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Dawson function

Mathematical function

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In mathematics, the Dawson function or Dawson integral (named after H. G. Dawson) is the one-sided Fourier-Laplace sine transform of the Gaussian function.

01Definition

The Dawson function is defined as either: D_{+}(x)=e^{-x^{2}}\int _{0}^{x}e^{t^{2}}\,dt, also denoted as F(x) or D(x), or alternatively D_{-}(x)=e^{x^{2}}\int _{0}^{x}e^{-t^{2}}\,dt.\!

The Dawson function is the one-sided Fourier-Laplace sine transform of the Gaussian function, D_{+}(x)={\frac {1}{2}}\int _{0}^{\infty }e^{-t^{2}/4}\,\sin(xt)\,dt.

It is closely related to the error function erf, as

D_{+}(x)={{\sqrt {\pi }} \over 2}e^{-x^{2}}\operatorname {erfi} (x)=-{i{\sqrt {\pi }} \over 2}e^{-x^{2}}\operatorname {erf} (ix)

where erfi is the imaginary error function, erfi(x) = −i erf(ix).
Similarly, D_{-}(x)={\frac {\sqrt {\pi }}{2}}e^{x^{2}}\operatorname {erf} (x) in terms of the real error function, erf.

In terms of either erfi or the Faddeeva function w(z), the Dawson function can be extended to the entire complex plane: F(z)={{\sqrt {\pi }} \over 2}e^{-z^{2}}\operatorname {erfi} (z)={\frac {i{\sqrt {\pi }}}{2}}\left[e^{-z^{2}}-w(z)\right], which simplifies to D_{+}(x)=F(x)={\frac {\sqrt {\pi }}{2}}\operatorname {Im} [w(x)] D_{-}(x)=iF(-ix)=-{\frac {\sqrt {\pi }}{2}}\left[e^{x^{2}}-w(-ix)\right] for real x.

For |x| near zero, F(x) ≈ x. For |x| large, F(x) ≈ 1/(2x). More specifically, near the origin it has the series expansion F(x)=\sum _{k=0}^{\infty }{\frac {(-1)^{k}\,2^{k}}{(2k+1)!!}}\,x^{2k+1}=x-{\frac {2}{3}}x^{3}+{\frac {4}{15}}x^{5}-\cdots , while for large x it has the asymptotic expansion F(x)={\frac {1}{2x}}+{\frac {1}{4x^{3}}}+{\frac {3}{8x^{5}}}+\cdots .

More precisely \left|F(x)-\sum _{k=0}^{N}{\frac {(2k-1)!!}{2^{k+1}x^{2k+1}}}\right|\leq {\frac {C_{N}}{x^{2N+3}}}. where n!! is the double factorial.

F(x) satisfies the differential equation {\frac {dF}{dx}}+2xF=1\,\! with the initial condition F(0)=0. Consequently, it has extrema for F(x)={\frac {1}{2x}}, resulting in x = ±0.92413887... (OEIS: A133841), F(x) = ±0.54104422... (OEIS: A133842).

Inflection points follow for F(x)={\frac {x}{2x^{2}-1}}, resulting in x = ±1.50197526... (OEIS: A133843), F(x) = ±0.42768661... (OEIS: A245262). (Apart from the trivial inflection point at x=0, F(x)=0.)

The Dawson function, around the origin
The Dawson function, around the origin

02Relation to Hilbert transform of Gaussian

The Hilbert transform of the Gaussian is defined as H(y)=\pi ^{-1}\operatorname {P.V.} \int _{-\infty }^{\infty }{\frac {e^{-x^{2}}}{y-x}}\,dx

P.V. denotes the Cauchy principal value, and we restrict ourselves to real y. H(y) can be related to the Dawson function as follows. Inside a principal value integral, we can treat 1/u as a generalized function or distribution, and use the Fourier representation {1 \over u}=\int _{0}^{\infty }dk\,\sin ku=\int _{0}^{\infty }dk\,\operatorname {Im} e^{iku}.

With 1/u=1/(y-x), we use the exponential representation of \sin(ku) and complete the square with respect to x to find \pi H(y)=\operatorname {Im} \int _{0}^{\infty }dk\,\exp[-k^{2}/4+iky]\int _{-\infty }^{\infty }dx\,\exp[-(x+ik/2)^{2}].

We can shift the integral over x to the real axis, and it gives \pi ^{1/2}. Thus \pi ^{1/2}H(y)=\operatorname {Im} \int _{0}^{\infty }dk\,\exp[-k^{2}/4+iky].

We complete the square with respect to k and obtain \pi ^{1/2}H(y)=e^{-y^{2}}\operatorname {Im} \int _{0}^{\infty }dk\,\exp[-(k/2-iy)^{2}].

We change variables to u=ik/2+y: \pi ^{1/2}H(y)=-2e^{-y^{2}}\operatorname {Im} i\int _{y}^{i\infty +y}du\ e^{u^{2}}.

The integral can be performed as a contour integral around a rectangle in the complex plane. Taking the imaginary part of the result gives H(y)=2\pi ^{-1/2}F(y) where F(y) is the Dawson function as defined above.

The Hilbert transform of x^{2n}e^{-x^{2}} is also related to the Dawson function. We see this with the technique of differentiating inside the integral sign. Let H_{n}=\pi ^{-1}\operatorname {P.V.} \int _{-\infty }^{\infty }{\frac {x^{2n}e^{-x^{2}}}{y-x}}\,dx.

Introduce H_{a}=\pi ^{-1}\operatorname {P.V.} \int _{-\infty }^{\infty }{e^{-ax^{2}} \over y-x}\,dx.

The nth derivative is {\partial ^{n}H_{a} \over \partial a^{n}}=(-1)^{n}\pi ^{-1}\operatorname {P.V.} \int _{-\infty }^{\infty }{\frac {x^{2n}e^{-ax^{2}}}{y-x}}\,dx.

We thus find \left.H_{n}=(-1)^{n}{\frac {\partial ^{n}H_{a}}{\partial a^{n}}}\right|_{a=1}.

The derivatives are performed first, then the result evaluated at a=1. A change of variable also gives H_{a}=2\pi ^{-1/2}F(y{\sqrt {a}}). Since F'(y)=1-2yF(y), we can write H_{n}=P_{1}(y)+P_{2}(y)F(y) where P_{1} and P_{2} are polynomials. For example, H_{1}=-\pi ^{-1/2}y+2\pi ^{-1/2}y^{2}F(y). Alternatively, H_{n} can be calculated using the recurrence relation (for n\geq 0) H_{n+1}(y)=y^{2}H_{n}(y)-{\frac {(2n-1)!!}{{\sqrt {\pi }}2^{n}}}y.

The Dawson function, around the origin
The Dawson function, around the origin
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Sources and credits

This article is adapted from the Wikipedia article Dawson function, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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