Consider the following integral:
∫xν−1Jν(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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