How to integrate this?

$\int_{0}^{A} x e^{-a x^2}~ I_0(x) dx$,

where $I_0$ is modified Bessel function of first kind?

I'm trying per partes and looking trough tables of integrals for 2 days now, and I would really really appreciate some help.

This is a part of a problem, whis would be this:

$T(r,z,t)=C\int_{0}^{B} u^{-\frac{3}{2}} du \int_{0}^{A} dr_0 r_0 e^{-\frac{r^2+r_0^2+z^2}{u}}~2\pi I_0(\frac{2rr_0}{u})$




and if the first integral isnt solvable with something relatively not- fancy as hmm lets say Marcum Q-function (I'm a physicist i dont know what that is and how to deal with it later on in the problem), how do i go about checking out limits for this second integral? Does anyone have any ideas?

1.) $t\to \infty$

2.) $r\to0$

3.) $z=0$

  • $\begingroup$ It is very confusing for you use $u$ as both the dummy variable and the relationship of $t$ . $\endgroup$ – Harry Peter Sep 10 '16 at 11:24

For $\int_0^Axe^{-ax^2}I_0(x)~dx$ ,





$=-\left[\sum\limits_{n=0}^\infty\sum\limits_{k=0}^n\dfrac{x^ke^{-ax}}{2^{2n+1}a^{n-k+1}n!k!}\right]_0^{A^2}$ (according to http://en.wikipedia.org/wiki/List_of_integrals_of_exponential_functions)




$=\dfrac{e^\frac{1}{4a}}{2a}-\dfrac{e^{-aA^2}}{2a}\Phi_3\left(1,1;\dfrac{1}{4a},\dfrac{A^2}{4}\right)$ (according to http://en.wikipedia.org/wiki/Humbert_series)

  • $\begingroup$ Okay, first of all, wau! and thank you. could you please explain to me how you got from line 1 to 2 after the first wikipedia link...from the sum k=0 to n you somehow get the sum from k to infinity. $\endgroup$ – leia Sep 10 '16 at 21:12

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