Solving the integral $\int_{0}^{t} ds \sqrt{\frac{s}{t-s}} \operatorname{erfc}\left(\frac{a}{\sqrt{s}}\right)$

calculusdefinite integralserror functionintegrationprobability

I want to solve the following integral
$$
\int_{0}^{t} ds \sqrt{\frac{s}{t-s}} \operatorname{erfc}\left(\frac{a}{\sqrt{s}}\right)
$$

with $a\in\mathbb{R}$ and $t\in\mathbb{R}^+$. I have tried some substitutions and the most promising are

  1. $u=\sqrt{t-s} \ \left(du=-\frac{1}{2\sqrt{t-s}} \ ds\right)$ so that the integral becomes
    \begin{align}
    \int_{0}^{t} ds \sqrt{\frac{s}{t-s}} \operatorname{erfc}\left(\frac{a}{\sqrt{s}}\right)
    &=-2\int_{\sqrt{t}}^{0}du\ \sqrt{s}\operatorname{erfc}\left(\frac{a}{\sqrt{s}}\right)\\
    &=\color{orange}{2\int^{\sqrt{t}}_{0}du\ \sqrt{t-u^2}\operatorname{erfc}\left(\frac{a}{\sqrt{t-u^2}}\right).}
    \end{align}
  2. $v=\frac{1}{\sqrt{s}} \ \left(dv = -\frac{1}{2s^{3/2}} \ \ \ ds \right)$ which yields
    \begin{align}
    \int_{0}^{t} ds \sqrt{\frac{s}{t-s}} \operatorname{erfc}\left(\frac{a}{\sqrt{s}}\right)
    &=2\int_{\tfrac{1}{\sqrt{t}}}^{\infty} dv \ v^{3/2} \frac{1}{v\sqrt{t-\tfrac{1}{v^2}}} \ \operatorname{erfc}\left(av\right)\\
    &=\color{orange}{2\int_{\tfrac{1}{\sqrt{t}}}^{\infty} dv \ \frac{v^{3/2}}{\sqrt{v^2t-1}} \ \operatorname{erfc}\left(av\right)}
    \end{align}

Furthermore, I have looked at the table of integrals [1], [2] and [3]. However, so far, no luck. Is there someone who knows a way forward?

Best Answer

If you substitute $av=x$ you are left with the problem of evaluating an integral of the form $$ \int_z^{ + \infty } {\frac{\operatorname{erfc}x}{{x^2 }}dx},\quad z>0 . $$ Using integration by parts once yields $$ \int_z^{ + \infty } {\frac{{\operatorname{erfc}x}}{{x^2 }}dx} = \frac{{\operatorname{erfc}z}}{z} - \frac{2}{{\sqrt \pi }}\int_z^{ + \infty } {\frac{1}{x}e^{ - x^2 } dx} = \frac{{\operatorname{erfc}z}}{z} - \frac{1}{{\sqrt \pi }}E_1 (z^2 ), $$ where $E_1$ is the exponential integral.