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Trigonometric integral

From Wikipedia, the free encyclopedia
(Redirected fromCosine integral)
For simple integrals of trigonometric functions, seeList of integrals of trigonometric functions.
Plot of the hyperbolic sine integral function Shi(z) in the complex plane from −2 − 2i to 2 + 2i
Plot of the hyperbolic sine integral functionShi(z) in the complex plane from−2 − 2i to2 + 2i

Special function defined by an integral
Si(x) (blue) andCi(x) (green) shown on the same plot.
Sine integral in the complex plane, plotted with a variant ofdomain coloring.
Cosine integral in the complex plane. Note thebranch cut along the negative real axis.

Inmathematics,trigonometric integrals are afamily ofnonelementary integrals involvingtrigonometric functions.

Sine integral

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Plot ofSi(x) for0 ≤x ≤ 8π.
Plot of the cosine integral function Ci(z) in the complex plane from −2 − 2i to 2 + 2i
Plot of the cosine integral functionCi(z) in the complex plane from−2 − 2i to2 + 2i

The differentsine integral definitions areSi(x)=0xsinttdt{\displaystyle \operatorname {Si} (x)=\int _{0}^{x}{\frac {\sin t}{t}}\,dt}si(x)=xsinttdt .{\displaystyle \operatorname {si} (x)=-\int _{x}^{\infty }{\frac {\sin t}{t}}\,dt~.}

Note that the integrandsin(t)t{\displaystyle {\frac {\sin(t)}{t}}} is thesinc function, and also the zerothspherical Bessel function.Sincesinc is anevenentire function (holomorphic over the entire complex plane),Si is entire, odd, and the integral in its definition can be taken alongany path connecting the endpoints.

By definition,Si(x) is theantiderivative ofsinx /x whose value is zero atx = 0, andsi(x) is the antiderivative whose value is zero atx = ∞. Their difference is given by theDirichlet integral,Si(x)si(x)=0sinttdt=π2 or Si(x)=π2+si(x) .{\displaystyle \operatorname {Si} (x)-\operatorname {si} (x)=\int _{0}^{\infty }{\frac {\sin t}{t}}\,dt={\frac {\pi }{2}}\quad {\text{ or }}\quad \operatorname {Si} (x)={\frac {\pi }{2}}+\operatorname {si} (x)~.}

Insignal processing, the oscillations of the sine integral causeovershoot andringing artifacts when using thesinc filter, andfrequency domain ringing if using a truncated sinc filter as alow-pass filter.

Related is theGibbs phenomenon: If the sine integral is considered as theconvolution of the sinc function with theHeaviside step function, this corresponds to truncating theFourier series, which is the cause of the Gibbs phenomenon.

Cosine integral

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Plot ofCi(x) for0 <x ≤ 8π

The differentcosine integral definitions areCin(x)  0x 1cost t dt .{\displaystyle \operatorname {Cin} (x)~\equiv ~\int _{0}^{x}{\frac {\ 1-\cos t\ }{t}}\ \operatorname {d} t~.}

Cin   is aneven,entire function. For that reason, some texts define  Cin   as the primary function, and derive  Ci   in terms of  Cin .

Ci(x)   x cost t dt {\displaystyle \operatorname {Ci} (x)~~\equiv ~-\int _{x}^{\infty }{\frac {\ \cos t\ }{t}}\ \operatorname {d} t~}   =  γ + lnx  0x 1cost t dt {\displaystyle ~~\qquad ~=~~\gamma ~+~\ln x~-~\int _{0}^{x}{\frac {\ 1-\cos t\ }{t}}\ \operatorname {d} t~}

   =  γ + lnx  Cinx {\displaystyle ~~\qquad ~=~~\gamma ~+~\ln x~-~\operatorname {Cin} x~}for | Arg(x) |<π ,{\displaystyle ~{\Bigl |}\ \operatorname {Arg} (x)\ {\Bigr |}<\pi \ ,} whereγ   ≈   0.57721566490 ...   is theEuler–Mascheroni constant. Some texts use ci   instead of  Ci  . The restriction on  Arg(x)   is to avoid a discontinuity (shown as the orange vs blue area on the left half of theplot above) that arises because of abranch cut in the standardlogarithm function (  ln  ).

Ci(x)   is the antiderivative of  cosx/x (which vanishes as x {\displaystyle \ x\to \infty \ }). The two definitions are related byCi(x)=γ+lnxCin(x) .{\displaystyle \operatorname {Ci} (x)=\gamma +\ln x-\operatorname {Cin} (x)~.}

Hyperbolic sine integral

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Thehyperbolic sine integral is defined asShi(x)=0xsinh(t)tdt.{\displaystyle \operatorname {Shi} (x)=\int _{0}^{x}{\frac {\sinh(t)}{t}}\,dt.}

It is related to the ordinary sine integral bySi(ix)=iShi(x).{\displaystyle \operatorname {Si} (ix)=i\operatorname {Shi} (x).}

Hyperbolic cosine integral

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Thehyperbolic cosine integral is

Plot of the hyperbolic cosine integral function Chi(z) in the complex plane from −2 − 2i to 2 + 2i
Plot of the hyperbolic cosine integral functionChi(z) in the complex plane from−2 − 2i to2 + 2i

Chi(x)=γ+lnx+0xcosht1tdt  for  |Arg(x)|<π ,{\displaystyle \operatorname {Chi} (x)=\gamma +\ln x+\int _{0}^{x}{\frac {\cosh t-1}{t}}\,dt\qquad ~{\text{ for }}~\left|\operatorname {Arg} (x)\right|<\pi ~,}whereγ{\displaystyle \gamma } is theEuler–Mascheroni constant.

It has the series expansionChi(x)=γ+ln(x)+x24+x496+x64320+x8322560+x1036288000+O(x12).{\displaystyle \operatorname {Chi} (x)=\gamma +\ln(x)+{\frac {x^{2}}{4}}+{\frac {x^{4}}{96}}+{\frac {x^{6}}{4320}}+{\frac {x^{8}}{322560}}+{\frac {x^{10}}{36288000}}+O(x^{12}).}

Auxiliary functions

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Trigonometric integrals can be understood in terms of the so-called "auxiliary functions"f(x)0sin(t)t+xdt=0extt2+1dt=Ci(x)sin(x)+[π2Si(x)]cos(x) ,g(x)0cos(t)t+xdt=0textt2+1dt=Ci(x)cos(x)+[π2Si(x)]sin(x) .{\displaystyle {\begin{array}{rcl}f(x)&\equiv &\int _{0}^{\infty }{\frac {\sin(t)}{t+x}}\,dt&=&\int _{0}^{\infty }{\frac {e^{-xt}}{t^{2}+1}}\,dt&=&\operatorname {Ci} (x)\sin(x)+\left[{\frac {\pi }{2}}-\operatorname {Si} (x)\right]\cos(x)~,\\g(x)&\equiv &\int _{0}^{\infty }{\frac {\cos(t)}{t+x}}\,dt&=&\int _{0}^{\infty }{\frac {te^{-xt}}{t^{2}+1}}\,dt&=&-\operatorname {Ci} (x)\cos(x)+\left[{\frac {\pi }{2}}-\operatorname {Si} (x)\right]\sin(x)~.\end{array}}}Using these functions, the trigonometric integrals may be re-expressed as (cf. Abramowitz & Stegun,p. 232)π2Si(x)=si(x)=f(x)cos(x)+g(x)sin(x) , and Ci(x)=f(x)sin(x)g(x)cos(x) .{\displaystyle {\begin{array}{rcl}{\frac {\pi }{2}}-\operatorname {Si} (x)=-\operatorname {si} (x)&=&f(x)\cos(x)+g(x)\sin(x)~,\qquad {\text{ and }}\\\operatorname {Ci} (x)&=&f(x)\sin(x)-g(x)\cos(x)~.\\\end{array}}}

Nielsen's spiral

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Nielsen's spiral.

Thespiral formed by parametric plot ofsi, ci is known as Nielsen's spiral.x(t)=a×ci(t){\displaystyle x(t)=a\times \operatorname {ci} (t)}y(t)=a×si(t){\displaystyle y(t)=a\times \operatorname {si} (t)}

The spiral is closely related to theFresnel integrals and theEuler spiral. Nielsen's spiral has applications in vision processing, road and track construction and other areas.[1]

Expansion

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Various expansions can be used for evaluation of trigonometric integrals, depending on the range of the argument.

Asymptotic series (for large argument)

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Si(x)π2cosxx(12!x2+4!x46!x6)sinxx(1x3!x3+5!x57!x7){\displaystyle \operatorname {Si} (x)\sim {\frac {\pi }{2}}-{\frac {\cos x}{x}}\left(1-{\frac {2!}{x^{2}}}+{\frac {4!}{x^{4}}}-{\frac {6!}{x^{6}}}\cdots \right)-{\frac {\sin x}{x}}\left({\frac {1}{x}}-{\frac {3!}{x^{3}}}+{\frac {5!}{x^{5}}}-{\frac {7!}{x^{7}}}\cdots \right)}Ci(x)sinxx(12!x2+4!x46!x6)cosxx(1x3!x3+5!x57!x7) .{\displaystyle \operatorname {Ci} (x)\sim {\frac {\sin x}{x}}\left(1-{\frac {2!}{x^{2}}}+{\frac {4!}{x^{4}}}-{\frac {6!}{x^{6}}}\cdots \right)-{\frac {\cos x}{x}}\left({\frac {1}{x}}-{\frac {3!}{x^{3}}}+{\frac {5!}{x^{5}}}-{\frac {7!}{x^{7}}}\cdots \right)~.}

These series areasymptotic and divergent, although can be used for estimates and even precise evaluation atℜ(x) ≫ 1.

Convergent series

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Si(x)=n=0(1)nx2n+1(2n+1)(2n+1)!=xx33!3+x55!5x77!7±{\displaystyle \operatorname {Si} (x)=\sum _{n=0}^{\infty }{\frac {(-1)^{n}x^{2n+1}}{(2n+1)(2n+1)!}}=x-{\frac {x^{3}}{3!\cdot 3}}+{\frac {x^{5}}{5!\cdot 5}}-{\frac {x^{7}}{7!\cdot 7}}\pm \cdots }Ci(x)=γ+lnx+n=1(1)nx2n2n(2n)!=γ+lnxx22!2+x44!4{\displaystyle \operatorname {Ci} (x)=\gamma +\ln x+\sum _{n=1}^{\infty }{\frac {(-1)^{n}x^{2n}}{2n(2n)!}}=\gamma +\ln x-{\frac {x^{2}}{2!\cdot 2}}+{\frac {x^{4}}{4!\cdot 4}}\mp \cdots }

These series are convergent at any complexx, although for|x| ≫ 1, the series will converge slowly initially, requiring many terms for high precision.

Derivation of series expansion

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From the Maclaurin series expansion of sine:sinx=xx33!+x55!x77!+x99!x1111!+{\displaystyle \sin \,x=x-{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}-{\frac {x^{7}}{7!}}+{\frac {x^{9}}{9!}}-{\frac {x^{11}}{11!}}+\cdots }sinxx=1x23!+x45!x67!+x89!x1011!+{\displaystyle {\frac {\sin \,x}{x}}=1-{\frac {x^{2}}{3!}}+{\frac {x^{4}}{5!}}-{\frac {x^{6}}{7!}}+{\frac {x^{8}}{9!}}-{\frac {x^{10}}{11!}}+\cdots }sinxxdx=xx33!3+x55!5x77!7+x99!9x1111!11+{\displaystyle \therefore \int {\frac {\sin \,x}{x}}dx=x-{\frac {x^{3}}{3!\cdot 3}}+{\frac {x^{5}}{5!\cdot 5}}-{\frac {x^{7}}{7!\cdot 7}}+{\frac {x^{9}}{9!\cdot 9}}-{\frac {x^{11}}{11!\cdot 11}}+\cdots }

Relation with the exponential integral of imaginary argument

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The functionE1(z)=1exp(zt)tdt  for  (z)0{\displaystyle \operatorname {E} _{1}(z)=\int _{1}^{\infty }{\frac {\exp(-zt)}{t}}\,dt\qquad ~{\text{ for }}~\Re (z)\geq 0}is called theexponential integral. It is closely related toSi andCi,E1(ix)=i(π2+Si(x))Ci(x)=isi(x)ci(x)  for  x>0 .{\displaystyle \operatorname {E} _{1}(ix)=i\left(-{\frac {\pi }{2}}+\operatorname {Si} (x)\right)-\operatorname {Ci} (x)=i\operatorname {si} (x)-\operatorname {ci} (x)\qquad ~{\text{ for }}~x>0~.}

As each respective function is analytic except for the cut at negative values of the argument, the area of validity of the relation should be extended to (Outside this range, additional terms which are integer factors ofπ appear in the expression.)

Cases of imaginary argument of the generalized integro-exponential function are1cos(ax)lnxxdx=π224+γ(γ2+lna)+ln2a2+n1(a2)n(2n)!(2n)2 ,{\displaystyle \int _{1}^{\infty }\cos(ax){\frac {\ln x}{x}}\,dx=-{\frac {\pi ^{2}}{24}}+\gamma \left({\frac {\gamma }{2}}+\ln a\right)+{\frac {\ln ^{2}a}{2}}+\sum _{n\geq 1}{\frac {(-a^{2})^{n}}{(2n)!(2n)^{2}}}~,}which is the real part of1eiaxlnxxdx=π224+γ(γ2+lna)+ln2a2π2i(γ+lna)+n1(ia)nn!n2 .{\displaystyle \int _{1}^{\infty }e^{iax}{\frac {\ln x}{x}}\,dx=-{\frac {\pi ^{2}}{24}}+\gamma \left({\frac {\gamma }{2}}+\ln a\right)+{\frac {\ln ^{2}a}{2}}-{\frac {\pi }{2}}i\left(\gamma +\ln a\right)+\sum _{n\geq 1}{\frac {(ia)^{n}}{n!n^{2}}}~.}

Similarly1eiaxlnxx2dx=1+ia[π224+γ(γ2+lna1)+ln2a2lna+1]+πa2(γ+lna1)+n1(ia)n+1(n+1)!n2 .{\displaystyle \int _{1}^{\infty }e^{iax}{\frac {\ln x}{x^{2}}}\,dx=1+ia\left[-{\frac {\pi ^{2}}{24}}+\gamma \left({\frac {\gamma }{2}}+\ln a-1\right)+{\frac {\ln ^{2}a}{2}}-\ln a+1\right]+{\frac {\pi a}{2}}{\Bigl (}\gamma +\ln a-1{\Bigr )}+\sum _{n\geq 1}{\frac {(ia)^{n+1}}{(n+1)!n^{2}}}~.}

Efficient evaluation

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Padé approximants of the convergent Taylor series provide an efficient way to evaluate the functions for small arguments. The following formulae, given by Rowe et al. (2015),[2] are accurate to better than10−16 for0 ≤x ≤ 4,Si(x)x(14.54393409816329991102x2+1.15457225751016682103x41.41018536821330254105x6   +9.43280809438713025108x83.532019789971683571010x10+7.082402822748759111013x12   6.053382120104224771016x141+1.01162145739225565102x2+4.99175116169755106105x4+1.55654986308745614107x6   +3.280675710557897341010x8+4.50490975753865811013x10+3.211070511937121681016x12) Ci(x)γ+ln(x)+x2(0.25+7.51851524438898291103x21.27528342240267686104x4+1.05297363846239184106x6   4.68889508144848019109x8+1.064808028911892431011x109.937284888575854071015x121+1.1592605689110735102x2+6.72126800814254432105x4+2.55533277086129636107x6   +6.970712957609589461010x8+1.385363527727786191012x10+1.891060547130597591015x12   +1.397596167313768551018x14){\displaystyle {\begin{array}{rcl}\operatorname {Si} (x)&\approx &x\cdot \left({\frac {\begin{array}{l}1-4.54393409816329991\cdot 10^{-2}\cdot x^{2}+1.15457225751016682\cdot 10^{-3}\cdot x^{4}-1.41018536821330254\cdot 10^{-5}\cdot x^{6}\\~~~+9.43280809438713025\cdot 10^{-8}\cdot x^{8}-3.53201978997168357\cdot 10^{-10}\cdot x^{10}+7.08240282274875911\cdot 10^{-13}\cdot x^{12}\\~~~-6.05338212010422477\cdot 10^{-16}\cdot x^{14}\end{array}}{\begin{array}{l}1+1.01162145739225565\cdot 10^{-2}\cdot x^{2}+4.99175116169755106\cdot 10^{-5}\cdot x^{4}+1.55654986308745614\cdot 10^{-7}\cdot x^{6}\\~~~+3.28067571055789734\cdot 10^{-10}\cdot x^{8}+4.5049097575386581\cdot 10^{-13}\cdot x^{10}+3.21107051193712168\cdot 10^{-16}\cdot x^{12}\end{array}}}\right)\\&~&\\\operatorname {Ci} (x)&\approx &\gamma +\ln(x)+\\&&x^{2}\cdot \left({\frac {\begin{array}{l}-0.25+7.51851524438898291\cdot 10^{-3}\cdot x^{2}-1.27528342240267686\cdot 10^{-4}\cdot x^{4}+1.05297363846239184\cdot 10^{-6}\cdot x^{6}\\~~~-4.68889508144848019\cdot 10^{-9}\cdot x^{8}+1.06480802891189243\cdot 10^{-11}\cdot x^{10}-9.93728488857585407\cdot 10^{-15}\cdot x^{12}\\\end{array}}{\begin{array}{l}1+1.1592605689110735\cdot 10^{-2}\cdot x^{2}+6.72126800814254432\cdot 10^{-5}\cdot x^{4}+2.55533277086129636\cdot 10^{-7}\cdot x^{6}\\~~~+6.97071295760958946\cdot 10^{-10}\cdot x^{8}+1.38536352772778619\cdot 10^{-12}\cdot x^{10}+1.89106054713059759\cdot 10^{-15}\cdot x^{12}\\~~~+1.39759616731376855\cdot 10^{-18}\cdot x^{14}\\\end{array}}}\right)\end{array}}}

The integrals may be evaluated indirectly viaauxiliary functionsf(x){\displaystyle f(x)} andg(x){\displaystyle g(x)}, which are defined by

Si(x)=π2f(x)cos(x)g(x)sin(x){\displaystyle \operatorname {Si} (x)={\frac {\pi }{2}}-f(x)\cos(x)-g(x)\sin(x)}Ci(x)=f(x)sin(x)g(x)cos(x){\displaystyle \operatorname {Ci} (x)=f(x)\sin(x)-g(x)\cos(x)}
or equivalently
f(x)[π2Si(x)]cos(x)+Ci(x)sin(x){\displaystyle f(x)\equiv \left[{\frac {\pi }{2}}-\operatorname {Si} (x)\right]\cos(x)+\operatorname {Ci} (x)\sin(x)}g(x)[π2Si(x)]sin(x)Ci(x)cos(x){\displaystyle g(x)\equiv \left[{\frac {\pi }{2}}-\operatorname {Si} (x)\right]\sin(x)-\operatorname {Ci} (x)\cos(x)}

Forx4{\displaystyle x\geq 4} thePadé rational functions given below approximatef(x){\displaystyle f(x)} andg(x){\displaystyle g(x)} with error less than 10−16:[2]

f(x)1x(1+7.44437068161936700618102x2+1.96396372895146869801105x4+2.37750310125431834034107x6   +1.43073403821274636888109x8+4.337362388704325227651010x10+6.405338305740220229111011x12   +4.209681805710769402081012x14+1.007951829803685746171013x16+4.948166881999519634821012x18   4.947011686454159599311011x201+7.46437068161927678031102x2+1.97865247031583951450105x4+2.41535670165126845144107x6   +1.47478952192985464958109x8+4.585951158477657798301010x10+7.085013081495154015631011x12   +5.060844645934750767741012x14+1.434685491715810164791013x16+1.115354935099142540971013x18)g(x)1x2(1+8.1359520115168615102x2+2.35239181626478200105x4+3.12557570795778731107x6   +2.06297595146763354109x8+6.830522054236250071010x10+1.090495284503627861012x12   +7.576645832578343491012x14+1.810044874646645751013x16+6.432916131430494851012x18   1.365171376708716891012x201+8.19595201151451564102x2+2.40036752835578777105x4+3.26026661647090822107x6   +2.23355543278099360109x8+7.874650173418299301010x10+1.398667106964145651012x12   +1.171647233717366051013x14+4.018390873076566201013x16+3.996532578874908111013x18){\displaystyle {\begin{array}{rcl}f(x)&\approx &{\dfrac {1}{x}}\cdot \left({\frac {\begin{array}{l}1+7.44437068161936700618\cdot 10^{2}\cdot x^{-2}+1.96396372895146869801\cdot 10^{5}\cdot x^{-4}+2.37750310125431834034\cdot 10^{7}\cdot x^{-6}\\~~~+1.43073403821274636888\cdot 10^{9}\cdot x^{-8}+4.33736238870432522765\cdot 10^{10}\cdot x^{-10}+6.40533830574022022911\cdot 10^{11}\cdot x^{-12}\\~~~+4.20968180571076940208\cdot 10^{12}\cdot x^{-14}+1.00795182980368574617\cdot 10^{13}\cdot x^{-16}+4.94816688199951963482\cdot 10^{12}\cdot x^{-18}\\~~~-4.94701168645415959931\cdot 10^{11}\cdot x^{-20}\end{array}}{\begin{array}{l}1+7.46437068161927678031\cdot 10^{2}\cdot x^{-2}+1.97865247031583951450\cdot 10^{5}\cdot x^{-4}+2.41535670165126845144\cdot 10^{7}\cdot x^{-6}\\~~~+1.47478952192985464958\cdot 10^{9}\cdot x^{-8}+4.58595115847765779830\cdot 10^{10}\cdot x^{-10}+7.08501308149515401563\cdot 10^{11}\cdot x^{-12}\\~~~+5.06084464593475076774\cdot 10^{12}\cdot x^{-14}+1.43468549171581016479\cdot 10^{13}\cdot x^{-16}+1.11535493509914254097\cdot 10^{13}\cdot x^{-18}\end{array}}}\right)\\&&\\g(x)&\approx &{\dfrac {1}{x^{2}}}\cdot \left({\frac {\begin{array}{l}1+8.1359520115168615\cdot 10^{2}\cdot x^{-2}+2.35239181626478200\cdot 10^{5}\cdot x^{-4}+3.12557570795778731\cdot 10^{7}\cdot x^{-6}\\~~~+2.06297595146763354\cdot 10^{9}\cdot x^{-8}+6.83052205423625007\cdot 10^{10}\cdot x^{-10}+1.09049528450362786\cdot 10^{12}\cdot x^{-12}\\~~~+7.57664583257834349\cdot 10^{12}\cdot x^{-14}+1.81004487464664575\cdot 10^{13}\cdot x^{-16}+6.43291613143049485\cdot 10^{12}\cdot x^{-18}\\~~~-1.36517137670871689\cdot 10^{12}\cdot x^{-20}\end{array}}{\begin{array}{l}1+8.19595201151451564\cdot 10^{2}\cdot x^{-2}+2.40036752835578777\cdot 10^{5}\cdot x^{-4}+3.26026661647090822\cdot 10^{7}\cdot x^{-6}\\~~~+2.23355543278099360\cdot 10^{9}\cdot x^{-8}+7.87465017341829930\cdot 10^{10}\cdot x^{-10}+1.39866710696414565\cdot 10^{12}\cdot x^{-12}\\~~~+1.17164723371736605\cdot 10^{13}\cdot x^{-14}+4.01839087307656620\cdot 10^{13}\cdot x^{-16}+3.99653257887490811\cdot 10^{13}\cdot x^{-18}\end{array}}}\right)\\\end{array}}}

See also

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References

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  1. ^Gray (1993).Modern Differential Geometry of Curves and Surfaces. Boca Raton. p. 119.{{cite book}}: CS1 maint: location missing publisher (link)
  2. ^abRowe, B.; et al. (2015). "GALSIM: The modular galaxy image simulation toolkit".Astronomy and Computing.10: 121.arXiv:1407.7676.Bibcode:2015A&C....10..121R.doi:10.1016/j.ascom.2015.02.002.S2CID 62709903.

Further reading

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External links

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