Analytical and numerical aspects of a generalization of the complementary error function

DOI10.1016/J.AMC.2010.05.025MaRDI QIDQ988625zbMATH OpenOpenAlexFDO

Authors Alfredo Deaño, Nico M. Temme

Publication date 18 August 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.05.025

zbMATH Keywords

complementary error functionincomplete gamma functionnumerical examplesasymptotic expansionsconfluent hypergeometric functionrecurrence relationssingular perturbation problemKummer \(U\)-function

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Numerical approximation and evaluation of special functions (33F05)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Asymptotic approximations of integrals
• First Order Approximation of an Elliptic 3D Singular Perturbation Problem
• Identifying minimal and dominant solutions for Kummer recursions
• Numerical Methods for Special Functions
• On modified asymptotic series involving confluent hypergeometric functions
• THE GENERALIZED GOODWIN–STATON INTEGRAL
• The role of the error function in a singularly perturbed convection–diffusion problem in a rectangle with corner singularities
• Uniform and Quasi-Uniform Asymptotic Expansions of Incomplete Diffraction Integrals
• Uniform asymptotic expansion of an integral with a saddle point, a pole and a branch point
• Uniform asymptotics for the incomplete gamma functions starting from negative values of the parameters

Cited in

(7)

• A structural risk-neutral model for pricing and hedging power derivatives
• Addition formula for complementary error function with associated integral representations
• Error Analysis for the Numerical Evaluation of the Diagonal Forms of the Scalar Spherical Addition Theorem
• A method for evaluation of the error function of real and complex variable with high relative accuracy
• Iterated integrals of the generalized complementary error function
• Algorithm and Implementation Details for Complementary Error Function
• scientific article; zbMATH DE number 6520797 (Why is no real title available?)

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