computing (numerically) the integral of a 2D Gaussian (with arbitrary mean and covariance matrix) over a triangle in the plane. I would like the solution to work over a wide range ...
3
votes
1answer
136 views

Definite integral - Please point to me my mistake

This emerged while I was investigating this question, i.e. the solution to the definite integral $$I_x = \int_0^\infty\left(5x^5+x\right)\operatorname{erfc}\left(x^5+x\right)\,dx$$ In a comment, its ...
3
votes
2answers
94 views

Advice on an integral involving the error function

I'd like to calculate the following integral: $$\int^{\infty}_{0} \mathrm{erf}\left(\frac{\alpha}{\sqrt{1+x}} - \frac{\sqrt{1+x}}{\beta}\right) \exp\left(-\frac{x}{\gamma}\right)\, dx,$$ where ...
2
votes
2answers
83 views

Integral of exponential using error function

I'm trying to solve some integrals below $$\int_{-\infty}^{\infty} {x^n e^\frac{-(x - \mu)^2}{\sigma^2}}dx$$ I am interested in the solutions where n = 0, 1, 2, 3, 4. I have learned that ...
2
votes
2answers
172 views

Product of two complementary error functions (erfc)

I believe that (i.e., it would be convenient if, and visually appears that) the product of the two complementary error functions: ...
2
votes
1answer
50 views

How to show integral is related to complementary error function?

I have to somehow show that: $$ \int_0^\infty{\frac{e^{-a t}}{t^{1/2}(t+x)}} \textrm{d}t=\frac{\pi}{\sqrt{x}} e^{a x} \textrm{erfc}(\sqrt{ax}) $$ I've tried substituting $u=\sqrt{t}$ to get $$ 2 ...
2
votes
1answer
63 views

How to find the error term for multiple applications of a method

I have a problem where I have to estimate the second derivative of a function at a point using given data. I have $f(1.2)$, $f(1.3)$, and $f(1.4)$. ($h=0.1$) I need to find $f''(1.3)$, so I use the ...
2
votes
2answers
681 views

Lagrange polynomial and derivative problem

I need to code this function in matlab $$L'(x) = \sum_{k = 0}^{n} f_k l_k(x) $$ Where's $l_k$ looks like this $$l_k(x) = \sum^{n}_{j=0, j \neq k} \frac{\prod^{n}_{i=0}(x - x_i)}{(x - ...
2
votes
1answer
99 views

Evaluating $\int\frac{e^{-x^2}}{(1+2x^2)^2}dx$

I'm trying to evaluate the following indefinite integral: $$ \int\frac{e^{-x^2}}{(1+2x^2)^2}dx $$ According to Wolfram|Alpha, this integral evaluates to: $$ \int \frac{e^{-x^2}}{(1+2 x^2)^2} dx = ...
2
votes
1answer
99 views

Is there an analytical solution to Gaussian integral $\int_{-\infty}^{\infty} \frac{e^{-x^2}}{(x+a)^2+b} dx$?

I wonder if there is an analytical solution to $$\int_{-\infty}^{\infty} \frac{e^{-x^2}}{(x+a)^2+b} dx,$$ where $a, b>0$. I know, of course, that the antiderivative of the fraction is a version ...
2
votes
0answers
31 views

Properties and representations of the the rescaled complementary error function $\mathrm{erfcx}{z}$

Consider the rescaled complementary error function: $$ \mathrm{erfcx}(z) = {e^{z^2}} \left( {1-\mathrm{erf}(z)} \right) $$ $z \in \Bbb{C}$ which also has the following integral representation: $$ ...
2
votes
0answers
78 views

Differentiation under integral sign

There is this integral that I used a lot in my research: $$\int_{-\infty}^{\infty}\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}\left(a\left(x-d\right)\right)\,\mathrm{d}x = ...
2
votes
3answers
87 views

Integrate $ x\cdot e^{i\omega x - x^2}$ from $0$ to $\infty$

Can anybody help me in solving the following integral: $$\int_0^\infty x\cdot e^{i \omega x-x^2}\,dx\quad?$$ Any help/hints will be highly appreciated. Thanks
2
votes
0answers
23 views

Understanding Variance

I have to analyse the reasons that we did not meet target. Our target is 4750 m Our target speed is 500m/hr Our target hrs are 9.5 We achieved a speed of 550 m/hr We achieved hrs of 9.1 We achieved ...
1
vote
2answers
146 views

Value minimizing mean absolute percentage error

What value for $c$ would minimize the formula: $$\frac{1}{n}\;\sum^{n}_{i=1}\left | \frac{y_i-c}{y_i}\right|$$ given the values $y_1, ..., y_n$. For example in the mean squared error we have the ...
1
vote
1answer
50 views

Inverse Laplace transform of a given function

1) The Laplace transform of f(t) is $\overline{f}(p)=\frac{1}{p}$ when $f(t)=1$ 2) The Laplace transform of $f(at)$ is $\frac{1}{a}\overline{f}(\frac{p}{a})$ 3) The Laplace transform of the ...
1
vote
2answers
551 views

How to prove error function $\mbox{erf}$ is entire (i.e., analytic everywhere)?

How do I prove the error function $$ \mbox{erf}(z) = \frac{2}{\sqrt{\pi}} \int_{0}^{z} e^{-t^{2}} dt. $$ is entire? Could you give me some scratch proof?
1
vote
1answer
16 views

Integrating the error function in a calculation related to Brownian motion

I wish to calculate the probability that a standard linear Brownian motion $B(t)$, $t\ge 0$, will be at time $t_0$ inside the interval $[a,b]$, and at time $t_1$ in the interval $[c,\infty)$. To do ...
1
vote
3answers
101 views

Help with exponential integrals

I'm trying to find a nice expression for the following function \begin{equation} f_k(x)=\int_0^\infty y^k (x+y) e^{-(x+y)^2} \text{d}y. \end{equation} So far I know that \begin{equation} ...
1
vote
1answer
85 views

Proof of an integral identity

I would appreciate it if you could help proving the following identity which are two forms of complimentary error function $$\frac{2}{\sqrt{\pi}}\int_z^\infty e^{-t^2} ...
1
vote
1answer
125 views

Limits of complex error and gamma functions in the complex plane?

What are the following one-sided limits in the complex plane (in the form $x+iy$): For the complex error function: $\lim_{x \to 0^+, y \to 0^+}\text{erf}\left(x+iy\right) = $ $\lim_{x \to +\infty, ...
1
vote
1answer
178 views

Rewriting the integral $\mathrm{erf}(x) = \frac{1}{\sqrt{\pi}} \int_{-x}^x e^{-t^2} dt.$

I'm trying to implement an equation into a programming language which doesn't have functions for integrals. However as it's many years since I've had any math exercise I'm having some trouble ...
1
vote
2answers
458 views

Integral of product of exponential function and two complementary error functions (erfc)

I found the following integral evaluation very interesting to me: Integral of product of two error functions (erf) and I hoped that I could use that result to evaluate the following integral: $$ ...
1
vote
1answer
27 views

Alternatives to absolute error?

Let me explain my scenario in which I need to calculate absolute error. Lets say the X is the actual value. And X' is the value of X with some error 'e'. So X' = X + e'. Lets say i = 1 to 10000. I ...
1
vote
1answer
27 views

Integral of cumulative normal

Let $$\Phi(x):=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} \exp\left({-\dfrac{\omega^2}{2}}\right) d\omega.$$ Question: for what values of $a$, $b$ and for what choices of $f(x)$ would the following ...
1
vote
1answer
42 views

Integration involving complicated exponential form

I'm trying to simplify the following: $\int_0^ts^{-\frac{3}{2}}e^{-\frac{(a+bs)^2}{2s}}~ds$ Basic substitution always gives a $s^{-\frac{1}{2}}~ds$ counterpart which I don't know how to get rid of. ...
1
vote
0answers
35 views

Converting this sum to integral (possible?). The goal is to get error function

The solution to the heat equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2}$$ with boundary conditions and ini condition as followed: $$u(0\ or\ 1, t)=0\qquad u(x,0)=1$$ ...
1
vote
0answers
35 views

Find the right degree of the Maclaurin polynomial of $e^x$

Here is my question: What degree Maclaurin polynomial of $e^x$ must be taken to guarantee an estimate of $e$ to within $1 \times 10^{-6}?$ I know that the error term is: ...
1
vote
1answer
203 views

How to derive integrals with error function?

How to derive this integral $\int_{-\infty}^{\infty}erf(\lambda x)\mathcal{N}(\mu, \sigma ^2)dx$ and this $\int_{-\infty}^{\infty}(erf(\lambda x)-const)^2\mathcal{N}(\mu, \sigma ^2)dx$ where ...
1
vote
0answers
79 views

Solving Differential equation, origin Physics

Given constants $u,v,l$ find the solution to the differential equation $$\frac{dx}{dt}+x\left(1+\frac{v}{l}t\right)=u$$ Given that at $(0,l)$ lies on the solution. And hence find the value of $t$ when ...
1
vote
2answers
99 views

Accurate computation of $\exp(a x^2) Q(x)$ for big values of $x$?

I was wondering how one can accurately compute the value of $\exp(a x^2) Q(b x)$ for large values of $$x \left(Q(x) \triangleq \frac{1}{\sqrt{2\pi}}\int_x^{\infty} e^{-\frac{u^2}{2}} du \right)?.$$ ...
1
vote
0answers
68 views

Grid Function Norm

I am studying about the global truncation error in finite difference methods and I have a question about calculating the error in a Boundary Value Problem (BVP). If we take a simple 1-D problem, the ...