Next: Worksheet 1: Truncated Power
Numerical Calculation of
Aleksandar Donev  Dr. Phillip Duxbury
September 2000
In many physics applications involving the normal probability distribution
function integrals of the form
appear. This
integral can not be solved in terms of standard transcendental and algebraic
functions, so a new special function called the error function is
introduced:

(1) 
The next few worksheets in this class will involve different ways of
evaluating this function using Fortran 90. We will consider truncated
power series as a means of evaluating . Notice that the argument
of the error function can be a complex number, in which case the integral
needs to be done in the complex plane.
Aleksandar Donev
20001212