Analytic Error Function and Numeric Inverse Obtained by Geometric Means

Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving us...

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Main Authors: Dmitri Martila, Stefan Groote
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/6/1/26
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author Dmitri Martila
Stefan Groote
author_facet Dmitri Martila
Stefan Groote
author_sort Dmitri Martila
collection DOAJ
description Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving useful formulas that approximated the inverse error function. Our approach could be used for applications in high-speed Monte Carlo simulations, where this function is used extensively.
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spelling doaj.art-c9885df7ba1d4fc59da14c6225278b8f2023-11-17T13:54:05ZengMDPI AGStats2571-905X2023-03-016143143710.3390/stats6010026Analytic Error Function and Numeric Inverse Obtained by Geometric MeansDmitri Martila0Stefan Groote1Institute of Physics, University of Tartu, W. Ostwaldi 1, 50411 Tartu, EstoniaInstitute of Physics, University of Tartu, W. Ostwaldi 1, 50411 Tartu, EstoniaUsing geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving useful formulas that approximated the inverse error function. Our approach could be used for applications in high-speed Monte Carlo simulations, where this function is used extensively.https://www.mdpi.com/2571-905X/6/1/26error functionanalytic functioninverse error functionapproximations
spellingShingle Dmitri Martila
Stefan Groote
Analytic Error Function and Numeric Inverse Obtained by Geometric Means
Stats
error function
analytic function
inverse error function
approximations
title Analytic Error Function and Numeric Inverse Obtained by Geometric Means
title_full Analytic Error Function and Numeric Inverse Obtained by Geometric Means
title_fullStr Analytic Error Function and Numeric Inverse Obtained by Geometric Means
title_full_unstemmed Analytic Error Function and Numeric Inverse Obtained by Geometric Means
title_short Analytic Error Function and Numeric Inverse Obtained by Geometric Means
title_sort analytic error function and numeric inverse obtained by geometric means
topic error function
analytic function
inverse error function
approximations
url https://www.mdpi.com/2571-905X/6/1/26
work_keys_str_mv AT dmitrimartila analyticerrorfunctionandnumericinverseobtainedbygeometricmeans
AT stefangroote analyticerrorfunctionandnumericinverseobtainedbygeometricmeans