7.

Error Function and Fresnel Integrals

WALTERGAUTSCHI

Contents
Page
Mathematical Properties . . . . . . . . . . . . . . . . . . . . 297
7.1. Error Function. . . . . . . . . . . . . . . . . . . . . . 297
7.2. Repeated Integrals of the Error Function . . . . . . . . . . 299
7.3. Fresnel Integrals . . . . . . . . . . . . . . . . . . . . . 300
7.4. Definite and Indefinite Integrals . . . . . . . . . . . . . . 302
Numerical Methods . . . . . . . . . . . . . . . . . . . . . . 304
7.5. Use and Extension of the Tables . . . . . . . . . . . . . . 304
References . . . . . . . . . . . . . . . . . . . . . . . . . . 308
Table 7.1. Error Function and its Derivative (0 5 ~ 5 2 ) . . . . . . 310

(2/9~)e-"2,erf 2=(2/6) J'e-g2dt, 2=0(.01)2,

0
IOD

Table 7.2. Derivative of the Error Function (252510) . . . . . . 312

(2/&)e-', 2=2(.01)10, 8s
Table 7.3. Complementary Error Function ( 2 5 2 5 m ) . . . . . . . 316

xes erfc z=(2/&)zeEZ

s,- e-"dt, ~-~=.25(-.005)0, 7D

ex&&, n=1(1)10, 15D

Table 7.4. Repeated Integrals of the Error Function ( 0 1 ~ 1 5 ) . . . 317

2=0(.1)5, n=1(1)6, 10, 11, 6 s

Table 7.5. Dawson's Integral (0521 a) . . . . . . . . . . . . . . 319

e - ~ ~ e ~ 2 d2=0(.02)
t, 2, IOD

ze-I1Jet2dt, ~-~=.25(-.005)0, 9D
0

1 Guest worker, National Bureau of Standards, from The American University. (Presently
Purdue University.)

296
296 ERROR FUNCTION AND FRESNEL INTEGRALS

Page
Table 7.6. (3/I'(l/3))J2e-t3dt ( 0 5 ~ 5 2 . 3 ) . . . . . . . . . . . . . 320
0

Z= 0 (.02)1.7(.M)
2.3, 7D
Table 7.7. Fresnel Integrals (02255). . . . . . . . . . . . . . . 321

C ( Z ) = cos
~ (it2) dt, S ( z ) = l s i n c t2)dt, ~=0(.02)5, 7D
Table 7.8. Auxiliary Functions (0225a) . . . . . . . . . . . . . 323

Z= 0 (.02)1 , ~ '=
- 1 (- .02)0, 15D
Table 7.9. Error Function for Complex Argumentg (05z23.9,05y<3) . 325
w(z)=e-e2 erfc (-iz), z=z+iy, ~=0(.1)3.9,y=0(.1)3, 6D
Table 7.10. Complex Zeros of the Error Function (l<n510) . . . . 329
zn,erf z,=O,n=1(1)10, 8D
Table 7.11. Complex Zeros of Fresnel Integrals (O<n<5). . . . . 329
z,, z:, C(z,)=O, 8(~:)=O,n=0(1)5, 4D
Table 7.12. Maxima and Minima of Fresnel Integrals ( O s n s 5 ) . . . 329

c ( W ) j Qt-1, st-1, s ( m n=0(1)5,

), 6D
The author acknowledges the assistance of Alfred E. Beam, Ruth E. Capuano, Lois K.
Cherwinski, Elizabeth F. Godefroy, David S. Liepman, Mary Orr, Bertha H. Walter, and
Ruth Zucker in the preparation and checking of the tables.
 7.1. Error Function Series Expansions

Definitions
2
7.1.5 erf z=-x
-
(-l)nz2n+l

& n=o n!(2n+l)

2
7.1.1 erf z == S,'e-''dt m
Jr 7.1.6 -_2 e-2' C 2" z2n+l
& n-0 1 . 3 . . . (%&+I)
7.1.2 erfc z=-
62 L- e-"dt=l-erf z
7.1.7 c (-
=Jz n=O
m
1)"[12n+1/2(z2)-12n+9/2(22)1

7.1.3 w(z)=e-22 1+-

( ;12> e'dt =e-"erfc (-iz)
7.1.8 w(z) =g
n-0
(iZ)"

r G+i)
In 7.1.2 the path of integration is subject to the
restriction arg t+a with la/<T as t+m along the For In-+(z),
see chapter 10.
4
path. (a=? is permissible if WPremains bounded Symmetry Relations
4
to the left.) 7.1.9 erf (-z)=-erf z
- -
Integral Representation 7.1.10 erf z=erf z
7.1.4
7.1.11 w(--2)=2e-z2-w(z)
w (z)=-
i (D -=-J
e-"dt 2iz o e-"dt
-
r S-m 2-i! a z2-t2 (yz>o) 7.1.12 w(7)=w (- 2)

FIQUBE
7 . 1y=ezsLm
. e-"&. FIQUBB
7.2. y=e-"~e"&.
298 ERROR FUNCTION AND FRESNEL INTEGRALS

7.1.15

ss_*
1 e-'2&_------...
OD 1 1/2 1 3/2 2
2--t 2-2-2-2-2-
1 n Hp)
--
-6 lim C-
n+m k P 1 z-xp)
(9-2# 0)

sP) and Hp) are the zeros and weight factors of

the Hermite polynomials. For numerical values
see chapter 25.
Value at Iniinity

7.1.16 erf z+l

( Z+CD in lmg z<lT)
4
Maximum and Infleetion Points for Dawson's
Integral [7.31]

F(z)==e-$ eg2dt l
7.1.17 F(.92413 88730. . . )=.54104 42246. . .
7.1.18 F(1.50197 52682 . . . )=.42768 66160 . . .
Derivatives
7.1.19
dR+l 2
erfz=(-1)" -H,,(z)e-2 (n=O, 1,2, . . .)
dz"+l fi
7.1.20
(2) +22W'"+"
w(*+2) (2) +2 (n+ 1)w'R' (2) =o
(n=O, 1,2, . . .)

FIQUBE7.3. Altitude Chart of la(~). w(0)(2) =w (2) , w' (2) = -2 2 w(2) +-2i
fi
(For the Hermite polynomials HJz) see chapter
22.)
Inequalities [7.11], [7.17]
7.1.13 Relation to Confluent Hypergeometric Function (see
chapter 13)
1 1 7.1.21
x+pT2<eT
e-"dt 5
X+dZ 1
(22.0)
erf z = e M
+ (i, %,-z2)=$ e-"M 1
( 9 :
-9 z2
)
The Normal Distribution Function With Mean m and
(For other inequalities see [7.2].) Standard Deviation u (see chapter 26)
(t-m)2
1
7.1.22 - L e -- 202 d t = a ( l + e r f ( s ) )
Continued Fractions adg S-m
7.1.14 Aeymptotic Expansion

2ez2 IOD e-t2dt=- 1 -

z+ z+ z+
2 ...
312 -
1 -
1/2 -
2+ z+
( 9 2 ~ 0
7.1.23
+e2 e r f c z - l + 5 (-1)m
m=l
1 - 3 . . . (2m-1)
(222)"
(z+-, larg< IZ F)
 ERROR F'UNCI'ION AND FRESNEL INTEGRALS 299
Infinite Series Approximation for Complex Error
If R,,(z) is the remainder after n terms then Function [7.19]
7.1.24 7.1.29
e-22

R"(2)= (- 1)
1 . 3 . . . (2n-1)
0,
erf (x+iy)=erf x+agz [(I-cos 2xy)+i sin 2xy]
(222)"
-n-+
0'Ce-l (l+$) dt (la- zl<;)
where
jn(x,y) =2x-2x cosh ny cos 2xy4-n sinh ny sin 2xy
For x real, Rn(x) is less in absolute value than gn(x, y)=2x cosh ny sin 2xy+n sinh ny cos 2xy
the first neglected term and of the same sign. Ie(x, y)I =10-161erf (x+iy)l
7.2. Repeated Integrals of the Error Function
Rational Approximations * (0 z
<< m)
7.1.25 Definition
1 7.2.1
erf x=1-(alt+azt2+a#) e-Z'+e(x), t=-
1 +PX inerfcz= i"-'erfct dt (n=0,1,2, . . . )
L
O D
l(X)112.5XlO--~
2
p = .47047 al= .34802 42 az= -.09587 98 i-1 erfc z=- e-z2, io erfc z=erfc z
a3=.74785 56 &
7.1.26 Differential Equation
erf x= 1- (alt+a2t2+a3ts+a4t4+a6t6~e-~'+e(x)
,
7.2.2

le(x) I 11.5X10-' y=Ai" erfc z+Bi" erfc (-2)

p=.32759 11 aiz.25482 9592 (A and B are constants.)

a2=-.28449 6736 &=1.42141 3741
a4=--1.45315 2027 U6=1.06140 5429 Expreaaion as a Single Integral

(t-2)"
7.2.3 i" erfc
7.1.27
1 Power Seriea a
erf x=1-
1
[I +a1x+az2+a~23+a~x
4 4 + 4 4

((X)115x10-4
al= .278393 ~=.230389
as= .000972 a*=.078108 Recurrence Relations
7.1.28 7.2.5
1 Z 1
erf x= 1 - in erfc z=-- n in-1erfc z+- 2n in-2 erfc z
[l+alz+az22+ . . +a6z6I ,6+44
l(X) I 5 3 x lo-' (n=1, 2,3, . . . )
al= .07052 30784 az= .04228 20123 7.2.6
a3=.00927 05272 a4=.00015 20143
2(n+l)(n+2)i"+2erfc z
a6= .00027 65672 a(= .00004 30638 1
= (2n+l +2zz)i"erfc z - ~in-2erfc z
2 Approximations1.1.25-7.1.28 are from C. Hastings, Jr., (n=l, 2,3, . . .>
Approximations for digital computers. Princeton Univ.
Press, Princeton, N. J., 1955 (with permission). * The terms in this series corresponding to k=n+2,
n+4, n+6, . . . are understood to be zero.
300 ERROR FUNCTION AND FRESNEL INTEGRALS

Value at Zero Relation to the Confluent Hypergeometric Function

7.2.7 (see chapter 13)
1 7.2.12
in erfc O=
2nr g+ 1)
(n=-l,O, 1,2, . . .)
in erfc z=e-za
2nr G+ 1)
T , 5'
M (n+l 1 22)

[ l

- Zn+l M6+1,;,z2)]
2n-117 ( T )

Relation to Parabolic Cylinder Functions (see

chapter 19)
e-b2
7.2.13 inerfc z=-(2n-lr)+D-n-l(zSz>

Asymptotic Expansion
7.2.14
in erfc Z--
2 e-$ 2 (-1)m(2m+n)!
+ (2z)n+'m-0
~

n!m!(2z)h

(2-, la% .I<?)

7.3. Fresnel Integrals
Definition

7.3.1 C(z)=s,' cos6 t2) dt

=s,' 6
I

7.3;2 S(z) sin P) dt

7.4. Repeated Integrals of the Error Function.
FIGURE
y=2*r(++1) i n erfc z
The following functions are also in use:
n-0, 1, 2. 4, 8, 14, 22 7.3.3
C l ( z ) = ~ J ' e o st a d t , C 2 ( z )1= z J
=cost
at
T
0
Derivatives
d 7.3.4
7.2.8 -in erfc z=-in-I erfc z (n=O, 1,2, . . .) 1 =sint
dz ~,(~)=$J'sin t2dt,S2(z)=-J
&T 04 dt
-
T O
7.2.9
Auxiliary Functions
an erfc z
- (err erfc ~)=(-1)~2~n!e~'i" 7.3.5
dz"
@=0,1,2, * * -1 f ( z)= [;--fjyz) ]cos 6 za>-[;-c(z)]sin G 22)

Relation to Rh,(5) (see 19.14) 7.3.6

7.2.10 inerfc z=-(2n-k)f

1 Hhn (a21 g(z)=[+z)] cos G zz)+[;-~(z)]sin G 22)

Relation to Hermite Polynomials (see chapter 22) Interrelations

7.2.11 (-l)"inerfc z+in erfc (-z)=mHn(iz)

i-n
7.3.7 C(z)=Ct (z&)=Cz 6 9)
 {
ERROR F"CT1ON AND FRESNEL INTEGRALS 301

G x2) 7.3.14
7.3.8 S(x)=S1
(x&)=S2
S(z)=-cos 6 22) 51 3 .
n-0
(-l)n,p+1
. . (4n+3)
z4n+3

6 6
*

1
7.3.9 C(z)=2+f(z) sin z')-g(z)
(">
cos 3 22 +sin 22) 5 1 3(- 1)
n=o *
n7r2n
. . . (4n+l)
z4n+l

1
7.3.10 S(z)=--j(z)
2
cos 6 z2)-g(z) sin ("z 2')
+J&)
793.15 c2(z>=Jl/z(z)+J5,2(~)
7-3-16 S~(Z)=J~,~(Z)+J,/~(Z)SJ~~,
...
+...

For Bessel functions Jn+llz(z)see chapter 10.

Series Expaneions

- '1
7'3*11 c(z)=z
(- "(7r/2)
(2n)!(4n+l)
2n 24n+ 1
Symmetry Relations
7.3.17 C(-Z) =-C(Z) , S(-Z)=-S(Z)
7.3.12 7.3.18 C(iz)=iC(~), S(iz)=-iS(~)
C(2) =cos 6 22) 51
n-0 *
(-l)n?P
3 . . . (4~~4-1)
z4n+l 7.3.19 C(z>=C?Zs; S ( z > = S 3

+sin G 9s (- 1)n p + 1
1 . 3 . . . (4n+3)
24n+a

7.3.20
1
C(X)+y
Value at Infinity

S(z)-'i
1
@-+a)

7*3*13 s(2)=z m (-lP(T/2)*n+l

(2n+l)!
(4n-I-3)
Z,n+3

dj(4
Derivatives

-1
dgo=nxj(x)
V
7.3.21 dz --rxg(z), dx

Relation to Error Function (me7.1.1, 7.1.3)

7.3.22
~ ( z ) + i ~ ( z ) = 2l + ierf [C (1--z)z- 1
-

="( 2 l-eGzlw [$ (l+{)z]}

7.3.23 g(x)
=L% F w [$ ,l+ilx]}
7.3.24 f ( x ) = 4 { q w [g (l+i)z]}

Relation to Coduent Hypergeometric Function (see

chapter 13)
7.3.25
C(z)+iS(z)=zM
(E i 1 !! 2'

v 3; >
-t -t
2
=zea M l,~,-i-zz

Relation to Spherical Beeeel Functions (wa chapter 10)

FIQURB
7.5. Fresnel Integrals.
v-CGr), v-s(z)
1-3-26 C~(Z)
-2 -y J-+(t)dt,S2(z)=;J' 0 J+(t)dt
302 ERROR FUNCTION AND FRESNEL INTEGRALS

Asymptotic Expansions 7.4.2

7.3.27

7.4.3
7.3.28
1 - 3 . . . (4mfl)
rzg(2)- 2 (-1)m
m -0
7.4.4
Lm . . ( 2 n - l ) d-
tae-a'dt= 1 . 3 .2n+lan
If R$f)(z),RAg)(z) are theremaindersaftern terms
in 7.3.27, 7.3.28, respectively, then =-r(n+3) (9u>O; n=o, 1,2, . . .)
2U"++
7.3.29 7.4.5
1 3 . . . (4n-1)
B y (2) = (- 1)
*

( T Z y
e('),

7.4.6

1-
7.4.7
e-&* sin (2zt)dt=J1
U
e-r2/afk eWt

7.3.31 Ie(''l<i, p)]<i 7.4.8

For z real, R$f)(z)and R ~ ~ ) ( are
z ) less in absolute
value than the first neglected term and of the
same sign.
Rational Approximations 4 (0<z 5 m)
7.3.32

7.3.33
.L 1
g(x)=2+4.142z+3.492x2+6.67023+
Ic (z)I52 x 10-3
(For more accurate approximations see [7.1].)
7.4. Definite and Indefinite Integrals
For a more extensive list of integrals see [7.5],
17 81, [7.15].
eval2dt r
7.4.1 7.4.12 -=;I ea[1-(erf 4iV] (a>O)

Approximations 7.3.32,7.3.33 are based on those given 7.4.13

in C. Hastings, Jr., Approximations for calculating Fresnel
integrals, Approximation Newsletter, April 1956, Note 10.
[See also MTAC 10, 173, 1956.)
*See page 11.
 ERROR FUNCTION AND FRESNEL INTEGRALS 303
7.4.14

7.4.18

1 OD

sin ( 2 4 erfc bt dt=& [l-e-(a~b)z](u>O,~b>O)

7.4.19

7.4.20

7.4.21

7.4.23
304 ERROR FUNCTION AND FRESNEL INTEGRALS

7.4.33 7.4.38

Jcos (az2+2bx+c)dx

+e-ab erf (ux-:)]+const. (azo)

7.4.34

b
+w (---+iax)]+const. (a#o>
7.4.39
1
7.4.35 Serf xdx=x erf x+- e-zz+const. ssin (a2+2bx+c)dx
fi
7.4.36
=& {cos S [-;(ux+b)]
(F)

7.4.37
+const. (azo) -sin ( e c[g
)
(az+b)]}+const.

7.4.40 S' C(x)dx=xC(x)--17r sin 6

x2)+const.

+const. (a#O)
7.4.41 SS(x)dx=xS(x)+A cos 7r 6 x2)+const.

Numerical Methods
7.5. Use and Extension of the Tables erf .745=.70467 80779+ (.5)(.00652 58247)X
[l -(.005)(.74)+ (.OOOOO 83333)(.0952)]
Example 1. Compute erf .745 and e-(*746)2
using Taylor's series. =.70792 8920
With the aid of Taylor's theorem and 7.1.19
it can be shown that e-(.746)1=-?! 4- (.65258 24665) [1-.0074
2
erf (xo+ph)=erf xo + (.000025)(.0952)+ (.OOOOO 00833)(.74)(1.9048)]
+s2 e-dph [ 1 - p h ~ ~ +1~ p ~ h ~ ( 2 g - 1 ) ] + ~ = .57405 7910.
As a check the computation was repeated with
q=.75, p= -.5.
Example 2. Compute erfc x to 5 s for x=4.8.
We have 1/22=.0434028. With Table 7.2 and
linear interpolation in Table 7.3, we obtain

erfc 4.8=- 1 (1.11253)(10-'0)(.552669)J;;

where lel<1.2X10-10J 1 ~ 1 < 3 . 2 ~ 1 0 - ~if~ h=i0-2, 4.8
IPIS). With 20=.74, p=.5 and using Table 7.1 = (1.1352)lo-".
 ERROR FUNCTION AND FRESNEL INTEGRALS 305
2
Example 3. Compute e-z2letsdt to 5 s for From Table 7 . 1we have - e--(1.72)2=.058565.
fi
~=6.5. Thus,
i erfc 1.72 = (.058565)(6.0064X1011)/1.0087X
10la
With 1/2=.0236686 and linear interpolation
=3.4873X
in Table 7.5
i2 erfc 1.72 =(.058565)(1.2920X1011)/1.0087X1013
=7.5013X10-4
e-(6.6)a~.6etadt=
(.506143)/(6.5)= .077868.
i3 erfc 1.72 = (.058565)(2.6031 X1010)/1.0087X1013
= 1.5114X
Example 4. Compute iz erfc 1.72 using the
recurrence relation and Table 7.1. Example 6. Compute C(8.65) using Table 7.8.
With s=8.65, l/x=.115607 we have from Table
By 7.2.1, using Table 7.1, 7.8 by linear interpolation
f(8.65)=.036797, g(8.65)=.000159.
i-lerfc 1.72= .05856 50.
From Table 4.6
Using the recurrence relation 7.2.5 and Table 7.1
sin 6 2)=-.961382, (; .>-
cos - x --.275218.
i erfc 1.72=-(1.72)(.01499 72)+(.5)(.05856 50)
using 7.3.9
= .0034873
C(8.65)= .5f (.036797)(- .961382)
i2erfc 1.72= - (.86)(.0034873)+(.25)(.01499 72) - (.OOO159)(- .275218) = .46467.
= .0007502.
Example 7. Compute Sl(l.l)to 10D.
Using 7.3.8 and 7.3.10 we obtain by 6-pt inter-
Note the loss of two significant digits. polation in Table 7.8

Example 5. Compute ikerfc 1.72 for k=1,2,3

by backward recurrence.
S,(l.l)=S(1.1 $)
Let the sequence wr(x)((cc=m, m-1, . . ., 1, 0,
-1) be generated by backward use of the recur-
rence relation 7.2.5 starting with Wm,+z=O, 1.
Then, for any fixed k, (see [7.7]),

u &(U)

6.20310 68 .432sooB . W 9 42
6.31808 80 ,41673 97 - - . O W80 ,42732 63
6.08938 01 .45083 88 .1M)61 99 691 63 ,42718 63
With x=1.72, m=15 we obtain ~ 4 3 4 3 270 . 3 m M - . i ~ 270 750 go 8 52 .an7 71
4.97881 11 .48860 94 .26308 89 674 79 9 39 61 .an7 67

&(5.24)= .427177
Example 9. Compute S2(5.24) using Taylors
17 0 12 (3) 2.1011 7 (n 2.6879 2 (11) 1.2820 series and Table 7.8.
16 1 11 (4) 1.3831 6 (8) 1.6669 1
:% Using 7.3.21 we can write Taylorsseries forfz (u)
(4:) (4:)
16 3.44 10 9:8006 6 (8) 8.9787 0
14 (1) 4.3834 9 6) 6.4143 4 (9) 4.9170 -1 13) 1.0087
13 (2) 26399 8 6) 4 1686 3 (10) 28031
=f and g2(a)=g in the form
306 ERROR FUNClION AND FRESNEL INTEGRALS
(k=O, 1, 2, . . . .).
Consulting Table 7.8 we chose %= 11.185638
= 5.386819, thus having u-uo=5.24- 5.386819
= -.146819. From Table 7.8
= .168270, g2(%) = .014483.
f~(%)
Hence, applying the series above,
fz(5.24) = .170436, gz(5.24) = .015030.
Using the 4th formula at the bottom of Table 7.8
sz(5.24) =.5- (.170436)(.503471)
- (.015030)(- 364012) =.42718.
Example 10. Compute &(2) using 7.3.16.
Generating the values of J,,++(2) as deacribed
in chapter 10 we fmd
=J&) +J7/2(2) +Jlli2(2) +J,,/2(2) + * -
=.49129+.06852+.00297+.00006=.56284.
Example 11. Computelm dt by numerical
integration using Tables 9.1 and 7.8. [Yo(t) is the
Bessel function of thesecond kinddehedin9.1.16.]
We decompose the integral into three parts
where
represents the first two terms of the aeymptotic
expansion 9.2.2.
By numerical integration, using Table 9.1,
JYo(t) 7=.41826
dt 00.
Using the fact that the remainder terms of the
asymptotic expansion are less in absolute value
than the first neglected terms, we can estimate
Finally,
t-3I2
1
dt=7.33XlO-?.
J-; 7 =-14659Jz[1 -c,(1 0) -sz(1 0)I
Po(t) at
6720
--5953819 cos lO-sin 10
2688000 c &
--23107 cos lO+sin 78,
2150400 T&
i
using Tables 7.8 and 4.8. Hence
lm Yo(t) $=.41826 00--02298 78=.39527 22.
The answer correct to 8D is .39527 290 (Table
11.2).
Example 12. Compute w(.44+.67i) using bi-
variate linear interpolation.
By linear interpolation in Table 7.9 along the
xdirection at y= .6 and y= .7
w(.44+ .Si) SJ .6(.522246+ .167880i) + .4(.498591
+.2026666)=.512784+.181794i
w(.44+ .7i) IJ .6(.487556+ .147975i)+ .4(.467521
+.179123i)= .479542+.160434i.
By linear interpolation along the y-direction at
x= .44
w(.44+ .67i) = .3(.512784+ .181794i)+ .7 (.479542
+.160434i)= .489515+.166842i.
The correct answer is .489557+.166889i.
Example 13. Compute &(z) for z=.44+.61i.
Bivariate linear interpolation, as described in
Example 12, is most accurate if z lies near the
center or along a diagonal of one of the squares
of the tabular grid [7.6]. It is not as accurate for
z near the midpoint of a side of a square, as in this
example. However, we may introduce an a d -
iary square (see diagram) which contains 2 close Example 16. Compute w(7+2i).
to its center. Bivariate linear interpolation can Using the second formula at the end of Table 7.9
then be applied within this a d a r y square.
The values of w(z) needed at z=t1, and Z = l z
are easily approximated by the average of the four
w(7+2i)=(-2+7i)
(44.;2474+28i
5124242
neighboring tabular values. Furthermore the
parts to be used are given by 42.27525 +28i)=.021853+.075010i.
*05176536

-
lZo--x1l
--Pl+PZ,
I zo-rll
_ =-
lz --x I
I lzl -P1-
20-
P2 Example 17. Compute erf (2+i).
From 7.1.3, 7.1.12 we have

{
= 1.003606-.0112590~.
where z=zo+.l(pl+ip2). Thus, with &=.4+.6;,
ll=.45+.65i, 12=.45+.55i, p1=.4, pz=.l, we get Example 18. Compute S, ((a+i)fl)-
from Table 7.9 From 7.3.22, 7.3.8, 7.3.18 we have
&?w({~)=%(.522246+ .498591+.487556+.467521)
=.493979
= :(.522246 +.498591+.561252+ .533157)
S,(z)=Z--
1 1 4
4
e@w
r (l+i) -
&I
9 ~ ( { 2 )
= .528812 --
l+i e
4
-f2Sw [(& l);]
Bw(z)
x (1 - (.4+ .1)]{ [ l - (.4- .1)].522246
+ (.4-.l).528812}+ (.4+ .l)X Setting z =(i+i),E! and making use of 7.1.11,
[1-(.4-.1)] .493979+(.4-.1).498591)=.509789. 7.1.12, and Table 7.9
The correct answer is .509756. Straightforward
bivariate interpolation gives .509460. 8 1 ((i+i) 42)=
Example 14. Compute Yw1.39+.61i) to 6D ----
using Taylorsseries. -i - 3 sin 2) w (2+Z
e-* (cos z-i 1 3 i)
2 4 2
Let z=.39+.61i, zo=.4+.6i. From 7.1.20,
and using Table 7.9, we have +yH+i e2 (cos 2
>
sin 2 w a+:( i)
~(&)=.522246+.1678803 -_ .990734-.6816193.
W(&)=-.21634 + .36738;, 2 - 2 0 ~ (-1 +i)lO-
&U(&) = -.215-. 1854 (2- q)2=-2iX lo- Example 19. Compute
using Table 7.9.
s.-e-c14)ta-3rcos (2t)dt
Yw(z)=
.167880- .0021634-.0036738
4-.0000430=. 162086. Setting b=y+ix, c=O in 7.4.2 and using 7.1.3,
7.1.12 we find
Example 15. Compute 24.4- 1.3i).
From 7.1.11, 7.1.12
1
e -0ta-2vt cos (2xt)dt=51 4-
;aw?*)
W( .4-1.3;) =W(-.4-1.39=2e- (.4-1.3:)
(a>O, 2, y real).
-w(4+1.3i). Hence from Table 7.9
using Tables 7.9, 4.4 and 4.6
w(.4- 1.3i)=4.33342+8.042013. Jm e-(ll4)+at cos (2tjdt= fiaw(2+3i) = .231761.
308 ERROR FUNCTION AND FRESNEL INTEGRALS
References
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[7.16] J. R. Philip, The function inv erfc 0, Austral.
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[7.18] J. B. Rosser, Theory and application of
l' e-D1~dyfoy
i' e-z'dz and
(Mapleton House, Brooklyn,
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[7.19] H. E. Salzer, Formulas for calculating the error
function of a complex variable, Math. Tables
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17.201 H. E. Salzer, Complex zeros of the error function,
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[7.211 F. G. Tricomi, Funzioni ipergeometriche confluenti
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Tables
[7.23] M. Abramowitz, Table of the integral
s,' e-y'
Math. Phys. 30, 162-163 (1951). z=0(.01)2.5,
du, J.
8D.
[7.24] P. C. Clemmow and Cara M. Munford, A table of
d(+r)e+'*p2J e-+i'x2d~ for complex values of p,
Philos. Trans. Roy. SOC.London { A ) , 245, 189-
211 (1952). IpI =0(.01).8, arg p=0(10)450, 4D.
17.251 R. B. Dingle, Doreen Arndt and S. K. Roy, The
integrals
~,(z)= (p!)-LS,"' s,(s*+z*)-'e-vic
and
~ , ( z=
) (pI)-lJm cV(g+z2)-*e-*da
and their tabulation, Appl. Sci. Res. B 6, 155-164
(1956). C(z), S(z), 2===0(1)20, 12D.
[7.261 V. N. Faddeeva and N. M. Terent'ev, Tables of
2i
values of the function w(z) =e+ ( l + z t e P d t )
for complex argument. Translated from the
Russian by D. G. Fry (Pergamon Press, New
York, N.Y., 1961). w(z),z=z+iy; z,y=0(.02)3;
~=3(.1)5,y=0(.1)3; 2=0(.1)5, y=3(.1)5; 6D.
[7.27] B. D. Fried and S. D. Conte, The plasma dispersion
function (Academic Press, New York, N.Y. and
London, England, 1961). i&w(z), id&'(z),
a=z+iy; z=O(.1)9.9, y= -9.1(.1)10; z=var.
(.1)9.9, y= -lO(.l)-9.2; 6s.
[7.28] K. A. Karpov, Tablitsy funktaii w(z) =.-*at
kompleksnoi oblasti (Izdat. Akad. Nauk SSSR.,
ez%h v
MOSCOW, U.S.S.R., 1954).
z=z; 2=0(.001)2(.01)10; 5D;
z=pei@; 8 = 2.5' (2.5')30'( 1.25')35' (.625O)40';
p=pe (.OOl)p; (.Ol)pi' (.0002)5, O l p O <pi <p; 15,
5D;
=iy ; y =O(.001)3 (.0002)5, 5s.
[7.29] K. A. Karpov, Tablitsy funktsii P(z)=tezadz
v kompleksnoi oblasti (Izdat. Akad. Nauk SSSR.,
Moscow, U.S.S.R., 1958). z=pei@;
6=45'(.3125')48.75'( .625') 55' (1.25') 65' (2.5')90,
p=pe(.ool)~l(.ol)~;', 0 IPe<P; <P;l15, 5D;
z=z; 2=0(.001)10, 5s.
[7.30] J. Kaye, A table of the first eleven repeated inte-
grals of the error function, J. Math. Phys. 34,
119-125 (1955). inerfc 2, z=O(.O1).2(.05)1(.1)3,
n=-l(l)ll, 6D.
[7.31] B. Lohmander and S. Rittsten, Table of the function
y=e-" l e @ & , Kungl. Fysiogr. Siillsk. i Lund
Fijrh. 28, 45-52 (1958). z=0(.01)3(.02)5,
z-1=0(.005) .2, 10D; z= .5(.5) 10, 20D.
Contains also 20D values for maximum and in-
flection points.
 ERROR FUNCTION AND FRESNEL INTEGRALS 309
17.321 W. Lash Miller and A. R. Gordon, Numerical [7.34] T. Pearcey, Table of the Fresnel integral (Cam-
evaluation of infinite series and integrals which bridge Univ. Press, London, England, 1956).
arise in certain problems of linear heat flow,
electrochemical diffusion, etc., J. Phys. Chem. 35,
2785-2884 (1931).
C(E)
S* (E), z=0(.01)50, 6-7D.

[7.35] Tablitsy integralov Frenelya (Izdat. Akad. Nauk

F(z)=e-$l et*&; z=O(.O1)1.99, 6D;
2=2(.01)4(.05)7.5(.1)10(.2)12, 8s.
[7.33] National Bureau of Standards, Tables of the error
function and its derivative, Applied Math. Series
41, 2d ed. (U.S. Government Printing Office,
Washington, D.C., 1954).
(2/4r)e-=',erf z, z=0(.0001)1(.001)5.6, 15D;
( 2 / 4 ~ ) e - ~erfc
' , 2, z=4(.01)10, 8s.
SSSR., MOSCOW, U.S.S.R.,
1953). C(z), S(z),z=
0(.001)25, 7D; S(z),z=O(.OOl) 58, 7s; C(z),
2=0(.001) . l o l l 7s.
[7.36] A. van Wijngaarden and W. L. Scheen, Table of
Fresnel integrals, Verh. Nederl. Akad. Wetensch.,
Afd. Natuurk. Sec. I, 19, No. 4, 1-26 (1949).
C(z), S(z), 2=0(.01)20, 5D. (Also contains
numerical values of the coefficients in Taylor and
asymptotic expansions.)