On Feb 15, 2010, at 11:27 AM, Thomas Scofield wrote:
Can someone point me to examples/documentation on doing double
integrals numerically? That is, say you have to calculate a double
integral with integrand f(x,y) for which no closed-form
antiderivative (neither in x nor y) exists. Assume my xy-region of
integration is rectangular. Is there a numerical_integral() type
command for this case?
Not that I know of, but you can nest them. For example, to do \int_3^4
\int_1^x sin(x^2/y) dy dx one can do
sage: numerical_integral(lambda x: numerical_integral(sin(x^2/y),
1, x)[0], 3, 4)
(-0.78059401567023834, 8.6663344908170892e-15)
Note that the [0] on the inner integral causes it to ignore the error
term there.
- Robert
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