Short version:
Can anyone do $$ \int dxe^{-x^{2}}\sqrt{2x+a} $$ ?
Long Version:
In an answer to Integrating a product of exponentials and error functions the integral below is evaluated using a differentiation technique:
Let $\mathcal{I}(\gamma)= \int_0^\infty x^2\exp(-\delta x^2)\operatorname{erf}(\gamma x)\, \mathrm{d} x$, then $I^\prime(\gamma) = \frac{2}{\sqrt{\pi}} \int_0^\infty x^3 \exp(-x^2 \left( \delta + \gamma^2 \right) ) \mathrm{d} x = \frac{1}{(\gamma^2 + \delta)^2} \frac{1}{\sqrt{\pi}}$. Thus: $$ I(\gamma) = \int_0^\gamma \frac{1}{\sqrt{\pi}} \frac{1}{(\gamma^2+\delta)^2} \mathrm{d} \gamma = \frac{\gamma }{2 \sqrt{\pi } \delta \left(\gamma ^2+\delta \right)}+\frac{1}{2 \sqrt{\pi } \delta ^{3/2}} \arctan\left(\frac{\gamma }{\sqrt{\delta }}\right) $$
I have used this method in order to evaluate:
$$ \int_{0}^{\infty}\int_{0}^{\epsilon+\frac{1}{2r}x^{2}}e^{-\beta\left(x^{2}+y^{2}\right)}dydx $$
and my final step involves:
$$ \int dxe^{-x^{2}}\sqrt{2x+a} $$
$a$ is just some constant.
1) Do I need limits on my final integral like in Integrating a product of exponentials and error functions, i.e. $$ \int_{0}^{x}dxe^{-x^{2}}\sqrt{2x+a} $$
2) Can anyone help me evaluate my final integral, whether its indefinite or not? If you can't answer this question completely, does anyone know how to do the final integral $\int dxe^{-x^{2}}\sqrt{2x+a}$?