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I have big difficulties solving the following integral:

[tex]

\int_{-\infty}^{\infty}x\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}^{2}\left(a\left(x-d\right)\right)\,\mathrm{d}x

[/tex]

I tried integration by parts, and also tried to apply the technique called “differentiation under the integration sign” but with no results.

I’m not very good at calculus so my question is if anyone could give meany hintof how to approach this integral. I would be ultimately thankful.

If it could help at all, I know that

[tex]

\int_{-\infty}^{\infty}x\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}\left(a\left(x-d\right)\right)\,\mathrm{d}x=\frac{a}{b^{2}\sqrt{a^{2}+b^{2}}}\exp\left(-\frac{a^{2}b^{2}\left(c-d\right)^{2}}{a^{2}+b^{2}}\right)+\frac{\sqrt{\pi}c}{b}\mathrm{erf}\left(\frac{ab\left(c-d\right)}{\sqrt{a^{2}+b^{2}}}\right),

[/tex]

and

[tex]

\int_{-\infty}^{\infty}\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}\left(a\left(x-d\right)\right)\,\mathrm{d}x={\frac{\sqrt\pi}{b}}\ \mathrm{erf}\left(\frac{ab\left(c-d\right)}{\sqrt{a^{2}+b^{2}}}\right),

[/tex]

both for b>0.

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# A difficult integral with exp and erf squared

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