Wednesday 8 May 2019

integration - Solving the Definite Integral $int_0^{infty} frac{1}{t^{frac{3}{2}}} e^{-frac{a}{t}} , mathrm{erf}(sqrt{t}), mathrm{d}t$



I would like to solve the following integral




$$\int_0^{\infty} \frac{1}{t^{\frac{3}{2}}} e^{-\frac{a}{t}} \, \mathrm{erf}(\sqrt{t})\, \mathrm{d}t$$



with Re$(a)>0$ and erf the error function.
Is it possible to given an closed form solution for this integral? Thank you.



Edit: Maybe this helps
$$\mathrm{L}(\mathrm{erf}(\sqrt{t}),s)=\frac{1}{s \, \sqrt{1+s}}$$
$$\mathrm{L}^{-1}(t^{-\frac{3}{2}} e^{-\frac{a}{t}})=\frac{1}{\sqrt{\pi \, a}}\mathrm{sin}(2 \sqrt{a \, s})$$




with L the Laplace transform.



Therefore it should be
$$\int_0^{\infty} \frac{1}{t^{\frac{3}{2}}} e^{-\frac{a}{t}} \, \mathrm{erf}(\sqrt{t})\, \mathrm{d}t = \int_0^{\infty} \frac{1}{s \, \sqrt{1+s} \, \sqrt{\pi \, a}} \, \mathrm{sin}(2 \sqrt{a \, s}) \mathrm{d}s$$


Answer



Represent the erf as an integral and work a substitution. To wit, the integral is



$$\frac{2}{\sqrt{\pi}} \int_0^1 dv \, \int_0^{\infty} \frac{dt}{t} e^{-(a/t+v^2 t)} $$



To evaluate the inner integral, we sub $y=a/t+v^2 t$. Then the reader can show that




$$\int_0^{\infty} \frac{dt}{t} e^{-(a/t+v^2 t)} = 2 \int_{2 v \sqrt{a}}^{\infty} \frac{dy}{\sqrt{y^2-4 a v^2}} e^{-y}$$



The latter integral is easily evaluated using the sub $y=2 v \sqrt{a} \cosh{w} $ and is equal to



$$2 \int_{2 v \sqrt{a}}^{\infty} \frac{dy}{\sqrt{y^2-4 a v^2}} e^{-y} = 2 \int_0^{\infty} dw \, e^{-2 v \sqrt{a} \cosh{w}} = 2 K_0 \left ( 2 v \sqrt{a} \right )$$



where $K_0$ is the modified Bessel function of the second kind of zeroth order. Now we integrate this expression with respect to $v$ and multiply by the factors outside the integral to get the final result:





$$\begin{align} \int_0^{\infty} dt \, t^{-3/2} e^{-a/t} \operatorname{erf}{\left ( \sqrt{t} \right )} &= \frac{4}{\sqrt{\pi}} \int_0^1 dv \, K_0 \left ( 2 v \sqrt{a} \right ) \\ &= 2 \sqrt{\pi} \left [K_0 \left ( 2 \sqrt{a} \right ) \mathbf{L}_{-1}\left ( 2 \sqrt{a} \right ) + K_1 \left ( 2 \sqrt{a} \right ) \mathbf{L}_{0}\left ( 2 \sqrt{a} \right ) \right ] \end{align}$$




where $\mathbf{L}$ is a Struve function.


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