What is the antiderivative of $e^{-x^2}$

Question

I was wondering what the antiderivative of $e^{-x^2}$ was, and when I wolfram alpha'd it I got $$\displaystyle \int e^{-x^2} \textrm{d}x = \dfrac{1}{2} \sqrt{\pi} \space \text{erf} (x) + C$$

So, I of course didn't know what this $\text{erf}$ was and I looked it up on wikipedia, where it was defined as:

$$ \text{erf}(x) = \dfrac{2}{\sqrt{\pi}} \displaystyle \int_0^x e^{-t^2} \textrm{d}t $$

To my mathematically illiterate mind, this is a bit too circular to understand. Why can't we express $\int e^{-x^2} \textrm{d}x$ as a 'normal function'? Also, what is the use of the error function?

Answer 1

When $f$ is a continuous function on the interval $[a,b]$, we can find a function $F$ defined on $[a,b]$ such that $F'(x)=f(x)$ for all $x\in[a,b]$. This is the “fundamental theorem of calculus”; just consider $$ F(x)=\int_{a}^{x} f(t)\,dt $$ There are other functions with the same property, precisely those of the form $F(x)+c$ where $c$ is a completely arbitrary constant.

Sometimes this function can be expressed with the so-called “elementary functions”, that is, polynomials, rational functions, exponential, logarithm, trigonometric functions and any algebraic combination thereof. Some (actually many) functions do not admit an antiderivative expressible in this form; it's the case of $e^{-x^2}$ and it can be proved, although not easily.

Think of a simpler example: if all we have available as “elementary functions” are polynomials or, more generally, rational functions, the function $1/x$ wouldn't admit an “elementary antiderivative”, but it still would have one: $$ \int_{1}^{x}\frac{1}{t}\,dt $$ Since this is a “new” function, we give it a name, precisely “$\log$” and we have extended the tool set. The same happens with “$\operatorname{erf}$”, which has many uses in probability theory and statistics, being related to normal distributions.

Answer 2

The integral you want doesn't have a nice antiderivative in terms of familiar functions. However, it's an important antiderivative, so mathematicians gave it a name.

Answer 3

This concept isn't really unique to $\int e^{-x^2}dx$.

If your "domain of knowledge" is just the rational numbers, and you were asked "what number, when squared, gives you, 2?", and after not knowing the answer you were told it was $\sqrt{2}$, the number that when squared, yields $2$, that explanation would seem circular.

$\operatorname{erf}$ is just some function. The fact that it can't be expressed in terms of "simpler" operations isn't much stranger than the fact that the function $x \mapsto \sqrt{x}$ can't be expressed in terms of "simpler" operations.

Answer 4

As vadium123 said it is not possible to represent in familiar function. Here I try to answer your last question - What is $\text{erf}(x)$?
$\text{erf}(x)$ is the "error function" encountered in integrating the normal distribution (which is a normalized form of the Gaussian function).It can be represented in the form of infinite series as-
$$\text{erf}(x)=\frac{1}{\sqrt{\pi}}e^{-x^2}\frac{(2n)^{2n+1}}{(2n-1)!!}$$ It can also be defined in the term of Gamma function and incomplete gamma function as $$\text{erf}(x)=\frac{2(\Gamma(\frac{1}{2})-\Gamma(\frac{1}{2},x^2))}{\sqrt{\pi}}$$

Answer 5

Generally speaking , no function of the form $f_n(x) = e^{\pm\ x^n}$ possesses an anti-derivative whose expression can be parsed in terms of combinations of ‘normal’ functions, unless the value of $n$ is either $0$ or $1$. However, that does not stop us from deriving the following beautiful identity: $$n! = \mathcal{G}\left(\frac1n\right) \qquad,\qquad \mathcal{G}(n) = \int_0^\infty e^{-x^n} dx$$ where $n! = 1\cdot2\cdot3\cdot\ldots\cdot n$ , and the above formula can be used to extend the definition domain of the factorial function to other arguments than the natural numbers $\mathbb{N}$ , which yields the famous result $$\int_{-\infty}^\infty e^{-x^2} = \sqrt\pi$$

Answer 6

The erf(x) or error function is a bit of a work around

If we assume "Elementary Functions" to be the neat, finite forms commonly found in most algebra I & II classes

Then f(x) = e ^ ( - x**2 ) falls into the category of functions without an antiderivative that can be written using those elementary functions

But since it is a graph-able function on a typically cartesian plane (aka the x-y grid), there must exist a way to approximate the area between the curve of f(x) and the x-axis

For that area to become an exact value, one would compute the curve's integral using its "antiderivative" & the Fundamental Theorem of Calculus, Part II