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Many special functions appear as solutions of differential equations or integrals of elementary functions. Most special functions have relationships with representation theory of Lie groups.
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Optimization problem arising from the study of zeta zeros
You may set $v=t u$. When $v$ goes from 0 to $u$, $t$ goes from 0 to 1. So that your double integral becomes:
$$\int_0^1 (1-u)^{r^2-1}f(u) \int_0^1 \frac{\sin(\pi c t u)}{\pi t u} f(u(1-t))u \ dt \ d …