Saturday, 12 November 2016

calculus - Integrals of the form intxnu1Jnu(x)mathrmdx

Consider the following integral:



xν1Jν(x) dx,



where ν>0 and Jν denotes the Bessel function of the first kind. For which values ν (either integers or half-integers) do we have a closed-form expression for this integral? For instance, in the case where ν=1, then we have the well known identity




J1(x) dx=J0(x).



If ν=2 then we also have



xJ2(x) dx=2J0(x)xJ1(x),



and it seems that for positive integers ν we can obtain an expression involving Bessel functions. Is there a general formula?



If ν is a half-integer then I am not sure a closed form expression exists. Wolfram Alpha says that




x1/2J3/2(x) dx=2π(Si(x)sin(x)),



where Si(x) denotes the sine integral. The presence of the sin also seems to suggest that the integral wouldn't converge on an infinite interval such as [0,), say.

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