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
2000-12-12