Here is an example of integrating a function with conditions independent of 
the integration variable:

>>> A, B, a, b x = var('A B a b x')
>>> Piecewise((A, And(x<0, a<1)), (B, Or(x<1, a>2))).integrate(x)
Piecewise(
    (B*x, a > 2),
    (Piecewise((A*x, x <= 0), (B*x, x <= 1), (nan, True)), a < 1),
    (Piecewise((B*x, x <= 1), (nan, True)), True))

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