@Stefan Kohl, Maybe I should write, ‘I am trying to solve’ as I am not sure whether the closed form for such problem exists or not. Actually, this function refers to a system in my work where I need the closed form to perform further analysis. I know that not all integrals can have the closed form and some integral solution may have non-elementary functions. I wonder if there is any special function that can be related to this function which can be used to solve this problem. Thank you.