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Exponential integral

From Wikipedia, the free encyclopedia
Special function defined by an integral
Not to be confused withother integrals ofexponential functions.

Plot of the exponential integral function E n(z) with n=2 in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D
Plot of the exponential integral function E n(z) with n=2 in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D

In mathematics, theexponential integral Ei is aspecial function on thecomplex plane.

It is defined as one particulardefinite integral of the ratio between anexponential function and itsargument.

Definitions

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For real non-zero values of x, the exponential integral Ei(x) is defined as

Ei(x)=xettdt=xettdt.{\displaystyle \operatorname {Ei} (x)=-\int _{-x}^{\infty }{\frac {e^{-t}}{t}}\,dt=\int _{-\infty }^{x}{\frac {e^{t}}{t}}\,dt.}

TheRisch algorithm shows that Ei is not anelementary function. The definition above can be used for positive values of x, but the integral has to be understood in terms of theCauchy principal value due to the singularity of the integrand at zero.

For complex values of the argument, the definition becomes ambiguous due tobranch points at 0 and{\displaystyle \infty }.[1] Instead of Ei, the following notation is used,[2]

E1(z)=zettdt,|Arg(z)|<π{\displaystyle E_{1}(z)=\int _{z}^{\infty }{\frac {e^{-t}}{t}}\,dt,\qquad |{\rm {Arg}}(z)|<\pi }
Plot of the exponential integral function Ei(z) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D
Plot of the exponential integral function Ei(z) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D

For positive values of x, we haveE1(x)=Ei(x){\displaystyle -E_{1}(x)=\operatorname {Ei} (-x)}.

In general, abranch cut is taken on the negative real axis andE1 can be defined byanalytic continuation elsewhere on the complex plane.

For positive values of the real part ofz{\displaystyle z}, this can be written[3]

E1(z)=1etztdt=01ez/uudu,(z)0.{\displaystyle E_{1}(z)=\int _{1}^{\infty }{\frac {e^{-tz}}{t}}\,dt=\int _{0}^{1}{\frac {e^{-z/u}}{u}}\,du,\qquad \Re (z)\geq 0.}

The behaviour ofE1 near the branch cut can be seen by the following relation:[4]

limδ0+E1(x±iδ)=Ei(x)iπ,x>0.{\displaystyle \lim _{\delta \to 0+}E_{1}(-x\pm i\delta )=-\operatorname {Ei} (x)\mp i\pi ,\qquad x>0.}

Properties

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Several properties of the exponential integral below, in certain cases, allow one to avoid its explicit evaluation through the definition above.

Convergent series

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Plot ofE1{\displaystyle E_{1}} function (top) andEi{\displaystyle \operatorname {Ei} } function (bottom).

For real or complex arguments off the negative real axis,E1(z){\displaystyle E_{1}(z)} can be expressed as[5]

E1(z)=γlnzk=1(z)kkk!(|Arg(z)|<π){\displaystyle E_{1}(z)=-\gamma -\ln z-\sum _{k=1}^{\infty }{\frac {(-z)^{k}}{k\;k!}}\qquad (\left|\operatorname {Arg} (z)\right|<\pi )}

whereγ{\displaystyle \gamma } is theEuler–Mascheroni constant. The sum converges for all complexz{\displaystyle z}, and we take the usual value of thecomplex logarithm having abranch cut along the negative real axis.

This formula can be used to computeE1(x){\displaystyle E_{1}(x)} with floating point operations for realx{\displaystyle x} between 0 and 2.5. Forx>2.5{\displaystyle x>2.5}, the result is inaccurate due tocancellation.

A faster converging series was found byRamanujan:[6]

Ei(x)=γ+lnx+exp(x/2)n=1(1)n1xnn!2n1k=0(n1)/212k+1{\displaystyle {\rm {Ei}}(x)=\gamma +\ln x+\exp {(x/2)}\sum _{n=1}^{\infty }{\frac {(-1)^{n-1}x^{n}}{n!\,2^{n-1}}}\sum _{k=0}^{\lfloor (n-1)/2\rfloor }{\frac {1}{2k+1}}}

Asymptotic (divergent) series

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Relative error of the asymptotic approximation for different number N {\displaystyle ~N~} of terms in the truncated sum

Unfortunately, the convergence of the series above is slow for arguments of larger modulus. For example, more than 40 terms are required to get an answer correct to threesignificant figures forE1(10){\displaystyle E_{1}(10)}.[7] However, for positive values of x, there is a divergent series approximation that can be obtained by integratingxexE1(x){\displaystyle xe^{x}E_{1}(x)} by parts:[8]

E1(x)=exp(x)x(n=0N1n!(x)n+O(N!xN)){\displaystyle E_{1}(x)={\frac {\exp(-x)}{x}}\left(\sum _{n=0}^{N-1}{\frac {n!}{(-x)^{n}}}+O(N!x^{-N})\right)}

The relative error of the approximation above is plotted on the figure to the right for various values ofN{\displaystyle N}, the number of terms in the truncated sum (N=1{\displaystyle N=1} in red,N=5{\displaystyle N=5} in pink).

Asymptotics beyond all orders

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Normalized exponential integral. The value plotted isEi(x)(expx)/x.{\displaystyle {\frac {\operatorname {Ei} (x)}{(\exp x)/x}}.} The values ofx{\displaystyle x} are written above the corresponding point. The horizontal spacing is according toarctanx.{\displaystyle \arctan x.} The graph is extended "beyond infinity" a little on both the right and the left to show how the normalized function behaves when1/x{\displaystyle 1/x} is small. (The horizontal spacing for these points corresponds to angles whose tangent isx.{\displaystyle x.})

Usingintegration by parts, we can obtain an explicit formula[9]Ei(z)=ezz(k=0nk!zk+en(z)),en(z)(n+1)! zezzettn+2dt{\displaystyle \operatorname {Ei} (z)={\frac {e^{z}}{z}}\left(\sum _{k=0}^{n}{\frac {k!}{z^{k}}}+e_{n}(z)\right),\quad e_{n}(z)\equiv (n+1)!\ ze^{-z}\int _{-\infty }^{z}{\frac {e^{t}}{t^{n+2}}}\,dt} For any fixedz{\displaystyle z}, the absolute value of the error term|en(z)|{\displaystyle |e_{n}(z)|} decreases, then increases. The minimum occurs atn|z|{\displaystyle n\sim |z|}, at which point|en(z)|2π|z|e|z|{\displaystyle \vert e_{n}(z)\vert \leq {\sqrt {\frac {2\pi }{\vert z\vert }}}e^{-\vert z\vert }}. This bound is said to be "asymptotics beyond all orders".

Exponential and logarithmic behavior: bracketing

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Bracketing ofE1{\displaystyle E_{1}} by elementary functions

From the two series suggested in previous subsections, it follows thatE1{\displaystyle E_{1}} behaves like a negative exponential for large values of the argument and like a logarithm for small values. For positive real values of the argument,E1{\displaystyle E_{1}} can be bracketed by elementary functions as follows:[10]

12exln(1+2x)<E1(x)<exln(1+1x)x>0{\displaystyle {\frac {1}{2}}e^{-x}\,\ln \!\left(1+{\frac {2}{x}}\right)<E_{1}(x)<e^{-x}\,\ln \!\left(1+{\frac {1}{x}}\right)\qquad x>0}

The left-hand side of this inequality is shown in the graph to the left in blue; the central partE1(x){\displaystyle E_{1}(x)} is shown in black and the right-hand side is shown in red.

Definition by Ein

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BothEi{\displaystyle \operatorname {Ei} } andE1{\displaystyle E_{1}} can be written more simply using theentire functionEin{\displaystyle \operatorname {Ein} }[11] defined as

Ein(z)=0z(1et)dtt=k=1(1)k+1zkkk!{\displaystyle \operatorname {Ein} (z)=\int _{0}^{z}(1-e^{-t}){\frac {dt}{t}}=\sum _{k=1}^{\infty }{\frac {(-1)^{k+1}z^{k}}{k\;k!}}}

(note that this is just thealternating series in the above definition ofE1{\displaystyle E_{1}}). Then we have

E1(z)=γlnz+Ein(z)|Arg(z)|<π{\displaystyle E_{1}(z)\,=\,-\gamma -\ln z+{\rm {Ein}}(z)\qquad \left|\operatorname {Arg} (z)\right|<\pi }
Ei(x)=γ+lnxEin(x)x0{\displaystyle \operatorname {Ei} (x)\,=\,\gamma +\ln {x}-\operatorname {Ein} (-x)\qquad x\neq 0}

The functionEin{\displaystyle \operatorname {Ein} } is related to the exponential generating function of theharmonic numbers:

Ein(z)=ezn=1znn!Hn{\displaystyle \operatorname {Ein} (z)=e^{-z}\,\sum _{n=1}^{\infty }{\frac {z^{n}}{n!}}H_{n}}

Relation with other functions

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Kummer's equation

zd2wdz2+(bz)dwdzaw=0{\displaystyle z{\frac {d^{2}w}{dz^{2}}}+(b-z){\frac {dw}{dz}}-aw=0}

is usually solved by theconfluent hypergeometric functionsM(a,b,z){\displaystyle M(a,b,z)} andU(a,b,z).{\displaystyle U(a,b,z).} But whena=0{\displaystyle a=0} andb=1,{\displaystyle b=1,} that is,

zd2wdz2+(1z)dwdz=0{\displaystyle z{\frac {d^{2}w}{dz^{2}}}+(1-z){\frac {dw}{dz}}=0}

we have

M(0,1,z)=U(0,1,z)=1{\displaystyle M(0,1,z)=U(0,1,z)=1}

for allz. A second solution is then given by E1(−z). In fact,

E1(z)=γiπ+[U(a,1,z)M(a,1,z)]a,0<Arg(z)<2π{\displaystyle E_{1}(-z)=-\gamma -i\pi +{\frac {\partial [U(a,1,z)-M(a,1,z)]}{\partial a}},\qquad 0<{\rm {Arg}}(z)<2\pi }

with the derivative evaluated ata=0.{\displaystyle a=0.} Another connexion with the confluent hypergeometric functions is thatE1 is an exponential times the functionU(1,1,z):

E1(z)=ezU(1,1,z){\displaystyle E_{1}(z)=e^{-z}U(1,1,z)}

The exponential integral is closely related to thelogarithmic integral function li(x) by the formula

li(ex)=Ei(x){\displaystyle \operatorname {li} (e^{x})=\operatorname {Ei} (x)}

for non-zero real values ofx{\displaystyle x}.

The series expansion of the exponential integral immediately gives rise to an expression in terms of the generalized hypergeometric function2F2{\displaystyle {}_{2}F_{2}}:

Ei(x)=x2F2(1,1;2,2;x)+lnx+γ.{\displaystyle \operatorname {Ei} (x)=x{}_{2}F_{2}(1,1;2,2;x)+\ln x+\gamma .}

Generalization

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The exponential integral may also be generalized to

En(x)=1exttndt,{\displaystyle E_{n}(x)=\int _{1}^{\infty }{\frac {e^{-xt}}{t^{n}}}\,dt,}

which can be written as a special case of the upperincomplete gamma function:[12]

En(x)=xn1Γ(1n,x).{\displaystyle E_{n}(x)=x^{n-1}\Gamma (1-n,x).}

The generalized form is sometimes called the Misra function[13]φm(x){\displaystyle \varphi _{m}(x)}, defined as

φm(x)=Em(x).{\displaystyle \varphi _{m}(x)=E_{-m}(x).}

Many properties of this generalized form can be found in theNIST Digital Library of Mathematical Functions.

Including a logarithm defines the generalized integro-exponential function[14]

Esj(z)=1Γ(j+1)1(logt)jezttsdt.{\displaystyle E_{s}^{j}(z)={\frac {1}{\Gamma (j+1)}}\int _{1}^{\infty }\left(\log t\right)^{j}{\frac {e^{-zt}}{t^{s}}}\,dt.}

Derivatives

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The derivatives of the generalised functionsEn{\displaystyle E_{n}} can be calculated by means of the formula[15]

En(z)=En1(z)(n=1,2,3,){\displaystyle E_{n}'(z)=-E_{n-1}(z)\qquad (n=1,2,3,\ldots )}

Note that the functionE0{\displaystyle E_{0}} is easy to evaluate (making this recursion useful), since it is justez/z{\displaystyle e^{-z}/z}.[16]

Exponential integral of imaginary argument

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E1(ix){\displaystyle E_{1}(ix)} againstx{\displaystyle x}; real part black, imaginary part red.

Ifz{\displaystyle z} is imaginary, it has a nonnegative real part, so we can use the formula

E1(z)=1etztdt{\displaystyle E_{1}(z)=\int _{1}^{\infty }{\frac {e^{-tz}}{t}}\,dt}

to get a relation with thetrigonometric integralsSi{\displaystyle \operatorname {Si} } andCi{\displaystyle \operatorname {Ci} }:

E1(ix)=i[12π+Si(x)]Ci(x)(x>0){\displaystyle E_{1}(ix)=i\left[-{\tfrac {1}{2}}\pi +\operatorname {Si} (x)\right]-\operatorname {Ci} (x)\qquad (x>0)}

The real and imaginary parts ofE1(ix){\displaystyle \mathrm {E} _{1}(ix)} are plotted in the figure to the right with black and red curves.

Approximations

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There have been a number of approximations for the exponential integral function. These include:

Inverse function of the Exponential Integral

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We can express theInverse function of the exponential integral inpower series form:[20]

|x|<μln(μ),Ei1(x)=n=0xnn!Pn(ln(μ))μn{\displaystyle \forall |x|<{\frac {\mu }{\ln(\mu )}},\quad \mathrm {Ei} ^{-1}(x)=\sum _{n=0}^{\infty }{\frac {x^{n}}{n!}}{\frac {P_{n}(\ln(\mu ))}{\mu ^{n}}}}

whereμ{\displaystyle \mu } is theRamanujan–Soldner constant and(Pn){\displaystyle (P_{n})} ispolynomial sequence defined by the followingrecurrence relation:

P0(x)=x, Pn+1(x)=x(Pn(x)nPn(x)).{\displaystyle P_{0}(x)=x,\ P_{n+1}(x)=x(P_{n}'(x)-nP_{n}(x)).}

Forn>0{\displaystyle n>0},degPn=n{\displaystyle \deg P_{n}=n} and we have the formula :

Pn(x)=(ddt)n1(texEi(t+x)Ei(x))n|t=0.{\displaystyle P_{n}(x)=\left.\left({\frac {\mathrm {d} }{\mathrm {d} t}}\right)^{n-1}\left({\frac {te^{x}}{\mathrm {Ei} (t+x)-\mathrm {Ei} (x)}}\right)^{n}\right|_{t=0}.}

Applications

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See also

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Notes

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  1. ^Abramowitz and Stegun, p. 228
  2. ^Abramowitz and Stegun, p. 228, 5.1.1
  3. ^Abramowitz and Stegun, p. 228, 5.1.4 withn = 1
  4. ^Abramowitz and Stegun, p. 228, 5.1.7
  5. ^Abramowitz and Stegun, p. 229, 5.1.11
  6. ^Andrews and Berndt, p. 130, 24.16
  7. ^Bleistein and Handelsman, p. 2
  8. ^Bleistein and Handelsman, p. 3
  9. ^O’Malley, Robert E. (2014), O'Malley, Robert E. (ed.),"Asymptotic Approximations",Historical Developments in Singular Perturbations, Cham: Springer International Publishing, pp. 27–51,doi:10.1007/978-3-319-11924-3_2,ISBN 978-3-319-11924-3, retrieved2023-05-04
  10. ^Abramowitz and Stegun, p. 229, 5.1.20
  11. ^Abramowitz and Stegun, p. 228, see footnote 3.
  12. ^Abramowitz and Stegun, p. 230, 5.1.45
  13. ^After Misra (1940), p. 178
  14. ^Milgram (1985)
  15. ^Abramowitz and Stegun, p. 230, 5.1.26
  16. ^Abramowitz and Stegun, p. 229, 5.1.24
  17. ^abGiao, Pham Huy (2003-05-01). "Revisit of Well Function Approximation and An Easy Graphical Curve Matching Technique for Theis' Solution".Ground Water.41 (3):387–390.Bibcode:2003GrWat..41..387G.doi:10.1111/j.1745-6584.2003.tb02608.x.ISSN 1745-6584.PMID 12772832.S2CID 31982931.
  18. ^abTseng, Peng-Hsiang; Lee, Tien-Chang (1998-02-26). "Numerical evaluation of exponential integral: Theis well function approximation".Journal of Hydrology.205 (1–2):38–51.Bibcode:1998JHyd..205...38T.doi:10.1016/S0022-1694(97)00134-0.
  19. ^Barry, D. A; Parlange, J. -Y; Li, L (2000-01-31). "Approximation for the exponential integral (Theis well function)".Journal of Hydrology.227 (1–4):287–291.Bibcode:2000JHyd..227..287B.doi:10.1016/S0022-1694(99)00184-5.
  20. ^"Inverse function of the Exponential IntegralEi-1(x)".Mathematics Stack Exchange. Retrieved2024-04-24.
  21. ^George I. Bell; Samuel Glasstone (1970).Nuclear Reactor Theory. Van Nostrand Reinhold Company.
  22. ^Trachenko, K.; Zaccone, A. (2021-06-14)."Slow stretched-exponential and fast compressed-exponential relaxation from local event dynamics".Journal of Physics: Condensed Matter.33: 315101.arXiv:2010.10440.doi:10.1088/1361-648X/ac04cd.ISSN 0953-8984.
  23. ^Ginzburg, V. V.; Gendelman, O. V.; Zaccone, A. (2024-02-23)."Unifying Physical Framework for Stretched-Exponential, Compressed-Exponential, and Logarithmic Relaxation Phenomena in Glassy Polymers".Macromolecules.57 (5):2520–2529.arXiv:2311.09321.doi:10.1021/acs.macromol.3c02480.ISSN 0024-9297.

References

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External links

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