Evaluation of some non-elementary integrals involving the generalized hypergeometric function with some applications

The indefinite integral $$\int x^\alpha e^{\eta x^\beta}\,_pF_q (a_1, a_2, \cdot\cdot\cdot a_p; b_1, b_2, \cdot\cdot\cdot, b_q; \lambda x^{\gamma})dx,$$ where $\alpha, \eta, \beta, \lambda, \gamma\ne0$ are real or complex constants and $_pF_q$ is the generalized hypergeometric function, is evaluated in terms of an infinite series involving the generalized hypergeometric function. Related integrals in which the exponential function $e^{\eta x^\beta}$ is either replaced by the hyperbolic function $\cosh\left(\eta x^\beta\right)$ or $\sinh\left(\eta x^\beta\right)$, or the sinusoidal function $\cos\left(\eta x^\beta\right)$ or $\sin\left(\eta x^\beta\right)$, are also evaluated in terms of infinite series involving the generalized hypergeometric function $_pF_q$. Some application examples from applied analysis, in which some new Fourier and Laplace integrals (or transforms) are evaluated, are given. The analytical solution of the Orr-Sommerfeld equation (with a linear mean flow background) in the short-wave limit is expressed in terms of some infinite series involving the hypergeometric series $_2F_3$. Making use of the hyperbolic and Euler identities, some interesting series identities involving exponential, hyperbolic, trigonometric functions and the generalized hypergeometric function are also derived.