List of Functions Involving The Error Function
List of Functions Involving The Error Function
List of Functions Involving The Error Function
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,
(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;
*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
n k
e,,(z) Truncated Exponential 2~
k=O k!
(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)
d
!/J(z) Psi Function dz [In f(z)]
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 ).
The error fun ction is al so closely related to th e Gau ss ian probability fun cti ons:
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
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
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
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
" r (~+ 1 )
11. { erfc (ax)xndx= v:;;. .n 1'
Jo (n+ 1) 7Ta +
erf (az) 2a f 1
14. f erf (az)z - ndz=- . + - e- a2z2dz
(n-1)zn - 1 (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.
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
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"
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
+ -2a
y:;
( - I)"n !
b,, +1 to
II
'" - -
k!
(-W I Zk exp ( - a-z- + bz)dz
?'J
13. (oo
Jo
e rf(ax) e-bXxlldx=(;) 1/2 ~~~ I (2a/~
k =O
exp (:~2) D- II + k - 1 ( ~ ~)
a v2
b
q =-,
a
Y2 (b) > 0, larg al < -1T4
1T
la rg (b-a)1 < ";r
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) '
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
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
),
16. f'"
I
1
e rfc (ax)e U2X x - 3 dx=- (l-2a 2 )e Q ' e rfe (a)
2
+- a
V;
O< p < 1
8
a>O
p>o
23
. Jo(00 erfc (~)
X
e-b2x2xdx = _1_ e-2ab
2b 2 '
,?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,
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
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}
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
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+ ;:) }
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 '
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
21. fo" erfc(ax) sin bx sin ex ~=~ In I~~~I- f" erf(ax) sin bx sin ex ~, c *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
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
7. f erf(x) erf(v'1-x2)xdx=~(~-1)
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/() (~)
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
1
A+ "2 p >O,1+2Ao;f-n.
roo [.(
1. J o erfc (ax) -El -41 X2)]dx
--.;- = (y+ ln
(-a)k +1
a)2+~(2)+2 ~ok!(k + 1P
00
16
p>-I
7. JXerfc(x)L~J)(ax2)e-(a-!)X2x2P+ ldx
o
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
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
.lZ + ')
22 -a - :J/2
2F,
(12 v + 1,2;-21v + 2; l - -a1) ,
(V7T )
.9t( v) > 0
1
la-ll < l, .9t( v-,u) <-.
2
(AI) f /I
zlteazdz =eaz l: (_1)h'
k=O
. -
n!
Zlt - k
(n - k)! aN I
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]
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
whe re u = a (z + ; )
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
19
6. References
20