$\int_0^\infty e^{-u}\dfrac{1}{\left(\sqrt{1+(h+u)^2}\right)^5}du$
$=\int_0^\infty\dfrac{e^{-u}}{(1+(u+h)^2)^\frac{5}{2}}du$
$=\int_h^\infty\dfrac{e^{-(u-h)}}{(1+u^2)^\frac{5}{2}}d(u-h)$
$=e^h\int_h^\infty\dfrac{e^{-u}}{(1+u^2)^\frac{5}{2}}du$
Considere la posibilidad de $\int\dfrac{1}{(1+u^2)^\frac{5}{2}}du$ :
Deje $u=\tan\theta$ ,
A continuación, $du=\sec^2\theta~d\theta$
$\therefore\int\dfrac{1}{(1+u^2)^\frac{5}{2}}du$
$=\int\dfrac{\sec^2\theta}{(1+\tan^2\theta)^\frac{5}{2}}d\theta$
$=\int\dfrac{\sec^2\theta}{\sec^5\theta}d\theta$
$=\int\cos^3\theta~d\theta$
$=\int\cos^2\theta~d(\sin\theta)$
$=\int(1-\sin^2\theta)~d(\sin\theta)$
$=\sin\theta-\dfrac{\sin^3\theta}{3}+C$
$=\dfrac{u}{\sqrt{1+u^2}}-\dfrac{u^3}{3(1+u^2)^\frac{3}{2}}+C$
$=\dfrac{3u(1+u^2)-u^3}{3(1+u^2)^\frac{3}{2}}+C$
$=\dfrac{3u+2u^3}{3(1+u^2)^\frac{3}{2}}+C$
$=\dfrac{2u(1+u^2)+u}{3(1+u^2)^\frac{3}{2}}+C$
$=\dfrac{2u}{3\sqrt{1+u^2}}+\dfrac{u}{3(1+u^2)^\frac{3}{2}}+C$
$\therefore e^h\int_h^\infty\dfrac{e^{-u}}{(1+u^2)^\frac{5}{2}}du$
$=e^h\int_h^\infty e^{-u}~d\left(\dfrac{2u}{3\sqrt{1+u^2}}+\dfrac{u}{3(1+u^2)^\frac{3}{2}}\right)$
$=e^h\left[e^{-u}\left(\dfrac{2u}{3\sqrt{1+u^2}}+\dfrac{u}{3(1+u^2)^\frac{3}{2}}\right)\right]_h^\infty-e^h\int_h^\infty\left(\dfrac{2u}{3\sqrt{1+u^2}}+\dfrac{u}{3(1+u^2)^\frac{3}{2}}\right)d(e^{-u})$
$=-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+e^h\int_h^\infty e^{-u}\left(\dfrac{2u}{3\sqrt{1+u^2}}+\dfrac{u}{3(1+u^2)^\frac{3}{2}}\right)du$
$=-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+e^h\int_h^\infty\dfrac{2ue^{-u}}{3\sqrt{1+u^2}}du+e^h\int_h^\infty\dfrac{ue^{-u}}{3(1+u^2)^\frac{3}{2}}du$
$=-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+e^h\int_h^\infty\dfrac{2ue^{-u}}{3\sqrt{1+u^2}}du+e^h\int_h^\infty\dfrac{e^{-u}}{6(1+u^2)^\frac{3}{2}}d(1+u^2)$
$=-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+e^h\int_h^\infty\dfrac{2ue^{-u}}{3\sqrt{1+u^2}}du-e^h\int_h^\infty\dfrac{e^{-u}}{3}d\left(\dfrac{1}{\sqrt{1+u^2}}\right)$
$=-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+e^h\int_h^\infty\dfrac{2ue^{-u}}{3\sqrt{1+u^2}}du-e^h\left[\dfrac{e^{-u}}{3\sqrt{1+u^2}}\right]_h^\infty+e^h\int_h^\infty\dfrac{1}{3\sqrt{1+u^2}}d(e^{-u})$
$=\dfrac{1}{3\sqrt{1+h^2}}-\dfrac{2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{2e^h}{3}\int_h^\infty\dfrac{ue^{-u}}{\sqrt{1+u^2}}du-\dfrac{e^h}{3}\int_h^\infty\dfrac{e^{-u}}{\sqrt{1+u^2}}du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{2e^h}{3}\int_{\sinh^{-1}h}^\infty\dfrac{e^{-\sinh u}\sinh u}{\sqrt{1+\sinh^2u}}d(\sinh u)-\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty\dfrac{e^{-\sinh u}}{\sqrt{1+\sinh^2u}}d(\sinh u)$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{2e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\sinh u}\sinh u~du-\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\sinh u}~du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{2e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\frac{e^u-e^{-u}}{2}}\dfrac{e^u-e^{-u}}{2}du-\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\frac{e^u-e^{-u}}{2}}du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\frac{e^u}{2}+\frac{e^{-u}}{2}}e^u~du-\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\frac{e^u}{2}+\frac{e^{-u}}{2}}du-\dfrac{e^h}{3}\int_{\sinh^{-1}h}^\infty e^{-\frac{e^u}{2}+\frac{e^{-u}}{2}}e^{-u}~du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty e^{-\frac{u}{2}+\frac{1}{2u}}u~d(\ln u)-\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty e^{-\frac{u}{2}+\frac{1}{2u}}d(\ln u)-\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty\dfrac{e^{-\frac{u}{2}+\frac{1}{2u}}}{u}d(\ln u)$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty e^{-\frac{u}{2}+\frac{1}{2u}}du-\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty\dfrac{e^{-\frac{u}{2}+\frac{1}{2u}}}{u}du-\dfrac{e^h}{3}\int_{e^{\sinh^{-1}h}}^\infty\dfrac{e^{-\frac{u}{2}+\frac{1}{2u}}}{u^2}du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^h}{3}\int_1^\infty e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{1}{2e^{\sinh^{-1}h}u}}d(e^{\sinh^{-1}h}u)-\dfrac{e^h}{3}\int_1^\infty\dfrac{e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{1}{2e^{\sinh^{-1}h}u}}}{e^{\sinh^{-1}h}u}d(e^{\sinh^{-1}h}u)-\dfrac{e^h}{3}\int_1^\infty\dfrac{e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{1}{2e^{\sinh^{-1}h}u}}}{(e^{\sinh^{-1}h}u)^2}d(e^{\sinh^{-1}h}u)$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^{h+\sinh^{-1}h}}{3}\int_1^\infty e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{e^{-\sinh^{-1}h}}{2u}}du-\dfrac{e^h}{3}\int_1^\infty\dfrac{e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{e^{-\sinh^{-1}h}}{2u}}}{u}du-\dfrac{e^{h-\sinh^{-1}h}}{3}\int_1^\infty\dfrac{e^{-\frac{e^{\sinh^{-1}h}u}{2}+\frac{e^{-\sinh^{-1}h}}{2u}}}{u^2}du$
$=\dfrac{1-2h}{3\sqrt{1+h^2}}-\dfrac{h}{3(1+h^2)^\frac{3}{2}}+\dfrac{e^{h+\sinh^{-1}h}}{3}K_{-1}\left(\dfrac{e^{\sinh^{-1}h}}{2},-\dfrac{e^{-\sinh^{-1}h}}{2}\right)-\dfrac{e^h}{3}K_0\left(\dfrac{e^{\sinh^{-1}h}}{2},-\dfrac{e^{-\sinh^{-1}h}}{2}\right)-\dfrac{e^{h-\sinh^{-1}h}}{3}K_1\left(\dfrac{e^{\sinh^{-1}h}}{2},-\dfrac{e^{-\sinh^{-1}h}}{2}\right)$
(de acuerdo a http://artax.karlin.mff.cuni.cz/r-help/library/DistributionUtils/html/incompleteBesselK.html)