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Error Function

1. The error function erf(x) and complementary error function erfc(x) are defined as integrals related to the normal distribution. Erf(x) represents the error function and erfc(x) represents its complement. 2. Key properties of erf(x) and erfc(x) are that erf(-∞) = -1, erf(0) = 0, erf(∞) = 1, and erfc(-∞) = 2, erfc(0) = 1, erfc(∞) = 0. Additionally, erf(x) + erfc(x) = 1 for all values of x. 3. The derivative of the error

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prithviraj gavhane
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205 views

Error Function

1. The error function erf(x) and complementary error function erfc(x) are defined as integrals related to the normal distribution. Erf(x) represents the error function and erfc(x) represents its complement. 2. Key properties of erf(x) and erfc(x) are that erf(-∞) = -1, erf(0) = 0, erf(∞) = 1, and erfc(-∞) = 2, erfc(0) = 1, erfc(∞) = 0. Additionally, erf(x) + erfc(x) = 1 for all values of x. 3. The derivative of the error

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prithviraj gavhane
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Unit IV: Integral Calculus

Error Function
Faculty of Mathematics
Department of Applied Science and Humanities
DEFINITION : ERROR FUNCTION
Through out this ppt read න as ‫׬‬
Error function of 𝑥 is denoted by erf(𝑥) and defined as
2 𝑥 2
erf 𝑥 = න𝑒 −𝑢
𝑑𝑢
√𝜋 0
Note : It is special kind of integral that occurs often in
probability, statistics and partial differential equation.

DEFINITION : COMPLEMENTARY ERROR FUNCTION

Complementary error function of 𝑥 is denoted by erf𝑐(𝑥) and


defined as,
∞
2 2
erfc 𝑥 = න 𝑒 −𝑢 𝑑𝑢
√𝜋 𝑥
PROPERTIES OF ERROR & COMPLEMENTARY FUNCTIOS

1) erf −∞ = −1 erf 0 = 0 erf ∞ = 1


erfc −∞ = 2 erfc 0 = 1 erfc ∞ = 0

2)

𝐿. 𝐻. 𝑆 = erf 𝑥 + erfc 𝑥 =
x ∞ ∞
2 2 2
න 𝑒 −𝑢 𝑑𝑢 +
2 2 2
න 𝑒 −𝑢 𝑑𝑢 = න 𝑒 −𝑢 𝑑𝑢 = erf ∞ = 1 = 𝑅. 𝐻. 𝑆.
√𝜋 0 √𝜋 𝑥 √𝜋 0

erf 𝑥 erf 𝑐 𝑥
, Let 𝑥 = −𝑦
𝐿. 𝐻. 𝑆 = erf 𝑥 + erfc 𝑥 = erf −𝑦 + erfc(−𝑦)

−𝑦 ∞
2 −𝑢 2
2 2
= න 𝑒 𝑑𝑢 + න 𝑒 −𝑢 𝑑𝑢
√𝜋 0 √𝜋 −𝑦

−𝑦 0 ∞ ∞
2 2 2 2 2 2 2 2
= න 𝑒 −𝑢 𝑑𝑢 + න 𝑒 −𝑢 𝑑𝑢 + න 𝑒 −𝑢 𝑑𝑢 = න 𝑒 −𝑢 𝑑𝑢 = erf ∞ = 1 = 𝑅. 𝐻. 𝑆.
√𝜋 0 √𝜋 −𝑦 √𝜋 0 √𝜋 0

3)
−𝑥
2 2
f −x = erf −𝑥 = න 𝑒 −𝑢 𝑑𝑢
√𝜋 0
2 𝑥 −𝑡 2
Put 𝑢 = −𝑡 ⇒ 𝑑𝑢 = −𝑑𝑡 ⇒ 𝜋 0
‫𝑒 ׬‬ −𝑑𝑡 = − erf 𝑥 = 𝑓 𝑥

⇒
PROPERTIES OF ERROR & COMPLEMENTARY FUNCTIOS

4)
𝑡 2 𝑡 3
𝐵𝑦 𝑀𝑎𝑐𝑙𝑎𝑢𝑟𝑖𝑛′𝑠 𝑠𝑒𝑟𝑖𝑒𝑠 𝑒𝑥𝑝𝑎𝑛𝑠𝑖𝑜𝑛 ∶ 𝑒−𝑡 = 1 − t + − + ⋯
2! 3!
𝑥 𝑥 4 6 3 5 7 𝑥
2 2 𝑢 𝑢 2 𝑢 𝑢 𝑢
න 𝑒 −𝑢 𝑑𝑢 = න 1 − 𝑢2 +
2
∴ erf 𝑥 = − + ⋯ 𝑑𝑢 = 𝑢− + − +⋯
√𝜋 0 √𝜋 0 2! 3! √𝜋 3 10 42 0

But erf 𝑥 + erfc 𝑥 = 1 ⇒

5)
Here, we will find derivative of more general error function of 𝑥 i.e. erf(𝑎𝑥𝑛)
𝑎𝑥 𝑛
2
න 𝑒 −𝑢 𝑑𝑢
2
erf 𝑎𝑥 𝑛 =
√𝜋 0
By Leibnitz rule DUIS
𝑎𝑥 𝑛
𝑑 2 𝜕 −𝑢2 𝑑 𝑑
න
𝑛 2
erf 𝑎𝑥 𝑛 = 𝑒 + 𝑎𝑥 𝑛 𝑒 −(𝑎𝑥 ) − 0 𝑒0
𝑑𝑥 √𝜋 0 𝜕𝑥 𝑑𝑥 𝑑𝑥
PROPERTIES OF ERROR & COMPLEMENTARY FUNCTIOS
𝑑 2 𝑛)2
erf 𝑎𝑥 𝑛 = 0 + 𝑛𝑎𝑥𝑛−1 𝑒 −(𝑎𝑥 −0
𝑑𝑥 √𝜋
𝑑 2 𝑛)2
erf 𝑎𝑥 𝑛 = 𝑛𝑎𝑥𝑛−1 𝑒 −(𝑎𝑥
𝑑𝑥 √𝜋
𝑑 𝑑
But erf 𝑎𝑥 𝑛 + erfc 𝑎𝑥 𝑛 = 1 ⇒ erf(𝑎𝑥𝑛) + erf 𝑐(𝑎𝑥 𝑛 ) = 0
𝑑 𝑑

6)
𝑡 𝑡 𝑏
‫׬‬0 erf 𝑎𝑥 𝑑𝑥 = ‫׬‬0 erf 𝑎𝑥 . 1 𝑑𝑥 From By parts rule ‫𝑥𝑑𝑣׬ 𝑢 = 𝑥𝑑𝑣𝑢𝑏𝑎׬‬ − ‫𝑎𝑏׬‬ 𝑑𝑢
. ‫𝑥𝑑 𝑥𝑑𝑣׬‬
𝑎 𝑑
𝑑
= erf 𝑎𝑥 . 𝑥 𝑡
0 −න erf 𝑎𝑥 . 𝑥 𝑑𝑥
0 𝑑𝑥
2 𝑎𝑥 2
= 𝑡. erf 𝑎𝑡 − න × 𝑎 × 𝑒− 𝑥𝑑𝑥
0 √𝜋
2𝑎 1 𝑡
= 𝑡. erf 𝑎𝑡 − × න −2𝑎2𝑥. 𝑒− 𝑎𝑥 2 𝑑𝑥
2
√𝜋 −2𝑎 0
PROPERTIES OF ERROR & COMPLEMENTARY FUNCTIOS
Put − 𝑎𝑥 2= 𝑢 ⇒ −2𝑎2𝑥𝑑𝑥 = 𝑑𝑢 𝑥 0 𝑡
𝑢 0 − 𝑎𝑡 2

𝑡 − 𝑎𝑡 2
1
න erf 𝑎𝑥 𝑑𝑥 = 𝑡. erf 𝑎𝑡 + න 𝑒 𝑢 𝑑𝑢
0 𝑎√𝜋 0
𝑡
1 − 𝑎𝑡 2
න erf 𝑎𝑥 𝑑𝑥 = 𝑡. erf 𝑎𝑡 + 𝑒𝑢 0
0 𝑎√𝜋

Similarly,
(Try it!)
THEORY EXAMPLES
THEORY EXAMPLES

𝒙 0 ∞
𝒖 𝑏 ∞
THEORY EXAMPLES

𝒕 𝟎
𝒖 𝟎

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