Integrating the Error Function: Solving a Chemistry Research Question

In summary, the author is trying to find the indefinite integral of a function F(x,y) that involves the error function. He realizes that the solution involves the error function and asks WolphramAlpha for help. The WolphramAlpha response says that the first integral involves squaring the expression on -k_1x^2++k_3xy and then using an appropriate substitution, while the second integral involves integrating by parts and letting u and dv be exp(~) and erf(~), respectively. The author solves the first integral and is now wondering where to go from there.
  • #1
agalliasthe
3
0

Homework Statement



This is a question I'm trying to solve for chemistry research - but is homework-like, so I thought it best fit in this category.

Homework Equations



I am trying to find the indefinite integral of:

[tex]F(x,y)=\int \int e^{-k_1x^2-k_2y^2+k_3xy} dx dy [/tex]

[tex] k_1, k_2, k_3 [/tex] are constants

The Attempt at a Solution



I realize that the solution involves the error function. When I reduce it to:

[tex]F(x,y)=\int e^{-k_2 y^2} dy \int e^{-k_1x^2+k_3xy} dx [/tex]

I am not sure how to treat the terms in the dx integral.

When I ask WolphramAlpha, it tells me:

[tex] \int e^{-k_1 x^2+k_3xy} = \frac{\sqrt{\pi}exp(\frac{k_3^2y^2}{4k_1})}{2 \sqrt {k_1}}erf\left( \frac{2k_1x-k_3y}{2\sqrt{k_1}}\right )+c [/tex]

but I'm not sure how they got this and I'm not sure how to proceed from here. I haven't been able to find a good erf integral table. Can you offer a suggestion on a way to solve this?Thanks.
 
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  • #2
[tex] \int e^{-k_1 x^2+k_3xy} dx = \sqrt{\frac{\pi}{k_1}}e^{\frac{k_3^2 y^2}{4k_1}}erf\left( \frac{2k_1x-k_3y}{2\sqrt{k_1}}\right )+C [/tex]

Making it look slightly better, may help out.
 
  • #3
I'd start by completing the square on [itex]-k_1x^2++k_3xy[/itex], and then using an appropriate substitution...
 
  • #4
Thanks - completing the square works beautifully!

Now I am wondering where to go from here:

[tex] F(x,y)=\int \int e^{-k_1x^2-k_2y^2+k_3 xy}dx dy [/tex][tex] F(x,y)=\int e^{-k_2y^2} \left ( \frac{\sqrt \pi}{2 \sqrt{k_1}} e^{\frac{k_3^2y^2}{4k_1}} erf \left (\frac{2k_1x-k_3y}{2\sqrt{k_1}} \right ) +c_1 \right )dy [/tex] [tex] F(x,y)=\frac{\sqrt\pi}{2\sqrt{k_1}} \int e^{\frac{k_3^2y^2-4k_1k_2y}{4k_1}} erf \left (\frac{2k_1x-k_3y}{2\sqrt{k_1}} \right ) dy+c_1 \int e^{-k_2y^2}dy [/tex]the second of these two integrals is just by definition, but I am struggling with the first. If I try integration by parts and let u=erf(~) and dv=exp(~)dy, then du becomes an exp(_) function and v is an erf(_)... so [itex]uv-\int vdu[/itex] doesn't do much to simplify. If I let u=exp(~) and dv=erf(~)dy, then du becomes an exp(_) function and v becomes erf(_)+exp(_)... again, not simplifying the integral.

I'm not familiar enough with the error function to know what it can and can't do, but it seems like it should be agreeable to a Gaussian in some way and simplify somehow.

Any guidance? Thanks!
 
  • #5
I figured it out with integration by parts twice - thanks for your help.
 

1. What is the error function integral?

The error function integral, also known as the Gauss error function, is a mathematical function that is used to calculate the probability of a normally distributed random variable falling within a certain range of values. It is commonly used in statistics and physics.

2. How is the error function integral calculated?

The error function integral is calculated using the integral representation of the error function. This involves taking the integral of the Gaussian function, which is a bell-shaped curve, over a certain range of values. The result is a value between -1 and 1, which represents the probability of the random variable falling within that range.

3. What is the relationship between the error function integral and the normal distribution?

The error function integral is closely related to the normal distribution. In fact, the error function integral is defined as the integral of the standard normal distribution, which is a special case of the normal distribution with a mean of 0 and a standard deviation of 1. This means that the error function integral is a way to calculate the probability of a normally distributed random variable with any mean and standard deviation.

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

The error function integral is used in a variety of real-world applications, particularly in statistics and physics. It is commonly used to calculate confidence intervals for data sets, as well as in the analysis of experimental data in physics. It is also used in the pricing of financial derivatives, such as options, and in the design of communication systems.

5. Can the error function integral be calculated using a computer?

Yes, the error function integral can be calculated using a computer. Many programming languages have built-in functions or libraries for calculating the error function integral, such as the erf() function in MATLAB or the erfc() function in Python. There are also online calculators and tools available for calculating the error function integral. However, for very large or complex calculations, specialized numerical methods may be needed.

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