§10.43 Integrals ‣ Modified Bessel Functions ‣ Chapter 10 Bessel Functions (original) (raw)

Contents
  1. §10.43(i) Indefinite Integrals
  2. §10.43(ii) Integrals over the Intervals (0,x) and (x,∞)
  3. §10.43(iii) Fractional Integrals
  4. §10.43(iv) Integrals over the Interval (0,∞)
  5. §10.43(v) Kontorovich–Lebedev Transform
  6. §10.43(vi) Compendia

§10.43(i) Indefinite Integrals

Let 𝒵ν⁡(z) be defined as in §10.25(ii). Then

10.43.1 ∫zν+1⁢𝒵ν⁡(z)⁢dz =zν+1⁢𝒵ν+1⁡(z),
∫z−ν+1⁢𝒵ν⁡(z)⁢dz =z−ν+1⁢𝒵ν−1⁡(z).
ⓘ Symbols: dx: differential of x,∫: integral,𝒵ν⁡(z): modified cylinder function,z: complex variable andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E1 Encodings: TeX, TeX, pMML, pMML, png, png See also: Annotations for §10.43(i),§10.43 andCh.10
10.43.2 ∫zν⁢𝒵ν⁡(z)⁢dz=π12⁢2ν−1⁢Γ⁡(ν+12)⁢z⁢(𝒵ν⁡(z)⁢𝐋ν−1⁡(z)−𝒵ν−1⁡(z)⁢𝐋ν⁡(z)),
ν≠−12.
ⓘ Symbols: Γ⁡(z): gamma function,π: the ratio of the circumference of a circle to its diameter,dx: differential of x,∫: integral,𝐋ν⁡(z): modified Struve function,𝒵ν⁡(z): modified cylinder function,z: complex variable andν: complex parameter A&S Ref: 11.1.8 (Case ν=0 only) Referenced by: §10.43(i) Permalink: http://dlmf.nist.gov/10.43.E2 Encodings: TeX, pMML, png See also: Annotations for §10.43(i),§10.43 andCh.10

For the modified Struve function 𝐋ν⁡(z) see §11.2(i).

10.43.3 ∫e±z⁢zν⁢𝒵ν⁡(z)⁢dz =e±z⁢zν+12⁢ν+1⁢(𝒵ν⁡(z)∓𝒵ν+1⁡(z)),
ν≠−12,
∫e±z⁢z−ν⁢𝒵ν⁡(z)⁢dz =e±z⁢z−ν+11−2⁢ν⁢(𝒵ν⁡(z)∓𝒵ν−1⁡(z)),
ν≠12.
ⓘ Symbols: dx: differential of x,e: base of natural logarithm,∫: integral,𝒵ν⁡(z): modified cylinder function,z: complex variable andν: complex parameter A&S Ref: 11.3.12, 11.3.14, 11.3.15, 11.3.17 (modified) Permalink: http://dlmf.nist.gov/10.43.E3 Encodings: TeX, TeX, pMML, pMML, png, png See also: Annotations for §10.43(i),§10.43 andCh.10

§10.43(ii) Integrals over the Intervals (0,x) and (x,∞)

10.43.5 ∫x∞K0⁡(t)t⁢dt=12⁢(ln⁡(12⁢x)+γ)2+π224−∑k=1∞(ψ⁡(k+1)+12⁢k−ln⁡(12⁢x))⁢(12⁢x)2⁢k2⁢k⁢(k!)2,

where ψ=Γ′/Γ and γ is Euler’s constant (§5.2).

10.43.6 ∫0xe−t⁢In⁡(t)⁢dt=x⁢e−x⁢(I0⁡(x)+I1⁡(x))+n⁢(e−x⁢I0⁡(x)−1)+2⁢e−x⁢∑k=1n−1(n−k)⁢Ik⁡(x),
n=0,1,2,….
ⓘ Symbols: dx: differential of x,e: base of natural logarithm,∫: integral,Iν⁡(z): modified Bessel function of the first kind,n: integer,k: nonnegative integer andx: real variable Referenced by: §10.43(ii) Permalink: http://dlmf.nist.gov/10.43.E6 Encodings: TeX, pMML, png See also: Annotations for §10.43(ii),§10.43 andCh.10
10.43.7 ∫0xe±t⁢tν⁢Iν⁡(t)⁢dt=e±x⁢xν+12⁢ν+1⁢(Iν⁡(x)∓Iν+1⁡(x)),
ℜ⁡ν>−12,
ⓘ Symbols: dx: differential of x,e: base of natural logarithm,∫: integral,Iν⁡(z): modified Bessel function of the first kind,ℜ⁡: real part,x: real variable andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E7 Encodings: TeX, pMML, png See also: Annotations for §10.43(ii),§10.43 andCh.10
10.43.8 ∫0xe±t⁢t−ν⁢Iν⁡(t)⁢dt=−e±x⁢x−ν+12⁢ν−1⁢(Iν⁡(x)∓Iν−1⁡(x))∓2−ν+1(2⁢ν−1)⁢Γ⁡(ν),
ν≠12.
ⓘ Symbols: Γ⁡(z): gamma function,dx: differential of x,e: base of natural logarithm,∫: integral,Iν⁡(z): modified Bessel function of the first kind,x: real variable andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E8 Encodings: TeX, pMML, png See also: Annotations for §10.43(ii),§10.43 andCh.10
10.43.9 ∫0xe±t⁢tν⁢Kν⁡(t)⁢dt=e±x⁢xν+12⁢ν+1⁢(Kν⁡(x)±Kν+1⁡(x))∓2ν⁢Γ⁡(ν+1)2⁢ν+1,
ℜ⁡ν>−12,
ⓘ Symbols: Γ⁡(z): gamma function,dx: differential of x,e: base of natural logarithm,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part,x: real variable andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E9 Encodings: TeX, pMML, png See also: Annotations for §10.43(ii),§10.43 andCh.10
10.43.10 ∫x∞et⁢t−ν⁢Kν⁡(t)⁢dt=ex⁢x−ν+12⁢ν−1⁢(Kν⁡(x)+Kν−1⁡(x)),
ℜ⁡ν>12.
ⓘ Symbols: dx: differential of x,e: base of natural logarithm,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part,x: real variable andν: complex parameter Referenced by: §10.43(ii) Permalink: http://dlmf.nist.gov/10.43.E10 Encodings: TeX, pMML, png See also: Annotations for §10.43(ii),§10.43 andCh.10

§10.43(iii) Fractional Integrals

The Bickley function Kiα⁡(x) is defined by

when ℜ⁡α>0 and x>0, and by analytic continuation elsewhere. Equivalently,

10.43.12 Kiα⁡(x)=∫0∞e−x⁢cosh⁡t(cosh⁡t)α⁢dt,
x>0.
ⓘ Symbols: Kiα⁡(x): Bickley function,dx: differential of x,e: base of natural logarithm,cosh⁡z: hyperbolic cosine function,∫: integral andx: real variable A&S Ref: 11.2.10 (with other conditions) Referenced by: §10.43(iii) Permalink: http://dlmf.nist.gov/10.43.E12 Encodings: TeX, pMML, png See also: Annotations for §10.43(iii),§10.43 andCh.10

Properties

10.43.15 Ki−n⁡(x)=(−1)n⁢dndxn⁡K0⁡(x),
n=1,2,3,….
ⓘ Symbols: Kiα⁡(x): Bickley function,dfdx: derivative of f with respect to x,Kν⁡(z): modified Bessel function of the second kind,n: integer andx: real variable A&S Ref: 11.2.9 Permalink: http://dlmf.nist.gov/10.43.E15 Encodings: TeX, pMML, png See also: Annotations for §10.43(iii),§10.43(iii),§10.43 andCh.10
10.43.16 Kiα⁡(0)=π⁢Γ⁡(12⁢α)2⁢Γ⁡(12⁢α+12),
α≠0,−2,−4,….
ⓘ Symbols: Kiα⁡(x): Bickley function,Γ⁡(z): gamma function andπ: the ratio of the circumference of a circle to its diameter A&S Ref: 11.2.12, 11.2.13 (with less restrictive conditions) Referenced by: §10.43(iii) Permalink: http://dlmf.nist.gov/10.43.E16 Encodings: TeX, pMML, png See also: Annotations for §10.43(iii),§10.43(iii),§10.43 andCh.10

For further properties of the Bickley function, including asymptotic expansions and generalizations, see Amos (1983c, 1989) andLuke (1962, Chapter 8).

§10.43(iv) Integrals over the Interval (0,∞)

10.43.18 ∫0∞Kν⁡(t)⁢dt=12⁢π⁢sec⁡(12⁢π⁢ν),
|ℜ⁡ν <1.
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,dx: differential of x,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part,sec⁡z: secant function andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E18 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.19 ∫0∞tμ−1⁢Kν⁡(t)⁢dt=2μ−2⁢Γ⁡(12⁢μ−12⁢ν)⁢Γ⁡(12⁢μ+12⁢ν),
|ℜ⁡ν <ℜ⁡μ.
ⓘ Symbols: Γ⁡(z): gamma function,dx: differential of x,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part andν: complex parameter Keywords: Mellin transform A&S Ref: 11.4.22, 11.4.23 Permalink: http://dlmf.nist.gov/10.43.E19 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.20 ∫0∞cos⁡(a⁢t)⁢K0⁡(t)⁢dt =π2⁢(1+a2)12,
|ℑ⁡a <1,
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,cos⁡z: cosine function,dx: differential of x,ℑ⁡: imaginary part,∫: integral andKν⁡(z): modified Bessel function of the second kind A&S Ref: 11.4.14 Permalink: http://dlmf.nist.gov/10.43.E20 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.21 ∫0∞sin⁡(a⁢t)⁢K0⁡(t)⁢dt =arcsinh⁡a(1+a2)12,
|ℑ⁡a <1.
ⓘ Symbols: dx: differential of x,arcsinh⁡z: inverse hyperbolic sine function,ℑ⁡: imaginary part,∫: integral,Kν⁡(z): modified Bessel function of the second kind andsin⁡z: sine function A&S Ref: 11.4.15 Permalink: http://dlmf.nist.gov/10.43.E21 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10

When ℜ⁡μ>|ℜ⁡ν|,

10.43.22 ∫0∞tμ−1⁢e−a⁢t⁢Kν⁡(t)⁢dt={(12⁢π)12⁢Γ⁡(μ−ν)⁢Γ⁡(μ+ν)⁢(1−a2)−12⁢μ+14⁢𝖯ν−12−μ+12⁡(a),−1<a<1,(12⁢π)12⁢Γ⁡(μ−ν)⁢Γ⁡(μ+ν)⁢(a2−1)−12⁢μ+14⁢Pν−12−μ+12⁡(a),ℜ⁡a≥0,a≠1.

For the second equation there is a cut in the a-plane along the interval [0,1], and all quantities assume their principal values (§4.2(i)). For the Ferrers function 𝖯 and the associated Legendre functionP, see §§14.3(i) and 14.21(i).

10.43.23 ∫0∞tν+1⁢Iν⁡(b⁢t)⁢exp⁡(−p2⁢t2)⁢dt =bν(2⁢p2)ν+1⁢exp⁡(b24⁢p2),
ℜ⁡ν>−1,ℜ⁡(p2)>0,
ⓘ Symbols: dx: differential of x,exp⁡z: exponential function,∫: integral,Iν⁡(z): modified Bessel function of the first kind,ℜ⁡: real part andν: complex parameter Keywords: Mellin transform Referenced by: §10.43(iv) Permalink: http://dlmf.nist.gov/10.43.E23 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.24 ∫0∞Iν⁡(b⁢t)⁢exp⁡(−p2⁢t2)⁢dt =π2⁢p⁢exp⁡(b28⁢p2)⁢I12⁢ν⁡(b28⁢p2),
ℜ⁡ν>−1, ℜ⁡(p2)>0,
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,dx: differential of x,exp⁡z: exponential function,∫: integral,Iν⁡(z): modified Bessel function of the first kind,ℜ⁡: real part andν: complex parameter A&S Ref: 11.4.31 Permalink: http://dlmf.nist.gov/10.43.E24 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.25 ∫0∞Kν⁡(b⁢t)⁢exp⁡(−p2⁢t2)⁢dt =π4⁢p⁢sec⁡(12⁢π⁢ν)⁢exp⁡(b28⁢p2)⁢K12⁢ν⁡(b28⁢p2),
|ℜ⁡ν <1, ℜ⁡(p2)>0.
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,dx: differential of x,exp⁡z: exponential function,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part,sec⁡z: secant function andν: complex parameter A&S Ref: 11.4.32 (Case ν=0) Referenced by: §10.43(iv) Permalink: http://dlmf.nist.gov/10.43.E25 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.26 ∫0∞Kμ⁡(a⁢t)⁢Jν⁡(b⁢t)tλ⁢dt =bν⁢Γ⁡(12⁢ν−12⁢λ+12⁢μ+12)⁢Γ⁡(12⁢ν−12⁢λ−12⁢μ+12)2λ+1⁢aν−λ+1⁢𝐅⁡(ν−λ+μ+12,ν−λ−μ+12;ν+1;−b2a2),
ℜ⁡(ν+1−λ)>|ℜ⁡μ ,ℜ⁡a> ℑ⁡b
ⓘ Symbols: Jν⁡(z): Bessel function of the first kind,Γ⁡(z): gamma function,dx: differential of x,ℑ⁡: imaginary part,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part,𝐅⁡(a,b;c;z) or 𝐅⁡(a,bc;z): =𝐅12⁡(a,b;c;z)Olver’s hypergeometric function andν: complex parameter Keywords: Mellin transform Permalink: http://dlmf.nist.gov/10.43.E26 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10

For the hypergeometric function 𝐅 see §15.2(i).

10.43.27 ∫0∞tμ+ν+1⁢Kμ⁡(a⁢t)⁢Jν⁡(b⁢t)⁢dt =(2⁢a)μ⁢(2⁢b)ν⁢Γ⁡(μ+ν+1)(a2+b2)μ+ν+1,
ℜ⁡(ν+1)>|ℜ⁡μ ,ℜ⁡a> ℑ⁡b
ⓘ Symbols: Jν⁡(z): Bessel function of the first kind,Γ⁡(z): gamma function,dx: differential of x,ℑ⁡: imaginary part,∫: integral,Kν⁡(z): modified Bessel function of the second kind,ℜ⁡: real part andν: complex parameter Keywords: Mellin transform Permalink: http://dlmf.nist.gov/10.43.E27 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.28 ∫0∞t⁢exp⁡(−p2⁢t2)⁢Iν⁡(a⁢t)⁢Iν⁡(b⁢t)⁢dt =12⁢p2⁢exp⁡(a2+b24⁢p2)⁢Iν⁡(a⁢b2⁢p2),
ℜ⁡ν>−1,ℜ⁡(p2)>0,
ⓘ Symbols: dx: differential of x,exp⁡z: exponential function,∫: integral,Iν⁡(z): modified Bessel function of the first kind,ℜ⁡: real part andν: complex parameter Permalink: http://dlmf.nist.gov/10.43.E28 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10
10.43.29 ∫0∞t⁢exp⁡(−p2⁢t2)⁢I0⁡(a⁢t)⁢K0⁡(a⁢t)⁢dt =14⁢p2⁢exp⁡(a22⁢p2)⁢K0⁡(a22⁢p2),
ℜ⁡(p2)>0.
ⓘ Symbols: dx: differential of x,exp⁡z: exponential function,∫: integral,Iν⁡(z): modified Bessel function of the first kind,Kν⁡(z): modified Bessel function of the second kind andℜ⁡: real part Referenced by: §10.43(iv) Permalink: http://dlmf.nist.gov/10.43.E29 Encodings: TeX, pMML, png See also: Annotations for §10.43(iv),§10.43 andCh.10

For infinite integrals of triple products of modified and unmodified Bessel functions, seeGervois and Navelet (1984, 1985a, 1985b, 1986a, 1986b).

§10.43(v) Kontorovich–Lebedev Transform

The Kontorovich–Lebedev transform of a function g⁡(x) is defined as

10.43.30 f⁡(y)=2⁢yπ2⁢sinh⁡(π⁢y)⁢∫0∞g⁡(x)x⁢Ki⁢y⁡(x)⁢dx.

Then

10.43.31 g⁡(x)=∫0∞f⁡(y)⁢Ki⁢y⁡(x)⁢dy,

provided that either of the following sets of conditions is satisfied:

10.43.32 ∫012g⁡(x)x⁢ln⁡(1x)⁢dx,
∫12∞|g⁡(x) x12⁢dx,
ⓘ Symbols: dx: differential of x,∫: integral,ln⁡z: principal branch of logarithm function,x: real variable andg⁡(x): function Permalink: http://dlmf.nist.gov/10.43.E32 Encodings: TeX, TeX, pMML, pMML, png, png See also: Annotations for §10.43(v),§10.43 andCh.10

For asymptotic expansions of the direct transform (10.43.30) seeWong (1981), and for asymptotic expansions of the inverse transform (10.43.31) seeNaylor (1990, 1996).

For collections of the Kontorovich–Lebedev transform, seeErdélyi et al. (1954b, Chapter 12), Prudnikov et al. (1986b, pp. 404–412), and Oberhettinger (1972, Chapter 5).

§10.43(vi) Compendia

For collections of integrals of the functions Iν⁡(z) andKν⁡(z), including integrals with respect to the order, seeApelblat (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, 6.5–6.7),Gröbner and Hofreiter (1950, pp. 197–203), Luke (1962),Magnus et al. (1966, §3.8),Marichev (1983, pp. 191–216),Oberhettinger (1972),Oberhettinger (1974, §§1.11 and 2.7),Oberhettinger (1990, §§1.17–1.20 and 2.17–2.20),Oberhettinger and Badii (1973, §§1.15 and 2.13),Okui (1974, 1975),Prudnikov et al. (1986b, §§1.11–1.12, 2.15–2.16, 3.2.8–3.2.10, and 3.4.1),Prudnikov et al. (1992a, §§3.15, 3.16),Prudnikov et al. (1992b, §§3.15, 3.16),Watson (1944, Chapter 13), andWheelon (1968).