Integral of $$$e^{\frac{p^{2}}{4}}$$$

Find $$$\int e^{\frac{p^{2}}{4}}\, dp$$$.

Let $$$u=\frac{p}{2}$$$.

Then $$$du=\left(\frac{p}{2}\right)^{\prime }dp = \frac{dp}{2}$$$ (steps can be seen »), and we have that $$$dp = 2 du$$$.

The integral can be rewritten as

$${\color{red}{\int{e^{\frac{p^{2}}{4}} d p}}} = {\color{red}{\int{2 e^{u^{2}} d u}}}$$

Apply the constant multiple rule $$$\int c f{\left(u \right)}\, du = c \int f{\left(u \right)}\, du$$$ with $$$c=2$$$ and $$$f{\left(u \right)} = e^{u^{2}}$$$:

$${\color{red}{\int{2 e^{u^{2}} d u}}} = {\color{red}{\left(2 \int{e^{u^{2}} d u}\right)}}$$

This integral (Imaginary Error Function) does not have a closed form:

$$2 {\color{red}{\int{e^{u^{2}} d u}}} = 2 {\color{red}{\left(\frac{\sqrt{\pi} \operatorname{erfi}{\left(u \right)}}{2}\right)}}$$

Recall that $$$u=\frac{p}{2}$$$:

$$\sqrt{\pi} \operatorname{erfi}{\left({\color{red}{u}} \right)} = \sqrt{\pi} \operatorname{erfi}{\left({\color{red}{\left(\frac{p}{2}\right)}} \right)}$$

Therefore,

$$\int{e^{\frac{p^{2}}{4}} d p} = \sqrt{\pi} \operatorname{erfi}{\left(\frac{p}{2} \right)}$$

Add the constant of integration:

$$\int{e^{\frac{p^{2}}{4}} d p} = \sqrt{\pi} \operatorname{erfi}{\left(\frac{p}{2} \right)}+C$$

$$$\int e^{\frac{p^{2}}{4}}\, dp = \sqrt{\pi} \operatorname{erfi}{\left(\frac{p}{2} \right)} + C$$$A