I know the formula for \begin{align*} \int x^{m} \mathrm{e}^{\mathrm{i} x^{2}}~\mathrm{d}x=\sum_{l=0}^{\infty}\frac{\mathrm{i}^{l}}{l!(m+2l+1)}x^{m+2l+1}. \end{align*} I want to find an expression for the integral \begin{align*} \int x^{m} \mathrm{e}^{\mathrm{i} x^{2}}\mathrm{e}^{-\mathrm{i}k x}~\mathrm{d}x, \end{align*} where $ k $ can be integer or real. Can any one help me?
Solution of exponential integral
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definite-integrals
power-series
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0$x^2-kx=(x-k/2)^2-k^2/4$ : canonize the argument of the exponential, and change variable. – 2017-01-15
1 Answers
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This is not a full answer, but if $m$ is a positive whole number, than the problem reduces considerably:
$$f(y)=\int e^{ix^2}e^{ixy}\ dx$$
Differentiate both sides $m$ times:
$$f^{(m)}(y)=i^m\int x^me^{ix^2}e^{xy}\ dx$$
and with $y=-k$,
$$f^{(m)}(-k)=i^k\int x^me^{ix^2}e^{-ikx}\ dx$$
So all that's left is for us to solve for $f(y)$. We can see that
$$f(y)=\int e^{i(x^2+xy)}\ dx=e^{-y^2/4}\int e^{iu^2}\ du\\=e^{-y^2/4}(S(u)+C(u)+c)\\=e^{-y^2/4}\left(S\left(x+\frac y2\right)+C\left(x+\frac y2\right)+c\right)$$
which is the Fresnel integral. One should then apply general leibniz rule and Faà di Bruno's formula for the closed form solution for your integral.
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0Thanks.....I tried this way as well. If we solve $ f(y)$ then we end up with error function. How to differentiate error function $m$ times with respect to $ k$? – 2017-01-15
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0@shabbir Clearly the first derivative of the error function:$$\frac d{dx}\operatorname{erf}(x)=\frac2{\sqrt\pi}e^{-x^2}$$And from there, [Faà di Bruno's formula](https://en.wikipedia.org/wiki/Fa%C3%A0_di_Bruno's_formula) – 2017-01-15
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0@shabbir I've updated btw. :-) – 2017-01-15