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Microsoft Excel Exponential Integral Function Approximation

4/5/2019 
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  1. Exponential Integral Table
  2. Error Function

Microsoft Excel Exponential Integral Function Approximation. Posted: adminOn. Download Update. Download the. Double click. May 18, 2005  Microsoft Office Application Help - Excel Help. Is it possible to calculate integrals with Excel. Some functions containing integrals using > Excel. Woodwork City pizza of Sarasota Exponential Integral Function Excel. Exponential integral function approximation. Exponential Regression using Microsoft Excel.

In inputbox input x and n
exponential function : e^x=1+ x/1! + x^2/2! +...x^n/n! ; n!=1*2*3..*n
inside the function we can use t(n)=x^n/n! and for recurrence formula t(n)=t(n-1)*x/n
The partial sum to the n-th clause is expressed with s(n) which is ; s(n)=s(n-1)+t(n)
then e=1+s(n)
the calculation will repeat until i=n and t(n) <0.001
the problem is when i run the program the answer is no same with the exponential function above.
Sub e2()
Dim n As Double
Dim x As Double
Dim i As Double
Dim tn As Double
Dim sn As Double
Dim t1 As Double
Dim e As Double
x = CInt(InputBox('x?'))
n = CInt(InputBox('n?'))
Do
For i = 1 To n
t1 = x / (n - 1)
tn = (x / (n - 1)) * (x / n)
sn = tn + t1
e = 1 + sn
If x = 0 Then Exit For
Next i
Loop Until tn < 0.001 Or -tn < 0.001
MsgBox 'e^' & CStr(x) & '=' & CStr(e)
End Sub
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Not to be confused with other integrals of exponential functions.
Plot of E1{displaystyle E_{1}} function (top) and Ei{displaystyle operatorname {Ei} } function (bottom).

In mathematics, the exponential integral 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.

  • 2Properties

Definitions[edit]

For real non zero values of x, the exponential integral Ei(x) is defined as

Ei(x)=xettdt.{displaystyle operatorname {Ei} (x)=-int _{-x}^{infty }{frac {e^{-t}}{t}},dt.,}

The Risch algorithm shows that Ei is not an elementary function. The definition above can be used for positive values of 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 0 and {displaystyle infty }.[1] Instead of Ei, the following notation is used,[2]

E1(z)=zettdt,Arg(z)<π{displaystyle E_{1}(z)=int _{z}^{infty }{frac {e^{-t}}{t}},dt,qquad {rm {Arg}}(z) <pi }

(note that for positive values of x, we have E1(x)=Ei(x){displaystyle -E_{1}(x)=operatorname {Ei} (-x)}). Fated to love you kdrama.

In general, a branch cut is taken on the negative real axis and E1 can be defined by analytic continuation elsewhere on the complex plane.

For positive values of the real part of z{displaystyle z}, this can be written[3]

E1(z)=1etztdt=01ez/uudu,(z)0.{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 E1 near the branch cut can be seen by the following relation:[4]

limδ0+E1(x±iδ)=Ei(x)iπ,x>0.{displaystyle lim _{delta to 0+}E_{1}(-xpm idelta )=-operatorname {Ei} (x)mp ipi ,qquad x>0.}

Properties[edit]

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

Convergent series[edit]

For real or complex arguments off the negative real axis, E1(z){displaystyle E_{1}(z)} can be expressed as[5]

E1(z)=γlnzk=1(z)kkk!(Arg(z)<π){displaystyle E_{1}(z)=-gamma -ln z-sum _{k=1}^{infty }{frac {(-z)^{k}}{k;k!}}qquad ( operatorname {Arg} (z) <pi )}

where γ{displaystyle gamma } is the Euler–Mascheroni constant. The sum converges for all complex z{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 E1(x){displaystyle E_{1}(x)} with floating point operations for real x{displaystyle x} between 0 and 2.5. For x>2.5{displaystyle x>2.5}, the result is inaccurate due to cancellation.

A faster converging series was found by Ramanujan:

Ei(x)=γ+lnx+exp(x/2)n=1(1)n1xnn!2n1k=0(n1)/212k+1{displaystyle {rm {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)/2rfloor }{frac {1}{2k+1}}}

These alternating series can also be used to give good asymptotic bounds, e.g.:

13x4Ei(x)γlnx13x4+11x236{displaystyle 1-{frac {3x}{4}}leq {rm {Ei}}(x)-gamma -ln xleq 1-{frac {3x}{4}}+{frac {11x^{2}}{36}}}

for x0{displaystyle xgeq 0}.

Asymptotic (divergent) series[edit]

Relative error of the asymptotic approximation for different number N{displaystyle ~N~} of terms in the truncated sum

Unfortunately, the convergence of the series above is slow for arguments of larger modulus. For example, for x = 10 more than 40 terms are required to get an answer correct to three significant figures for E1(z){displaystyle E_{1}(z)}.[6] However, there is a divergent series approximation that can be obtained by integrating zezE1(z){displaystyle ze^{z}E_{1}(z)} by parts:[7]

E1(z)=exp(z)zn=0N1n!(z)n{displaystyle E_{1}(z)={frac {exp(-z)}{z}}sum _{n=0}^{N-1}{frac {n!}{(-z)^{n}}}}

which has error of order O(N!zN){displaystyle O(N!z^{-N})} and is valid for large values of Re(z){displaystyle operatorname {Re} (z)}. The relative error of the approximation above is plotted on the figure to the right for various values of N{displaystyle N}, the number of terms in the truncated sum (N=1{displaystyle N=1} in red, N=5{displaystyle N=5} in pink).

Exponential and logarithmic behavior: bracketing[edit]

Bracketing of E1{displaystyle E_{1}} by elementary functions

From the two series suggested in previous subsections, it follows that E1{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, E1{displaystyle E_{1}} can be bracketed by elementary functions as follows:[8]

Exponential Integral Table

12exln(1+2x)<E1(x)<exln(1+1x)x>0{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 E1(x){displaystyle E_{1}(x)} is shown in black and the right-hand side is shown in red.

Definition by Ein[edit]

Both Ei{displaystyle operatorname {Ei} } and E1{displaystyle E_{1}} can be written more simply using the entire functionEin{displaystyle operatorname {Ein} }[9] defined as

Microsoft Excel Exponential Integral Function Approximation
Ein(z)=0z(1et)dtt=k=1(1)k+1zkkk!{displaystyle operatorname {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 E1{displaystyle mathrm {E} _{1}}). Then we have

E1(z)=γlnz+Ein(z)Arg(z)<π{displaystyle E_{1}(z),=,-gamma -ln z+{rm {Ein}}(z)qquad operatorname {Arg} (z) <pi }
Ei(x)=γ+lnxEin(x)x>0{displaystyle operatorname {Ei} (x),=,gamma +ln x-operatorname {Ein} (-x)qquad x>0}

Relation with other functions[edit]

Mortal kombat annihilation full movie mp4 download in dual audio. Kummer's equation

zd2wdz2+(bz)dwdzaw=0{displaystyle z{frac {d^{2}w}{dz^{2}}}+(b-z){frac {dw}{dz}}-aw=0}

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

zd2wdz2+(1z)dwdz=0{displaystyle z{frac {d^{2}w}{dz^{2}}}+(1-z){frac {dw}{dz}}=0}

we have

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

for all z. A second solution is then given by E1(−z). In fact,

E1(z)=γiπ+[U(a,1,z)M(a,1,z)]a,0<Arg(z)<2π{displaystyle E_{1}(-z)=-gamma -ipi +{frac {partial [U(a,1,z)-M(a,1,z)]}{partial a}},qquad 0<{rm {Arg}}(z)<2pi }

with the derivative evaluated at a=0.{displaystyle a=0.} Another connexion with the confluent hypergeometric functions is that E1 is an exponential times the function U(1,1,z):

E1(z)=ezU(1,1,z){displaystyle E_{1}(z)=e^{-z}U(1,1,z)}

The exponential integral is closely related to the logarithmic integral function li(x) by the formula

li(ex)=Ei(x){displaystyle operatorname {li} (e^{x})=operatorname {Ei} (x)}

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

The exponential integral may also be generalized to

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

which can be written as a special case of the incomplete gamma function:[10]Hrt 2 tv program live in tenn.

En(x)=xn1Γ(1n,x).{displaystyle E_{n}(x)=x^{n-1}Gamma (1-n,x).}

The generalized form is sometimes called the Misra function[11]φm(x){displaystyle varphi _{m}(x)}, defined as

φm(x)=Em(x).{displaystyle varphi _{m}(x)=E_{-m}(x).}

Including a logarithm defines the generalized integro-exponential function[12]

Esj(z)=1Γ(j+1)1(logt)jezttsdt.{displaystyle E_{s}^{j}(z)={frac {1}{Gamma (j+1)}}int _{1}^{infty }(log t)^{j}{frac {e^{-zt}}{t^{s}}},dt.}

The indefinite integral:

Ei(ab)=eabdadb{displaystyle operatorname {Ei} (acdot b)=iint e^{ab},da,db}

is similar in form to the ordinary generating function for d(n){displaystyle d(n)}, the number of divisors of n{displaystyle n}:

n=1d(n)xn=a=1b=1xab{displaystyle sum limits _{n=1}^{infty }d(n)x^{n}=sum limits _{a=1}^{infty }sum limits _{b=1}^{infty }x^{ab}}

Derivatives[edit]

The derivatives of the generalised functions En{displaystyle E_{n}} can be calculated by means of the formula [13]

En(z)=En1(z)(n=1,2,3,){displaystyle E_{n}'(z)=-E_{n-1}(z)qquad (n=1,2,3,ldots )}

Note that the function E0{displaystyle E_{0}} is easy to evaluate (making this recursion useful), since it is just ez/z{displaystyle e^{-z}/z}.[14]

Exponential integral of imaginary argument[edit]

E1(ix){displaystyle E_{1}(ix)} against x{displaystyle x}; real part black, imaginary part red.

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

E1(z)=1etztdt{displaystyle E_{1}(z)=int _{1}^{infty }{frac {e^{-tz}}{t}},dt}

to get a relation with the trigonometric integralsSi{displaystyle operatorname {Si} } and Ci{displaystyle operatorname {Ci} }:

E1(ix)=i[12π+Si(x)]Ci(x)(x>0){displaystyle E_{1}(ix)=ileft[-{tfrac {1}{2}}pi +operatorname {Si} (x)right]-operatorname {Ci} (x)qquad (x>0)}

The real and imaginary parts of E1(ix){displaystyle mathrm {E} _{1}(ix)} are plotted in the figure to the right with black and red curves.

Approximations[edit]

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

  • The Swamee and Ohija approximation[15]
E1(x)=(A7.7+B)0.13,{displaystyle E_{1}(x)=left(A^{-7.7}+Bright)^{-0.13},}
where
A=ln[(0.56146x+0.65)(1+x)]B=x4e7.7x(2+x)3.7{displaystyle {begin{aligned}A&=ln left[left({frac {0.56146}{x}}+0.65right)(1+x)right]B&=x^{4}e^{7.7x}(2+x)^{3.7}end{aligned}}}
  • The Allen and Hastings approximation [15][16]
E1(x)={lnx+aTx5,x1exxbTx3cTx3,x1{displaystyle E_{1}(x)={begin{cases}-ln x+{textbf {a}}^{T}{textbf {x}}_{5},&xleq 1{frac {e^{-x}}{x}}{frac {{textbf {b}}^{T}{textbf {x}}_{3}}{{textbf {c}}^{T}{textbf {x}}_{3}}},&xgeq 1end{cases}}}
where
a[0.57722,0.99999,0.24991,0.5519,0.00976,0.00108]Tb[0.26777,8.63476,18.05902,8.57333]Tc[3.95850,21.09965,25.63296,9.57332]Txk[x0,x1,,xk]T{displaystyle {begin{aligned}{textbf {a}}&triangleq [-0.57722,0.99999,-0.24991,0.5519,-0.00976,0.00108]^{T}{textbf {b}}&triangleq [0.26777,8.63476,18.05902,8.57333]^{T}{textbf {c}}&triangleq [3.95850,21.09965,25.63296,9.57332]^{T}{textbf {x}}_{k}&triangleq [x^{0},x^{1},dots ,x^{k}]^{T}end{aligned}}}
  • The continued fraction expansion [16]
E1(x)=exx+11+1x+21+2x+3.{displaystyle E_{1}(x)={cfrac {e^{-x}}{x+{cfrac {1}{1+{cfrac {1}{x+{cfrac {2}{1+{cfrac {2}{x+{cfrac {3}{dots }}}}}}}}}}}}.}
  • The approximation of Barry et al.[17]
E1(x)=exG+(1G)ex1Gln[1+Gx1G(h+bx)2],{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:
h=11+xx+hq1+qq=2047x3126h=(1G)(G26G+12)3G(2G)2bb=2(1G)G(2G)G=eγ{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 γ{displaystyle gamma } being the Euler–Mascheroni constant.

Applications[edit]

  • 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 geometries.[18]

Error Function

See also[edit]

Notes[edit]

  1. ^Abramowitz and Stegun, p. 228
  2. ^Abramowitz and Stegun, p. 228, 5.1.1
  3. ^Abramowitz and Stegun, p. 228, 5.1.4 with n = 1
  4. ^Abramowitz and Stegun, p. 228, 5.1.7
  5. ^Abramowitz and Stegun, p. 229, 5.1.11
  6. ^Bleistein and Handelsman, p. 2
  7. ^Bleistein and Handelsman, p. 3
  8. ^Abramowitz and Stegun, p. 229, 5.1.20
  9. ^Abramowitz and Stegun, p. 228, see footnote 3.
  10. ^Abramowitz and Stegun, p. 230, 5.1.45
  11. ^After Misra (1940), p. 178
  12. ^Milgram (1985)
  13. ^Abramowitz and Stegun, p. 230, 5.1.26
  14. ^Abramowitz and Stegun, p. 229, 5.1.24
  15. ^ abGiao, 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. doi:10.1111/j.1745-6584.2003.tb02608.x. ISSN1745-6584.
  16. ^ abTseng, 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.
  17. ^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.
  18. ^George I. Bell; Samuel Glasstone (1970). Nuclear Reactor Theory. Van Nostrand Reinhold Company.

References[edit]

  • Abramowitz, Milton; Irene Stegun (1964). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Abramowitz and Stegun. New York: Dover. ISBN978-0-486-61272-0., Chapter 5.
  • Bender, Carl M.; Steven A. Orszag (1978). Advanced mathematical methods for scientists and engineers. McGraw–Hill. ISBN978-0-07-004452-4.
  • Bleistein, Norman; Richard A. Handelsman (1986). Asymptotic Expansions of Integrals. Dover. ISBN978-0-486-65082-1.
  • 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)tν−1logmtdt'. 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. JSTOR2007964. MR0777276.
  • 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.
  • Chiccoli, C.; Lorenzutta, S.; Maino, G. (1988). 'On the evaluation of generalized exponential integrals Eν(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.
  • MacLeod, Allan J. (2002). 'The efficient computation of some generalised exponential integrals'. J. Comput. Appl. Math. 148 (2): 363–374. Bibcode:2002JCoAm.138.363M. 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, ISBN978-0-521-88068-8
  • 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, ISBN978-0521192255, MR2723248

External links[edit]

  • Hazewinkel, Michiel, ed. (2001) [1994], 'Integral exponential function', Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN978-1-55608-010-4
  • 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.
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