Fresnel integral

The Fresnel integrals S(x) and C(x) are two transcendental functions named after
Augustin-Jean Fresnel that are used in optics and are closely related to the error
function (erf). They arise in the description of near-field Fresnel diffraction phenomena
and are defined through the following integral representations:

The simultaneous parametric plot of S(x) and C(x) is the Euler spiral (also known as Plots of S(x) and C(x). The maximum of
the Cornu spiral or clothoid). C(x) is about 0.977 451 424. If the
integrands of S and C were defined using
π 2
Definition 2
t instead of t2 , then the image would be
scaled vertically and horizontally (see
The Fresnel integrals admit the following power series expansions that converge for all below).
x:

π 2
Some widely used tables[1][2] use instead of t2 for the argument of the integrals
2t
1 π 1 π
defining S(x) and C(x). This changes their limits at infinity from 2 ·√ 2 to 2 [3] and the Fresnel integrals with arguments 2 t2
1
arc length for the first spiral turn from √2π to 2 (at t = 2 ). These alternative functions instead of t2 converge to 2 instead of
are usually known as normalized Fresnel integrals. 1 π
·√ .
2 2

Euler spiral
The Euler spiral, also known as Cornu spiral or clothoid, is the curve generated by a
parametric plot of S(t) against C(t). The Cornu spiral was created by Marie Alfred
Cornu as a nomogram for diffraction computations in science and engineering.

From the definitions of Fresnel integrals, the infinitesimals dx and dy are thus:

Thus the length of the spiral measured from the origin can be expressed as

Euler spiral (x, y) = (C(t), S(t)). The

spiral converges to the centre of the holes
in the image as t tends to positive or
negative infinity.
That is, the parameter t is the curve length measured from the origin (0, 0), and the
Euler spiral has infinite length. The vector (cos(t2), sin(t2)) also expresses the unit
tangent vector along the spiral, giving θ = t2. Since t is the curve length, the curvature κ can be expressed as
Thus the rate of change of curvature with respect to the curve length is

An Euler spiral has the property that its curvature at any point is proportional to the distance
along the spiral, measured from the origin. This property makes it useful as a transition
Animation depicting evolution of a
curve in highway and railway engineering: if a vehicle follows the spiral at unit speed, the Cornu spiral with the tangential circle
parameter t in the above derivatives also represents the time. Consequently, a vehicle with the same radius of curvature as
following the spiral at constant speed will have a constant rate of angular acceleration. at its tip, also known as an
osculating circle.
Sections from Euler spirals are commonly incorporated into the shape of rollercoaster loops
to make what are known as clothoid loops.

Properties
C(x) and S(x) are odd functions of x,

Asymptotics of the Fresnel integrals as x → ∞ are given by the formulas:

Using the power series expansions above, the Fresnel integrals can be extended
to the domain of complex numbers, where they become entire functions of the
complex variable z.

The Fresnel integrals can be expressed using the error function as follows:[4]

Complex Fresnel integral S(z)

or
Limits as x approaches infinity
The integrals defining C(x) and S(x) cannot be evaluated in the closed form in
terms of elementary functions, except in special cases. The limits of these
functions as x goes to infinity are known:

Complex Fresnel integral C(z)

Proof of the formula

This can be derived with any one of several methods. One of them[5] uses a
contour integral of the function

around the boundary of the sector-shaped region in the complex plane

formed by the positive x-axis, the bisector of the first quadrant y = x with
x ≥ 0, and a circular arc of radius R centered at the origin.

As R goes to infinity, the integral along the circular arc γ2 tends to 0 The sector contour used to calculate the
limits of the Fresnel integrals

where polar coordinates z = Reit were used and Jordan's inequality was utilised for the second inequality. The
integral along the real axis γ1 tends to the half Gaussian integral

Note too that because the integrand is an entire function on the complex plane, its integral along the whole contour
is zero. Overall, we must have

where γ3 denotes the bisector of the first quadrant, as in the diagram. To evaluate the left hand side, parametrize the
bisector as

where t ranges from 0 to +∞ . Note that the square of this expression is just +it2. Therefore, substitution gives the
left hand side as

2
Using Euler's formula to take real and imaginary parts of e−it gives this as
 where we have written 0i to emphasize that the original Gaussian integral's value is completely real with zero
imaginary part. Letting

and then equating real and imaginary parts produces the following system of two equations in the two unknowns IC
and IS:

Solving this for IC and IS gives the desired result.

Generalization
The integral

is a confluent hypergeometric function and also an incomplete gamma function[6]

which reduces to Fresnel integrals if real or imaginary parts are taken:

The leading term in the asymptotic expansion is

and therefore

For m = 0 , the imaginary part of this equation in particular is

with the left-hand side converging for a > 1 and the right-hand side being its analytical extension to the whole plane less where lie
the poles of Γ(a −1).

The Kummer transformation of the confluent hypergeometric function is

with

Numerical approximation
For computation to arbitrary precision, the power series is suitable for small argument. For large argument, asymptotic expansions
converge faster.[7] Continued fraction methods may also be used.[8]

For computation to particular target precision, other approximations have been developed. Cody[9] developed a set of efficient
approximations based on rational functions that give relative errors down to 2 × 10−19 . A FORTRAN implementation of the Cody
approximation that includes the values of the coefficients needed for implementation in other languages was published by van
Snyder.[10] Boersma developed an approximation with error less than 1.6 × 10−9 .[11]

Applications
The Fresnel integrals were originally used in the calculation of the electromagnetic field intensity in an environment where light
bends around opaque objects.[12] More recently, they have been used in the design of highways and railways, specifically their
curvature transition zones, see track transition curve.[13] Other applications are rollercoasters[12] or calculating the transitions on a
velodrome track to allow rapid entry to the bends and gradual exit.

Gallery

Plot of the Fresnel Plot of the Fresnel Plot of the Fresnel Plot of the Fresnel
integral function S(z) integral function C(z) auxiliary function G(z) auxiliary function F(z)
in the complex plane in the complex plane in the complex plane in the complex plane
from -2-2i to 2+2i with from -2-2i to 2+2i with from -2-2i to 2+2i with from -2-2i to 2+2i with
colors created with colors created with colors created with colors created with
Mathematica 13.1 Mathematica 13.1 Mathematica 13.1 Mathematica 13.1
function function function function
ComplexPlot3D ComplexPlot3D ComplexPlot3D ComplexPlot3D

See also
Mathematics
portal
 Böhmer integral Euler spiral
Fresnel zone Zone plate
Track transition curve Dirichlet integral

Notes
1. Abramowitz & Stegun 1983, eqn 7.3.1–7.3.2.
2. Temme 2010.
3. Abramowitz & Stegun 1983, eqn 7.3.20.
4. functions.wolfram.com, Fresnel integral S: Representations through equivalent functions (http://functions.wolfram.c
om/GammaBetaErf/FresnelS/27/01/) and Fresnel integral C: Representations through equivalent functions (http://f
unctions.wolfram.com/GammaBetaErf/FresnelC/27/01/). Note: Wolfram uses the Abramowitz & Stegun convention,
which differs from the one in this article by factors of √ π⁄2 .
5. Another method based on parametric integration is described for example in Zajta & Goel 1989.
6. Mathar 2012.
7. Temme 2010, §7.12(ii).
8. Press et al. 2007.
9. Cody 1968.
10. van Snyder 1993.
11. Boersma 1960.
12. Beatty 2013.
13. Stewart 2008, p. 383.

References
Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 7". Handbook of Mathematical
Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. Vol. 55 (Ninth reprint
with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.;
New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. ISBN 978-
0-486-61272-0. LCCN 64-60036 (https://lccn.loc.gov/64-60036). MR 0167642 (https://mathscinet.ams.org/mathsci
net-getitem?mr=0167642). LCCN 65-12253 (https://lccn.loc.gov/65012253).
Alazah, Mohammad (2012). "Computing Fresnel integrals via modified trapezium rules". Numerische Mathematik.
128 (4): 635–661. arXiv:1209.3451 (https://arxiv.org/abs/1209.3451). Bibcode:2012arXiv1209.3451A (https://ui.ads
abs.harvard.edu/abs/2012arXiv1209.3451A). doi:10.1007/s00211-014-0627-z (https://doi.org/10.1007%2Fs00211-
014-0627-z). S2CID 13934493 (https://api.semanticscholar.org/CorpusID:13934493).
Beatty, Thomas (2013). "How to evaluate Fresnel Integrals" (http://www.thomasbeatty.com/MATH%20PAGES/AR
CHIVES%20-%20NOTES/Complex%20Variables/How%20to%20evaluate%20Fresnel%20Integrals.pdf) (PDF).
FGCU Math - Summer 2013. Retrieved 27 July 2013.
Boersma, J. (1960). "Computation of Fresnel Integrals" (https://doi.org/10.1090%2FS0025-5718-1960-0121973-3).
Math. Comp. 14 (72): 380. doi:10.1090/S0025-5718-1960-0121973-3 (https://doi.org/10.1090%2FS0025-5718-196
0-0121973-3). MR 0121973 (https://mathscinet.ams.org/mathscinet-getitem?mr=0121973).
Bulirsch, Roland (1967). "Numerical calculation of the sine, cosine and Fresnel integrals". Numer. Math. 9 (5):
380–385. doi:10.1007/BF02162153 (https://doi.org/10.1007%2FBF02162153). S2CID 121794086 (https://api.sem
anticscholar.org/CorpusID:121794086).
Cody, William J. (1968). "Chebyshev approximations for the Fresnel integrals" (https://www.ams.org/journals/mco
m/1968-22-102/S0025-5718-68-99871-2/S0025-5718-68-99871-2.pdf) (PDF). Math. Comp. 22 (102): 450–453.
doi:10.1090/S0025-5718-68-99871-2 (https://doi.org/10.1090%2FS0025-5718-68-99871-2).
Hangelbroek, R. J. (1967). "Numerical approximation of Fresnel integrals by means of Chebyshev polynomials". J.
Eng. Math. 1 (1): 37–50. Bibcode:1967JEnMa...1...37H (https://ui.adsabs.harvard.edu/abs/1967JEnMa...1...37H).
doi:10.1007/BF01793638 (https://doi.org/10.1007%2FBF01793638). S2CID 122271446 (https://api.semanticschol
ar.org/CorpusID:122271446).
Mathar, R. J. (2012). "Series Expansion of Generalized Fresnel Integrals". arXiv:1211.3963 (https://arxiv.org/abs/1
211.3963) [math.CA (https://arxiv.org/archive/math.CA)].
π
Nave, R. (2002). "The Cornu spiral" (http://hyperphysics.phy-astr.gsu.edu/hbase/phyopt/cornu.html#c1). (Uses t2
2
instead of t2.)
Press, W. H.; Teukolsky, S. A.; Vetterling, W. T.; Flannery, B. P. (2007). "Section 6.8.1. Fresnel Integrals" (http://app
s.nrbook.com/empanel/index.html#pg=297). Numerical Recipes: The Art of Scientific Computing (3rd ed.). New
York: Cambridge University Press. ISBN 978-0-521-88068-8.
 van Snyder, W. (1993). "Algorithm 723: Fresnel integrals" (https://doi.org/10.1145%2F168173.168193). ACM
Trans. Math. Softw. 19 (4): 452–456. doi:10.1145/168173.168193 (https://doi.org/10.1145%2F168173.168193).
S2CID 12346795 (https://api.semanticscholar.org/CorpusID:12346795).
Stewart, James (2008). Calculus Early Transcendentals (https://books.google.com/books?id=v4-1Rk7uaEcC&q
=%22design+of+highways%22&pg=PA383). Cengage Learning EMEA. ISBN 978-0-495-38273-7.
Temme, N. M. (2010), "Error Functions, Dawson's and Fresnel Integrals" (http://dlmf.nist.gov/7), in Olver, Frank W.
J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions,
Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248 (https://mathscinet.ams.org/mathscinet-getite
m?mr=2723248).
van Wijngaarden, A.; Scheen, W. L. (1949). Table of Fresnel Integrals. Verhandl. Konink. Ned. Akad.
Wetenschapen. Vol. 19.
Zajta, Aurel J.; Goel, Sudhir K. (1989). "Parametric Integration Techniques". Mathematics Magazine. 62 (5): 318–
322. doi:10.1080/0025570X.1989.11977462 (https://doi.org/10.1080%2F0025570X.1989.11977462).

External links
Cephes (http://www.netlib.org/cephes/), free/open-source C++/C code to compute Fresnel integrals among other
special functions. Used in SciPy and ALGLIB.
Faddeeva Package (http://ab-initio.mit.edu/Faddeeva), free/open-source C++/C code to compute complex error
functions (from which the Fresnel integrals can be obtained), with wrappers for Matlab, Python, and other
languages.
"Fresnel integrals" (https://www.encyclopediaofmath.org/index.php?title=Fresnel_integrals), Encyclopedia of
Mathematics, EMS Press, 2001 [1994]
"Roller Coaster Loop Shapes" (https://web.archive.org/web/20080923190052/http://fy.chalmers.se/LISEBERG/en
g/loop_pe.html). Archived from the original (http://fy.chalmers.se/LISEBERG/eng/loop_pe.html) on September 23,
2008. Retrieved 2008-08-13.
Weisstein, Eric W. "Fresnel Integrals" (https://mathworld.wolfram.com/FresnelIntegrals.html). MathWorld.
Weisstein, Eric W. "Cornu Spiral" (https://mathworld.wolfram.com/CornuSpiral.html). MathWorld.

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