I have an integral which arises while quantizing QED near a graphene sheet. It is
$$\int_{0}^{\infty}\mathrm{d}u\int_{0}^{2\pi}\mathrm{d}\theta\,u\frac{e^{iqu\cos{\theta}}}{\sqrt{u^2+z^2}}$$
Mathematica tells me the answer is $2\pi\,e^{-q|z|}/q$, but it invokes Bessel functions to perform the integration. My question is whether there is a way to peform the integral without appealing to Bessel functions (perhaps by performing the $\mathrm{d}u$ integral first).
[Asking on Physics because formally the $\mathrm{d}u$ integral diverges if you do it first, but physicists do this all the time.]