I am trying to compute this $\textbf{Fourier transform in}$ $\mathbb{R}^2$ $$ I(\mathbf{k})\equiv\mathcal{F}\big(e^{-a|\mathbf{x}|}\big)(\mathbf{k}) = \int_{\mathbb{R}^2} e^{-a|\mathbf{x}|}e^{i\ \mathbf{k}\cdot \mathbf{x}}\ \mathrm{d}x^2\quad,$$ where $\mathbb{R} \ni a > 0$.
Due to the rotational symmetry, I rewrite the above integral in polar coordinates and I find $$ I(\mathbf{k})= \int_{0}^{2\pi}\int_{0}^{\infty} e^{-ar\ +\ i|\mathbf{k}|r\cos{\theta}}\ r\ \mathrm{d}r\ \mathrm{d}\theta\quad,$$ where $r = |\mathbf{x}|$.
I'd like to get rid of the $\cos{\theta}$ term in the exponential with a change of variables, but setting $u=\cos{\theta}$ is not possible because I am missing a $\sin{\theta}$. This is because $\mathrm{d}u = -\sin{\theta}\ \mathrm{d} \theta$. I can make this $\sin{\theta}$ appear if I integrate by parts, but then a $\theta$ appears as well and the change of variables $u=\cos{\theta}$ still won't work.
However, this change of variables works in $\mathbb{R}^3$ because the differential in spherical coordinates contains a $\sin{\theta}$ term. This has allowed me to compute the above integral in $\mathbb{R}^3$.
Then I found that $$ \int_{0}^{2\pi} e^{-i\beta\cos{\theta}}\ \mathrm{d}\theta = 2\pi\mathcal{J}_0(\beta)\quad,$$ where $\mathcal{J}_0$ is the Bessel function of the first kind, and $\beta \in \mathbb{R}$. Thus I could possibly write $$ I(\mathbf{k}) = 2\pi \int_{0}^{\infty}e^{-ar}\mathcal{J}_0\big(i|\mathbf{k}|r\big)\ r\ \mathrm{d}r \quad,$$ but unfortunately I can't proceed further.
What I'd like is to compute the above integral. Is there any other way I could obtain a closed form solution? It seems like a closed form solution in $\mathbb{R}^1$ and $\mathbb{R}^3$ exists, what about $\mathbb{R}^2$ though?
Thanks in advance!