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Accurate approximations for the complex error function with small imaginary argument (1411.1024v2)

Published 3 Nov 2014 in math.NA

Abstract: In this paper we present two efficient approximations for the complex error function $w \left( {z} \right)$ with small imaginary argument $\operatorname{Im}{\left[ { z } \right]} < < 1$ over the range $0 \le \operatorname{Re}{\left[ { z } \right]} \le 15$ that is commonly considered difficult for highly accurate and rapid computation. These approximations are expressed in terms of the Dawson's integral $F\left( x \right)$ of real argument $x$ that enables their efficient implementation in a rapid algorithm. The error analysis we performed using the random input numbers $x$ and $y$ reveals that in the real and imaginary parts the average accuracy of the first approximation exceeds ${10{ - 9}}$ and ${10{ - 14}}$, while the average accuracy of the second approximation exceeds ${10{ - 13}}$ and ${10{ - 14}}$, respectively. The first approximation is slightly faster in computation. However, the second approximation provides excellent high-accuracy coverage over the required domain.

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