Tips on integral of exponential and error function

calculuserror functionexponential functionintegrationspecial functions

In my work I've come across an integral on the form
$$
\int\limits_{x_0}^\infty \exp\left[-a x^2 \right] \text{erf} \left[b x + c \right] \ \mathrm{d}x \ , \qquad a > 0, \quad b, c \in \mathbb{R}
$$

which I cannot for the life of me figure out. Neither Mathematica nor Maple could help me find a closed-form solution with the given limits. I've found solutions for $x_0 = 0$ and $x_0 = -\infty$, but no general solution for $x_0 \in \mathbb{R}$. I suspect there's no analytic solution, but I thought I'd ask here as a last resort.

With variable substitution and integration by parts, I end up juggling between different versions of
$$
\int\limits_{x_0}^\infty x^{2m} \exp\left[-x^2 \right] \text{erf} \left[\beta x + \gamma \right] \ \mathrm{d}x \ , \qquad m \in \mathbb{Z}
$$

but I feel no closer to the solution. I've also tried the trick of differentation outlined here, but I end up with the same problem.

Korotkov's Integrals Related to the Error Function gives solutions for integrands with a factor of $x^{2m + 1}$, which leads me to suspect that there isn't any solution for $x^{2m}$.

Any ideas or advice would be greatly appreciated!

Best Answer

Consider the related integral $$ G(a)=\int\limits_{x_0}^\infty dx \ e^{-ax^2}\operatorname{erf}(\alpha x+\gamma) $$

So that your integral is $\left(-\frac{d}{da}\right)^m G(1)$. It turns out $G(a)$ evaluates to a sum of trig and OwenT functions, as done here and used here to evaluate a similar integral.