I was wondering if the following integral has a closed-form solution? $$I(x) = \int J_0(x)\sin(ax)\mathrm{d}x$$ where $a$ is a constant. I know the answer for the case when $a=1$, see here. I tried the similar method in that link but I was stuck. Integrating by parts yields $$ I(x) =x J_0(x)\sin(ax) - \int x [-J_1(x)\sin(ax) + aJ_0(x)\cos(ax)\mathrm{d}x $$
If $a=1$, we can continue by $$ \begin{split} I(x) &= xJ_0(x)\sin x - \int [xJ_1(x)\cos x]'\mathrm{d} x\\ &=xJ_0(x)\sin x -x J_1(x)\cos x \end{split} $$ where the relation $[xJ_1(x)]'=xJ_0(x)$ has been used. I have no idea for the case when $a\neq 1$.
Thanks in advance.
I am skeptical about a possible closed form for the case where $a\neq 1$.
However, we could use the series expansion of $\sin(ax)$ and face the problem of $$\sum_{n=0}^\infty (-1)^n\frac{ a^{2 n+1} }{(2 n+1)!}\int x^{2 n+1} J_0(x)\,dx$$ and $$\int x^{2 n+1} J_0(x)\,dx=\frac{ \Gamma (n+1) }{2} x^{2 n+2}\, _1\tilde{F}_2\left(n+1;1,n+2;-\frac{x^2}{4}\right)$$ where appears the regularized generalized hypergeometric function.
Even if the first terms are quite large, the partial sums (from $n=0$ to $n=p$) converge quite fast.
Edit
We also could use the series expansion of $J_0(x)$ and face the problem of $$\sum_{n=0}^\infty \frac {(-1)^n } {4^n \, [n!]^2}\int x^{2n} \sin(ax)\,dx$$ $$\int x^{2n} \sin(ax)\,dx=\frac 1{a^{2n+1}}\int y^{2n}\, \sin(y)\,dy$$ $$\int y^{2n}\, \sin(y)\,dy=\Im\Big[(-i)^{n+1} \Gamma (2 n+1,-i y) \Big]$$