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Re: Numerical integration inside numerical integration


Hi,

and

gg[y_?NumericQ, u_?NumericQ] := f[y,u]*
    Log[1 + NIntegrate[g[y,u,s], {s, 1, \[Infinity]}]]

NIntegrate[
  gg[y, u], {u, -\[Infinity], \[Infinity]}, {y, -\[Infinity],
\[Infinity]}]

does not help ...

Regards
  Jens

blah12 at mail.com wrote:
> 
> Hello all,
> 
> I'm trying to solve numerically an integral like,
> 
> A=some_value
> NIntegrate[f[y,u]*Log[1+NIntegrate[g[y,u,s], {s, A, \[Infinity]}]],
>     {u, -\[Infinity],\[Infinity]},{y, -\[Infinity],\[Infinity]}]
> 
> I know I am doing this wrong as the inner integration fails because
> it doesn't have specific numerical values for y and u.
> I guess Mathematica doesn't perform numerical integrations from the
> outside to the inside (and so passing each time values of y,u to
> the inner integration).
> 
> How can this problem be solved with Mathematica please ?
> 
> Thanks.


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