------------------------------------------------ lines 6-71 of file: xrst/theory/erf_forward.xrst ------------------------------------------------ {xrst_begin erf_forward} Error Function Forward Taylor Polynomial Theory ############################################### Derivatives *********** Given :math:`X(t)`, we define the function .. math:: Z(t) = \R{erf}[ X(t) ] It follows that .. math:: :nowrap: \begin{eqnarray} \R{erf}^{(1)} ( u ) & = & ( 2 / \sqrt{\pi} ) \exp \left( - u^2 \right) \\ Z^{(1)} (t) & = & \R{erf}^{(1)} [ X(t) ] X^{(1)} (t) = Y(t) X^{(1)} (t) \end{eqnarray} where we define the function .. math:: Y(t) = \frac{2}{ \sqrt{\pi} } \exp \left[ - X(t)^2 \right] Taylor Coefficients Recursion ***************************** Suppose that we are given the Taylor coefficients up to order :math:`j` for the function :math:`X(t)` and :math:`Y(t)`. We need a formula that computes the coefficient of order :math:`j` for :math:`Z(t)`. Using the equation above for :math:`Z^{(1)} (t)`, we have .. math:: :nowrap: \begin{eqnarray} \sum_{k=1}^j k z^{(k)} t^{k-1} & = & \left[ \sum_{k=0}^j y^{(k)} t^k \right] \left[ \sum_{k=1}^j k x^{(k)} t^{k-1} \right] + o( t^{j-1} ) \end{eqnarray} Setting the coefficients of :math:`t^{j-1}` equal, we have .. math:: :nowrap: \begin{eqnarray} j z^{(j)} = \sum_{k=1}^j k x^{(k)} y^{(j-k)} \\ z^{(j)} = \frac{1}{j} \sum_{k=1}^j k x^{(k)} y^{(j-k)} \end{eqnarray} {xrst_end erf_forward}