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Is there a solution to this integral?

$$\int_{0}^{y} x^{-a} \exp \left[- \frac{(b - cx^{-d})^2}{2} \right] dx,$$ where $a > 0$ and $d > 0$.

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    $\begingroup$ This will probably attract more attention at math.stackexchange.com than here. I believe there are more integral-buffs hanging out there (Even for very hard integrals) than mathoverflow $\endgroup$ Commented Oct 17, 2021 at 17:21
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    $\begingroup$ you want the indefinite integral, if has a closed form expression for $b=0$, but not in general I think. $\endgroup$ Commented Oct 17, 2021 at 18:45
  • $\begingroup$ @CarloBeenakker the indefinite integral might also help. Thanks! $\endgroup$ Commented Oct 17, 2021 at 18:47
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    $\begingroup$ If you are asking whether this integral is well defined, for any $a>0$ and $d>0$, the answer is that the integrand is equivalent near the origin to $x^{-\alpha}\exp( -\frac{c^2}{2}x^{-2d})$ so : - if $c=0$, it is finite only when $a<1$ - if $c\neq0$ it tends to zero very fast, and it therefore extendable by continuity. If you are asking for an explicit formula, math stack exchange is a better choice. $\endgroup$
    – username
    Commented Oct 17, 2021 at 19:28

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Maple does not know a symbolic answer for this. The very special case $a=2,b=0,c=1,d=2$ is evaluated by Maple in terms of the Whittaker M function or a $\;{}_1F_1$ hypergeometric function: $$ \int_{0}^{y}\!{\frac {1}{{x}^{2}}{{\rm e}^{-1/2\,{x}^{-4}}}}\,{\rm d}x =-4/5\,{\frac {\sqrt [8]{2}}{\sqrt [4]{{{\rm e}^{{y}^{-4}}}}\sqrt {y}} {{\rm M}_{1/8,\,5/8}\left(1/2\,{y}^{-4}\right)}}+1/4\,{\frac {{2}^{3/4 }\pi}{\Gamma \left( 3/4 \right) }}-{\frac {1}{\sqrt {{{\rm e}^{{y}^{-4 }}}}y}} \\ = 2/5\,{\frac {1}{\sqrt [4]{{{\rm e}^{{y}^{-4}}}}\sqrt {y}} \left( {y} ^{-4} \right) ^{{\frac{9}{8}}} {\mbox{$_1$F$_1$}(1;\,9/4;\,1/2\,{y}^{-4})} \left( {{\rm e}^{1/4\,{y}^ {-4}}} \right) ^{-1}}+1/4\,{\frac {{2}^{3/4}\pi}{\Gamma \left( 3/4 \right) }}-{\frac {1}{\sqrt {{{\rm e}^{{y}^{-4}}}}y}} $$

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A closed form expression in terms of a special function exists for $b=0$, when $$\int_0^y x^{-a} \exp \left(-\tfrac{1}{2} c^2 x^{-2d} \right) \,dx=\frac{1}{2 d}y^{1-a} E_{1-\frac{a-1}{2 d}}\left(\tfrac{1}{2} c^2 y^{-2 d}\right),\;\;c,d>0,$$ with $E_n(x)$ the exponential integral function.

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By using series expansion, change of variable and Eq. (3.381.9) of the book: "I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products, 8th ed. Burlington, MA, USA: Academic Press, 2015", I was able to find this solution:

$$\int_{0}^{y} x^{-a} \exp \left[- \frac{(b - cx^{-d})^2}{2} \right] dx \\= \exp(-b^2/2) \sum_{k=0}^{\infty} \frac{(bc)^k}{k!} \Gamma\left(\frac{dk+a-1}{2d}, \frac{c^2 y^{-2d}}{2} \right)\frac{1}{2d(c^2/2)^{\frac{dk+a-1}{2d}}}.$$

I've run some simulations and it works.However, there might be some convergence problem for some values, I think so.

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