I am looking for pointers on how one might approach the following definite integral:
$$ \int_{-\infty}^\infty e^{-x^4 + x^2}\, dx$$
Or more generally:
$$ \int_{-\infty}^\infty e^{-x^4 + \alpha x^2}\, dx, \quad \alpha > 0$$
Mathematica does return the following result, which seems correct based on numerical verification:
$$ \frac{\pi e^{\frac{\alpha ^2}{8}} \sqrt{\alpha } \left(I_{\frac{1}{4}}\left(\frac{\alpha ^2}{8}\right)+I_{-\frac{1}{4}}\left(\frac{\alpha ^2}{8}\right)\right)}{2 \sqrt{2}} $$
Here $I_a$ is the modified Bessel function of the first kind, which I am not very familiar with, though I can see its definition as the solution of a differential equation.
Is there anything I can do, other than browse formula tables like this one (p. 21), to see how one may arrive to this result or perhaps how to arrive to a different (and potentially more useful) representation?




In general, $~\displaystyle\int_0^\infty\exp\Big(-\sqrt[N]x\Big)~dx~=~N!~,~$ so even a relatively simple looking expression
like $~\displaystyle\int_0^\infty\exp\Big(-x^4\Big)~dx~=~\Big(\tfrac14\Big)!~=~\Gamma\bigg(\frac54\bigg)~$ cannot be expressed in terms of elementary
functions, let alone a slightly more complex one, like $~\displaystyle\int_0^\infty\exp\Big(-x^4+ax^2\Big)~dx,~$ for whose
evaluation even more obscure special functions are required. A first step, in this case, would
be to employ the parity of the integrand, by rewriting $~\displaystyle\int_{-\infty}^\infty~=~2\displaystyle\int_0^\infty$
Basically, just like $~\displaystyle\int_0^\infty\exp\Big(-\sqrt[n]x\Big)~dx~$ cannot be expressed in terms of elementary
functions, but requires the creation of a completely new function, called factorial, to
help express its value, yielding the more general result $~\displaystyle\int_0^\infty x^{m-1}\cdot\exp\Big(-\sqrt[n]x\Big)~dx$
$=~n~\Gamma(mn),~$ which, by replacing the lower limit with an arbitrary value becomes
inexpressible even in terms of the latter, thus requiring the creation of yet another
special function to help parse its value, finally yielding $~\displaystyle\int_\ell^\infty x^{m-1}\cdot\exp\Big(-\sqrt[n]x\Big)~dx$
$=~n~\Gamma\Big(mn,~\sqrt[n]\ell\Big),~$ so this latter expression also becomes equally useless when asked
to evaluate $~\displaystyle\int_\ell^\infty(x+u)^{m-1}\cdot\exp\Big(-\sqrt[n]x\Big)~dx,~$ which, for $~m=n=\dfrac12$ and $~u~=-\ell$
$=~\dfrac a2~,~$ becomes our original integral.