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1: 7.18 Repeated Integrals of the Complementary Error Function

§7.18 Repeated Integrals of the Complementary Error Function

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§7.18(i) Definition

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§7.18(iii) Properties

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Hermite Polynomials

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2: 7.2 Definitions

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§7.2(i) Error Functions

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7.2.2 $$\mathrm{erfc}z=\frac{2}{\sqrt{\pi }}{\int }_z^{\mathrm{\infty }}{\mathrm{e}}^{-t^2}dt=1-\mathrm{erf}z,$$

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Defines:

$\mathrm{erfc}z$: complementary error function

Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\mathrm{erf}z$: error function, $\mathrm{e}$: base of natural logarithm, $\int$: integral and $z$: complex variable

A&S Ref:

7.1.2

Referenced by:

§7.5, §7.7(i)

Permalink:

http://dlmf.nist.gov/7.2.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §7.2(i), §7.2 and Ch.7

… ► $\mathrm{erf}z$, $\mathrm{erfc}z$, and $w\left(z\right)$ are entire functions of $z$, as is $F\left(z\right)$ in the next subsection. ►

Values at Infinity

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$\underset{z\to \mathrm{\infty }}{lim}\mathrm{erf}z=1,$

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3: 7.24 Approximations

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Hastings (1955) gives several minimax polynomial and rational approximations for $\mathrm{erf}x$, $\mathrm{erfc}x$ and the auxiliary functions $\mathrm{f}\left(x\right)$ and $\mathrm{g}\left(x\right)$.

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Cody (1969) provides minimax rational approximations for $\mathrm{erf}x$ and $\mathrm{erfc}x$. The maximum relative precision is about 20S.

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Cody et al. (1970) gives minimax rational approximations to Dawson’s integral $F\left(x\right)$ (maximum relative precision 20S–22S).

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Shepherd and Laframboise (1981) gives coefficients of Chebyshev series for $(1+2x){\mathrm{e}}^{x^2}\mathrm{erfc}x$ on $(0,\mathrm{\infty })$ (22D).

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Luke (1969b, vol. 2, pp. 422–435) gives main diagonal Padé approximations for $F\left(z\right)$, $\mathrm{erf}z$, $\mathrm{erfc}z$, $C\left(z\right)$, and $S\left(z\right)$; approximate errors are given for a selection of $z$-values.

4: 7.23 Tables

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Zhang and Jin (1996, pp. 637, 639) includes $(2/\sqrt{\pi }){\mathrm{e}}^{-x^2}$, $\mathrm{erf}x$, $x=0(.02)1(.04)3$, 8D; $C\left(x\right)$, $S\left(x\right)$, $x=0(.2)10(2)100(100)500$, 8D.

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Abramowitz and Stegun (1964, Chapter 7) includes $w\left(z\right)$, $x=0(.1)3.9$, $y=0(.1)3$, 6D.

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Zhang and Jin (1996, pp. 638, 640–641) includes the real and imaginary parts of $\mathrm{erf}z$, $x\in [0,5]$, $y=0.5(.5)3$, 7D and 8D, respectively; the real and imaginary parts of ${\int }_x^{\mathrm{\infty }}{\mathrm{e}}^{\pm \mathrm{i}{t}^2}dt$, $(1/\sqrt{\pi }){\mathrm{e}}^{\mp \mathrm{i}(x^2+(\pi /4))}{\int }_x^{\mathrm{\infty }}{\mathrm{e}}^{\pm \mathrm{i}{t}^2}dt$, $x=0(.5)20(1)25$, 8D, together with the corresponding modulus and phase to 8D and 6D (degrees), respectively.

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Fettis et al. (1973) gives the first 100 zeros of $\mathrm{erf}z$ and $w\left(z\right)$ (the table on page 406 of this reference is for $w\left(z\right)$, not for $\mathrm{erfc}z$), 11S.

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Zhang and Jin (1996, p. 642) includes the first 10 zeros of $\mathrm{erf}z$, 9D; the first 25 distinct zeros of $C\left(z\right)$ and $S\left(z\right)$, 8S.

5: 19.38 Approximations

… ►Minimax polynomial approximations (§3.11(i)) for $K\left(k\right)$ and $E\left(k\right)$ in terms of $m=k^2$ with can be found in Abramowitz and Stegun (1964, §17.3) with maximum absolute errors ranging from 4×10⁻⁵ to 2×10⁻⁸. Approximations of the same type for $K\left(k\right)$ and $E\left(k\right)$ for are given in Cody (1965a) with maximum absolute errors ranging from 4×10⁻⁵ to 4×10⁻¹⁸. … ►The accuracy is controlled by the number of terms retained in the approximation; for real variables the number of significant figures appears to be roughly twice the number of terms retained, perhaps even for $\varphi$ near $\pi /2$ with the improvements made in the 1970 reference. …

6: 7.15 Sums

§7.15 Sums

►For sums involving the error function see Hansen (1975, p. 423) and Prudnikov et al. (1986b, vol. 2, pp. 650–651).

7: 7.8 Inequalities

§7.8 Inequalities

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7.8.5 $x\ge 0$.

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Symbols:

$𝖬\left(x\right)$: Mills’ ratio and $x$: real variable

Referenced by:

§7.8

Permalink:

http://dlmf.nist.gov/7.8.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §7.8 and Ch.7

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7.8.8 $x>0$.

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Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $\mathrm{erf}z$: error function, $\mathrm{e}$: base of natural logarithm and $x$: real variable

Source:

Pólya (1949, (1.5))

Referenced by:

§7.8, Erratum (V1.0.17) for Equation (7.8.8)

Permalink:

http://dlmf.nist.gov/7.8.E8

Encodings:

pMML, png, TeX

Addition (effective with 1.0.17):

This inequality was added. It is Pólya (1949, (1.5)). Note that it is a special case of (8.10.11).

Suggested by Roberto Iacono

See also:

Annotations for §7.8 and Ch.7

8: 7.16 Generalized Error Functions

§7.16 Generalized Error Functions

►Generalizations of the error function and Dawson’s integral are ${\int }_0^x{\mathrm{e}}^{-t^p}dt$ and ${\int }_0^x{\mathrm{e}}^{t^p}dt$. …

9: 7.21 Physical Applications

§7.21 Physical Applications

►The error functions, Fresnel integrals, and related functions occur in a variety of physical applications. … ►Carslaw and Jaeger (1959) gives many applications and points out the importance of the repeated integrals of the complementary error function ${\mathrm{i}}^n\mathrm{erfc}\left(z\right)$. Fried and Conte (1961) mentions the role of $w\left(z\right)$ in the theory of linearized waves or oscillations in a hot plasma; $w\left(z\right)$ is called the plasma dispersion function or Faddeeva (or Faddeyeva) function; see Faddeeva and Terent’ev (1954). … ►

10: 7.22 Methods of Computation

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§7.22(i) Main Functions

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§7.22(iii) Repeated Integrals of the Complementary Error Function

►The recursion scheme given by (7.18.1) and (7.18.7) can be used for computing ${\mathrm{i}}^n\mathrm{erfc}\left(x\right)$. … ►The computation of these functions can be based on algorithms for the complementary error function with complex argument; compare (7.19.3). …