I0 is the modified bessel function of first kind and zero order.. in the equation attached.
I am sorry to fail to give a mathematical expression. Maybe you can try to use numerical method for an specific case.
I am able to solve this equation but only for a = 0. for this case, the equation reduces to similar as 6.633 eq in table of integrals book by Ryzhik . But, in my case a is not zero. Please help if any body can do ?
I can give some hints (maybe you have gone through them):
1) Use the Bessel function of the first kind as series expansion (https://en.wikipedia.org/wiki/Bessel_function);
2) Change the integration variable to x^2 as: xdx = (1/2) d(x^2);
3) Use the Binomial formula for (x^2+a^2)^m (https://en.wikipedia.org/wiki/Binomial_theorem);
4) Then, the Euler integrals of the second kind (https://en.wikipedia.org/wiki/Euler_integral).
I hope it helps.
Thanks to Hiqmet Sir. I am able to solve using Series expansion, change3 of integration and then using euler integrals. Again I had to change the variables using substitution method. But at last the result came. Thanks once again.
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