Exponential integral

In mathematics, the exponential integral Ei(x) is defined as

\mbox{Ei}(x)=-\int_{-x}^{\infty} \frac{e^{-t}}{t} dt\,.

Since 1/t diverges at t=0, the above integral has to be understood in terms of the Cauchy principal value.

The exponential integral arises also in the following sum:

\sum_{k=1}^{\infty} \frac{x^k}{k k!} = \mbox{Ei}(x)+\gamma+\ln x\,,

where γ is the Euler gamma constant.

The exponential integral is closely related to the logarithmic integral function li(x),

li(x) = Ei (ln (x))    for all positive real x ≠ 1.

Also closely related is a function which integrates over a different range:

{\rm E}_1(x) = \int_x^\infty \frac{e^{-t}}{t} dt\,.

This function may be regarded as extending the exponential integral to the negative reals by Ei( − x) = − E1(x). We can express both of them in terms of an entire function,

{\rm Ein}(x) = \int_0^x (1-e^{-t})\frac{dt}{t} = \sum_{k=1}^\infty \frac{(-1)^{k+1}x^k}{k k!}.

Using this function, we then may define, using the logarithm, E1(x) = − γ − lnx + Ein(x) and Ei(x) = γ + lnx + Ein( − x).

The exponential integral may also be generalized to E_n(x) = \int_1^\infty \frac{e^{-xt}}{t} dt.

References

See also: Exponential integral, Cauchy principal value, Entire function, Euler-Mascheroni gamma constant, Handbook of Mathematical Functions, Logarithmic integral function, Mathematics