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List of Functions Involving The Error Function

This document provides a table of integrals involving the error function erf(z) and related functions. It contains formulas for indefinite and definite integrals of products of the error function with elementary or transcendental functions. Many of the results are new. The integrals have applications in fields such as atomic physics, astrophysics, and statistical analysis. The paper aims to give an exhaustive tabulation of integrals of the error function. It defines relevant functions, lists integral representations, and provides formulas for indefinite integrals in sections.

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0% found this document useful (0 votes)
259 views

List of Functions Involving The Error Function

This document provides a table of integrals involving the error function erf(z) and related functions. It contains formulas for indefinite and definite integrals of products of the error function with elementary or transcendental functions. Many of the results are new. The integrals have applications in fields such as atomic physics, astrophysics, and statistical analysis. The paper aims to give an exhaustive tabulation of integrals of the error function. It defines relevant functions, lists integral representations, and provides formulas for indefinite integrals in sections.

Uploaded by

Bob
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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JOURNAL OF RESEAR CH of the Natiana l Bureau of Standards - B.

Mathematical Scien ces


Vol. 73B, No. 1, January-March 1969

A Table of Integrals of the Error Functions*

Edward W. Ng** and Murray Geller**

(October 23, 1968)

This is a compendium of indefinite and definite integrals of products of the Error fun ction with
e le men tary or transcendental fun ction s. A s'ubstantial portion of the res ults are ne w.

Key Words: Astrophysics; atomic physics; Error functions; indefi nite integrals; special fun ctions;
statistical analysis .

1. Introduction

Integrals of th e error function occur in a great variety of applicatio ns, us ualJy in problems
involv in g multiple integration where the integrand con tains ex pone ntials of th e squares of the argu-
me nts. Examples of applications can be cited from atomic ph ys ics [16),1 astrophysics [13] , and
s tati s tical analysis [15]. Thi s paper is an attempt to give a n up-to-date ex hau stive tabulation of
s uc h integrals.
All formu las for indefi nite integrals in sec tion s 4.1, 4.2, 4.5, a nd 4.6 below were derived from
integration by parts and c hec ked by differe ntiation of the res ultin g expression s_ Section 4.3 and the
seco nd hali' of 4.5 cover all formulas give n in [7] , with om iss ion of trivi al dupli catio ns and with a
number of additions; section 4.4 cove rs esse ntially formulas give n in [4], Vol. I, pp. 233-235.
All these formu las have been re-derived and chec ked, eith e r fro m the integral representatio n or
from the hype rgeo metric series of th e error function. Section s 4.7,4_8 and 4_9 ori ginated in a more
varied way. Some formulas were derived from multiple integrals involvin g ele me ntary fun c tion s,
others from existing formulas for integral s of co nflu e nt hypergeometric functions, and still others,
a s mall portion, were co mpiled directly from existing literature. In conn ecti on wit h the last three
sections, th e reader should refer to [3] and [4], Vol. II, pp. 402,409-411.
Throughout this paper, we have adhered to th e notation s used in th e NBS Handbook [9] and
we have also assumed the reader's familiarity with the properties of th e error functions, for whi c h
he is referred to [5]. In addition , the reader s hould also attend to th e following conve ntions:
(i)z=x+iy=r exp (iO) is a complex variable,

~ (z)=x, J1(z) = y, Iz l=r, argz = O;

(i i) the parameters a, b, and c are real and positive except where otherwise stated;
(iii) unless otherwise specified, the parameters nand k represent the integers 0 , 1, 2 . . . ,
whereas the parameters p, q, and v may be nonintegral;
(iv) the integration constants have been omitted for the indefinite integrals;
(v) when x is used (in stead of z) as the integration variable, it means that the formula has been
es tabli s hed only for real x, thou gh it may still be valid for certain complex values;

(vi) the integration sy mbol f de notes a Cauchy principal value.

*An invit ed pape r. This pape r presents th e result s o f o ne phase of researc h carried out at th e Jet Propu lsion Laboratory , California Ins titut e of Tec hn ology,
unde r Co ntract #NAS7- IOO. sponsore d by th e National Aeronauti cs and Space Adm inistration.
"Present address: Jet Propulsion Laboratory , California Institut e of Tec hnology, Pasadena, Calif. 91103.
1 Figu res in brac ket~ indi cat e the lit erature referen ces at th e e nd of thi s paper.

1
2. Glossary of Functions and Notation

A (x) Gaussian Probability Function

C(Z) Fresnel Integral

Ci(z) Cosine Integral -f'"z


cos t dt
t

DvCz) Parabolic Cylinder Function

n k
e,,(z) Truncated Exponential 2~
k=O k!

Exponential Integral f "'e- t


z
-dt
t

Ei(x) Exponential Integral - f'" -x


e-t
-dt
t

IFI (a; b; z) == M(a, b, z) Confluent Hypergeometric Function

(ak)n zn
kFi(al . . . ak; b l ... bi ; z) Generalized Hypergeometric Function
(b i )" n!
H,,(x) Hermite Polynomial
Hv(x) Struve Function
Iv(z) Modified Bessel Function
Jv(z) Bessel Function
Kv(z) Modified Bessel Function
L~ Generalized Laguerre Polynomial
Mp , q(z) Whittaker Function
Yv(z) Neumann Function (Bessel Function of Second Kind)

P(x) Probability Function

(p )11 Pochhammer's Symbol f(p+n)/f(p)


PI/(x) Legendre Polynomial
P~(z) Associated Legendre Function of the First Kind

S(z) Fresnel Integral

si(z) Sine Integral - f


z
oo.
smt-
dt
t

U(a, b, z) == 'I'(a, b, z) Confluent Hypergeometric Function


Wp,q(z) Whittaker Function
2
y Eule r's Cons tant 0. 57721 56649 . . .
f(p) Gamma Function

y(p , z) Incomplete Gamma Function

f(p, z) Incomplete Gamma Function

~(z) Riemann's Zeta Function

d
!/J(z) Psi Function dz [In f(z)]

3. Definition and Integral Representations

3.1. Definitions and Other Notations

1. erf (z) == _2_ Ji!: e- / 2dt,


y;. 0

2. erfc (z ) == ...;; L" e- 12dt= 1- e rf (z ),

3. erfi (z) == - i e rf (iz) = ...;; r el 2dt.

Some authors use th e a bove notati ons with out th e fac tor ...;;, and so me use <J:l(z) for e rf (z).

4. w(z) == e- z2 e rfc ( - iz ).

F or real x, Dawson 's integral is defin e d as

5. F (x) == V; e- x2 e rfi (x)= V; Y [w(x)].

The error fun ction is al so closely related to th e Gau ss ian probability fun cti ons:

6. e rf (x) =2P(xV2)- 1=A (x Y2 ).

3.2. Integral Representations

1. e rf (az )= -2az-
y;.
II 0
e - a'Z'I' dt

2. erfc (az)=-
2 - e - a 2z2 ( ; - U'+ 2aztJdt
y;. Jo
3. e rf (az+~)= ~ exp (c- ::) f e- ((h' +2wz+c) dz.

- --------
4. erfc ( -Z) =2a- exp (Z2)
a ~
c--
a2
i0
00 e-(a 212+2zl+c)dt

5. e2ab erf ( ax + ~) + e- 2ab erf (ax - ~) =~ J e-a2x2- b2/x2dx

2a _ 22j "' e- a2(2tdt, ~(aO ,~(zO.


6. erf c (az) = - e az
~ 0 (Z2+t 2)1 /2

2z (00 e- a2(2dt
7. e rfc (az) = 7r e- a2z2 Jo (t 2+ Z2), ~(a) > 0, Iarg zl < 7r, Z# O.

4 (I e- x212 dt
8. 1- [erf (x)]2 =; e- x2 Jo
(t 2 + 1)' x> 0

9. erf (x + in + erf (x - in = ~ ey2 /4 J e- x2 cos xydx

10. erf (x+ in - erf (x- iJ) = i~ e y2 / 4 Je- x2 sin xydx


11. erf (x)=~ (" ex2 cos (J cos (x 2 sin 0+ 0/2)dO , x# 0
V; Jo

12. erf (x)=.!.. ( '" e- I sin (2xVt) dt.


7r Jo t

4. Integrals of Product of Error Functions With Other Functions

4.1. Combination of Error Function With Powers

1. J erf (az)dz=z erf (az) + a~ exp (-a 2z2)

2. J erfc (az)dz=z erfc (az) - a~ exp (-a 2z2)

3. ( 00 erfc (ax)dx= ,II'


Jo aV7r

4. J erf (az)zdz=~ Z2 erf (az) - 4~2 erf (az) + 2a~ exp (- a 2z2)

5. J erfc (az)zdz=~ Z2 erfc (az) + 4~2 erf (az) - 2a~ exp (-a 2z 2)

( 00 1
6. Jo erfc (ax)xdx= 4a 2'

4
r (~+ 1)
7. f ZIHI
erf (az)zndz=--=t=l erf (az)
n
+ ,I
e- a2z2
aV7T(n+l)
I- I
L r (~-k+l ) ~
k =O a
2 zn-2k

I-j r (l+4)
--+1 ,I erf (az), j = 0 or 1, 2l - j = n + 1
n a,,+1 V7T

(n+2)(n+l)f ( n+2) Zll+1


8. f erf (az)z1l+ 2 dz= 2(n+3)a 2 erf (az)zndz+ Z2- 2a 2 (n+3) erf (az)

r (~+ 1)
9. f erfc (az)zndz= (z:'l) erfc (az) _
n
,~a2z2 ~
a v 7T (n + 1) k = O r
_(-,-2_-,-_)
- k+1
~
Z:~:k
2

1- j r (l+~)
+--1 . , I erf (az), j=O or 1, 2l - j=n+l
n+ an+lv7T

(n+2)(n+l)f ( n+2) zn+1


10. f erfc (az)zn+2dz= 2(n+3)a 2 erfc (az)z"dz+ Z2 - 2a 2 (n+3) erfc (az)

" r (~+ 1 )
11. { erfc (ax)xndx= v:;;. .n 1'
Jo (n+ 1) 7Ta +

12.2 f erf (az)z - 'dz= In z erf (az) - ~f In Ze- 0 2Z 2dz

13. f erfc (az)z-'dz= In z erfc (az) +~ f In ze- a2z2 dz

erf (az) 2a f 1
14. f erf (az)z - ndz=- . + - e- a2z2dz
(n-1)zn - 1 (n - l)v:;;. zn- I '

15. f erfc (az)z-"dz=- erfc (az) - 2a f - 1 e- a2z2 dz


n~2
(n-l)zn - , (n-l)v:;;. zn-I '

ZP+I
16. f erf (az)z Pdz=--l erf (az) -
1
,/"Y -2+ 1, a 2z2) ,
(p p>-2,p~-1
p+ (p + 1) a P+ I V 7T

2 See append ix for int egrals on th e right-hand side s of eqs (12 to 15).

------
17. Jerfe (az)zpdz= pzP+1
+1
erfe (az) + 1
(p + 1) a P+ 1
v:;;. 'Y (E2 + 1, a z
7r
2 2) , p >-1

7r
18. [ 00 erfe (ax)xpdx= 1 v:;;. r (E2 + 1), largal < 4",p > -l
Jo (p + l)a p + 1 7r

19. fo
oo
erf (ax)x p- 2dx= , I
al - p
V7r(l-p)
r (p)
-2 '
7r
lar ga l < 4"'o < p<1.

4.2. Combination of Error Functions With Exponentials and Powers 3

1. Jerf (az)ebzdz=i ebz erf (az)-i exp (:;2) erf (az- ;a)
2. Jerfe (az)ebZdz=i ebz erfe (az)+i exp (:;2) erf (az- ;a)
3. 1 00
erf (ax)e- bXdx=i exp (:;2) erfe (2bJ, PJ(b) > 0, Iarg al < 7r/4

5. Jerf (az)e bZzdz=1:b erf (az)e bz (z-1:)b -1:b exp (~)


4a 2
{ (~_1:) erf (t)- _1_ e-
2a b a v:;;. 2
t2 }, t= az-!!"'-
2a

6. J erfe (az)ebZzdz=i erfe (az)e bz (z-i)


1b (-4ab2 ) { (b-2a-2 -1)b erf (t)-a-v;:
+- exp 2
1- e- 2} ,t = az--2ab t

7. Jo 1 ( [1
b2 ) b- 2a2
[ 00 erf (ax)e - bxxdx=b exp 4a2 b] erfe ( 2a
b) 1
+ abV;:' PJ(b) > 0, 7r
larg al <4"

9. 4 J erf (az )ebzz"dz=(-I)n nl


bn~l ebz erf(az)en(-bz)

2a n 1 n ( - b)k
- - (-1 )" _ . , , - -
J Zk exp (- a 2z2+ bz)dz
v;: bn+ 1 f:o k!

3 1n thi s secti on a and b ca n tak e an y valu e on th e co mpl ex pl ane olh er th an th e ori gin , exce pt wh ere oth erwi se stat ed .
.. See appendix for th e int egrals on the ri ght -hand sides of eqs (9 to 12).

6
10. b I erf (az)ebZz"dz+ n I erf (az)ebZz"- l dz

=ebzz n- I [z erf (az)+_1- e - 02z2 ]


a v:;;.

11. I erfc (az)ebZz"dz = (- I )n b:;{ ebz e rfc (az)e,,( - bz)

+ -2a
y:;
( - I)"n !
b,, +1 to
II
'" - -
k!
(-W I Zk exp ( - a-z- + bz)dz
?'J

12. b I erfc (az)ebZz"dz + n I erfc (az)ebzzn - 1dz

= ebzz,,- I [zerfc (az) _a_v:;;.


1_ e- U2Z2 ]

+ I (bz" + nz" - I) exp (- a 2z 2 + bz)dz

13. (oo
Jo
e rf(ax) e-bXxlldx=(;) 1/2 ~~~ I (2a/~
k =O
exp (:~2) D- II + k - 1 ( ~ ~)
a v2

_ 11 (_ 1)II - k n!(a)k- n d" - k [ (q2) .. (9.) ]


- k~ bk+ 1 (n - k)! dq" - k exp 4 ed c 2 '

b
q =-,
a
Y2 (b) > 0, larg al < -1T4

14. (00 erfc (ax)ebxx"dx = (-1)'1+ 1bn !


Jo n+1

+ (-;2) 1/2 ~ II n! ~!! 2


(_I)k b k + 1 (2a 2 ) 2 exp 8a 2
) (b D - II +J.- - I
(b
a v'2
-
)

1T
la rg (b-a)1 < ";r

4 .3. Combination of Error Function With Exponentials of More Complicated Arguments

1. 1o
a v:;;.
e- x2 erf (x)dx=- (erf a)2
4

2. 1o
00 V 1T 1
erf (ax)e - b2x2 dx = - - - - tan- I -
2b b v:;;. a
b

3.
('"erfc
Jo (ax) e b2x2 dx = 2
1 b In [aa +- bbJ '
y:;;. b may be complex, larg
1T
al <-4

7
6 . Jo('"erf (axe 1_ [~
) -b'x' 2d _ V; _ _ _I ~_ a ] Iarga I <"41T
x x- 4b 3 2V; b3 tan a b2(a2+b2) '

7 . Jof "' ere


f ( ) - b'x' 2d _ _1 _ [~ _ I ~_ a ] Iarga I <"41T
ax e x x- 2 V; b3tan a b2(a2+b2) '

8. 1'"
o
erf (ax) e-b'x'xpdx = -
V;
a b- p- 2f - + 1 oF (1 p+ l' _.
(p)
2 - 2' 2
3- a-
I
' 2' b
- -
2
2
)
'

9t(p) > -2

9. foo erfe (ax) eb'x'xpdx = f(tp + 1) .,F (P + 1 P + 2. p + 3. b2)


Jo V; (p + 1)aP + 1 - I 2 ' 2 ' 2 'a 2 '

10. r erfe (x)eX'xp- ldx=~ sec (P21T ) r (~), O< p < 1

12. Io
x erf (iax)e - u'xLbxdx=. 1
2m .,,;;.
2

4a 2
2
exp ( - ) Ei - -) ,
4a 2
b (b .92 (b) > 0,

13. f-oo oo
erf (x) e- (ax+b)'dx = - -V; erf (
a
b
Ya 2 + 1
),

14. Jofoo erf (ix)e-(x 2 +ux)xdx= V;


i [1-;;-+4aEi (a
-"4 2
)
exp (a"42
)]
' .92 (a) > 0

16. f'"
I
1
e rfc (ax)e U2X x - 3 dx=- (l-2a 2 )e Q ' e rfe (a)
2
+- a
V;

17. Jf'I" erfc (ax) ea'x


(X - l)p/2- 1
x p+1
1
dx =.,,;;. ea'/225P/4- 2aP/2- 1r
(p)2" D_1_p (a v2) , p>O

O< p < 1

8
a>O

p>o

22. l oo erf (~) e- b2x2xdx = 2~2 (1- e- 2ab ) , ,?4>(a) > 0,

23
. Jo(00 erfc (~)
X
e-b2x2xdx = _1_ e-2ab
2b 2 '
,?4>(a) > 0,

(00 erfc (a)


24. Jo dx
~ e- b2x2 -;=-Ei(-2ab), ,?4> (a) > 0,

25.
f''' erfc
Jo - b2 1
(ax)e wxdx=4a2e- ab(l+ab)-4 [-Ei(-ab))
b2

26. f OO

o
- !!:.. dx
erf (ax)[l-e 4X2] -=y+ln (ab)+ [-Ei( - ab)]
x

27. f oo

o
_ 1J2 dx
e rfc (ax)e X2 - = - Ei(- 2ab) ,
x
,?4> (a) > 0,

30. t erfc (D exp (:2 - b2X2 ) dX=b~ [sin 2bCi(2b)-cos2bsi(2b))

I arg bl <~, ,?4>(a) >


34. L x b)
erfc ( ax +:;: e- c2x2xdx

= t(a 2 + c 2)- 1/2[a + (a 2+ c 2)1 /2] - 1 exp [ - 2b(a + Va 2+ c 2)],

35. f'" {
o
2 cosh ab - caberf (b - 2ax2) - ealJ erf (b + 2ax2) } e-(c a2)x2x dx = -1- e- bc,
2x 2x
L

c2 - a2

a > 0, b > 0, .<n(c2 ) >


9
36. i" cosh (2bx) exp [(a cosh X)2] erfc (a cosh x)dx

9P(a) > 0, -t < 9P(b) < t

37. 1 00
{exp [ - (x - a)2] - exp [ - (x + a)2]) erf (x )dx = -v;. erf (a/V2)

38. 10 00 -v;.
{exp [ - (x - a)2] + exp [ - ~ + a)2]) erf (x )dx=-2- {I + [erf (atV2))2}

4.4 Definite Integrals From Laplace Transforms Involving Erf (Vax)

2. 1"" e-bx[e ax erfc (~)dx]=b- 1/2(v'b+Va)- 1


3. Lx> e-bx[e ax erf(~) -2(aX/7T)1/2]dx=(b-a)-I(a/b)3/2, b >a

9. l
o
ox , ~
e- bx [8axe ax erfc (vax)-8(ax/7T)1/2+1]dx=b - 1
(v'b- Va)2
v'b+Va

10
17. 1'" [ (X)1/2
o
e- bx 2 -
7T
e- a2/(4X)-aerfc (-a-)] dx=--'
2Vx
e-a v "/j
b3 / 2

4.5. Combination of Error Function With Trigonometric Functions

1. Jerf (az) sin bzdz=-i cos bz erf (az) + 2b exp ( - :~2) {erf (az- i ;a) + erf (az+ ~:) }
1

2. J erf (az) cos bzdz = i sin bz erf (az) + 2ib exp ( - :~2) {e rf (az - ~:)- erf( az+ ~:) }

3. Jerfc (az) sin bzdz=-i cos bz e rfc (az) - 21b exp ( - :~2) {erf (az - ;:) + erf ( az + ;:) }
4. J erfc (az) cos bzdz=i s in bz erfc (az)- 2ib exp ( - :~2) {erf (az- ;:) - erf (az+ ;:) }

s. 10'" erfc (ax) sin bxdx=i [l-ex p (- :~2) ], larg al < -4


7T

6. Jo(''' e rfc (ax) cos bxdx=-{;i exp (b


- 4a 2
2
)
erf 2a ' (ib) lar g al < 4"
7T

7. f0 oo erfc (ax) cos (bx}xdx= 2a


l 2 exp (b
- 4a
2
2
) - b12 [ 1- exp (b
- 4a
2
2
) ]

8. JI)
oe

b
- -)1 /2 [(a 2 +b 2)1/2-a]-1/2,
1 (a/2
erfc (~) sin bxdx=--
a2 + b2
9t(a) > 1J1(b)1

9
. J'" erfc (~)\ cos bxdx = (-
0
a/2 )1/2 r (a + b
a +-b 2 2 L
2 2 ) 1/2 + a] - 1/2 ,
9t{a) > 1J1(b)1

11
r (P+3) b
11. (oc erfc (ax) sin bxxpdx = 2 2F., (p+2 p+3. ~ P+4._~)
Jo a P+2Vrr(p+2) - 2 ' 2 ' 2' 2 ' 4a 2 '

PJ2(a) >O,.92(p) >0

12. ( '" erfc (ax) cos bxxIJdx =


Jo
r (~+1) .,F2 (p+ 1 p+2.1:. p+3.
aIJ+1Vrr(p+I) - 2 ' 2 ' 2' 2 '
PJ2 ( a) > 0, .92 (p) > 0

2 )]
14. Jo oc

x
bx dx=-1 [ -Et. ( - b-
cos -
erf (ax) -
2 4a 2

Jo
15. ( " [erfc (ax)-erfc (bx)] - xpx
cos p2 ) -Ei (p2
- dX=21 {Ei ( - 4a 2 - 4b 2)}

16. fo" erfc ( ~) sin bxdx=i exp [- (2ab) 1/2] cos [(2ab) 1/2], .92(a) > 0, .92(b) > 0

17. f" erf (~)cos bxdx=-1;ex p [-(2ab)1 /2] sin [(2ab)1 /2], .92(a) >0, .92(b) >0

18. to
OO
erfc(ax) tan xdx = L"(-1)1'
k= 1
(k2)
- k - exp-2 + In 2
a

20. Jf'' '. ( ) . b dx 1 {[ - EL (


0 eri ax sm x sm ex ~="4 -
(e-b)2)]
~ -
[ -
E t ((e+b)2)]}
- ~, e--'--b
...-

21. fo" erfc(ax) sin bx sin ex ~=~ In I~~~I- f" erf(ax) sin bx sin ex ~, c *b

22. Jo dx 1 {[ -Ei ((e-b)2)]


( " erf(ax) cos bx cos eX~="4 - 4a 2 + [ -Ei ((e+b)2)]}
-~ , e*b

23. J(0'" erfc (ax) sin bxe a2x2


dx= Vrr
2a exp (4a2
b2 ) erfc ( 2a
b)

24. J("
0 erf (iax)
iVrr exp
sin bXe- U2X2dx = ~ (b
- 4a
2
2
)

25. t, erfc (ax) cos bxe u2 x 2dx= 2a~ exp (:;2) [- Ei ( - :;2)]
26. foX erfc (ax) sin x cosh xdx = ~ [sin (2~2) - cos (2~2) + 1]
12
27. t" erfc (ax) cos x sinh xdx = ~ [ sin (2~2) + cos (2~2) -1 ]

28. t" erfc (ax) x cos x cosh xdx= [2~2 cos (2~2) -~ sin (2~2) ]

29. t' erfc (ax) x sin x sinh xdx= D cos (2~2)+ ~2 sin(2~2) -~]

30. I oX[e - bxerfc (ab- 2Xa )-ebxerfc (ab+ 2Xa )] sinpxdx= (p 22p+ b2) exp [-a 2(b 2+p2)].
4.6. Combination of Error Function With Logarithms and Powers

1. J erf (az) In zdz= (In z-l) [z erf (az) + ,I; e - a2z2 ] - ~ ;Ei(- a 2z 2 )
a v 7T 2a v 7T

2. J erfc (az) In zdz = (In z -1) [z erfc (az) - ,I; e- a2z2 ] + : ; Ei(- a 2 z 2)
a v 7T 2a v 7T

3t" erfc(ax)lnxdx=- a~[I+~+Ina]

4. 5 J er[(az)zlnzdz = .!. Z2 erf (az) In z+ : ; z In ze - a'z'


2 2a V7T
_.!. J z erf (az)dz-~ erf (az) - _ 1_ J In ze - a2z 'dz
2 4a- 2a V;

5. J erfc (az)zInzdz =~ Z2 erf (az) In z- 2:I':j;e - a2z ,

-~ f z erfc (az)dz+ 4~2 erf (az) + 2a ~ J In ze - a2z2 dz

6. J '" erfc (ax)x Inxdx=-I_+_I-J '" Inxe - a' x2 dx


o 8a 2 2aV; 0

7. (k + 1) J erf (az)zk In zdz = Zk +l erf (az) In z +_I_zk In ze - a2z2


a v;.
-f Zk erf (az)dz _ _I_J zk - Ie- a2z2dz
aV;
k_Jzk - I I n ze - a'z2dz
__
aV;
8. (k + 1) J erfc (az)zk In zdz= Zk+l erfc (az) In z _ _I_zk In ze - a2z2
aV;
_JZk erfc (az)dz+_I-Jzk-le-a2z2dz
aV7r

~ For th e elementary integrals in eqs. (4 to 8), see appe ndix.

13
9. (k+ 1) fo x erfc (ax)x k Inxdx= 2~~:+1 [k~ 1 +~ '" (~) -k In a l
4.7. Combination of Two Error Functions

1. Jo~ erf (bx) erfc (ax)dx= 1/


bV1T
(~
a

2. ( x erfc (bx) erfc (ax)dx= : / (a+b-v'a 2+b 2)


Jo abv1T

3. t" erf (~) erfc (ax)dx

= Jo'" erf (bx) erfc (a)-x 2


dx = -1 - (1- e- 2ab ) -2
x aV;
-b
V;
. 2ab)]
[- EL(-

4. L" erfc (~) erfc (ax) dx


= Jo'" erfc (bx) erfc (a)dx
- 2 = -1- e - 2ab +2
x x aV;
-b
V;
.
[-EL(-2ab)]

5. J( x erfc (ax) erf (bx)eb2x2dx= 2b~ ~ In (1- ab:),


0 V1T
a 2 > b2

6. to erfc (ax) erfc (bx)e b2X2 dx= b~ In (1 +~), a+ b > 0

7. f erf(x) erf(v'1-x2)xdx=~(~-1)

=_1_ {e - ab[- Ei(-bc+ ba)] - e ab [- Ei(- bc- ba)]}.


aV1T
4.8. Combination of Error Function With Bessel Functions

1. LXerf (ax)]o(bx)dx=i erfc (2:)

2. t, erfc (ax)}o(bx)dx=i erf (2ba)

14
3. f' [2 e rfc (x)-I] ]n(bx)dx =- i [2 e rfc (~) - 1]
4. Loo e rf (x)],(bx)dx=i e- b2 /8/() (~)

S. J,"" erf (~) l:!iz(bX)X - I/ 2dx=b - 3/2 erf (~)

1
-1 < p < -
2

p >- 1

B. In
{'" . 1 (b)P 1 r (p + ) (3 ~b2 )
e rfc (ax)],J(bx)xp+'dx= 2V;"2 a2p+2 f(p +2) ,F, P +"2; p+2; - 4a2 ' p > -1

1
p >-
2

r ex> ., P _ 2- (p+2v+\}b"f(p+ v+ 1)
10. J( e Ifc (ax)]v(bx)x dx - ( + V+3)
() aP+V+ I f ( v + 1) f "-P----:_..:c.
2
.F. (P+V+l p+v+2. +1 P + V+3. _ .iC) p+v > - 1
x2 1 2 ' 2 ' v , 2 ' 4a2'

11. f'''
J()
e rfc (ax)]()(bx)e(J':r'xdx = ~I
ab v 7T'
[1 - v; (~)
2a
e b' /4a' e rfc (~)]
2a

12
. 1"()
erfc (ax)] (bx)ef/'X'xP+'dx = -
P
-
27T' 2
1 (b) -a2p+2
1- r (3
P p + - ) e '/4a' f (- p - l -b 2
2
b
'4a '
2
)

1
-1 < p < -
2

1 _1 r (
-_V;
_
baP p
+.!)2 eb2/8a'W - p /2.p/2
(.iC)
Ba2 ' -1 < p < -
2
3

14. r oc
J()
erfc (ax)]
p
(bx)ef/'.r'xP+ 'dx=~
27T' 2
(!!.)P_l_ r
a 2p +2
(p+~)
2
eb'/4a2f (_p_.! .iC)
2' 4a 2 '
1
-1<p<-
2

1
-1 < p <-
2

16. L" erfc (x) Yp (bx)e X 'x P + 3dx = - b~ f(p+2)e b' /8W_(P +3J/2,P/2 (~) , -2 < p < - -
2
3

IS

L
1
--<p<O
2

1 1
-- < p < -
4 2

=
f (2p +"23) f (- p) 2/J- a- 2 4 J! - 2
1 3 3 2
F (P+ - 2p+ -' p+-' 1- - 2 )
1) 2 1 2' 2' 2' a '
1T ( p+ -
2
1
P o;f- - -1 < !n (p) < 0
2'

1 11
- - < p<-
2 2

21. L OO erfc (x)}HV(ax)}A _V(ax)x /Jdx

a .2A f (A+ 21P+l ) 4F4


(
I +1
A'2 + A, I + A+2'2+ p I+A+v, I +A-v, 1+2A' 23+A+2;
pI A+2; p -a2 )

V;:2 2A + 1f(A+ v+ l)f(A- 1'+ 1) (A +4 p + 4)

1
A+ "2 p >O,1+2Ao;f-n.

4.9. Combination of Error Function With Other Special Functions

roo [.(
1. J o erfc (ax) -El -41 X2)]dx
--.;- = (y+ ln
(-a)k +1
a)2+~(2)+2 ~ok!(k + 1P
00

2. roo erfc (ax) [- Ei (_b 22 )] d~ = _I_2 (1-2ab)e - 2f1b+ 2a 2 [-Ei(-2ab)]


Jo x Xl 2b

3. roo erfc (x)si(2px)dx= (e - I/4f12-1) _ v;: erfc (~)


Jo 2a 2a

4. LX. erf (ax)Ci(x) ; = -~ [~(2) + (y-ln 4a )2] 2 --i f k =O


(- 4~2)h'+ 1 k!(k~ 1P

_2/L1T- 1 a /L- :l/2efl2/4f (IL+V+1)


- 2
f (IL-V)
2
W(1- 2/L)/4, (1 +2/L)/4(a),
2

IL < 1, IL < v; ~+v > -l, ~-V o;f -2n

16
p>-I

7. JXerfc(x)L~J)(ax2)e-(a-!)X2x2P+ ldx
o

II-al < 1, p > -l

1
9 j "'e rf(px)IFI(a'b.- p2X 2)x2(b- l)dx= b > .!
2' a < -2
r(b) . 2F (a b -!.' b+1:..- 1 )
. 0 ' , V; p 2b- I(2b-J) 1 , 2' 2' ,

10. f'"
o ' ,
.
e rf(px) IF1(a' b' _ q2 X 2)X 2(b - l)dx =
r( b )
V;p2/i-1(2b-l); I ,
1
2'
1 - q2
..F (a b- - ' b+-'-)
2' p2 '
b > .! p2 > q2
2'

_ 1__
r(!.2 v+ 1) .F. ( v+2 v+ 1. b v+3 . _ q2) p ~ O, v >- I,
:1 2 a, , " , ,
p,,+IV; (v+ 1) 2 2 2 p2

1 f(b )
= 2p b (a-b)f(a)
(1
1 2' b; a; I-j; ,
1)

3
= 2p(p+l)(1-1 /2
(p + 1 - q) a -
[
.,F 1 1, a; - ;
2
q
p (p + 1 - q)
]
, p ~ 0, p+ 1 ~ q, 92( p) > 92( q)

x f(2b)f(a-b+4)
1410 erfc (x)IF1(a;b;-px2)ex2x2b- Idx = V;2 2b f(a+I) 2F1(a;b+i;a+ I; I-P),
1
92(b) >0, 92(b - a) <2' Il-pl < l

15. L' eel (x),F,(a; b; l-x'),"(I-x')'-'xdx~ ((b) 3) ,F, (a+l; b+~; I) ,


o 2f b+ 2
92( bO

17
327-0 \ 6 0-69-2
2
=!! q2P+ le a2q2
(
f P+2
3)
f(p) F [1 '
I I , P
+:J"2,. q2(b - a 2)J , p??-1

17. J: e/fe (~) D.(x)e"" dF 2~:':' [r (Y) rt~)l +

.9t( v) oF- -1 ; .92( v) > -1 for lower sign

.lZ + ')
22 -a - :J/2
2F,
(12 v + 1,2;-21v + 2; l - -a1) ,
(V7T )

.9t( v) > 0

_ f( 4v + 1) f(,u -v +t) aV+I/2


- f(,u+ v+ 1)2 4V+ 1

1
la-ll < l, .9t( v-,u) <-.
2

20. LCerfc (x)M/L. v(ax2)e - I/2(a - 2)x2x2vdx

f(2v+ 1)f (2V+~) f(,u-V)pV +I/2 ( 1 3 3)


( 3) 2F, ,u+v+ 2 '2+ 2v ; ,u+v+ 2 ; I-a ,
27Tf ,u+ v+ 2

la-ll < l , .9t (,u) > .9t( v-~

21. L'" erfc (x) ,M A.!L(ax2 )x JJ exp (ax 2/2) ,dx

_ f(,u+~ p+~) a!L +1/2


- 2V; (,u + ~ p + 1)

5. Appendix. Some Relevant Integrals Involving Elementary Functions

(AI) f /I
zlteazdz =eaz l: (_1)h'
k=O
. -
n!
Zlt - k
(n - k)! aN I

(A2) f e-a2z2+bzdz= V; exp


2a 4a 2
erf (~) (az-~)
2a

18
. I
(A3) ( '" ra2x2+bxdx = y:;;. exp (~) [1 + erf (!!...)]
Jo 2a 2 4a 2a

(A4) 1 exp ( - b2 ) [b
Jze- a z2+vz dz=-
2 -y:;;.
- erf (az--
b ) _e- (az-b/2a)2 ]
2a 2 4a 2 2a 2a

(AS) 1'"
o
1 [y:;;.
xe- a2x2+bxdx=- b
- - eb2/4a2 erfc - -
2a 2 2a 2a
( b) + 1]

(A 7) Jz"e- a2z2+bzdz = a- 1l - 1 exp -b( 2) 6


'"
n . -b n' ( )"-kJu e- u2 du ,
k u=az--
b
4a 2 k!(n-k)! 2a 2a

f (k+ 1)
(A8) Ju -e- u2du=--
h
e- u2
2
L 2 r - I

f (k; 1 _ j)
j =O
U h-- 2j -
1 .
I +- O- s )f(r+ - ) erf (u),
2 2
1

k = 2r-s, s = 0 or 1

n e ve n positive integer

n > 1 odd positive integer

whe re u = a (z + ; )

(A12) J (z- a)" e -C 2(Z-b)2dz = '" n'


n. (b-a)n - k J u"e- u2 du wh ere u =c(z- b) -
k~ k! ( n - k) ! c" +I '

1
(A14) aB1(p, a, u)=pBI(p-1, a, u)+ a P y(p, au)

( '" dx 1
(A1S) Ju In xe- ax ~=2 {(y+ In au)2+ ~(2) + 2 In uE 1 (au)) + 6 00 ( -au) h-+ I
k!(k+ 1)3

(A16) ( '" xPe-ax In xdx= f(p+ 1) [ljJ(p+ 1) -In a]


Jo ap+1

19
6. References

[1] Bhattacharya, S. K. , Proc. Camb. Phil. Soc. 63, 179 (1967).


[2] Bierens de Haan , D., Nouvelles Tables d'Inll~grales Defines. (New York, G. E. Stechert and Company, 1939.)
[3] Bock, P., Composito. Mathematica J . 7, 123, (1939).
[4] Erdelyi , A., Magnus, W. , Oberhettinger, F ., and Tricomi, F. G., Higher Transce ndental Fun ctions, Vol. I and 2 (Mc
GrawHill Book Co., In c., New York 1953). Tables of Integral Transforms. Vols. I an d 2 (McGrawHill Book Co.,
In c., New York 1954).
[5] Gautschi, W., Chapter 7 of [9] below.
[6] Geller, M., A Table of Integrals Involving Powers, Exponentials, Logarithms and the Exponential Integral. Jet Pro
pulsion Laboratory Technical Report No. 32-469(1963).
[7] Gradshteyn, I. S., and Ryzhik, I. W., Tahle of Integrals, Series and Products. (Academ ic Press, New York 1965),
pages 648-653.
[8] Grobner, W., an.d Hofreiter, N., Integraltafeln (SpringerVerlag, New York 1965).
[9] Abramowitz, M. and Stegun, I. A. (Editors), Handbook of Mathematical Functions, NBS AMS 55, (Government Print
ing Office', Washington , D. C. 1965).
[10] Jahnke , E., Emde, F., and Losch, F. , Tables of Higher Functions (McGrawHill Book Co., Inc. , New York 1960).
[11] Magnus, W., Oherhettinger, F., and Soni, R. P. , Special Functions of Mathematical Physics (SpringerVerlag, New
York 1966).
[12] Mangulis, V., Handbook of Series (Academic Press, New York 1965).
[13] Ng, E . W., Astrophysical 1. ISO, 787 (1967).
[14] Short, P. 1. , Rev. Soc. Indust. Appl. Math. 7,565 (1965).
[15] Zelen, M. and Severo, N. c., Chapter 26 of [9] above.
[16] Zimering, S., 1. Mathematical Phys. 6, 336 (1965).
(Paper 73Bl-281)

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