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Found more information here: YouTube - Integral of exp(-x^2)
The imaginary error function described in the link above: Wikipedia - Error function
States:
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In mathematics, the error function (also called the Gauss error function) is a special function (non-elementary) of sigmoid shape that occurs in probability, statistics, and partial differential equations describing diffusion.
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The equation:
Equation:
The derivative using chain rule:
But, how is the integral determined?
Revision1:
Step 6: Solve this to find v
Integration by parts
Derivative:
Test:
Let
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Found formula: The intergration of exponential functions
Integration by substitution
Formula:
Form for first order linear differential equation:
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