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10 Bessel FunctionsBessel and Hankel Functions

§10.22 Integrals

Contents
  1. §10.22(i) Indefinite Integrals
  2. §10.22(ii) Integrals over Finite Intervals
  3. §10.22(iii) Integrals over the Interval (x,\infty)
  4. §10.22(iv) Integrals over the Interval (0,\infty)
  5. §10.22(v) Hankel Transform
  6. §10.22(vi) Compendia

§10.22(i) Indefinite Integrals

In this subsection \mathscr{C}_{\nu}\left(z\right) and \mathscr{D}_{\mu}(z) denote cylinder functions(§10.2(ii)) of orders \nu and \mu, respectively, not necessarily distinct.

10.22.1
\int z^{\nu+1}\mathscr{C}_{\nu}\left(z\right)\,\mathrm{d}z=z^{\nu+1}\mathscr{C%
}_{\nu+1}\left(z\right),
\int z^{-\nu+1}\mathscr{C}_{\nu}\left(z\right)\,\mathrm{d}z=-z^{-\nu+1}%
\mathscr{C}_{\nu-1}\left(z\right).

For the Struve function \mathbf{H}_{\nu}\left(z\right) see §11.2(i).

10.22.3
\int e^{iz}z^{\nu}\mathscr{C}_{\nu}\left(z\right)\,\mathrm{d}z=\frac{e^{iz}z^{%
\nu+1}}{2\nu+1}(\mathscr{C}_{\nu}\left(z\right)-i\mathscr{C}_{\nu+1}\left(z%
\right)),\nu\neq-\tfrac{1}{2},
\int e^{iz}z^{-\nu}\mathscr{C}_{\nu}\left(z\right)\,\mathrm{d}z=\frac{e^{iz}z^%
{-\nu+1}}{1-2\nu}(\mathscr{C}_{\nu}\left(z\right)+i\mathscr{C}_{\nu-1}\left(z%
\right)),\nu\neq\tfrac{1}{2}.

§10.22(ii) Integrals over Finite Intervals

Throughout this subsection x>0.

10.22.9 \int_{0}^{x}J_{2n}\left(t\right)\,\mathrm{d}t=\int_{0}^{x}J_{0}\left(t\right)%
\,\mathrm{d}t-2\sum_{k=0}^{n-1}J_{2k+1}\left(x\right),\quad\int_{0}^{x}J_{2n+1%
}\left(t\right)\,\mathrm{d}t=1-J_{0}\left(x\right)-2\sum_{k=1}^{n}J_{2k}\left(%
x\right),n=0,1,\dots.

where \psi\left(x\right)=\Gamma'\left(x\right)/\Gamma\left(x\right)5.2(i)). See also (10.22.39).

Trigonometric Arguments

For I_{\nu} see §10.25(ii).

Products

10.22.28 \int_{0}^{x}t\left({J_{\nu-1}}^{2}\left(t\right)-{J_{\nu+1}}^{2}\left(t\right)%
\right)\,\mathrm{d}t=2\nu{J_{\nu}}^{2}\left(x\right),\Re\nu>0,
10.22.29 \int_{0}^{x}t{J_{0}}^{2}\left(t\right)\,\mathrm{d}t=\tfrac{1}{2}x^{2}\left({J_%
{0}}^{2}\left(x\right)+{J_{1}}^{2}\left(x\right)\right).
10.22.30 \int_{0}^{x}J_{n}\left(t\right)J_{n+1}\left(t\right)\,\mathrm{d}t=\tfrac{1}{2}%
\left(1-{J_{0}}^{2}\left(x\right)\right)-\sum_{k=1}^{n}{J_{k}}^{2}\left(x%
\right)=\sum_{k=n+1}^{\infty}{J_{k}}^{2}\left(x\right),n=0,1,2,\dotsc.

Convolutions

10.22.34 \int_{0}^{x}t^{-1}J_{\mu}\left(t\right)J_{\nu}\left(x-t\right)\,\mathrm{d}t=%
\frac{J_{\mu+\nu}\left(x\right)}{\mu},\Re\mu>0,\Re\nu>-1.
10.22.35 \int_{0}^{x}\frac{J_{\mu}\left(t\right)J_{\nu}\left(x-t\right)\,\mathrm{d}t}{t%
(x-t)}=\frac{(\mu+\nu)J_{\mu+\nu}\left(x\right)}{\mu\nu x},\Re\mu>0,\Re\nu>0.

Fractional Integral

10.22.36 \frac{1}{\Gamma\left(\alpha\right)}\int_{0}^{x}(x-t)^{\alpha-1}J_{\nu}\left(t%
\right)\,\mathrm{d}t=2^{\alpha}\sum_{k=0}^{\infty}\frac{{\left(\alpha\right)_{%
k}}}{k!}J_{\nu+\alpha+2k}\left(x\right),\Re\alpha>0,\Re\nu\geq 0.

When \alpha=m=1,2,3,\ldots the left-hand side of (10.22.36) is the mth repeated integral of J_{\nu}\left(x\right) (§§1.4(v) and 1.15(vi)).

Orthogonality

If \nu>-1, then

10.22.37 \int_{0}^{1}tJ_{\nu}\left(j_{\nu,\ell}t\right)J_{\nu}\left(j_{\nu,m}t\right)\,%
\mathrm{d}t=\tfrac{1}{2}\left(J_{\nu}'\left(j_{\nu,\ell}\right)\right)^{2}%
\delta_{\ell,m},

where j_{\nu,\ell} and j_{\nu,m} are zeros of J_{\nu}\left(x\right)10.21(i)), and \delta_{\ell,m} is Kronecker’s symbol.

Also, if a,b,\nu are real constants with b\neq 0 and \nu>-1, then

10.22.38 \int_{0}^{1}tJ_{\nu}\left(\alpha_{\ell}t\right)J_{\nu}\left(\alpha_{m}t\right)%
\,\mathrm{d}t=\left(\frac{a^{2}}{b^{2}}+\alpha_{\ell}^{2}-\nu^{2}\right)\frac{%
(J_{\nu}\left(\alpha_{\ell}\right))^{2}}{2\alpha_{\ell}^{2}}\delta_{\ell,m},

where \alpha_{\ell} and \alpha_{m} are positive zeros of aJ_{\nu}\left(x\right)+bxJ_{\nu}'\left(x\right). (Compare (10.22.55)).

§10.22(iii) Integrals over the Interval (x,\infty)

§10.22(iv) Integrals over the Interval (0,\infty)

10.22.47 \int_{0}^{\infty}\frac{t^{\nu}Y_{\nu}\left(at\right)}{t^{2}+b^{2}}\,\mathrm{d}%
t=-b^{\nu-1}K_{\nu}\left(ab\right),a>0,\Re b>0,-\tfrac{1}{2}<\Re\nu<\tfrac{5}{2}.

For K_{\nu} see §10.25(ii).

For the hypergeometric function \mathbf{F} see §15.2(i).

For I and K see §10.25(ii).

For the confluent hypergeometric function {\mathbf{M}} see §13.2(i).

Orthogonality

10.22.55 \int_{0}^{\infty}t^{-1}J_{\nu+2\ell+1}\left(t\right)J_{\nu+2m+1}\left(t\right)%
\,\mathrm{d}t=\frac{\delta_{\ell,m}}{2(2\ell+\nu+1)},\nu+\ell+m>-1.

Weber–Schafheitlin Discontinuous Integrals, including Special Cases

When \Re\nu>\Re\mu>-1,

10.22.62 \int_{0}^{\infty}t^{\mu-\nu+1}J_{\mu}\left(at\right)J_{\nu}\left(bt\right)\,%
\mathrm{d}t=\begin{cases}0,&0<b<a,\\
\dfrac{2^{\mu-\nu+1}a^{\mu}(b^{2}-a^{2})^{\nu-\mu-1}}{b^{\nu}\Gamma\left(\nu-%
\mu\right)},&0<a\leq b.\end{cases}

When \Re\mu>0,

10.22.63 \int_{0}^{\infty}J_{\mu}\left(at\right)J_{\mu-1}\left(bt\right)\,\mathrm{d}t=%
\begin{cases}b^{\mu-1}a^{-\mu},&0<b<a,\\
(2b)^{-1},&b=a(>0),\\
0,&0<a<b.\end{cases}

Other Double Products

In (10.22.66)–(10.22.70) a,b,c are positive constants.

For the associated Legendre function Q see §14.3(ii) with \mu=0. For I and K see §10.25(ii).

Equation (10.22.70) also remains valid if the order \nu+1 of the J functions on both sides is replaced by \nu+2n-3, n=1,2,\dots, and the constraint \Re\nu>-\frac{3}{2} is replaced by \Re\nu>-n+\frac{1}{2}.

See also §1.17(ii) for an integral representation of the Dirac delta in terms of a product of Bessel functions.

Triple Products

In (10.22.71) and (10.22.72) a,b,c are positive constants.

10.22.72 \int_{0}^{\infty}J_{\mu}\left(at\right)J_{\nu}\left(bt\right)J_{\nu}\left(ct%
\right)t^{1-\mu}\,\mathrm{d}t=\frac{(bc)^{\mu-1}\sin\left((\mu-\nu)\pi\right)(%
\sinh\chi)^{\mu-\frac{1}{2}}}{(\frac{1}{2}\pi^{3})^{\frac{1}{2}}a^{\mu}}{%
\mathrm{e}}^{(\mu-\frac{1}{2})\mathrm{i}\pi}Q^{\frac{1}{2}-\mu}_{\nu-\frac{1}{%
2}}\left(\cosh\chi\right),\Re\mu>-\tfrac{1}{2},\Re\nu>-1,a>b+c,\cosh\chi=(a^{2}-b^{2}-c^{2})/(2bc).

For the Ferrers function \mathsf{P} and the associated Legendre function Q, see §§14.3(i) and 14.3(ii), respectively.

In (10.22.74) and (10.22.75), a,b,c are positive constants and

10.22.73
A=s(s-a)(s-b)(s-c),
s=\tfrac{1}{2}(a+b+c).

(Thus if a,b,c are the sides of a triangle, then A^{\frac{1}{2}} is the area of the triangle.)

Additional infinite integrals over the product of three Bessel functions (including modified Bessel functions) are given in Gervois and Navelet (1984, 1985a, 1985b, 1986a, 1986b).

§10.22(v) Hankel Transform

The Hankel transform (or Bessel transform) of a function f(x) is defined as

Hankel’s inversion theorem is given by

Sufficient conditions for the validity of (10.22.77) are that \int_{0}^{\infty}|f(x)|\,\mathrm{d}x<\infty when \nu\geq-\tfrac{1}{2}, or that \int_{0}^{\infty}|f(x)|\,\mathrm{d}x<\infty and \int_{0}^{1}x^{\nu+\frac{1}{2}}|f(x)|\,\mathrm{d}x<\infty when -1<\nu<-\tfrac{1}{2}; see Titchmarsh (1986a, Theorem 135, Chapter 8) and Akhiezer (1988, p. 62).

For asymptotic expansions of Hankel transforms see Wong (1976, 1977), Frenzen and Wong (1985a) and Galapon and Martinez (2014).

For collections of Hankel transforms see Erdélyi et al. (1954b, Chapter 8) and Oberhettinger (1972).

The following two formulas are generalizations of the Hankel transform. These are examples of the self-adjoint extensions and the Weyl alternatives of §1.18(ix).

10.22.78 f(x)=\int_{0}^{\infty}(xt)^{\frac{1}{2}}\frac{J_{\nu}\left(xt\right)Y_{\nu}%
\left(at\right)-Y_{\nu}\left(xt\right)J_{\nu}\left(at\right)}{{J_{\nu}}^{2}%
\left(at\right)+{Y_{\nu}}^{2}\left(at\right)}\*\int_{a}^{\infty}(yt)^{\frac{1}%
{2}}\left(J_{\nu}\left(yt\right)Y_{\nu}\left(at\right)-Y_{\nu}\left(yt\right)J%
_{\nu}\left(at\right)\right)f(y)\,\mathrm{d}y\,\mathrm{d}t,a>0.

This is the Weber transform. A sufficient condition for the validity is \int_{a}^{\infty}|f(y)|\,\mathrm{d}y<\infty.

Sufficient conditions for the validity of (10.22.79) are that \int_{0}^{\infty}|f(x)|\,\mathrm{d}x<\infty when 0<\nu\leq\tfrac{1}{2}, or that \int_{0}^{\infty}|f(x)|\,\mathrm{d}x<\infty and \int_{0}^{1}x^{\frac{1}{2}-\nu}|f(x)|\,\mathrm{d}x<\infty when \tfrac{1}{2}<\nu<1; see Titchmarsh (1962a, pp. 88–90).

§10.22(vi) Compendia

For collections of integrals of the functions J_{\nu}\left(z\right), Y_{\nu}\left(z\right), {H^{(1)}_{\nu}}\left(z\right), and {H^{(2)}_{\nu}}\left(z\right), including integrals with respect to the order, see Andrews et al. (1999, pp. 216–225), Apelblat (1983, §12), Erdélyi et al. (1953b, §§7.7.1–7.7.7 and 7.14–7.14.2), Erdélyi et al. (1954a, b), Gradshteyn and Ryzhik (2015, §§5.5 and 6.5–6.7), Gröbner and Hofreiter (1950, pp. 196–204), Luke (1962), Magnus et al. (1966, §3.8), Marichev (1983, pp. 191–216), Oberhettinger (1974, §§1.10 and 2.7), Oberhettinger (1990, §§1.13–1.16 and 2.13–2.16), Oberhettinger and Badii (1973, §§1.14 and 2.12), Okui (1974, 1975), Prudnikov et al. (1986b, §§1.8–1.10, 2.12–2.14, 3.2.4–3.2.7, 3.3.2, and 3.4.1), Prudnikov et al. (1992a, §§3.12–3.14), Prudnikov et al. (1992b, §§3.12–3.14), Watson (1944, Chapters 5, 12, 13, and 14), and Wheelon (1968).