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There is a trend to moving from 

LaTeX Math Inline
body\rm Ei
 definition which was dominating in the past towards  
LaTeX Math Inline
body\rm E_1
.


Approximations

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LaTeX Math Inline
body|x| \ll 1

LaTeX Math Inline
body|x| \gg 1


LaTeX Math Block
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alignmentleft
{\rm Ei}(x) = \gamma + \ln |x| + \sum_{k=1}^\infty \frac{x^k}{k\cdot k!}



LaTeX Math Block
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alignmentleft
{\rm Ei}(x) = e^x \, \left[ \frac{1}{x} + \sum_{k=2}^\infty \frac{(k-1)!}{x^k} \right]


where 

LaTeX Math Inline
body\gamma = 0.57721
... is Euler–Mascheroni constant



LaTeX Math Inline
body-1 \ll -x <0

LaTeX Math Inline
body0 < x \ll 1


LaTeX Math Block
anchor2
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{\rm Ei}(-x) \sim \gamma + \ln x



LaTeX Math Block
anchor2
alignmentleft
{\rm Ei}(x) \sim \gamma + \ln x 



Application

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The function 

LaTeX Math Inline
body\displaystyle f(t, r) = {\rm Ei} \left( - \frac{r^2}{4 \, t} \right)
 honor the axial symmetric diffusion equation

LaTeX Math Block
anchordiff
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\frac{\partial f}{\partial t} = \frac{\partial f^2}{\partial^2 r} + \frac{1}{r} \frac{\partial f}{\partial r}



References

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https://www.wolframalpha.com/input/?i=Ei(x)