Exponential integral

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.

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


 * $$ \operatorname{Ei}(x) = -\int_{-x}^\infty \frac{e^{-t}}t\,dt = \int_{-\infty}^x \frac{e^t}t\,dt.$$

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 $\infty$. Instead of Ei, the following notation is used,


 * $$E_1(z) = \int_z^\infty \frac{e^{-t}}{t}\, dt,\qquad|{\rm Arg}(z)|<\pi$$[[File:Plot of the exponential integral function Ei(z) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D.svg|alt=Plot of the exponential integral function Ei(z) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D|thumb|Plot of the exponential integral function Ei(z) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D]]

For positive values of x, we have $-E_1(x) = \operatorname{Ei}(-x)$.

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 $$z$$, this can be written
 * $$E_1(z) = \int_1^\infty \frac{e^{-tz}}{t}\, dt = \int_0^1 \frac{e^{-z/u}}{u}\, du ,\qquad \Re(z) \ge 0.$$

The behaviour of E1 near the branch cut can be seen by the following relation:


 * $$\lim_{\delta\to0+} E_1(-x \pm i\delta) = -\operatorname{Ei}(x) \mp i\pi,\qquad x>0.$$

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

Convergent series


For real or complex arguments off the negative real axis, $$E_1(z)$$ can be expressed as


 * $$E_1(z) = -\gamma - \ln z - \sum_{k=1}^{\infty} \frac{(-z)^k}{k\; k!} \qquad (\left| \operatorname{Arg}(z) \right| < \pi)$$

where $$\gamma$$ is the Euler–Mascheroni constant. The sum converges for all complex $$z$$, 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 $$E_1(x)$$ with floating point operations for real $$x$$ between 0 and 2.5. For $$x > 2.5$$, the result is inaccurate due to cancellation.

A faster converging series was found by Ramanujan:


 * $${\rm Ei} (x) = \gamma + \ln x + \exp{(x/2)} \sum_{n=1}^\infty \frac{ (-1)^{n-1} x^n} {n! \, 2^{n-1}} \sum_{k=0}^{\lfloor (n-1)/2 \rfloor} \frac{1}{2k+1}$$

Asymptotic (divergent) series


Unfortunately, the convergence of the series above is slow for arguments of larger modulus. For example, more than 40 terms are required to get an answer correct to three significant figures for $$E_1(10)$$. However, for positive values of x, there is a divergent series approximation that can be obtained by integrating $$x e^x E_1(x)$$ by parts:
 * $$E_1(x)=\frac{\exp(-x)} x \left(\sum_{n=0}^{N-1} \frac{n!}{(-x)^n} +O(N!x^{-N}) \right)$$

The relative error of the approximation above is plotted on the figure to the right for various values of $$N$$, the number of terms in the truncated sum ($$N=1$$ in red, $$N=5$$ in pink).

Asymptotics beyond all orders
Using integration by parts, we can obtain an explicit formula $$\operatorname{Ei}(z) = \frac{e^{z}} {z} \left (\sum _{k=0}^{n} \frac{k!} {z^{k}} + e_{n}(z)\right), \quad e_{n}(z) \equiv (n + 1)!\ ze^{-z}\int _{ -\infty }^{z} \frac{e^{t}} {t^{n+2}}\,dt$$For any fixed $$z$$, the absolute value of the error term $$|e_n(z)|$$ decreases, then increases. The minimum occurs at $$n\sim |z|$$, at which point $$\vert e_{n}(z)\vert \leq \sqrt{\frac{2\pi } {\vert z\vert }}e^{-\vert z\vert }$$. This bound is said to be "asymptotics beyond all orders".

Exponential and logarithmic behavior: bracketing


From the two series suggested in previous subsections, it follows that $$E_1$$ 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, $$E_1$$ can be bracketed by elementary functions as follows:

\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 $$E_1(x)$$ is shown in black and the right-hand side is shown in red.

Definition by Ein
Both $$\operatorname{Ei}$$ and $$E_1$$ can be written more simply using the entire function $$\operatorname{Ein}$$ defined as

\operatorname{Ein}(z) = \int_0^z (1-e^{-t})\frac{dt}{t} = \sum_{k=1}^\infty \frac{(-1)^{k+1}z^k}{k\; k!} $$ (note that this is just the alternating series in the above definition of $$E_1$$). Then we have

E_1(z) \,=\, -\gamma-\ln z + {\rm Ein}(z) \qquad \left| \operatorname{Arg}(z) \right| < \pi $$
 * $$\operatorname{Ei}(x) \,=\, \gamma+\ln{x} - \operatorname{Ein}(-x)

\qquad x \neq 0 $$

Relation with other functions
Kummer's equation
 * $$z\frac{d^2w}{dz^2} + (b-z)\frac{dw}{dz} - aw = 0$$

is usually solved by the confluent hypergeometric functions $$M(a,b,z)$$ and $$U(a,b,z).$$ But when $$a=0$$ and $$b=1,$$ that is,
 * $$z\frac{d^2w}{dz^2} + (1-z)\frac{dw}{dz} = 0$$

we have
 * $$M(0,1,z)=U(0,1,z)=1$$

for all z. A second solution is then given by E1(−z). In fact,
 * $$E_1(-z)=-\gamma-i\pi+\frac{\partial[U(a,1,z)-M(a,1,z)]}{\partial a},\qquad 0<{\rm Arg}(z)<2\pi$$

with the derivative evaluated at $$a=0.$$ Another connexion with the confluent hypergeometric functions is that E1 is an exponential times the function U(1,1,z):
 * $$E_1(z)=e^{-z}U(1,1,z)$$

The exponential integral is closely related to the logarithmic integral function li(x) by the formula
 * $$\operatorname{li}(e^x) = \operatorname{Ei}(x)$$

for non-zero real values of $$x $$.

Generalization
The exponential integral may also be generalized to


 * $$E_n(x) = \int_1^\infty \frac{e^{-xt}}{t^n}\, dt,$$

which can be written as a special case of the upper incomplete gamma function:


 * $$E_n(x) =x^{n-1}\Gamma(1-n,x).$$

The generalized form is sometimes called the Misra function $$\varphi_m(x)$$, defined as


 * $$\varphi_m(x)=E_{-m}(x).$$

Many properties of this generalized form can be found in the NIST Digital Library of Mathematical Functions.

Including a logarithm defines the generalized integro-exponential function
 * $$E_s^j(z)= \frac{1}{\Gamma(j+1)}\int_1^\infty \left(\log t\right)^j \frac{e^{-zt}}{t^s}\,dt.$$

The indefinite integral:
 * $$ \operatorname{Ei}(a \cdot b) = \iint e^{a b} \, da \, db$$

is similar in form to the ordinary generating function for $$d(n)$$, the number of divisors of $$n$$:
 * $$ \sum\limits_{n=1}^{\infty} d(n)x^{n} = \sum\limits_{a=1}^{\infty} \sum\limits_{b=1}^{\infty} x^{a b}$$

Derivatives
The derivatives of the generalised functions $$E_n$$ can be calculated by means of the formula

E_n '(z) = - E_{n-1}(z) \qquad (n=1,2,3,\ldots) $$ Note that the function $$E_0$$ is easy to evaluate (making this recursion useful), since it is just $$e^{-z}/z$$.

Exponential integral of imaginary argument


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

E_1(z) = \int_1^\infty \frac{e^{-tz}} t \, dt $$ to get a relation with the trigonometric integrals $$\operatorname{Si}$$ and $$\operatorname{Ci}$$:

E_1(ix) = i\left[ -\tfrac{1}{2}\pi + \operatorname{Si}(x)\right] - \operatorname{Ci}(x) \qquad (x > 0) $$ The real and imaginary parts of $$\mathrm{E}_1(ix)$$ are plotted in the figure to the right with black and red curves.

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

A &= \ln\left [\left (\frac{0.56146}{x}+0.65\right)(1+x)\right] \\ B &= x^4e^{7.7x}(2+x)^{3.7} \end{align}$$ \textbf{a} & \triangleq [-0.57722, 0.99999, -0.24991, 0.05519, -0.00976, 0.00108]^T \\ \textbf{b} & \triangleq[0.26777,8.63476, 18.05902, 8.57333]^T \\ \textbf{c} & \triangleq[3.95850, 21.09965, 25.63296, 9.57332]^T \\ \textbf{x}_k &\triangleq[x^0,x^1,\dots, x^k]^T \end{align}$$ 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)^2b} \\ b &=\sqrt{\frac{2(1-G)}{G(2-G)}} \\ G &= e^{-\gamma} \end{align}$$ with $$\gamma$$ being the Euler–Mascheroni constant.
 * The Swamee and Ohija approximation $$E_1(x) = \left (A^{-7.7}+B \right )^{-0.13},$$ where $$\begin{align}
 * The Allen and Hastings approximation $$E_1(x) = \begin{cases} - \ln x +\textbf{a}^T\textbf{x}_5,&x\leq1 \\ \frac{e^{-x}} x \frac{\textbf{b}^T \textbf{x}_3}{\textbf{c}^T\textbf{x}_3},&x\geq1 \end{cases}$$ where $$\begin{align}
 * The continued fraction expansion $$E_1(x) = \cfrac{e^{-x}}{x+\cfrac{1}{1+\cfrac{1}{x+\cfrac{2}{1+\cfrac{2}{x+\cfrac{3}{\ddots}}}}}}.$$
 * The approximation of Barry et al. $$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],$$ where: $$\begin{align}

Inverse function of the Exponential Integral
We can express the Inverse function of the exponential integral in power series form:


 * $$\forall |x| < \frac{\mu}{\ln(\mu)},\quad \mathrm{Ei}^{-1}(x) = \sum_{n=0}^\infty \frac{x^n}{n!} \frac{P_n(\ln(\mu))}{\mu^n}$$

where $$\mu$$ is the Ramanujan–Soldner constant and $$(P_n)$$ is polynomial sequence defined by the following recurrence relation:


 * $$P_0(x) = x,\ P_{n+1}(x) = x(P_n'(x) - nP_n(x)).$$

For $$n > 0$$, $$\deg P_n = n$$ and we have the formula :


 * $$P_n(x) = \left.\left(\frac{\mathrm d}{\mathrm dt}\right)^{n-1} \left(\frac{te^x}{\mathrm{Ei}(t+x)-\mathrm{Ei}(x)}\right)^n\right|_{t=0}.$$

Applications

 * 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