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[parent] exponential integral (Definition)

The antiderivative of the function $$x \mapsto \frac{e^{-x}}{x}$$ is not expressible in closed form. Thus such integrals as $$\int_x^\infty\!\frac{e^{-t}}{t}\,dt \quad \mbox{and} \quad \int_\infty^{-x}\!\frac{e^{-t}}{t}\,dt,$$ define certain non-elementary transcendental functions. They are called exponential integrals and denoted usually ${\rm E}_1$ and ${\rm Ei}$ , respectively. Accordingly, $${\rm E}_1(x) \;:=\; \int_x^\infty\!\frac{e^{-t}}{t}\,dt$$ $${\rm Ei}\,x \;:=\; \int_\infty^{-x}\!\frac{e^{-t}}{t}\,dt \;=\; -\int_{-x}^\infty\!\frac{e^{-t}}{t}\,dt \;:=\; \int_{-\infty}^x\!\frac{e^{-u}}{u}\,du.$$ Then one has the connection $${\rm E}_1(x) \;=\; -{\rm Ei}\,(-x).$$ For positive values of $x$ the series expansion $${\rm Ei}\,x \;=\; \gamma+\ln{x}+\sum_{j=1}^\infty\frac{x^j}{j!j},$$ where $\gamma$ is the Euler-Mascheroni constant, is valid.

Note: Some authors use the convention ${\rm Ei}\,x \,:=\, \int_x^\infty\!\frac{e^{-t}}{t}\,dt$ .

Laplace transform of $\frac{1}{t+a}$

By the definition of Laplace transform, $$\mathcal{L}\{\frac{1}{t\!+\!a}\} \;=\; \int_0^\infty\frac{e^{-st}}{t\!+\!a}\,dt.$$ The substitution $t\!+\!a = u$ gives $$\mathcal{L}\{\frac{1}{t\!+\!a}\} \;=\; \int_a^\infty\frac{e^{as-su}}{u}\,du \;=\; e^{as}\int_a^\infty\frac{e^{-su}}{u}\,du,$$ from which the substitution $su = t$ yields $$\mathcal{L}\{\frac{1}{t\!+\!a}\} \;=\; e^{as}\int_{as}^\infty\frac{e^{-t}}{t}\,dt,$$ i.e.

$\displaystyle \mathcal{L}\{\frac{1}{t\!+\!a}\} \;=\; e^{as}{\rm E}_1(as).$ (1)

Using the rule $\mathcal{L}\{f'(t)\} = sF(s)\!-\!f(0)$ , one easily derives from (1) the formula
$\displaystyle \mathcal{L}\{\frac{1}{(t\!+\!a)^2}\} \;=\; \frac{1}{a}\!-\!se^{as}{\rm E}_1(as).$ (2)




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"exponential integral" is owned by pahio.
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See Also: logarithmic integral, table of Laplace transforms, index of special functions

Other names:  Ei

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relative of exponential integral (Example) by pahio
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Cross-references: substitution, Laplace transform, valid, series, positive, connection, transcendental functions, expressible in closed form, function, antiderivative
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This is version 5 of exponential integral, born on 2009-01-15, modified 2009-02-14.
Object id is 11510, canonical name is ExponentialIntegral.
Accessed 1368 times total.

Classification:
AMS MSC26A36 (Real functions :: Functions of one variable :: Antidifferentiation)
 30A99 (Functions of a complex variable :: General properties :: Miscellaneous)

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