I would like to find asymptotic expansions of $F(x) = \int_x^\infty e^{-y^3} dy$ as (a) $x \to 0$ and as (b) $x \to \infty$.
I solved (a) using the expansion for $e^{-y^3}$ around $0$:
$$F(x) = \int_0^\infty e^{-y^3} dy - \int_0^x\sum_{j= 0}^\infty (-1)^j \frac{y^{3j}}{j!} dy = \int_0^\infty e^{-y^3} dy - \sum_{j= 0}^\infty (-1)^j \frac{x^{3j+1}}{(3j+1)j!} \\ = C - x + \frac{x^4}{4} - \frac{x^7}{14} + \ldots$$
I know that the series here is convergent for all $x$ but convergence is so slow for large $x$ that it does not provide a good asymptotic representation.
How can I get a better asymptotic expansion as $x \to \infty$?
I thought about changing variables $y \to 1/t$ to get:
$$F(x) = \int_0^{1/x}\frac{e^{-t^{-3}}}{t^2}dt = \int_0^{1/x}\sum_{j=0}^\infty(-1)^j \frac{t^{-3j-2}}{j!} dt$$
But this cannot be integrated term by term.
Rewrite the integrand as
$$e^{-y^3}=-3y^2e^{-y^3}\cdot\frac1{-3y^2}$$
and integrate by parts to get
$$f(x)=\frac{e^{-x^3}}{3x^2}-\frac23\int_x^\infty\frac{e^{-y^3}}{y^3}~\mathrm dy$$
Repeating the process we get:
$$f(x)e^{x^3}=\frac1{3x^2}-\frac2{9x^5}+\frac{2\cdot5}{27x^8}-\frac{2\cdot5\cdot8}{81x^{11}}+\mathcal O(x^{-14})$$
Note that this is an asymptotic series (the coefficients tend to $\pm\infty$ faster than $x^{-3n}$ tends to zero as $n\to\infty$).
This process may also be clearer if you first make the substitution $y\to\sqrt[3]t$ to get
$$f(x)=\frac13\int_{x^3}^\infty t^{-2/3}e^{-t}~\mathrm dt$$
which makes the process a little easier as well as relates this to the incomplete Gamma function.