How can I solve this integral involving the error function?

In summary, the conversation was about calculating the integral: integral _{-inf, +inf} { exp(-x^2) / (x^2 + a^2) } _ dx. The answer given from Mathematica was e^(a^2)/a * Pi * Erfc[a], but there was no detailed process provided. One possible way to solve this integral is by using the formula for the derivative of the error function and making a substitution, but the speaker was unable to proceed further.
  • #1
omyojj
37
0
could anyone give me a hint to calculate this integral?

integral _{-inf, +inf} { exp(-x^2) / (x^2 + a^2) } _ dx

(I`m ignorant of tex)

the answer given from the mathematica is e^(a^2)/a * Pi * Erfc[a]

but there is no process of detailed calculation..

please give me a hand..
 
Physics news on Phys.org
  • #2
"Erfc" itself cannot be written in terms of "elementary functions"
 
  • #3
re

PHP:
[tex]\int -\infty^\infty frac{e^{-x^2}{x^2+a^2}dt[\tex]
 
Last edited:
  • #4
sorry..Now I can type LaTex a little

I think that one of the possible ways to get the right answer is..

[tex]
\int_{-\infty}^{\infty} \frac{e^{-x^2}}{x^2+a^2} dx = 2 \int_{0}^{\infty} \frac{e^{-x^2}}{x^2+a^2} dx = 2e^{a^2} \int_{a}^{\infty} \frac{e^{-x^2}}{x\sqrt{x^2-a^2}}
[/tex]

by substituting x^2 by x^2+a^2. Perhaps we will need formulae
[tex]\begin{multline*}\frac{d}{dx}\mathrm{erf}(x) = e^{-x^2} \\
\frac{d}{dx}[-\frac{1}{a}\arctan(\frac{a}{\sqrt{x^2-a^2}})]=\frac{1}{x\sqrt{x^2-a^2}}\end{multline*}[/tex]

But I cannot proceed further..
 
Last edited:

FAQ: How can I solve this integral involving the error function?

What is the error function integral?

The error function integral, also known as the Gauss error function, is a special function in mathematics that is used to calculate the probability of a normally distributed variable falling within a certain range.

How is the error function integral defined?

The error function integral is defined as the integral of the Gaussian function from 0 to x, where x is the input value. It is represented by the symbol erf(x) and can also be expressed in terms of the complementary error function, erfc(x).

What is the relationship between the error function integral and the Gaussian distribution?

The error function integral is closely related to the Gaussian distribution, which is a common probability distribution used in statistics. The error function integral is essentially the cumulative distribution function of the Gaussian distribution.

How is the error function integral used in real-world applications?

The error function integral has various applications in fields such as statistics, physics, and engineering. It is commonly used in the analysis of experimental data, signal processing, and in the calculation of confidence intervals.

Are there any approximations or simplifications for the error function integral?

Yes, there are various approximations and simplifications for the error function integral, such as the Taylor series expansion, which can be used to calculate erf(x) for small values of x. Other approximations include the Abramowitz and Stegun formula and the continued fraction expansion.

Similar threads

Replies
1
Views
838
Replies
8
Views
1K
Replies
31
Views
2K
Replies
1
Views
970
Replies
8
Views
1K
Back
Top