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My objective is to derive analytically a closed-form expression for the following integral: $$ \int\limits_0^\infty \frac{u \operatorname{J}_0(xu)}{\sqrt{1+u^2} \sqrt{1+\beta u^2}} \, \mathrm{d} u, \tag{1} $$

Here, $\operatorname{J}_0$ represents the zeroth-order Bessel function of the first kind, and both $x$ and $\beta$ are positive real numbers.

It is worth noting that obtaining a closed-form expression for integral (1) is straightforward when $\beta$ takes on the values of either $0$ or $1$.

This question is inspired from this question in which Mr Zacky suggested using this question to obtain a solution of the problem. Any help with this is highly appreciated. Thank you!

Eulerian
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