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?