Why can't Mathematica integrate
r = Integrate[Exp[-x Cosh[t]], {t, 0, Infinity}];
r = Assuming[Element[x, Reals], Simplify[r]];
Together[r]
From Wikipedia, it should be $K_0(x)$, the modified Bessel function of the second kind for $\alpha =0$, since$$K_\alpha(x) = \int_0^\infty \exp(-x\cosh t) \cosh(\alpha t) \,dt.$$ And there is definitely a BesselK function in Mathematica. It seems like a similar problem to here.
Integrate[]. – J. M.'s missing motivation Feb 27 '16 at 04:23Integrate[Exp[-x u]/Sqrt[u^2 - 1], {u, 1, Infinity}, Assumptions -> x > 0]gives the desired result. – bbgodfrey Feb 27 '16 at 05:00