Integral of (1/(at+b))e^(-t^2)

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In summary, the student is having trouble solving an equation that has a negative quadratic exponential and a linear function in it. They need help finding an analytical solution for the integral of the pdf of a normal distribution times 1/t. If anyone has a solution they would be happy to share it.
  • #1
quantum_2000
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Homework Statement



I need to calculate the integral of (1/(at+b))e^(-t^2), that is, a negative quadratic exponential divided by a linear function at+b. I need to integrate between some positive x and +infinity.

Homework Equations


The Attempt at a Solution



I could find the integral for b=0. In fact the integral of 1/(at) e^(-t^2) between x>0 and +infinity is equal to -1/(2a) Ei(-x^2) where Ei(x) is the exponential integral function defined as
-Ei(-x)=E1(x)=Integral of (1/t)e^-t between x and +infinity. Since Ei can be expressed through the Incomplete Gamma function and I have the latter in Excel, in this case my problem would be - at least computationally - solved.

However, when b is not zero I cannot find any solution. Any help guys?
 
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  • #2
Seems like a tough one. Do you have numerical values for a, b, and x? If yes, I would suggest a numerical integration.
 
  • #3
The reason why I need an analytical solution is that I need to be able to compute the integral in a single Excel cell for any given set of parameter values. So, say that a=20 b=50 and x=80, I need to compute in a single cell (that means without being able to compute partial results in any other cell or set of cells) the integral of e^-t^2 / (20a+50) between 80 and + infinity.
If I understand correctly what you mean by numerical integration, it seems this would require to launch a calculation with a specific software for each instance, and this is not what I need :(
Any other ideas? Please help!
 
  • #4
May I ask where the integral comes from?
 
  • #5
It is the integral of the pdf of a normal distribution times 1/t. With substitution I get the integral in the title where b is the mean of the distribution. So, if anyone has a solution to compute the integral of (1/t)*PDF(NormalDistribution(mu,sigma),t) from x>0 to +infinity, this would make me very happy as well.

Now, I could also explain where this comes from, but it is not a short story...
 
  • #6
So, in the end no one has a clue about it?
 

1. What is the formula for the integral of (1/(at+b))e^(-t^2)?

The formula for the integral of (1/(at+b))e^(-t^2) is √π/(2a)e^(b^2/(4a^2))erf((t+b/(2a))/(√a)), where erf is the error function.

2. How do you solve for the integral of (1/(at+b))e^(-t^2)?

To solve for the integral of (1/(at+b))e^(-t^2), you can use the substitution method by letting u = t^2, du = 2t dt, and then rewriting the integral as ∫(1/(2a))e^(-u)du. This can be solved using the formula for the integral of e^x and then substituting back in for u.

3. Is there a special technique for solving the integral of (1/(at+b))e^(-t^2)?

Yes, there is a special technique for solving the integral of (1/(at+b))e^(-t^2) known as the Gaussian integral method. This involves using the Gaussian integral formula ∫e^(-x^2)dx = √π/2 and then making appropriate substitutions to solve for the given integral.

4. Can the integral of (1/(at+b))e^(-t^2) be solved using integration by parts?

No, the integral of (1/(at+b))e^(-t^2) cannot be solved using integration by parts because it does not fit the criteria for integration by parts, which requires one part to be easily integrable and the other to have an easily differentiable function.

5. Are there any real-world applications for the integral of (1/(at+b))e^(-t^2)?

Yes, the integral of (1/(at+b))e^(-t^2) has many real-world applications, particularly in statistics, physics, and engineering. It is used in the calculation of probabilities in the normal distribution, as well as in the study of heat transfer and diffusion processes.

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