I just ran into integrals of the Bessel type, but which are unfortunately indefinite integrals, such as $$ f(t)=\int \cos(\gamma\cos(\omega t))\cos(\omega t)\mathrm dt. $$ I'm conscious of the fact that in a sense this is game over - if these integrals were doable in terms of getting elementary expressions for $f$, then Bessel functions would also be elementary and they are not. However, that's not a reason why there might not be standard ways to deal with a function like this one out there. Is $f(t)$ known in terms of other special functions, for example?
This is quite hard to google as most searches will just return indefinite integrals that have $J_\nu(x)$s in the integrand itself. If it's any help, this came up naturally while studying the motion of charged particles in oscillating electric and magnetic fields.
\begin{align}\int\cos(\gamma\cos\omega t)\cos\omega t \;\mathrm{d}t&=\int\sum\limits_{n=0}^\infty\dfrac{(-1)^n\gamma^{2n}\cos^{2n+1}\omega t}{(2n)!}\;\mathrm{d}t\\ &=\int\sum\limits_{n=0}^\infty\dfrac{(-1)^n\gamma^{2n}\cos^{2n}\omega t}{\omega(2n)!}\;\mathrm{d}(\sin\omega t)\\ &=\int\sum\limits_{n=0}^\infty\dfrac{(-1)^n\gamma^{2n}(1-\sin^2\omega t)^n}{\omega(2n)!}\;\mathrm{d}(\sin\omega t)\\ &=\int\sum\limits_{n=0}^\infty\sum\limits_{k=0}^n\dfrac{(-1)^n\gamma^{2n}C_k^n(-1)^k\sin^{2k}\omega t}{\omega(2n)!}\; \mathrm{d}(\sin\omega t)\\ &=\int\sum\limits_{n=0}^\infty\sum\limits_{k=0}^n\dfrac{(-1)^{n+k}\gamma^{2n}n!\sin^{2k}\omega t}{\omega(2n)!k!(n-k)!}\;\mathrm{d}(\sin\omega t)\\ &=\sum\limits_{n=0}^\infty\sum\limits_{k=0}^n\dfrac{(-1)^{n+k}\gamma^{2n}n!\sin^{2k+1}\omega t}{\omega(2n)!k!(n-k)!(2k+1)}+\mathrm C\end{align}