§10.43 Integrals ‣ Modified Bessel Functions ‣ Chapter 10 Bessel Functions (original ) (raw ) Contents
§10.43(i) Indefinite Integrals
§10.43(ii) Integrals over the Intervals (0,x) and (x,∞)
§10.43(iii) Fractional Integrals
§10.43(iv) Integrals over the Interval (0,∞)
§10.43(v) Kontorovich–Lebedev Transform
§10.43(vi) Compendia
§10.43(i) Indefinite IntegralsLet 𝒵ν(z) be defined as in §10.25(ii) . Then
10.43.1
∫zν+1𝒵ν(z)dz
=zν+1𝒵ν+1(z),
∫z−ν+1𝒵ν(z)dz
=z−ν+1𝒵ν−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
∫zν𝒵ν(z)dz=π122ν−1Γ(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±zzν𝒵ν(z)dz
=e±zzν+12ν+1(𝒵ν(z)∓𝒵ν+1(z)),
ν≠−12,
∫e±zz−ν𝒵ν(z)dz
=e±zz−ν+11−2ν(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)tdt=12(ln(12x)+γ)2+π224−∑k=1∞(ψ(k+1)+12k−ln(12x))(12x)2k2k(k!)2,
where ψ=Γ′/Γ and γ is Euler’s constant (§5.2 ).
10.43.6
∫0xe−tIn(t)dt=xe−x(I0(x)+I1(x))+n(e−xI0(x)−1)+2e−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±ttνIν(t)dt=e±xxν+12ν+1(Iν(x)∓Iν+1(x)),
ℜν>−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
10.43.9
∫0xe±ttνKν(t)dt=e±xxν+12ν+1(Kν(x)±Kν+1(x))∓2νΓ(ν+1)2ν+1,
ℜν>−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(iii) Fractional IntegralsThe Bickley function Kiα(x) is defined by
when ℜα>0 and x>0, and by analytic continuation elsewhere. Equivalently,
Properties
10.43.15
Ki−n(x)=(−1)ndndxnK0(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)=πΓ(12α)2Γ(12α+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,∞)
10.43.20
∫0∞cos(at)K0(t)dt
=π2(1+a2)12,
|ℑa
<1,
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter ,cosz: 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(at)K0(t)dt
=arcsinha(1+a2)12,
|ℑa
<1.
ⓘ Symbols: dx: differential of x ,arcsinhz: inverse hyperbolic sine function ,ℑ: imaginary part ,∫: integral ,Kν(z): modified Bessel function of the second kind andsinz: 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 ℜμ>|ℜν|,
10.43.22
∫0∞tμ−1e−atKν(t)dt={(12π)12Γ(μ−ν)Γ(μ+ν)(1−a2)−12μ+14𝖯ν−12−μ+12(a),−1<a<1,(12π)12Γ(μ−ν)Γ(μ+ν)(a2−1)−12μ+14Pν−12−μ+12(a),ℜa≥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+1Iν(bt)exp(−p2t2)dt
=bν(2p2)ν+1exp(b24p2),
ℜν>−1,ℜ(p2)>0,
ⓘ Symbols: dx: differential of x ,expz: 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(bt)exp(−p2t2)dt
=π2pexp(b28p2)I12ν(b28p2),
ℜν>−1, ℜ(p2)>0,
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter ,dx: differential of x ,expz: 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(bt)exp(−p2t2)dt
=π4psec(12πν)exp(b28p2)K12ν(b28p2),
|ℜν
<1, ℜ(p2)>0.
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter ,dx: differential of x ,expz: exponential function ,∫: integral ,Kν(z): modified Bessel function of the second kind ,ℜ: real part ,secz: 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(at)Jν(bt)tλdt
=bνΓ(12ν−12λ+12μ+12)Γ(12ν−12λ−12μ+12)2λ+1aν−λ+1𝐅(ν−λ+μ+12,ν−λ−μ+12;ν+1;−b2a2),
ℜ(ν+1−λ)>|ℜμ
,ℜa>
ℑb
ⓘ 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+1Kμ(at)Jν(bt)dt
=(2a)μ(2b)νΓ(μ+ν+1)(a2+b2)μ+ν+1,
ℜ(ν+1)>|ℜμ
,ℜa>
ℑb
ⓘ 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∞texp(−p2t2)Iν(at)Iν(bt)dt
=12p2exp(a2+b24p2)Iν(ab2p2),
ℜν>−1,ℜ(p2)>0,
ⓘ Symbols: dx: differential of x ,expz: 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∞texp(−p2t2)I0(at)K0(at)dt
=14p2exp(a22p2)K0(a22p2),
ℜ(p2)>0.
ⓘ Symbols: dx: differential of x ,expz: 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 ).
The Kontorovich–Lebedev transform of a function g(x) is defined as
10.43.30
f(y)=2yπ2sinh(πy)∫0∞g(x)xKiy(x)dx.
Then
10.43.31
g(x)=∫0∞f(y)Kiy(x)dy,
provided that either of the following sets of conditions is satisfied:
(a) On the interval 0<x<∞, x−1g(x) is continuously differentiable and each of xg(x) and xd(x−1g(x))/dxis absolutely integrable.
(b) g(x) is piecewise continuous and of bounded variation on every compact interval in (0,∞), and each of the following integrals
10.43.32
∫012g(x)xln(1x)dx,
∫12∞|g(x)
x12dx,
ⓘ Symbols: dx: differential of x ,∫: integral ,lnz: 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) CompendiaFor 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 ).