Int Bessel
Int Bessel
M.L. Glasser
Department of Physics and Department of Mathematics and Computer
Science, Clarkson University, Potsdam, N.Y. 13699-5815 (USA)
E. Montaldi
Dipartimento di Fisica, Universita di Milano, Via Celoria 16, 20133
Milano, Italy
Abstract
1
Some Integrals Involving Bessel Functions
1. Introduction
The aim of this work is to derive a number of infinite integrals involving
Bessel functions which appear to be new. The approach is, beginning with
an expression for the product of two Bessel functions as a sum of Gauss
functions, to integrate and perform a resummation to obtain other hyper-
geometric functions, and then to reduce these to more familiar form. In
particular we exploit the relation between Bessel functions and the function
0 F3 [1]. Finally, we generalize Weber’s second exponential integral by express-
ing the Laplace transform of a product of three Bessel functions as an infinite
series of products of modified Bessel functions. We have not aimed at com-
plete rigor or generality; operations such as interchange of limits and Hankel
inversion are carried out formally, i.e. without verifying that the conditions
stated ensure their validity. In the majority of cases approriate conditions
can be supplied by appeal to convergence and analytic continuation.
1 µ 1 ν
X∞
(−1)m ( 12 ax)2m b2
( ax) ( bx) 2 F1 (−m, −µ − m; ν + 1; 2 ) (2.1)
2 2 m=0 m!(µ + 1)m a
2
By making use of the standard transformation[3], we have
b2
2 F1 (−m, −µ − m; ν + 1; )=
a2
b2 µ+ν+2m+1 b2
= (1 − ) 2 F1 (ν + m + 1, µ + ν + m + 1; ν + 1; ) (2.2)
a2 a2
Next, we recall that [4]
b2
2 F1 (ν + m + 1, ν + µ + m + 1; ν + 1; )=
a2
4(a/b)ν
= ·
Γ(µ + ν + 1)(ν + 1)m (µ + ν + 1)m
b
Z ∞
· tµ+ν+2m+1 Kµ (2t)Iν (2 t)dt (2.3)
0 a
b
m = 0, 1, 2, . . . , Re ν > −1, Re (µ + ν) > −1, |Re( )| < 1.
a
By inserting (2.2) and (2.3) into (2.1), we get
1 1 b2
Γ(ν + 1)Γ(µ + 1)Γ(µ + ν + 1)Jµ (ax)Jν (bx) = 4( ax)µ ( bx)ν (1 − 2 )µ+ν+1 ·
2 2 a
a b
Z ∞
·( )ν tµ+ν+1 0 F3 (µ + 1, ν + 1, µ + ν + 1; −z 2 t2 )Kµ (2t)Iν (2 t)dt (2.4)
b 0 a
b
Re ν > −1, Re (µ + ν) > −1, |Re( )| < 1,
a
1 b2
where z = 2 ax(1 − a2 ).
It is interesting to observe that eq. (2.4) enables us to derive the Mellin
transform of Jµ (ax)Jν (bx), i.e. the Weber-Schafheitlin integral [5], in a simple
way. Indeed from [6],
Z ∞
xµ+ν−s 0 F3 (µ + 1, ν + 1, µ + ν + 1; −z 2 t2 )dx =
0
1 1 b2 s−µ−ν−1 Γ( µ+ν−s+1
2
)Γ(µ + 1)Γ(ν + 1)Γ(µ + ν + 1)
= [ a(1 − 2 )t] µ−ν+s+1 , (2.5)
2 2 a Γ( 2 )Γ( ν−µ+s+1
2
)Γ( µ+ν+s+1
2
)
Re (µ + ν − s) > −1,
and [4]
3
b (b/a)ν µ+ν +s+1 ν−µ+s+1
Z ∞
ts Kµ (2t)Iν (2 t)dt = Γ( )Γ( )·
0 a 4Γ(ν + 1) 2 2
ν +µ+s+1 ν −µ+s+1 b2
, 2 F1 ( ; ν + 1; 2 ) (2.6)
2 2 a
b
Re(ν ± µ + s) > −1, |Re( )| < 1
a
we immediately obtain
Z ∞
−s ν s−ν−1 Γ( µ+ν−s+1
2
)
x Jµ (ax)Jν (bx)dx = 2 b a
−s
µ−ν+s+1 ·
0 Γ(ν + 1)Γ( 2 )
b2 s µ+ν+s+1 ν −µ+s+1 b2
(1 − 2 ) 2 F1 ( , ; ν + 1; 2 )
a 2 2 a
µ+ν−s+1
Γ( 2 ) ν −µ−s+1 ν +µ−s+1 b2
= 2−s bν as−ν−1 2 F1 ( , ; ν+1; )
Γ(ν + 1)Γ( µ−ν+s+1
2
) 2 2 a2
(2.7)
Re(µ + ν − s) > −1, 0<b<a
With b → ib (b > 0),and x positive, eq. (2.4) becomes
Γ(µ + 1)Γ(ν + 1)Γ(µ + ν + 1)Jµ (ax)Iν (bx) =
1 1 b2 a
( ax)µ ( bx)ν (1 + 2 )µ+ν+1 ( )ν ·
4 4 a b
2
Z ∞ 1 2 2 b b
tµ+ν+1 0 F3 (µ+1, ν+1, µ+ν+1; − a x (1+ 2 )2 t2 )Kµ (t)Jν ( t)dt (2.8)
0 16 a a
Re ν > −1, Re(µ + ν) > −1
or, by writing b=ay and x=a/4
1 1 a2
Γ(µ + 1)Γ(ν + 1)Γ(µ + ν + 1)Jµ ( a2 )Iν ( a2 y) = ( )µ+ν (1 + y 2 )µ+ν+1 ·
4 4 16
a4
Z ∞
· tµ+ν+1 0 F3 (µ + 1, ν + 1, µ + ν + 1; − (1 + y 2)2 t2 )Kµ (t)Jν (yt)dt (2.9)
0 256
Re ν > −1, Re(µ + ν) > −1.
16a
Also, with a2 → 1+y 2
,
4
4a 4ay
Γ(µ + 1)Γ(ν + 1)Γ(µ + ν + 1)Jµ ( 2
)Iν ( 2
) = (1 + y 2 )aµ+ν ·
1+y 1+y
Z ∞
· tµ+ν+1 0 F3 (µ + 1, ν + 1, µ + ν + 1; −a2 t2 )Kµ (t)Jν (yt)dt (2.10)
0
t Z ∞
y ν+1
( )µ+ν Kµ (t) = Γ(µ + ν + 1) Jν (ty)dy (2.12)
2 0 (1 + y 2 )µ+ν+1
The four particular cases
1 1 1 1
µ = 0, ν = − ; µ = 0, ν = ; ν = 0, µ = − ; ν = 0, µ =
2 2 2 2
of eq.(2.9) are of some interest. By using
1 1 x4
0 F3 ( , , 1; − ) = ber(x) (2.13)
2 2 256
and
x2 3 3 x4
0 F3 ( , , 1 : − ) = bei(x) (2.14)
4 2 2 256
we obtain the four integral representations
π a2 a2 y
Z ∞ q
(1 + y 2 )−1/2 J0 ( ) cosh( )= K0 (t)ber(a (1 + y 2 )t) cos(yt)dt
2 4 4 0
(2.15)
5
π 2 −1/2 a2 a2 y Z ∞ q
(1 + y ) J0 ( ) sinh( )= K0 (t)bei(a (1 + y 2 )t) sin(yt)dt (2.16)
2 4 4 0
2 2
ay a Z ∞ q
(1 + y 2)−1/2 I0 ( ) cos( ) = e−t ber(a (1 + y 2 )t)J0 (yt)dt (2.17)
4 4 0
a2 y a2
Z ∞ q
2 −1/2
(1 + y ) I0 ( ) sin( ) = e bei(a (1 + y 2)t)J0 (yt)dt
−t
(2.18).
4 4 0
Therefore,
√ Z ∞ 1 a2 1 a2 y
K0 (t)ber(a t) = (1 + y 2 )−1/2 J0 ( ) cosh( ) cos(ty)dy
0 4 1 + y2 4 1 + y2
(2.19)
√ Z ∞
1 a 2
1 a2
y
K0 (t)bei(a t) = (1+y 2 )−1/2 J0 ( ) sinh( ) sin(ty)dy (2.20)
0 4 1 + y2 4 1 + y2
1 −t √ Z ∞
1 a2 y 1 a2
e ber(a t) = y(1 + y 2 )−1/2 I0 ( ) cos( )J0 (ty)dy (2.21)
t 0 4 1 + y2 4 1 + y2
1 −t √ Z ∞
1 a2 y 1 a2
e bei(a t) = y(1 + y 2 )−1/2 I0 ( ) sin( )J0 (ty)dy (2.22)
t 0 4 1 + y2 4 1 + y2
1
A curious formula arising from (2.4) may be mentioned. We set µ = 2
,
replace Iν (2 ab t) by Poisson’s integral [9]
b 1 bt ν Z 1 −2 b tu 1
Iν (2 t) = 1 ( ) e a (1 − u2 )ν− 2 du (2.23)
a Γ(ν + 2 ) a −1
1
Re ν > −
2
interchange the order of integration, and then use the Laplace transform
√
3 3 Γ(2ν + 2) −(2ν+1) α
Z ∞
−βt 2ν+1 2
e t 0 F3 ( , ν + 1, ν + ; −αt )dt = √ β sin(4 )
0 2 2 4 α β
(2.24)
Re ν > −1, Re β > 0
which is readily established by expressing the 0 F3 as its power series and
integrating term-by-term. This leads to
sin(ax)Jν (bx) =
6
1
1 1 ν 2 2 ν+ 21
Z 1
(1 − u2 )ν− 2 a2 − b2
=√ ( bx) (a − b ) sin( x)du (2.25)
πΓ(ν + 12 ) 2 −1 (a + bu)2ν+1 a + bu
1
Re ν > − , |a| > |b| > 0.
2
π
Therefore, with x = 2a
and b = ay
πy
Jν ( )
2
1 1 1 (1 − u2 )ν−1/2 π 1 − y2
Z
ν 2 ν+ 21
=√ 1 ( πy) (1 − y ) sin( )du (2.26)
πΓ(ν + 2 ) 4 −1 (1 + uy)2ν+1 2 1 + uy
1
Re ν > − , |y| < 1.
2
By taking advantage of other known reductions for the 0 F3 functions in
(2.4) many additional new integrals can be derived. For example from [23]
we obtain
Z ∞ 3πν √ 3πν √
e−x Iν (x sin θ)[sin( )ber2ν (2 cos θ ux)+cos( )bei2ν (2 cos θ ux)]dx
0 2 2
= sec θ sin u Jν (u sin θ),
and in particular
Z ∞ √
e−x I2n (x sin θ)bei4n (2 cos θ ux)dx = (−1)n sec θ sin u J2n (u sin θ)
0
Z ∞ √
e−x I2n+1 (x sin θ)ber4n+2 (2 cos θ ux)dx = (−1)n+1 sec θ sin u J2n+1 (u sin θ).
0
We conclude this section by deriving a further integral representation for the
product Jν (ax)Jν (bx) in terms of a 0 F3 , but different from (2.4).
Let us consider eq.(2.1) with µ = ν. According to the quadratic transfor-
mation [10]
b2 b2 m m 1−m 2ab 2
2 F1 (−m, −ν − m; ν + 1; ) = (1 + ) 2 F1 (− , ; ν + 1; ( ) )=
a2 a2 2 2 a2 + b2
[m]
b2 2
1 ab 2r
= (1 + 2 )m m!
X
( 2 2
) (2.27)
a r=0 (m − 2r)!r!(ν + 1)r a + b
7
and (2.1) becomes
m 1
√
1 ∞
(−1) ( x a2 + b2 )2m
Jν (ax)Jν (bx) = ( abx2 )ν 2
X
·
4 m=0 Γ(ν + m + 1)
[m]
2
X ( a2ab
+b2
)2r
· . (2.28)
r=0 (m − 2r)!r!Γ(ν + r + 1)
By using [11]
∞ X
2
[m] ∞
X X
c(m, r) = c(m + 2r, r) (2.29)
m=0 r=0 m,r=0
it follows that
Jν (ax)Jν (bx) =
√
∞
X 1 abx ν+2r
X∞
(−1)m ( 21 x a2 + b2 )ν+2r+2m
( √ 2 ) =
r=0 r!Γ(ν + r + 1) 2 a + b2 m=0 m!Γ(ν + 2r + m + 1)
1 abx ν
∞
X ( 2√abx
a2 +b2
)2r √
=( √ ) J ν+2r (x a2 + b2 ) (2.30)
2 a2 + b2 r=0 r!Γ(ν + r + 1)
We note, in passing, that (2.30) provides a quick derivation of Weber’s second
integral [12]. Indeed, by using
Z ∞ 2 √ (a2 + b2 )ν/2+r − a24p
+b2
e−px xν+2r+1 Jν+2r (x a2 + b2 )dx = e (2.31)
0 (2p)ν+2r+1
we have
1 − a24p
+b2 X
∞
(ab/4p)ν+2r
Z ∞
−px2
xe Jν (ax)Jν (bx)dx = e =
0 2p r=0 r!Γ(ν + r + 1)
1 − a24p
+b2 ab
= e Iν ( ) (2.32)
2p 2p
We also observe that (2.30) can be obtained from the formula [13]
8
by applying the confluence principle [14] twice. We first replace x by x/b, y
by y/b, and let b→ ∞. This gives
(a)r (c − a)r
∞
(−xy)r 1 F1 (a + r; c + 2r; x + y)
X
1 F1 (a; c; x)1 F1 (a; c; y) =
r=0 r!(c) r (c) 2r
(2.34).
Next, we replace x by x/a, y by y/a and let a→ ∞; then
∞
X (xy)r
0 F1 (c; x) 0 F1 (c; x) = 0 F1 (c + 2r; x + y) (2.35)
r=0 r!(c)r (c)2r
which is equivalent to the desired result. If on the right hand side of (2.30)
we write [9] √
Jν+2r (x a2 + b2 ) =
√
2 ((1/2)x a2 + b2 )ν+2r Z 1 2 ν− 21 +2r
√
√ (1 − t ) cos(xt a2 + b2 )dt,
πΓ(ν + 12 ) ( ν2 + 14 )r ( ν2 + 34 )r 22r 0
(2.36)
we get (Re ν > − 21 )
2
Z 1 1 √
Jν (ax)Jν (bx) = (abx2 )ν (1 − t2 )ν− 2 cos(xt a2 + b2 )·
πΓ(2ν + 1) 0
ν 1 ν 3 1 2 2 4
+ , + ; a b x (1 − t2 )2 )dt
· 0 F3 (ν + 1, (2.37)
2 4 2 4 64
√ √
and with b = 1, x = a−1/2 , and a = 14 ( u2 + 2 + u2 − 2)2 ,
√ √ √ √
u2 + 2 + u2 − 2 u2 + 2 − u2 − 2
Jν ( )Jν ( )=
2 2
2 1
Z
(1 − t2 )ν−1/2 cos(ut)·
πΓ(2ν + 1) 0
ν 1 ν 3 1
+ , + ; (1 − t2 )2 )dt
· 0 F3 (ν + 1, (2.38)
2 4 2 4 64
Finally, with ν = 1/2 (2.37) yields [23]
s
Z 1 a2 + b2 √ √ dt
cos(ut )[I1 (u 1 − t2 ) + J1 (u 1 − t2 )] √
0 2ab 1 − t2
9
q q
= (2/u) sin(u a/2b) sin(u b/2a).
Further, more complex, evaluations are possible by the same procedure.
√ √ √
3. The integral 0∞ e−αx J0 (β1 x)J0 (β2 x)J0 (β3 x)dx.
R
10
and the familiar integral representation
Z π β1 β2
cos θ β1 β2
e 2α cos(nθ)dθ = πIn ( ), (3.7)
0 2α
we finally have
Z ∞ √ √ √
e−αx J0 (β1 x)J0 (β2 x)J0 (β3 x)dx
0
where
β1 β2 β1 β3 β2 β3
Fn (β1 , β2 , β3 ) = In (
)In ( )In ( ) (3.9)
2α 2α 2α
We conclude by sketching the evaluation of the more general integral
Z ∞ √ √ √
Im (β1 , β2 , β3 ) = e−αx J0 (β1 x)Jm (β2 x)Jm (β3 x)dx (3.10)
0
where m is a positive integer. In the first place, (3.4) takes the form
1 β2 β3 m − β12
Im (β1 , β2 , β3 ) = ( ) e 4α ·
m!α 4α
∞
(−1)n β32 n β2 β2
( ) 2 F1 (−n, −n − m; m + 1; 22 )Lm+n ( 1 )
X
(3.11)
n=0 n! 4α β3 4α
By observing that [19]
22m m!2 Z π 2m
= sin θ (β22 + β32 − 2β2 β3 cos θ)n dθ (3.12)
(2m)!πβ32n 0
eq. (3.11) becomes
1 m! β2 β3 m −β12 /4α Z π 2m X ∞
(−1/4α)n
Im (β1 , β2 , β3 ) = ( ) e sin θ ·
πα (2m)! α 0 n=0 n!
11
β12
(β22 + β32 − 2β2 β3 cos θ)n Lm+n ( )dθ. (3.13)
4α
Now, from [20],
n! d
Lm+n (x) = ex ( )m e−x xm Lm
n (x) (3.14)
(m + n)! dx
and [17]
∞
tn √
Lm −m/2 t
X
n (x) = (xt) e Jm (2 xt) (3.15)
n=0 (m + n)!
n=0 n! 4α 4α dx
x −m x
r r
(R ) Im (R )| 2 . (3.16)
α α x=β1 /4α
By inserting (3.16) into (3.13) and using [21]
x −m x β2 β3 x −m ∞
r r
(m + n)Cnm (cos θ)·
X
(R ) Im (R )=( ) (m − 1)!
α α 2α n=0
x x
r r
Im+n (β2 )Im+n (β3 ) (3.18)
α α
and [22] Z π β2 β3
sin2m θ e 2α
cos θ
Cnm (cos θ)dθ
0
1−m
π2 (2m + n − 1)! 2α m β2 β3
= ( ) Im+n ( ), (3.18)
n!(m − 1)! β2 β3 2α
we finally obtain
Z ∞ √ √ √
e−αx J0 (β1 x)Jm (β2 x)Jm (β3 x)dx
0
12
In particular, by letting β3 → 0, after dividing by β3m ,
Z ∞ √ √
e−αx J0 (β1 x)Jm (β2 x)xm/2 dx
0
1 d x x
r
2
= e−β2 /4α ( )m e−x ( )m/2 Im (β2 )| 2 (3.20)
α dx α α x=β1 /4α
m
!
1 β2 m − β12 +β22 X n m β1 n β1 β2
= ( ) e 4α (−1) ( ) In ( ).
α 2α n=0 n β2 2α
which is of interest in connection with formulas (39)-(42) on page 186 of
reference [15].
In conclusion, we point out that the derivation of (2.24) can be extended
to give
Z ∞ 1
e−βx 0 F3 (µ, ν, ν + ; −a2 x2 )dx = (2a)1−µ Γ(µ)Γ(2ν)β µ−2ν−1 Jµ−1 (4a/β)
0 2
(3.21)
Therefore, the results of section 2, for example, are capable of extension
in a variety of directions. We leave this for the future and merely quote
one example, interesting because it contains each of the four types of Bessel
functions:
Z ∞
xJ1 (ax)I1 (ax)Y0 (x)K0 (x) dx = −(2πa2 )−1 ln(1 − a4 ) (3.22)
0
13
[8] See Ref.[2] Vol. 2, p.96, eq. (59).
[9] Ibid. Vol. 2, p.81, eq. (10).
[10] See Ref. [1], p. 110, eq. (1).
[11] H.M. Srivastava and H.L. Manocha, A treatise on Generating Functions
(John Wiley 1983), p. 101, eq. (6).
[12] See Ref. [2], Vol. 2, p.50, eq. (25).
[13] J.L. Burchnall and T.W. Chaundy, Quart. J. Math. Oxford Ser. 11,
249-270 (1940).
[14] See Ref. [11], p.36.
[15] Bateman Manuscript Project, Tables of Integral Transforms (McGraw-
Hill 1953), Vol. 2, p. 30, eq. (13).
[16] See Ref. [1], p. 157, eq. (15).
[17] See Ref. [2], p. 189, eq. (18).
[18] Ibid. Vol. 2, p.44, eq.(5).
[19] Ibid. Vol. 2, p.177, eq.(31).
[20] Ibid. Vol. 2, p.190, eq.(28).
[21] Ibid. Vol. 2, p.101, eq.(30).
[22] See Ref. [15], p.281, eq.(7).
[23] A.P. Prudnikov, Ya. A. Brychkov and O.I. Marichev, Integrals and Series
(Gordon and Breach, N.Y. 1989) Vol. 3 Sec. 7.16.3 Eq. (6).
[24] Ibid. Sec. 7.16.2 Eq.(15).
14