Integral of Exponential with Polynomial Argument

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LayMuon
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How can I find an Integral of an exponential with Polynomial argument with finite limits:

[itex] <br /> \int_0^\pi \exp^{-a x^2 -b x^4} dx \\<br /> <br /> \int_0^\pi \exp^{-a x^2 -b x^4} (x - x^3)dx<br /> [/itex]
 
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Doesn't evaluate the first one.