Numerische Mathematik, 1, 78-- 89 (1959)

The radius of univalence

By

of the error function*

ERWIN KREYSZIG and JOHN TODD

O. Introduction W e shall d e t e r m i n e the radius of univalence ~ of the error function, which we t a k e in t h e following n o r m a l i z a t i o n **, e r f z = f e x p ( - - t ~) dt = ~ ( - - 1)~2~+1/(2n + l ) n ! = z - - (za/3) + . . . .
0
n=0

The r a d i u s of univalence is the r a d i u s of t h e largest open circular disk, ] z [ < o , in which erf z is schlicht. Some lower b o u n d s for ~ h a v e been o b t a i n e d previously, namely : {~ (~'~ + t ) ~ - t}.~= t.o7 . . . .

(~I2)~ -- t.25
the largest positive root R of the e q u a t i o n (4R 4 t ) ~ - - a r c t a n ( 4 R 4 - t)~ = ~,

....

R = t.51 . . . .

(0.1)

These b o u n d s were o b t a i n e d b y different, r a t h e r general methods, b y NEHARI ~11, ROGOZlN [2], a n d READE [3]. W e recover, incidentally, b y e l e m e n t a r y means, the b o u n d s of R o c o z I N a n d READE. Our m e t h o d s are b a s e d on special p r o p e r t i e s of err z, a n d were suggested b y a d e t a i l e d s t u d y of a c t u a l n u m e r i c a l values of erf z, which were c o m p u t e d on the IBM 704 a t the N a t i o n a l B u r e a u of S t a n d a r d s , b y ELLEN BRAUER a n d J. C. GAGER a n d on the D a t a t r o n 205 at the California I n s t i t u t e of Technology. This p a p e r consists of three parts. In the first two we present different proofs of the following theorem. Theorem. The radius o/univalence o/ er/ z is the m i n i m u m distance/rom the origin, o] points not on the x-axis, /or which eri z is real. B o t h proofs have a c o n s t r u c t i v e c h a r a c t e r a n d can be used to o b t a i n b o u n d s for 0" W i t h t h e second proof we include a description of some h a n d calculations which lead to the following inequalities 1.5746 < ~ < 1.5858. An announcement of the results of this paper appeared in the Bull. Amer. Math, Soc. 64, 363--364 (t958), The work described here was carried out in p a r t with the support of the Office of Naval Research. ~* In a paper to appear in the Pacific Journ. Math. we have shown t h a t the radius of univalence of E(z) = exp (z=) f exp ( -- t ~) d t is 0.924138 87.
0

Radius of univalence of the error function

79

I n the t h i r d p a r t of the p a p e r we describe some calculations, along the lines of the first proof, which use the more elaborate numerical results to which we have a l r e a d y referred. These suggest t h a t a seven-decimal value of Q is o = 1.5748376. Before beginning the separate proofs of our theorem, we observe t h a t if z 0 is a p o i n t n o t on t h e x-axis a t which the m i n i m u m distance d is a t t a i n e d , then ~o :4-zo a n d err go ----erfzo = err z0. Thus the circle ]z] : d m a p s into a curve with a double point and so ~ d . We can complete the proof b y showing t h a t err z is schlicht in Iz] < d , a n d for this it will be sufficient to deal with the first q u a d r a n t because of the reflection properties of erf z, erf(--z) =--erfz, erf~erfz. 1. F i r s t p r o o f The first proof is based on a s t u d y of the m a p s ~ in the w = u + i v plane of the arcs V , : z = r e io, O<=tg<=~:z. W e shall show t h a t there is a 0 > 0 such t h a t has the form i n d i c a t e d on the r i g h t - h a n d side of Fig. t. r~ F o r [z I < 0, 0 < 0 ~ , it will be seen t h a t erf z is not real. Thus Q is the m i n i m u m distance referred to in the theorem. W e complete the proof as follows. Let V* denote the closed curve consisting of O<_x<_~, ( y ~ O ) ; \ ,~,3o.... Vl=r ~zSzl \ 7'~; ~ y > ~ O , ( x - O) a n d let Po=~ Po P o x ro=rs To ro / ' * denote its map. W e shall 5 ~z z=sc + idt plane co=u + i v plene show t h a t as z describes V* in the positive direction, erf z Fig. t. Not to scale describes F * once, a n d t h a t F * is simple. I t follows, since erf z is regular everywhere t h a t erf z gives a oneto-one a n d conformal m a p p i n g of the interior of ~,* onto the interior of F * (J. E. LITTLEWOOD [8j). I n s t e a d of a p p e a l i n g to this basic t h e o r e m in conformal m a p p i n g , it would be possible to complete the proof in an e l e m e n t a r y way, b y proving d i r e c t l y t h a t erf z1=t= erf z 2 for z1 a n d z 2 in the i n t e r i o r of )J*, along the lines i n d i c a t e d in the second proof.
1.1. P r e l i m i n a r i e s . a ) We have, denoting p a r t i a l d e r i v a t i v e s b y subscripts,

u o + i v o = i r (u r + i v,) = i r e i~ exp ( - - z 2)

= i r exp ( - - r 2 cos 2v~) Eeos (r ~sin 2v~ - - O) - - i sin (r 2 sin 2v~ - - tg)l, so t h a t
vo

= r e x p ( - - r2cos 2t9) cos(r2 sin 2t9 - - tg). 6*

(t.t.1)

80 If vo=-0, we must have

ERWlN KREVSZm and JOHN TonD:

cos (r 2 sin 2v -- v = O, ~ ~)

r ~ sin 2# -- v = 89(2m + 1) 7c, m integral. a

Similarly, if u o = 0, we must have sin (r 2 sin 2 ~9 -- 0) = 0, r 2 sin 20 -- 0 = m ~, m integral.

b) Consider now the indefinite integral

z

f exp ( - t 2) dt evaluated along a curve on which re= O. We find, using the results just obtained,

f e x p ( - - t2) dt
0

= ~ f e x p { - - (~ + ~- (2m + t) @ c o s e c 2 a ( c o s 2c~ + i s i n 2 e ) } ( d~
0

+ir)ei~dc~

----(--l)m+lfexp{--(
r

0~ + - t 2 - ( 2 m + l ) ~ ) c ~

-d~dr do~
(1.t.2)

(-,)'+if exp{-- +
g

I (2m+t))cot2c~}dr.

In a similar way, if we integrate along a curve on which uo=O, we obtain

v a

,~ f exp ( - t 2) dt = (-- l ) " f exp {-- (~ + m x) cot 2c~}

r

d~ (1.1.3)

=(--t)'~fexp{--(oc+mx)cot2~}dr. c) We shall prove that ~ = v ( ] / ~ , 88

V~(I+/)

non-positive. We have exp (-- t 2) dt

---- ~

f
0

and in this integral we can choose the path to be from 0 to ] / - ~ along the real axis and then from V ~ to V89 (1 + i ) along a parallel to the imaginary axis. It is clear that the first part is entirely real so that

=~ f exp(--~+y2--V2~iy)idy
0

= e x p ( - - {~) f exp(y ~) c o s ( V ~ y ) d y
o

1/[;,

= ( t / V ~ ) exp (-- ~ )

f {exp (t2/2~) -- exp ((~ -- t)2/2~) cos t dt <=O.

0

(1.1.4)

1.2. The behavior o/the curves I~,. First phase. B y conformality, for all fixed r, v (r, tg) begins b y increasing from zero, as ~9 increases from zero. Indeed, for all sufficiently small r, v(r, tg) increases steadily with t9 when 0--<#--<89 This
fact is clear from (1.1.t) and the behavior of / = r 2 sin 20--~9, which is indicated in Fig. 2. For r<=ro--l/V2, r2sin2~9--~9 decreases steadily. For r>ro,

Radius of univalence of the error function

81

r 2 s i n 2 v ~ - - va begins b y increasing and has a m a x i m u m when c o s 2 0 = 8 9 -2. The value of this m a x i m u m is V ( r ~ - _ ~ _ 89cos-l( 89 2) and this increases from zero at r = r o. This m a x i m u m is 89 for

r=R

= 1 . 5 1 ...

where R is the largest positive root of the equation (0.1). For any fixed r ~ R , then, v increases steadily with ~9, 0 ~ 0 ~ { a g . This, then, is a lower b o u n d for ~o. I t is, in fact, the lower b o u n d obtained b y READE [3]. The lower bound V ~ obtained b y ,-_a . . . . . . . . ROGOZlN [2] can be obtained b y noting t h a t the m a x i m u m of r 2 sin 2 0 - - 0 certainly does not exceed r 2 so t h a t there is ~ta certainly univalence of r 2 <-gag. 1

1.3. The behavior o/ the curves 4 . / Second phase. We refer back to Fig. 2. For r > R, but sufficiently small, there are exactly two values of v say 01 and ~, 0=, for which % = 0 . Although the graph of / has only two intersections with the line ~ag,1intersections with 89(2 n + t) :z give rise to zeros of %. However, we shall see below that the range of r in which we are interested is bounded above b y V~, and so, certainly, / = r ~ sin 20 - - 0 < a g . We now observe t h a t v decreases in the range 01 ~ 0 =<02. This follows from - / the representation (1.t.t) since in that range we have
ag> r3sin 20
- - 0 > ~- ~ z , / -~-az

cos (r 2 sin 20 -- 0) < 0 for relevant r, i.e., R < r <

V ~.

Fig. 2

We next observe that as r increases, both v (r, 01) and v (r, 03) decrease. We have

v (r', O~) -- v (r, 0~) = ~ f exp (-- t 3) dt.

The p a t h of integration is at our disposal and we choose the path on which v o = 0. Using the representation (1.t.2), noting that m = 0 , we find
r ~

v (r', 0'1) -- v (r, ~ ) = -- f exp {-- (v + i ag) cot 2~9}dr. a

f

Since the integrand is invariably positive, it is clear that v(r, va~) decreases as r increases. The same argument shows t h a t v(r, 03) decreases as r increases.

82

ERWlN KREYSZIG and J o ~

ToDI~:

W h a t we h a v e now achieved is a proof t h a t v (r, t92), which is c e r t a i n l y positive for r : R , 02=t92(R ) = , 9 1 ( R ) = t g * , decreases as r increases from R. The result (1.1.4) shows t h a t there is a least r>=R for which v(r, 02)=0. W e denote this b y e, a n d we shall prove t h a t ~ is the r a d i u s of univalence. F r o m (1.t.4) we h a v e Q< V). 1.4. The behavior o/the curve Fe*. W e h a v e to show this is a simple curve, described e x a c t l y once as z describes V*. W e denote t h e points ~ and i ~ b y Po a n d P4 a n d the points ~eial a n d ~oei~ b y P1 a n d Pa; the m a p of P/ b y w = e r f z is d e n o t e d b y Ti (see Fig. 1). D e n o t e b y ,93 the first positive zero of sin(o 2 sin 2tg--tg). W e denote 0e i~ b y Pa a n d its m a p b y T3. I n virtue of our c o m p u t a t i o n (t.1.4), we h a v e
~Yr>~3>~ 29

I t is clear t h a t
t9

u = f ~ exp ( - - ~2 cos 2~) sin (Q2 sin 2~ - - ~) d ~

0

+ f exp (-- 12) dt

0

is s t r i c t l y increasing for 0--< v t~a, since the first i n t e g r a n d is positive. F r o m this i t ~-< follows, r e m e m b e r i n g t h a t erf x is an increasing function of x, t h a t erf z1 4= erf zz, for z1, z 2 on the arc OPoP1P,2P a. We note also t h a t u q = 0 in the range tga=<0< 89 radius z = z e i L 0<=~<=~ where ~v is fixed, O 3 ~ < ~ r ,
o

F o r , i n t e g r a t i n g along a we h a v e

u = f exp ( - - z~ cos 2 ~v) cos (z 2 sin 2 ~ - - 99) d r .

o

I n the p r e s e n t circumstances, z~sin2~0--~o increases from --~o for , = 0 to Qe sin 2 ~v- - % which lies b e t w e e n 0 a n d - - { er [cf. Fig. 2~. Hence the i n t e g r a n d is positive. N e x t consider the b e h a v i o r of v for z on the arc PAP4. Since
~9

v = f ~ e x p ( - - ~2 cos 2~) cos (~)2 sin 2~ - - c~) doe

o

is s t r i c t l y increasing for Oa ~ v =< 89 t h e i n t e g r a n d being positive, it follows t h a t ~ ~, erf z1 q= erf z 2 for zl, z2 on PAP4. On the arc PaO, err z is p u r e i m a g i n a r y , w i t h v decreasing s t e a d i l y :
Y

v =fer
0

O<y<0.

There can therefore be no intersection of PaO a n d PaPa nor of PaO a n d OP~paPa, since, as we h a v e a l r e a d y noted, u q = 0 for 0<*9=<v~3 a n d for v%=<tg< 89 I t is now clear t h a t the o n l y p o s s i b i l i t y of a self-intersection in ~ * occurs for p o i n t s z,, z2 on the arcs PoP1P= a n d PaPa respectively. W e shall show t h a t this is impossible because Ta is above T~ i.e. t h a t v (z,), z 1 on PoPIP2, is less t h a n v (z2), z 2 on Pa Pa.

Radius of univalence of the error function This is done as follows. F o r r = R , since v is s t e a d i l y increasing

83

(R)) > v (01 (R)).

W e have a l r e a d y n o t e d t h a t v (01 (r)) is a decreasing function of r. I t will therefore be sufficient to show t h a t v(Oa(r)) is an increasing function of r. To see this we proceed as in w 1.3, only i n t e g r a t i n g this t i m e along the curve on which uo=O. Using the r e p r e s e n t a t i o n (t.1.3), r e m e m b e r i n g t h a t we have m = 0 because of (1.1.4), a n d using t h e fact t h a t as r increases 03 increases, we have v (r', 03) - - v (r, 08) > O. 2. S e c o n d proof

Our previous consideration was b a s e d on the properties of the curves Izl =

constant in the w-plane. W e shall now d e m o n s t r a t e t h a t the consideration of the

curves a r g erf z = c o n s t a n t in the z-plane leads to a n o t h e r c h a r a c t e r i z a t i o n a n d bounds of ~.

2.1. The differential equation /or the curves arg erf z =constant.
w = R exp (i 0) = / (z)

Let

be an a n a l y t i c function regular in a d o m a i n D of the z-plane. Then the curves in D corresponding to 0 = constant satisfy the differential e q u a t i o n d y = t a n (0 - - cr

dx
where ar = a r g / ' ( z ) .

(2.1)

F o r the error function this e q u a t i o n t a k e s the form d s _ t a n ( 2 x y + 0).

dx

(2.2)

I n p a r t i c u l a r , the curves ~ erf z = 0 in the z-plane are solutions of the e q u a t i o n

dy _ t a n 2 x y. dx

(2.3)

2.2. The characterization o/ Q. Consider the curves ~ erf z = 0 in Q1, the first q u a d r a n t . Let C denote t h a t curve which has its d i s t a n c e from the origin a m i n i m u m . W e prove first t h a t C lies in the d o m a i n B b e t w e e n the two h y p e r b o l a s Hi: xy=~:z, H2: xy= 89
(2.4)

I n t e g r a t i n g parallel to the coordinate axes we have

x 0 0 y 0 y

erf z : f exp ( - - t 2) d t + exp ( - - x 2) f exp t ~ sin 2 x t d t + i exp ( - - x 2) .f exp t 2cos 2 x t d t. L e t A be the d o m a i n b o u n d e d b y H 1 a n d the positive coordinate axes. c o s 2 x y ~ 0 a n d therefore ~ e r f z > 0 . I n B we have c o s 2 x y < 0 . Since increases s t e a d i l y with y, we have ~ e r f ( x o + i y ) = 0 for e x a c t l y one y i n t e r v a l (:z/4Xo)<y<(:z/2Xo), where x 0 > 0 is a r b i t r a r y b u t fixed. This t h a t C lies in B. In A expye in the proves

84

ERWIN KREYSZIG a n d JOHN TODD :

W e now prove t h a t for a n y z,z 1 in D ~ A ~ H 1 ~ B we have e r f z 4 : e r f z 1. Because of t h e shape of D we can i n t e g r a t e along a p a t h consisting of two segments, Sh, Sv, parallel to the c o o r d i n a t e axes. L e t z l = x l + i y 1. Then
x
Xl 21

a (z) ~ erf z - - erf zl = exp y~ f e x p ( - - t 2) cos 2 t Yl d t + exp ( - - x 2) f exp t 2 sin 2 x t dt

x y - - i e x p y l 2 f e x p ( - I 2) sin 2t yl d t + / exp (- x 2) f exp t~ cos 2 x t d t.
Xt Y*

On the h o r i z o n t a l segment Sh the function a(z), considered as a function of x behaves as follows. ~ a (z) is a s t e a d i l y decreasing function on the entire segment 3 S h. The real p a r t ~Ra (z) increases s t e a d i l y on A c~Sh a n d decreases s t e a d i l y on B c~ S h. On the v e r t i c a l segment, ~ a (z), \ considered as a function o f y, increases t \ y s t e a d i l y ; Ha(z) increases s t e a d i l y on \ Svc~A a n d decreases s t e a d i l y on S ~ B . \ 2 This shows t h a t t h e p o s i t i o n of the \ p o i n t s z~ a n d z in D p l a y s a certain role a n d leads to a n u m b e r of different cases. I n each case we can find a p a t h from zI to z consisting of segments parallel to t h e c o o r d i n a t e axes a n d such t h a t ~lta (z) or ~ a (z) is a m o n o t o n e function on the entire p a t h of integration. F o r example, ~a(z) increases s t e a d i l y on S h ~ S ~ , because S h r u b = 0 (Fig. 3). S i m i l a r l y , ~ a (z) decreases s t e a d i l y on S h a~ S~ a. F i n a l l y , ~ a (z) decreases s t e a d i l y on S~:,I~Sh:,~S~s 2 because Shrc~A = 0 o a n d along the two vertical segments we / X " i n t e g r a t e in the n e g a t i v e y-direction. Fig. 3 Note t h a t in this case, the p a t h zlz2z does not lie in D a n d on the p a t h zlz~z n e i t h e r t h e real nor the i m a g i n a r y p a r t of erf z is monotone. This case a c t u a l l y is t h e o n l y one in which we need more t h a n two segments altogether. The o t h e r cases m a y be considered in a similar fashion. This shows t h a t erf z has different values a t a n y two different p o i n t s in D. Hence ~ = d , a n d the T h e o r e m is proved. 2.3. Bounds/or Q. Since the distance of B from t h e origin is V~/2 a n d since C intersects the line y = x in B we conclude t h a t

z~SoLrf/J \

~z \\

<

<

(2.5)

W e note t h a t t h e lower b o u n d o b t a i n e d here is t h a t o b t a i n e d otherwise b y ROGOZIN [2]. T h e u p p e r b o u n d was also o b t a i n e d in t h e course of our first proof. W e shall now derive some b e t t e r bounds. W e h a v e

erf(r~) = f e-" dt = Vi f e-'" dt

0 0

Radius of univalence of the error function a n d thus

85

erf (r [/3) - - 2 ~ [C(r) -- S(r)]

where

c(~) = f c o s t ~ d t ,
0

s(~) = f s i n l ' a t
0

are the Fresnel integrals. Hence the curve C intersects the line y = x at the point 13o: Xo=yo=ro/W;2 where r o is the smallest positive root of the real e q u a t i o n

c(~) = s (0.
W e thus o b t a i n the following u p p e r b o u n d : e~ro. The n u m e r i c a l value of ro: r o = 1.5858... was o b t a i n e d as a b y - p r o d u c t of the D a t a t r o n p r o g r a m for erf z referred to in w 3 below; this value was checked b y comparison w i t h s t a n d a r d tables of the Fresnel integrals. Using this value of r o, we shall derive a r a t h e r accurate lower b o u n d for ~. W e shall prove t h a t ~ > k = 1.5746 ... (2.6)

where k is the distance between the origin and the circle of c u r v a t u r e K of C

at Po.
The t a n g e n t T to C at Po can be represented in the form

y=ax

+b,

a=y'(Xo) =tanr~,

b=xo(l--a

),

as follows from (2.3). I t thus has the distance

from the origin. Calculation shows t h a t zJ = t . 5 6 5 8 , . . W e first prove t h a t Q~ A. The isoclines of (2.3) are h y p e r b o l a s x y = c = constant. I n B [cf. (2.4)j, y' varies from - - o o (along H~) to 0 (along H2). The h y p e r b o l a Ho: x y = r ~ / 2 passes t h r o u g h Po. I t intersects T a t Po a n d at P~: x = - - x o / a , y = - - a y o . Let P~ denote the left-hand point of intersection between H 1 a n d 1". Let S denote the segment P1P2. Note t h a t the abscissa of P2 is greater t h a n t h a t of the p o i n t of intersection P3 between H i a n d the circle ]z[ = r o. We p r o v e t h a t C cannot h a v e a p o i n t whose distance from the origin is smaller t h a n ZI. I t sufficies to show t h a t the arc C* of C corresponding to x(P~)=< x G x (P~) does not h a v e points below S. Through each p o i n t in B there passes precisely one solution of (2.t), as follows from familiar existence a n d uniqueness theorems, cf. E. KAMKE [6]. W e prove t h a t a n y solution of (2.1) h a v i n g points below S c a n n o t pass t h r o u g h P0. Let _P be a n y point in the d o m a i n B 1 b o u n d e d b y portions of H 1, x = x o, a n d S, lying to the left of x = x 0. L e t y e (x) denote the solu-

86

ERWlN I{REYSZIG and JOHN TODD:

tion of (2.1) through P. Now [y'(P')[> ly'(P0) l and y'(P')<O for all points P ' in B 1. Hence for x(P)~x<=x(Po) the solution yv(x) must lie below the parallel to S t h r o u g h P. Therefore yp(x) cannot pass through P0; t h a t is, C* cannot have points P, x ( P ) < x(Po), below S. Furthermore, if C* would have points Q, x ( Q ) > x (P0) below S some of these points must lie in the domain B e bounded b y portions of H 0 and S. Let yQ(x) be the solution of (2.1) through a n y point QCB 2. Now ]y'(Q')[<ly'(Po)] and y ' ( Q ' ) < o 2.6 for all points Q' in B 2. Hence, as before, Y0 (x) cannot pass through Po; t h a t is, C* has no points Q, x (Q) > x (Po) below S. We have shown t h a t 1.5 the distance of C from the origin is at least A. We shall now establish (2.6). F r o m (2.3) it follows that the curvature of Cat P is \V ' ~ xx'.

',\ ',, ',,, ,r

',,

a5

#
i , i ~ i , i i i

--.V
, i

-<, , ,

""

~ o = 2ro sin ro + - 4 ~ and numerical calculation yields ~0 ~ 0.5009 ...

'

0..5
Fig. 4

1.0

1.5

An elementary consideration shows t h a t distance of K from the origin is k = (~o 2 + 2~o 1 Zl + r02)~ -- Xo 1,

the

and numerical calculation yields the value of k given in (2.6). Let P4 denote the left-hand point of intersection of 2/" and the circle Izl ~-k, and let Q4CK be such that x (Q4)= x (P4)- On the arc Q, Po of K the slope of the tangent to K is larger (that is, less negative) than the value of y' as given b y (2.3) at those points of K. Hence the corresponding arc of C lies inside K, and thus C cannot have points whose distance from the origin is smaller than k. This proves (2.6). We have obtained t h a t 1.5746 < Q < t.5858. (2.7) It is clear that instead of using the numerical value of r o we m a y derive substantially similar results using bounds of r o. For instance, to get a lower b o u n d for r o we consider
r

g(r) ~ 2 -89 (C(r) - - S(r)) = f sin (_z~__ t~) dr. ,! \2

0

F o r 0 < t < ]/~/i the integrand is positive, and for V~-]2-< t < If b and L(r) are such t h a t

V5~/2

it is negative.

g(~)
a n d the equation

> b,

g(r) - g(- v~) L(r) = b

< L (,,)
(2.8)

has a real solution, the smallest solution is a lower b o u n d of r 0. An upper b o u n d of r 0 can be obtained b y similar argument. I t is interesting to note that already

Radius of univalence of the error function

87

simple a p p r o x i m a t i o n s of the curve of the i n t e g r a n d of g(r) b y p o r t i o n s of t a n g e n t s a n d chords lead to close bounds, a n d the corresponding b o u n d s of ~ o b t a i n e d b y the preceding a r g u m e n t are of the same order of a c c u r a c y as t h e b o u n d s of r 0.

3. The computation of O
We shall indicate how the two m e t h o d s of proof of our T h e o r e m can be used to c o m p u t e ~, b u t we shall c a r r y t h r o u g h the details in the first m e t h o d only. W e shall content ourselves with a reasonable, p r a c t i c a l c o m p u t a t i o n which will l e a d to a plausible 7-decimal value for ~. A copy of the basic n u m e r i c a l m a t e r i a l has been deposited in the files of the periodical M a t h e m a t i c s Tables a n d O t h e r Aids to Computation. 3.1. First method. Using the IBM 704 at the N a t i o n a l B u r e a u of S t a n d a r d s , ELLEN BRAVER a n d JA~E C. GA~ER first p r e p a r e d tables of u, v to 9 D for r = 0(0.t) 2, ~ 9 = 0 ~ ~ 90 ~ These values were c o m p u t e d b y summing an a d e q u a t e n u m b e r of terms of the power series a n d using t 0 D tables of sin 4, cos #. These values were spot-checked b y comparison with the Russian tables [5, 16] a n d m a n u s c r i p t tables c o m p u t e d at the N a t i o n a l B u r e a u of S t a n d a r d s b y F. J. STOCKWAL a n d W. F. CAHILL. A f t e r this p r e l i m i n a r y calculations, values were o b t a i n e d for r = l . 5 ( 0 . 0 1 ) 1 . 6 . Then, e s t i m a t e s of the corresponding m i n i m a v(r, 02(r)) were o b t a i n e d using s t a n d a r d techniques (SALzER [7]). F r o m these values, inverse i n t e r p o l a t i o n gave an e s t i m a t e for ~. As a first check we c o m p u t e d the following values of r r - - t.5748375 v= 0.000000134 v = 49.97 ~ a r = t.5748376 v = - - 0.000000007 r = 1.5748377 v = - - 0.000000164. W e n e x t c o m p u t e d the following a d d i t i o n a l values: r = 1.5748376 F r o m this we conclude t h a t = 1.5748376. The essential p a r t of these calculations were r e p e a t e d on the D a t a t r o n 205, a t the California I n s t i t u t e of Technology. Specifically, using flcating point arithmetic, c a r r y i n g eight significant figures, we c o m p u t e d v(r, ~) for r = 1.5748366 (10 -7) 1.5748385 in the critical range of 0. The p r o g r a m was w r i t t e n o n l y for v a an integral n u m b e r of degrees a n d the later p a r t of our calculation was r a t h e r different from t h a t described above. W e used the values of v for r = 1.5748381, , 9 = 4 4 ~ ~ 55 ~ which we give to 7D below. A g a i n using SALZER'S formulae we found t h a t the m i n i m u m of v (t.574838t, t~) occurred at 0 = 49.9687 ~ and, interpolating, using EVERETT'S m e t h o d w i t h modified second differences we find v (t. 574 838t, 0) = - - 0.000 0007. Now we have a l r e a d y noted t h a t v = - - f exp { - - (t9 + 89~) cot 2v~} dr

v =49.96 ~ ~ ~9 = 49.97 ~ v =49.98 ~ a

v = 0.000000030 v =- - - 0.000000007 v = 0.0000O0O75.

88

ERWIN KREYSZIG a n d JOHN TODD:

where the i n t e g r a t i o n is along the curve on which aviana is zero. Hence

~Vor --

exp{--(0+

J2 ~ ) c o t 2 0 } - - t . 5

for

t~=~.

The appropriate correction in r is therefore a b o u t --0.0000005 and we therefore recover the value o = t.5748376.
v (1.574 838L O)

44 ~ 45 ~ 46 ~ 47 ~ 48 ~ 49 ~ 50~ 51 ~ 52 ~ 53~ 54 ~ 55 ~

0.0143180 0.0108518 0.007 5701 0.0046300 0.0022245 0.0005875 --0.0000001 0.0007944 0.0033614 0.0081545 0.0156945 0.0265741

Sixth differences are negligible and the modified second differences corresponding to z9 = 49 ~ a n d v = 50 ~ q are 0.00t0399 and 0.00t3715

3.2. Second Method. A n o t h e r way of o b t a i n i n g 0 b y c o m p u t a t i o n is the n u m e r i c a l i n t e g r a t i o n of the differential e q u a t i o n (2.3) s t a r t i n g from the point P0 : Xo = Yo = ro/V2. This approach is rather simple because the point of C at m i n i m u m distance from the origin lies close to Po. A crude calculation, using the RungeK u t t a Method, working at i n t e r v a l 0.0t, to 6D, gives 0 = 1 . 5 7 4 8 4 .
References

We have included here, for completeness, some references [9--181 on the quantitative behavior of erf z, which are not referred to directly in the text. [11 NEHARI, Z. : The Schwarzian derivative and schlicht functions. Bull. Amer. Math. Soc. 55, 545--551 (1949). [2] ROGOZlN,V. S.: Two sufficient conditions for the univalence of a mapping. Rostov Gos. Univ. Uc. Zap. Fiz.-Mat. Fak. 32, 135--137 (1955). [3] READE, M. O.: On Umezawa's criteria for univalence. J. Math. Soc. Japan 9, 234--238 (1957). [41 READE, M. O.: A radius of univalence for f e-~'d~.
o

Preliminary Report. Bull.

Amer. Math. Soc. 63, 193 (1957). [8j FADDEEVA,V.N., and N . N . TERENTIEV: Tablicy znacenii funkcii w(z) =

e-*' I + ~/_
o

ee'dt ot kompleksnogo argumenta. Moscow 1954.

[61 KAMKE, E.: Differentialgleichungen reeller Funktionen, 2. Aufl. Leipzig 1952. [7] SALZER,H. E. : Formulas for finding the argument for which a function has a given derivative. Math. Tables and Other Aids to Computation 5, 213--215 (195t). [8] LITTLEWOOD,J. E.: Lectures on the theory of functions, p. 121. Oxford 1944. [91 WmTEHEAD, S. : An approximate method for calculating heat flow in an infinite medium heated by a cylinder. Proc. Phys. Soc. $6, 357--366 (1944).

Radius of univalence of the error function

89

[101 LAIBLE, T.: H S h e n k a r t e des Fehlerintegrals. Z. angew. Math. Phys. 2, 484--487

(1951).

Ell I SALZ~R, H. E . : Complex zeros of the error function. J. F r a n k l i n I n s t i t u t e 260,

209--211 ('1955).
oo

[121 CLEMMO'W,P. C., and C. M. MUNFORD: A table of V~e~,e'/2 f e-i=a'12d2 for

Q

complex values of ~. Phil. Trans. R o y a l Soc. L o n d o n A 245, 189-- 211 (! 952). [13] HORNER, F.: A table of a function used in radio-propagation theory. Proc. I n s t i t u t e Electrical Engineers C 102, 134-- 137 (t 955). [ 1 6 1 S A L Z E R , H. E." F o r m u l a s for calculating the error function of a c o m p l e x variable. Math. Tables and Other Aids to Computation 5, 6 7 - - 7 0 (1951).

[151

~r{osseR,

J.B.:

T h e o r y and application of f e - X ' d x

0 $

and fe-P2Y*dy f e - " ~ dx.

0 0

P a r t I. Methods of Computation. Brooklyn, N . Y . 1948.

E161 KARPOV,K . A . :
Moscow 1956.

Tablicy

funkcii

w(z)=e-z'fex~dx
0
z

v kompleksnoi

oblasti.

[17] KARPOV,K. A.: Tablicy funkcii F(z) = f e* dx v kompleksnoi oblasti. Moscow

1958. 0 Ohio State U n i v e r s i t y Columbus, Ohio and California I n s t i t u t e of Technology Pasadena, California

[181 LAIER, F.: Diplomarbeit, D a r m s t a d t 1943".

(Received October 2, 1958)

* Professor A. "VVALTIJER has informed us t h a t this thesis, prepared under his direction, which we h a v e not yet seen, and later unpublished investigations b y t h e author, are concerned w i t h the b e h a v i o r of err z in the complex plane.