I don't have an answer either, but you might want to look into sparse 
grids, e.g. 
http://page.math.tu-berlin.de/~garcke/paper/sparseGridTutorial.pdf which 
actually contains a bunch of Python code (but no ready-made numerical 
integration). Of course it depends on how much control you have over your 
domain and how high-dimensional a space we are talking about.


On Saturday, June 29, 2013 8:21:40 AM UTC-4, Martin Albrecht wrote:
>
> do we have n-dimensional numerical integration in Sage? All I can find is 
> 3D, 
> but what about higher dimensions? 
>
>

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