Exponential integral

In mathematics, the exponential integral ⁠${\displaystyle \mathrm {Ei} }$⁠ is a special function on the complex plane. It is defined as one particular definite integral of the ratio between an exponential function and its argument.

For real non-zero values of ⁠${\displaystyle x}$⁠, the exponential integral ⁠${\displaystyle \mathrm {Ei} (x)}$⁠ is defined as

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

The Risch algorithm shows that ⁠${\displaystyle \mathrm {Ei} }$⁠ is not an elementary function. The definition above can be used for positive values of ⁠${\displaystyle x}$⁠, but the integral has to be understood in terms of the Cauchy principal value due to the singularity of the integrand at zero.

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

${\displaystyle E_{1}(z)=\int _{z}^{\infty }{\frac {e^{-t}}{t}}\,dt,\qquad |{\rm {Arg}}(z)|<\pi }$

For positive values of ⁠${\displaystyle x}$⁠, we have ⁠${\displaystyle -E_{1}(x)=\mathrm {Ei} (-x)}$⁠.

In general, a branch cut is taken on the negative real axis and ⁠${\displaystyle E_{1}}$⁠ can be defined by analytic continuation elsewhere on the complex plane.

For positive values of the real part of ⁠${\displaystyle z}$⁠, this can be written³

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

The behaviour of ⁠${\displaystyle E_{1}}$⁠ near the branch cut can be seen by the following relation:⁴

${\displaystyle \lim _{\delta \to 0+}E_{1}(-x\pm i\delta )=-\mathrm {Ei} (x)\mp i\pi ,\qquad x>0.}$

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

For real or complex arguments off the negative real axis, ${\displaystyle E_{1}(z)}$ can be expressed as⁵

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

where ${\displaystyle \gamma }$ is the Euler–Mascheroni constant. The sum converges for all complex ${\displaystyle z}$, and we take the usual value of the complex logarithm having a branch cut along the negative real axis.

This formula can be used to compute ${\displaystyle E_{1}(x)}$ with floating point operations for real ${\displaystyle x}$ between ⁠${\displaystyle 0}$⁠ and ⁠${\displaystyle 2.5}$⁠. For ⁠${\displaystyle x>2.5}$⁠, the result is inaccurate due to cancellation.

A faster converging series was found by Ramanujan:⁶

${\displaystyle \mathrm {Ei} (x)=\gamma +\ln x+\exp {(x/2)}\sum _{n=1}^{\infty }{\frac {(-1)^{n-1}x^{n}}{n!\,2^{n-1}}}\sum _{k=0}^{\lfloor (n-1)/2\rfloor }{\frac {1}{2k+1}}}$

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 three significant figures for ⁠${\displaystyle E_{1}(10)}$⁠.⁷ However, for positive values of ⁠${\displaystyle x}$⁠, there is a divergent series approximation that can be obtained by integrating ${\displaystyle xe^{x}E_{1}(x)}$ by parts:⁸

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

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

Using integration by parts, we can obtain an explicit formula⁹$${\displaystyle \mathrm {Ei} (z)={\frac {e^{z}}{z}}\left(\sum _{k=0}^{n}{\frac {k!}{z^{k}}}+e_{n}(z)\right),\quad e_{n}(z)\equiv (n+1)!\ ze^{-z}\int _{-\infty }^{z}{\frac {e^{t}}{t^{n+2}}}\,dt}$$ For any fixed ${\displaystyle z}$, the absolute value of the error term ${\displaystyle |e_{n}(z)|}$ decreases, then increases. The minimum occurs at ${\displaystyle n\sim |z|}$, at which point ⁠${\displaystyle \textstyle \vert e_{n}(z)\vert \leq {\sqrt {\frac {2\pi }{\vert z\vert }}}e^{-\vert z\vert }}$⁠. This bound is said to be "asymptotics beyond all orders".

From the two series suggested in previous subsections, it follows that ${\displaystyle E_{1}}$ 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, ${\displaystyle E_{1}}$ can be bracketed by elementary functions as follows:¹⁰

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

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

Both ${\displaystyle \mathrm {Ei} }$ and ${\displaystyle E_{1}}$ can be written more simply using the entire function ${\displaystyle \mathrm {Ein} }$¹¹ defined as

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

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

${\displaystyle E_{1}(z)\,=\,-\gamma -\ln z+\mathrm {Ein} (z)\qquad \left|\operatorname {Arg} (z)\right|<\pi }$

${\displaystyle \mathrm {Ei} (x)\,=\,\gamma +\ln {x}-\mathrm {Ein} (-x)\qquad x\neq 0}$

The function ${\displaystyle \mathrm {Ein} }$ is related to the exponential generating function of the harmonic numbers:

${\displaystyle \mathrm {Ein} (z)=e^{-z}\,\sum _{n=1}^{\infty }{\frac {z^{n}}{n!}}H_{n}}$

Kummer's equation

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

is usually solved by the confluent hypergeometric functions ${\displaystyle M(a,b,z)}$ and ⁠${\displaystyle U(a,b,z)}$⁠. But when ${\displaystyle a=0}$ and ${\displaystyle b=1,}$ that is,

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

we have

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

for all ⁠${\displaystyle z}$⁠. A second solution is then given by ⁠${\displaystyle E_{1}(-z)}$⁠. In fact,

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

with the derivative evaluated at ${\displaystyle a=0.}$ Another connexion with the confluent hypergeometric functions is that ⁠${\displaystyle E_{1}}$⁠ is an exponential times the function ⁠${\displaystyle U(1,1,z)}$⁠:

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

The exponential integral is closely related to the logarithmic integral function ⁠${\displaystyle \operatorname {li} (e^{x})}$⁠ by the formula

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

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

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

${\displaystyle \mathrm {Ei} (x)=x{\,}_{2}\!F_{2}(1,1;2,2;x)+\ln x+\gamma .}$

The exponential integral may also be generalized to

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

which can be written as a special case of the upper incomplete gamma function:¹²

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

The generalized form is sometimes called the Misra function¹³ ${\displaystyle \varphi _{m}(x)}$, defined as

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

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

Including a logarithm defines the generalized integro-exponential function¹⁴

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

The derivatives of the generalised functions ${\displaystyle E_{n}}$ can be calculated by means of the formula¹⁵

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

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

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

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

to get a relation with the trigonometric integrals ${\displaystyle \mathrm {Si} }$ and ⁠${\displaystyle \mathrm {Ci} }$⁠:

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

The real and imaginary parts of ${\displaystyle E_{1}(ix)}$ are plotted in the figure to the right with black and red curves.

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

• The Swamee and Ohija approximation¹⁷ $${\displaystyle E_{1}(x)=\left(A^{-7.7}+B\right)^{-0.13},}$$ where $${\displaystyle {\begin{aligned}A&=\ln \left[\left({\frac {0.56146}{x}}+0.65\right)(1+x)\right]\\B&=x^{4}e^{7.7x}(2+x)^{3.7}\end{aligned}}}$$
• The Allen and Hastings approximation ¹⁷¹⁸ $${\displaystyle E_{1}(x)={\begin{cases}-\ln x+{\textbf {a}}^{\mathrm {T} }{\textbf {x}}_{5},&x\leq 1\\{\frac {e^{-x}}{x}}{\frac {{\textbf {b}}^{\mathrm {T} }{\textbf {x}}_{3}}{{\textbf {c}}^{\mathrm {T} }{\textbf {x}}_{3}}},&x\geq 1\end{cases}}}$$ where $${\displaystyle {\begin{aligned}{\textbf {a}}&\triangleq [-0.57722,0.99999,-0.24991,0.05519,-0.00976,0.00108]^{\mathrm {T} }\\{\textbf {b}}&\triangleq [0.26777,8.63476,18.05902,8.57333]^{\mathrm {T} }\\{\textbf {c}}&\triangleq [3.95850,21.09965,25.63296,9.57332]^{\mathrm {T} }\\{\textbf {x}}_{k}&\triangleq [x^{0},x^{1},\dots ,x^{k}]^{\mathrm {T} }\end{aligned}}}$$
• The continued fraction expansion¹⁸ $${\displaystyle E_{1}(x)={\cfrac {e^{-x}}{x+{\cfrac {1}{1+{\cfrac {1}{x+{\cfrac {2}{1+{\cfrac {2}{x+{\cfrac {3}{\ddots }}}}}}}}}}}}.}$$
• The approximation of Barry et al. ¹⁹ $${\displaystyle E_{1}(x)={\frac {e^{-x}}{G+(1-G)e^{-{\frac {x}{1-G}}}}}\ln \left[1+{\frac {G}{x}}-{\frac {1-G}{(h+bx)^{2}}}\right],}$$ where: $${\displaystyle {\begin{aligned}h&={\frac {1}{1+x{\sqrt {x}}}}+{\frac {h_{\infty }q}{1+q}}\\q&={\frac {20}{47}}x^{\sqrt {\frac {31}{26}}}\\h_{\infty }&={\frac {(1-G)(G^{2}-6G+12)}{3G(2-G)^{2}b}}\\b&={\sqrt {\frac {2(1-G)}{G(2-G)}}}\\G&=e^{-\gamma }\end{aligned}}}$$ with ${\displaystyle \gamma }$ being the Euler–Mascheroni constant.

We can express the Inverse function of the exponential integral in power series form:²⁰

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

where ${\displaystyle \mu }$ is the Ramanujan–Soldner constant and ${\displaystyle (P_{n})}$ is polynomial sequence defined by the following recurrence relation:

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

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

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

• Time-dependent heat transfer
• Nonequilibrium groundwater flow in the Theis solution (called a well function)
• Radiative transfer in stellar and planetary atmospheres
• Radial diffusivity equation for transient or unsteady state flow with line sources and sinks
• Solutions to the neutron transport equation in simplified 1-D geometries²¹
• Solutions to the Trachenko–Zaccone nonlinear differential equation for the stretched exponential function in the relaxation of amorphous solids and glass transition²²²³

See also

See also

• Goodwin–Staton integral
• Bickley–Naylor functions

Citations

Citations

1. Abramowitz & Stegun 1964, p. 228
2. Abramowitz & Stegun 1964, p. 228, 5.1.1
3. Abramowitz & Stegun 1964, p. 228, 5.1.4 with n = 1
4. Abramowitz & Stegun 1964, p. 228, 5.1.7
5. Abramowitz & Stegun 1964, p. 229, 5.1.11
6. Andrews & Berndt 2013, p. 130, 24.16
7. Bleistein & Handelsman 1986, p. 2
8. Bleistein & Handelsman 1986, 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, retrieved 2023-05-04{{citation}}: CS1 maint: work parameter with ISBN (link)
10. Abramowitz & Stegun 1964, p. 229, 5.1.20
11. Abramowitz & Stegun 1964, p. 228, see footnote 3
12. Abramowitz & Stegun 1964, p. 230, 5.1.45
13. After Misra & Born 1940, p. 178
14. Milgram 1985.
15. Abramowitz & Stegun 1964, p. 230, 5.1.26
16. Abramowitz & Stegun 1964, p. 229, 5.1.24
17. Giao, 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. Tseng, 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 integral Ei⁻¹(x)". Mathematics Stack Exchange. Retrieved 2024-04-24.
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

References

• Abramowitz, Milton; Stegun, Irene (1964). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Abramowitz and Stegun. New York: Dover. ISBN 978-0-486-61272-0. {{cite book}}: ISBN / Date incompatibility (help), Chapter 5.
• Bender, Carl M.; Orszag, Steven A. (1978). Advanced mathematical methods for scientists and engineers. McGraw–Hill. ISBN 978-0-07-004452-4.
• Bleistein, Norman; Handelsman, Richard A. (1986). Asymptotic Expansions of Integrals. Dover. ISBN 978-0-486-65082-1.
• Andrews, George E.; Berndt, Bruce C. (2013), Ramanujan's lost notebook. Part IV, Berlin, New York: Springer-Verlag, ISBN 978-1-4614-4080-2
• Busbridge, Ida W. (1950). "On the integro-exponential function and the evaluation of some integrals involving it". Quart. J. Math. (Oxford). 1 (1): 176–184. Bibcode:1950QJMat...1..176B. doi:10.1093/qmath/1.1.176.
• Stankiewicz, A. (1968). "Tables of the integro-exponential functions". Acta Astronomica. 18: 289. Bibcode:1968AcA....18..289S.
• Sharma, R. R.; Zohuri, Bahman (1977). "A general method for an accurate evaluation of exponential integrals E₁(x), x > 0". J. Comput. Phys. 25 (2): 199–204. Bibcode:1977JCoPh..25..199S. doi:10.1016/0021-9991(77)90022-5.
• Kölbig, K. S. (1983). "On the integral exp(−μt)t^ν−1log^mt dt". Math. Comput. 41 (163): 171–182. doi:10.1090/S0025-5718-1983-0701632-1.
• Milgram, M. S. (1985). "The generalized integro-exponential function". Mathematics of Computation. 44 (170): 443–458. doi:10.1090/S0025-5718-1985-0777276-4. JSTOR 2007964. MR 0777276.
• Misra, Rama Dhar; Born, M. (1940). "On the Stability of Crystal Lattices. II". Mathematical Proceedings of the Cambridge Philosophical Society. 36 (2): 173. Bibcode:1940PCPS...36..173M. doi:10.1017/S030500410001714X. S2CID 251097063.
• Chiccoli, C.; Lorenzutta, S.; Maino, G. (1988). "On the evaluation of generalized exponential integrals E_ν(x)". J. Comput. Phys. 78 (2): 278–287. Bibcode:1988JCoPh..78..278C. doi:10.1016/0021-9991(88)90050-2.
• Chiccoli, C.; Lorenzutta, S.; Maino, G. (1990). "Recent results for generalized exponential integrals". Computer Math. Applic. 19 (5): 21–29. doi:10.1016/0898-1221(90)90098-5. Archived from the original on December 11, 2024.
• MacLeod, Allan J. (2002). "The efficient computation of some generalised exponential integrals". J. Comput. Appl. Math. 148 (2): 363–374. Bibcode:2002JCoAM.148..363M. doi:10.1016/S0377-0427(02)00556-3.
• Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 6.3. Exponential Integrals", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press, ISBN 978-0-521-88068-8, archived from the original on 2011-08-11, retrieved 2011-08-09
• Temme, N. M. (2010), "Exponential, Logarithmic, Sine, and Cosine Integrals", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.

External links

External links

• "Integral exponential function", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
• NIST documentation on the Generalized Exponential Integral
• Weisstein, Eric W. "Exponential Integral". MathWorld.
• Weisstein, Eric W. "En-Function". MathWorld.
• "Exponential integral Ei". Wolfram Functions Site.
• Exponential, Logarithmic, Sine, and Cosine Integrals in DLMF.