The following integral shows up when investigating spin glasses. I have been unable to solve it, other than numerically.
$$ \int_{-\infty}^{\infty} x\,e^{-a x^2} \tanh(b x)\,dx $$
I tried rewriting $\tanh(x)$ as a sum, and then switching the integral and summation. But then the resulting sum after performing the integral is divergent. I also can't figure out how to do this integral using contour methods.