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Dawson function

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Dawson function

In mathematics, the Dawson function or Dawson integral (named after H. G. Dawson) is either

F ( x ) = D + ( x ) = e x 2 0 x e t 2 d t ,

also denoted as F(x) or D(x), or alternatively

D ( x ) = e x 2 0 x e t 2 d t .

The Dawson function is the one-sided Fourier-Laplace sine transform of the Gaussian function,

D + ( x ) = 1 2 0 e t 2 / 4 sin ( x t ) d t .

It is closely related to the error function erf, as

D + ( x ) = π 2 e x 2 e r f i ( x ) = i π 2 e x 2 e r f ( i x )

where erfi is the imaginary error function, erfi(x) = −i erf(ix). Similarly,

D ( x ) = π 2 e x 2 e r f ( 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 ) = π 2 e z 2 e r f i ( z ) = i π 2 [ e z 2 w ( z ) ] ,

which simplifies to

D + ( x ) = F ( x ) = π 2 Im [ w ( x ) ] D ( x ) = i F ( i x ) = π 2 [ e x 2 w ( i x ) ]

for real x.

For |x| near zero, F(x) ≈ x, and for |x| large, F(x) ≈ 1/(2x). More specifically, near the origin it has the series expansion

F ( x ) = k = 0 ( 1 ) k 2 k ( 2 k + 1 ) ! ! x 2 k + 1 = x 2 3 x 3 + 4 15 x 5 ,

while for large x it has the asymptotic expansion

F ( x ) = k = 0 ( 2 k 1 ) ! ! 2 k + 1 x 2 k + 1 = 1 2 x + 1 4 x 3 + 3 8 x 5 + ,

where n!! is the double factorial.

F(x) satisfies the differential equation

d F d x + 2 x F = 1

with the initial condition F(0) = 0. Consequently, it has extrema for

F ( x ) = 1 2 x ,

resulting in x = ±0.92413887… ( A133841), F(x) = ±0.54104422… ( A133842).

Inflection points follow for

F ( x ) = x 2 x 2 1 ,

resulting in x = ±1.50197526… ( A133843), F(x) = ±0.42768661… ( A245262). (Apart from the trivial inflection point at x = 0, F(x) = 0.)

Relation to Hilbert transform of Gaussian

The Hilbert Transform of the Gaussian is defined as

H ( y ) = π 1 P . V . e x 2 y x d x

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 u = 0 d k sin k u = 0 d k Im e i k u

With 1 / u = 1 / ( y x ) , we use the exponential representation of sin ( k u ) and complete the square with respect to x to find

π H ( y ) = Im 0 d k exp [ k 2 / 4 + i k y ] d x exp [ ( x + i k / 2 ) 2 ]

We can shift the integral over x to the real axis, and it gives π 1 / 2 . Thus

π 1 / 2 H ( y ) = Im 0 d k exp [ k 2 / 4 + i k y ]

We complete the square with respect to k and obtain

π 1 / 2 H ( y ) = e y 2 Im 0 d k exp [ ( k / 2 i y ) 2 ]

We change variables to u = i k / 2 + y :

π 1 / 2 H ( y ) = 2 e y 2 Im y i + y d u   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 π 1 / 2 F ( y )

where F ( y ) is the Dawson function as defined above.

The Hilbert transform of x 2 n 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 = π 1 P . V . x 2 n e x 2 y x d x

Introduce

H a = π 1 P . V . e a x 2 y x d x

The nth derivative is

n H a a n = ( 1 ) n π 1 P . V . x 2 n e a x 2 y x d x

We thus find

H n = ( 1 ) n n H a a n | a = 1

The derivatives are performed first, then the result evaluated at a = 1 . A change of variable also gives H a = 2 π 1 / 2 F ( y a ) . Since F ( y ) = 1 2 y F ( 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 = π 1 / 2 y + 2 π 1 / 2 y 2 F ( y ) . Alternatively, H n can be calculated using the recurrence relation (for n 0 )

H n + 1 ( y ) = y 2 H n ( y ) ( 2 n 1 ) ! ! π 2 n y .

References

Dawson function Wikipedia


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