Evaluating analytically the improper integral $ \int_0^\infty \frac{x}{x^2 + \beta^2}\,J_2(\alpha x) \,\mathrm{d}x$ for $\alpha,\beta\in\mathbb{R}_+$

improper-integralsindefinite-integralsintegrationreal-analysisresidue-calculus

While I was elaborating on a physical problem involving fluids and interfaces, I came across the following integral, which seems at a first glance, like very easy to solve, but it turned out that Maple fails, unfortunately, to provide correct expressions. I am thinking of using the residue theorem but no notable progress has been made so far. Any help or suggestions are very much appreciated:
$$
\int_0^\infty \frac{x}{\eta x^2 + \alpha} \, J_2(\rho x) \, \mathrm{d}x \, ,
$$

wherein $J_2$ stand for Bessel function of the first kind of order 2.
Here, $\alpha$, $\rho$, and $\eta$ are positive real numbers.

Best Answer

Using the Laplace transform of the Bessel function of the first kind and Basset's integral representation of the modified Bessel function of the second kind, we have

$$ \begin{align} \int_{0}^{\infty} \frac{x}{\beta^{2}+x^{2}} \, J_{2}(\alpha x) \, \mathrm dx &= \int_{0}^{\infty} J_{2}(\alpha x) \int_{0}^{\infty} \cos(\beta t)e^{- x t} \, \mathrm dt \, \mathrm dx \\ &= \int_{0}^{\infty} \cos(\beta t) \int_{0}^{\infty} J_{2}(\alpha x) e^{-tx} \, \mathrm dx \, \mathrm dt \\ &= \frac{1}{\alpha^{2}} \int_{0}^{\infty} \cos(\beta t) \left(\frac{\alpha^{2}}{\sqrt{\alpha^{2}+t^{2}}} + \frac{2t^{2}}{\sqrt{\alpha^{2}+t^{2}}}-2t \right) \, \mathrm dt \\ &=K_{0}(\alpha \beta) + \frac{2}{\alpha^{2}} \int_{0}^{\infty} \cos (\beta t) \left(\frac{t^{2}}{\sqrt{a^{2}+t^{2}}}-t \right) \, \mathrm dt. \end{align} $$

But notice that $$ \begin{align} K_{0}(\alpha \beta) &= \int_{0}^{\infty} \frac{\cos(\beta t)}{\sqrt{\alpha^{2}+t^{2}}} \, \mathrm dt \\ &= \int_{0}^{\infty} \cos(\beta t) \left(\frac{1}{\sqrt{\alpha^{2}+t^{2}}} -\frac{ \boldsymbol{1}_{t > 1}}{t} \right) \, \mathrm dt + \int_{0}^{\infty} \boldsymbol{1}_{t > 1} \, \frac{\cos(\beta t)}{t} \, \mathrm dt \\ &= \int_{0}^{\infty} \cos(\beta t) \left(\frac{1}{\sqrt{\alpha^{2}+t^{2}}} -\frac{\boldsymbol{1}_{t > 1}}{t} \right) \, \mathrm dt + \int_{1}^{\infty} \frac{\cos(\beta t)}{t} \, \mathrm dt \\ &= \int_{0}^{\infty} \cos(\beta t) \left(\frac{1}{\sqrt{\alpha^{2}+t^{2}}} -\frac{\boldsymbol{1}_{t > 1}}{t} \right) \, \mathrm dt -\operatorname{Ci}(\beta) . \end{align}$$

Differentiating both sides of the above equation with respect to $\beta$ twice, we get

$ \begin{align} \frac{\alpha^{2}}{2} \left(K_{0}(\alpha \beta) + K_{2} (\alpha \beta) \right) &= -\int_{0}^{\infty} \cos(\beta t) \left(\frac{t^{2}}{\sqrt{\alpha^{2}+t^{2}}} -\boldsymbol{1}_{t > 1} \, t \right) \, \mathrm dt + \frac{\cos(\beta) + \beta \sin(\beta)}{\beta^{2}} \\ &= \small -\int_{0}^{\infty} \cos(\beta t) \left(\frac{t^{2}}{\sqrt{\alpha^{2}+t^{2}}} -t \right) \, \mathrm dt - \int_{0}^{1} t \cos(\beta t) \, \mathrm dt + \frac{\cos(\beta) + \beta \sin(\beta)}{\beta^{2}} \\ &= -\int_{0}^{\infty} \cos(\beta t) \left(\frac{t^{2}}{\sqrt{\alpha^{2}+t^{2}}} -t \right) \, \mathrm dt + \frac{1}{\beta^{2}}. \end{align}$

Therefore, $$ \begin{align} \int_{0}^{\infty} \frac{x}{\beta^{2}+x^{2}} \, J_{2}(\alpha x) \, \mathrm dx &= K_{0}(ab) + \frac{2}{\alpha^{2}} \left(\frac{1}{\beta^{2}}- \frac{\alpha^{2}}{2} \left(K_{0}(\alpha \beta) + K_{2} (\alpha \beta) \right) \right) \\ &= \frac{2}{\alpha^{2} \beta^{2}} - K_{2}(\alpha \beta). \end{align}$$


Original answer:

The following answer is similar to the answer I posted here.

Let $H_{2}^{(1)}(z)$ be the Hankel function of the first kind of order $2$, defined as $$H_{2}^{(1)}(z)=J_{2}(z)+iY_{2}(z). $$

The function $H_{2}^{(1)}(z)$ has a branch cut along the negative real axis.

On the the upper side of the branch cut, $$H_{2}^{(1)}(-x) = -J_{2}(x) + i Y_{0}(x) , \quad x >0.$$

Since $\frac{x}{x^{2}+\beta^{2}}$ is an odd function, we can write $$\int_{0}^{\infty} \frac{x}{x^{2}+\beta^{2}} \, J_{2}(\alpha x) \, \mathrm dx = \frac{1}{2}\, \Re \operatorname{PV} \int_{-\infty}^{\infty} \frac{x}{x^{2}+\beta^{2}} \, H_{2}^{(1)}(\alpha x) \, \mathrm dx. $$

Using the fact that $H_{2}^{(1)}(z) \sim \sqrt{\frac{2}{\pi z}}e^{i\left(z- \frac{3 \pi}{4}\right)}$ as $|z| \to \infty$ in the upper half-plane, we can integrate the function $$f(z) = \frac{z}{z^{2}+\beta^{2}} \, H_{2}^{(1)}(\alpha z)$$ around a closed semicircular contour in the upper half-plane and conclude that $$\operatorname{PV} \int_{-\infty}^{\infty} f(x) \, \mathrm dx + \lim_{\epsilon \to 0} \int_{C_\epsilon} f(z) \, \mathrm dz = 2 \pi i \operatorname{Res}[f(z), i \beta],$$ where $C_{\epsilon}$ is a small clockwise-oriented semicircle of radius $\epsilon$ around the branch point at the origin.

Since $$\begin{align} \lim_{z \to 0} zf(z) &= \lim_{z \to 0} \frac{z^{2}}{z^{2} + \beta^{2}} J_{2 }(\alpha z) + i \lim_{z \to 0} \frac{z^{2}}{z^{2} + \beta^{2}} Y_{1}(\alpha z) \\ &= 0 + i \lim_{z \to 0} \frac{z^{2}}{z^{2}+\beta^{2}} \left(- \frac{4}{\pi \alpha^{2}z^{2}} + \mathcal{O}(1) \right) \\ &= -\frac{4i}{\pi \alpha^{2} \beta^{2}} ,\end{align} $$

we have $$\lim_{\epsilon \to 0} \int_{C_\epsilon} f(z) \, \mathrm dz = - i \pi \left(-\frac{4i}{\pi \alpha^{2} \beta^{2}} \right) = - \frac{4}{\alpha^{2} \beta^{2}}.$$

And similar to what I showed in my other answer, $$\operatorname{Res}[f(z), i \beta] = \frac{1}{2}H_{2}^{(1)} (i\alpha \beta) = \frac{iK_{2}(\alpha \beta)}{\pi}. $$

Therefore, $$\begin{align} \int_{0}^{\infty} \frac{x}{x^{2}+\beta^{2}} \, J_{2}(\alpha x) \, \mathrm dx &= \frac{1}{2} \, \Re \left(2 \pi i \left(\frac{iK_{2}(\alpha \beta)}{\pi} \right) + \frac{4}{\alpha^{2} \beta^{2}} \right) \\ &= \frac{2}{\alpha^{2} \beta^{2}} - K_{2}(\alpha \beta). \end{align}$$

Related Question