It is known that $$\int_ 0^{\infty}\frac {e^{x  \frac {1} {x}}} {x} dx=2 K_0(2),$$ but now I want to get the closed form approximate result of $$\int_ 0^a\frac {e^{x  \frac {1} {x}}} {x} dx.$$ I have searched the classic Table of Integrals, Series, and Products, but there is no pattern match this situation. Is there some approaches to the problem?
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1$\begingroup$ If you want large $a$, there is an asymptotic expansion for $\int_a^\infty$ that starts $e^{a} (1/a2/a^2+9/(2a^3)+\cdots)$. $\endgroup$ – Brendan McKay Dec 4 '16 at 3:43

$\begingroup$ What range of $a$ did you have in mind? $\endgroup$ – Pat Devlin Dec 4 '16 at 5:47
The blue curve is the desired integral $\int_ 0^{a}\frac {e^{x  \frac {1} {x}}} {x} dx$, the orange curve is the approximate answer $2K_0(2)a^3(1+a^3)^{1}$.
You could use this for a global approximation. In the small$a$ region the asymptotics is $e^{1/a}(a2a^2)$, which is quite accurate up to about $a=0.2$, see plot below. Incidentally, the small$a$ and large$a$ asymptotics (see Brendan McKay's comment) are the same upon replacement of $a$ by $1/a$.