Analytical evaluation of some Bessel function integrals related to Sonine's finite integrals (Q5946735)

Studying a certain system of coupled PDE's, the author is led to consider four functions, NEWLINE\[NEWLINEI_{ij}(t,u,z,Z)= {z^iZ^j \over (2t)^{i+j-1}} \int_0^{ \pi/2} e^{u\sin^2 \varphi}I_i (z\sin \varphi)I_j( Z\cos\varphi) (\sin \varphi)^{ 1-i} (\cos\varphi)^{1-j} d\varphi,NEWLINE\]NEWLINE where \(i,j\in \{0,1\}\), while \(I_0\) and \(I_1\) are modified Bessel functions. After stating a number of elementary properties, the author shows that they are essentially confluent triple hypergeometric functions in the variables \((u,{1 \over 2}z, {1\over 2}Z)\). More expansions are obtained via the Laplace transforms of \(I_{ij}\). One of these results reads, NEWLINE\[NEWLINEI_{ij}(t,u,z,Z) =(2t)^{1-i-j}z^{2i} \sum^\infty_{n=0} \left\{ {I_{n+1-j} (Z)\over Z^{n+1-j}}- {\delta_{j1} \over 2^nn!}\right\} {(2u)^n L_n^{ (i)} \Bigl({-z^2 \over 4u}\Bigr)\over 1+(2n+1) \delta_{i1}},NEWLINE\]NEWLINE where \(L_n^{(m)}\) is the Laguerre polynomial. Finally, the special case \(u=0\) is considered.