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I'm working on an algorithm that includes some difficult integration, dealing with $\mathrm{erf}(t)$ functions, for example. One term in the algorithm is this:

Integrate[Exp[-2 t^2] t^2 Erf[t], {t, 0, x}]

which integrates just fine. Next, we have another term:

Integrate[Exp[-2 t^2] t^2 Erf[Sqrt[3] t], {t, 0, x}],

where we have added the $\sqrt{3}$ in the argument of the $\mathrm{erf}(t)$. Mathematica will integrate this if we approximate either $\exp(-2 t^2)$ or $\mathrm{erf}(\sqrt{3}t)$ as Maclaurin series, for example.

What I want Mathematica to do is if it can't do an integral that includes an $\mathrm{erf}(t)$ function, then it would sub in Maclaurin series for the function and try again. I don't want to sub in the series prematurely (for all instances of $\mathrm{erf}(t)$) because the series are not that great and I'm using them more as a crutch. Since these integrations are automated (they are part of a Do loop), I can't do this substitution manually.

If there is an option that already exists, or that could be created that would accomplish this, I would be over the moon.

Thank you!

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  • $\begingroup$ Incidentally, does anybody know why the indefinite symbolic integration normally takes much less time than the definite? Even when the substitutions needed are straightforward. $\endgroup$
    – BoLe
    Commented Aug 10, 2016 at 19:34
  • $\begingroup$ What if approach by @george2079 below isn't successful, because the integrand is that complex for example; should the procedure call itself again, this time approximating Exp[t^2]? $\endgroup$
    – BoLe
    Commented Aug 10, 2016 at 19:39

1 Answer 1

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That can be done with a straightforward change of variable..

Integrate[Exp[-2/3 (t)^2] t^2 Erf[ t], {t, 0, x Sqrt[3]}]/(3 Sqrt[3])

enter image description here

numerical check..

% /. x -> 2 // N

0.137056

NIntegrate[Exp[-2 t^2] t^2 Erf[Sqrt[3] t], {t, 0, 2}]

0.137056

a bit puzzling that Integrate cant do that on its own.

generically

Integrate[Exp[b t^2] t^2 Erf[a t], {t, 0, x}]

transforms to:

Integrate[ Exp[b (tp/a)^2] (tp/a)^2 Erf[tp]/a, {tp, 0, a x}]

which evaluates successfully (just a bit unwieldy to post though)


The auto substitution you wanted can be done something like this:

int[expt_] := Module[{res},
  res = Integrate[expt, {t, 0, x}];
  If[TrueQ[Head[res] == Integrate], 
   Integrate[expt /. Erf[ a_ t] :> Normal@Series[Erf[a t], {t, 0, 6}],
    {t, 0, x}], res]]
int[Exp[-2 t^2] t^2 Erf[t]]
int[Exp[-2 t^2] t^2 Erf[Sqrt[3] t]]

enter image description here

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  • $\begingroup$ Beautiful response! I've plotted the exact result with the series result and there was quite a bit of error (I wasn't sure how to find the exact function until you showed with change of variables)! I think I'll try to use your scheme to do the substitution of variables, otherwise I'll resort to using more terms in the series... Thank you so much! $\endgroup$
    – Buddhapus
    Commented Aug 10, 2016 at 19:41
  • $\begingroup$ the series solution is only good for x<1, about 20 terms gives a good result for x=1 though. $\endgroup$
    – george2079
    Commented Aug 10, 2016 at 19:46
  • $\begingroup$ It looks like for the change of variables to work we would substitute $t \rightarrow t/a$ where $a$ is the parameter in $Erf(a t)$, and then do another substitution for the upper $x$ bound. In your code you used a pattern to track what $a$ is, but that's when you were directly substituting it with the series. Can I track this $a$ without a direct substitution? Otherwise Mathematica doesn't know what it is... $\endgroup$
    – Buddhapus
    Commented Aug 10, 2016 at 20:14
  • $\begingroup$ i put the generic integral variable substitution in the answer. $\endgroup$
    – george2079
    Commented Aug 10, 2016 at 21:08

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