An identity involving the imaginary error function erfi(x)

Nicolás Quesada and Aaron Goldberg

2
´x 2
The imaginary error function erfi(x) is customarily defined as erfi(x) = p
π 0
d t e t . It is related
to the error function by erfi(x)= erf(ix)/i, and can be also defined as
∞ 2 ∞  ‹
+2b y
ea y sinh(2b y)
ˆ
1 2 a y2 b
dy = dy e = erfi p for a < 0. (1)
π −∞ y π 0 y −a

In this note we investigate a property of a function related to the imaginary error function.
We can define two functions

v
exp −x 2 u π
φ0 (x) ≡ p , φ 1 (x) ≡ N (α) φ 0 (x) erfi (αx) , N (α) = t
α2

, (2)
4
π/2 2 sin−1 2−α 2

whose L 2 -orthogonality is seen from their respective parities.

We here show that φ1 is, like φ0 , L 2 -normalized; to this end consider the integral
ˆ ∞ v ˆ
t2 ∞

I= 2
d x φ1 (x) = N 2
d x exp −2x 2 erfi2 (αx) . (3)
−∞ π −∞

This integral is, to the best of our knowledge, not currently tabulated in standard computer algebra
systems (CAS) like Mathematica or Maple or the Wolfram Functions Site. We use Eq. (1) to write
v ˆ  2 ‹ ∞  2 ‹
N 2t 2 ∞ 2

∞ du u dv v
I= 2 d x exp −2x exp − 2 + 2ux exp − 2 + 2v x (4a)
π π −∞ −∞ u α −∞ v α
v  2 ‹ˆ ∞
N 2 t 2 ∞ du ∞ d v u v2

= 2 exp − 2 − 2 d x exp −2x 2 + 2ux + 2v x (4b)
π π −∞ u −∞ v α α −∞
N 2 ∞ du
∞ dv

= 2 exp −βu2 exp −β v 2 + uv , (4c)
π −∞ u −∞ v

where we have liberally switched the order of the integrals and written β = 1/α2 − 1/2. We now
again use Eq. (1) to find
    
N 2 ∞ du 2
ˆ ∞

u 2N du
u
I= 2 exp −βu2 π erfi p = exp −βu2 erfi p = 1. (5)
π −∞ u 2 β π 0 u 2 β
| {z }
1
sin−1 2β

The last integral can be evaluated using any of the aforementioned CAS for |β| ≥ 1/2, Re [β] > 0 (i.e.,
|α| ≤ 1). Eq. (5) shows that the set {φ0 , φ1 } forms an (incomplete) orthonormal set in L 2 .