Math 2.0

Special functions Definition

Exponential integral

Builds on Improper integralCauchy principal value

Definition

  1. For a real number x>0x > 0, the exponential integral E1E_1 is the improper integral E1(x)=∫x∞e−tt dt.E_1(x) = \int_x^\infty \frac{e^{-t}}{t}\, dt.
  2. For a real number x≠0x \ne 0, the exponential integral Ei⁡\operatorname{Ei} is Ei⁡(x)=∫−∞xett dt,\operatorname{Ei}(x) = \int_{-\infty}^x \frac{e^t}{t}\, dt, where for x>0x > 0 the integral is a Cauchy principal value at t=0t = 0.

Remarks

The substitution t↦−tt \mapsto -t gives E1(x)=−Ei⁡(−x)E_1(x) = -\operatorname{Ei}(-x) for x>0x > 0. With the Euler–Mascheroni constant γ\gamma, the series Ei⁡(x)=γ+ln⁡∣x∣+∑k=1∞xkk⋅k!,E1(x)=−γ−ln⁡x−∑k=1∞(−x)kk⋅k!\operatorname{Ei}(x) = \gamma + \ln \abs{x} + \sum_{k=1}^\infty \frac{x^k}{k \cdot k!}, \qquad E_1(x) = -\gamma - \ln x - \sum_{k=1}^\infty \frac{(-x)^k}{k \cdot k!} hold for x≠0x \ne 0 and x>0x > 0 respectively.

Example: as x→∞x \to \infty, E1(x)∼e−xxE_1(x) \sim \frac{e^{-x}}{x}, and E1(x)=Γ(0,x)E_1(x) = \Gamma(0, x) is the upper incomplete gamma function with s=0s = 0.

Non-example of a valid argument: E1(0)E_1(0) is not defined, since ∫01e−tt dt≥e−1∫01dtt=∞\int_0^1 \frac{e^{-t}}{t}\, dt \ge e^{-1} \int_0^1 \frac{dt}{t} = \infty.

E1E_1 extends to a holomorphic function on ℂ∖(−∞,0]\C \setminus (-\infty, 0].

Reading path

To understand this page from the ground up, read these 3 pages in order. The foundations come first.

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  1. Cauchy principal value concept
  2. Improper integral concept
  3. Exponential integral definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Exponential_integral
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MSC33B20, 33E20
DefinesExponential integral
UsesImproper integral, Cauchy principal value

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