I am getting stuck in integrating the below equation that includes modified Bessel function of second kind:
$$\int_0^{\frac{y}{\eta}}K_0\left(\frac{|x|}{\sqrt{\sigma_a^2\sigma_b^2}}\right)\mathrm{d}x$$
Any help in this regard is highly appreciated.
Best Answer
Make the appropriate change of variable and $$\int K_0(t)\,dt=\frac{\pi}{2} \, t \,(\pmb{L}_{-1}(t) K_0(t)+\pmb{L}_0(t) K_1(t))$$ where appear the modified Struve functions.
Learn about them since they appear in most integrals of Bessel functions.