Solving the Impossible Integral: \int \frac{1}{1+e^{-x^2}} dx

In summary, the conversation discusses the possibility of integrating the function \int \frac{1}{1+e^{-x^2}} dx and the method of using polar coordinates to calculate the integral \int_{0}^{\infty} e^{-nx^2}dx. It is mentioned that the indefinite integral of \int e^{-x^2} dx does not have an elementary function as an answer and that the error function is defined to be equal to this integral. The conversation concludes with the statement that changing the bounds of the integral makes it difficult to calculate.
  • #1
FaradayCage
5
0
Is it possible to integrate [tex] \int \frac{1}{1+e^{-x^2}} dx [/tex]
 
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  • #2
Hi FaradayCage! :smile:
FaradayCage said:
Is it possible to integrate [tex] \int \frac{1}{1+e^{-x^2}} dx [/tex]

Well, it's not "possible" to integrate the easier indefinite integral ∫ e-x2 dx , so I shouldn't think so. :redface:
 
  • #3
Any continuous function is integrable on any bounded interval. So this function is. Its indefinite integral exists. But (as noted) the answer is not an elementary function.
 
  • #4
Note: This is my first post, so if there is some sort of protocol I'm forgetting or some error in my formatting, go easy for me.

My Calculus III professor showed us a method to calculate [tex]\int_{0}^{\infty} e^{-nx^2}dx[/tex], using polar coordinates.

Think of [tex]x[/tex] and [tex]y[/tex] as independent variables and let

[tex] I = \int_{0}^{\infty} e^{-nx^2}dx = \int_{0}^{\infty} e^{-ny^2}dy.[/tex]

Then

[tex]I^2 = \left(\int_{0}^{\infty} e^{-nx^2}dx\right)\left(\int_{0}^{\infty} e^{-ny^2}dy\right) = \int_{0}^{\infty}\int_{0}^{\infty} e^{-n(x^2 + y^2)}dxdy[/tex]

Substituting into polar coordinates, we have that [tex]r^{2} = x^{2} + y^{2}[/tex] and [tex]dx dy = r dr d\theta[/tex] and thus

[tex]I^2 = \int_{0}^{2\pi}\int_{0}^{\infty} re^{-nr^2}dr d\theta = \left(\int_{0}^{2\pi}d\theta\right)\left(\int_{0}^{\infty} re^{-nr^2}dr\right) = 2\pi\int_{0}^{\infty} re^{-nr^2}dr [/tex].

We can then take [tex]u = r^2[/tex] so that [tex]\frac{du}{2} = r dr[/tex] and thus

[tex]
I^{2} = 2\pi\int_{0}^{\infty} re^{-nr^2}dr = \pi\int_{0}^{\infty} e^{-nu}du = \frac{\pi}{n}
[/tex]

and thus

[tex]
I = \sqrt{\frac{\pi}{n}}.
[/tex]

If you change the bounds of the integral however, calculating the integral becomes very hard.
 
  • #5
What i think is that ∫ e-x2 dx is a reduced erf(x) function or error function.
erf(x)=2/(pi^0.5) ∫ e-x2 dx
 
  • #6
You are correct, but the error function is simply what we define to be the integral it is, well, defined by. It's not some sort of theorem or result, the error function is not some different type of function that happens to be equal to this integral.
 

1. How do you solve the integral \int \frac{1}{1+e^{-x^2}} dx?

Solving this integral requires the use of advanced techniques, such as the substitution method or integration by parts. It cannot be solved using basic integration rules.

2. Is there a closed-form solution for \int \frac{1}{1+e^{-x^2}} dx?

No, there is no known closed-form solution for this integral. It can only be approximated using numerical methods.

3. What is the significance of the function \frac{1}{1+e^{-x^2}} in this integral?

This function is the probability density function for the standard normal distribution. It is commonly used in statistics and probability to model various phenomena.

4. Can this integral be solved using elementary functions?

No, this integral cannot be solved using elementary functions. It requires the use of special functions, such as the error function, to be evaluated.

5. What applications does solving this integral have?

The solution to this integral can be applied in various fields, such as statistics, physics, and finance. It can help solve problems related to probability, heat transfer, and option pricing, among others.

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