Sunday 31 March 2013

integration - Solving defined integral



Is there an analytical solution to the following integral:



$$ I = \iint\limits_{\mathcal{D}} \exp\left(-kx\right) \mathrm{d}x \mathrm{d}y $$



Where:



$$ \mathcal{D}(x,y) \equiv x^2 + y^2 \leq R^2 $$




And:



$$ R, k \in \mathbb{R}^+_0$$



This integral arose in a simple problem (detector response to a cylindrical cell using Beer-Lambert law) but I am struggling to solve it. I did a polar coordinate change, but then I got:



$$ I = \iint\limits_{\mathcal{D}} \rho \exp \left( -k\rho \cos(\theta) \right) \mathrm{d}\rho \mathrm{d}\theta $$



Which seems not easier to solve.




I looked for this integral form in Handbook of Integrals but I cannot found it. I tried to solve it with a symbolic solver without success. I tried to apply the Green's Theorem but the mixed exponential/trigonometric term reappeared.



Edit:



As pointed out by Santosh Linkha and JJacquelin (featuring Mathematica), this integral can be solved using First Kind modified Bessel function. Readers which are not used to Bessel functions - as I was, might be intersted to know that resolution of this integral requires the following identities:



$$ I_n(x) = \frac{1}{\pi}\int\limits_0^\pi \cos(n\theta)\exp(x\cos(\theta))\mathrm{d}\theta $$



And:




$$ \frac{\mathrm{d}}{\mathrm{d}x} \left( x^\nu I_\nu(x) \right) = x^\nu I_{\nu-1}(x) $$


Answer



I cannot do better than Mathematica !



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