Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2004
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2004

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Numerical integration inside numerical integration

  • To: mathgroup at smc.vnet.net
  • Subject: [mg48823] Re: Numerical integration inside numerical integration
  • From: nafod40 <noneya at business.com>
  • Date: Fri, 18 Jun 2004 02:12:45 -0400 (EDT)
  • Organization: Penn State University, Center for Academic Computing
  • References: <cark1d$r7v$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

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 ?

If you use patterns to force the inner integration to only work when it 
is passed numerical values, things should work OK.

You see similar effects when you have functions inside of things like 
FindRoot, where Mathematica attempts to immediately resolve the inner term, and 
you don't want it to.


  • Prev by Date: Re: Numerical integration inside numerical integration
  • Next by Date: Re: Controlling function arguments
  • Previous by thread: Re: Numerical integration inside numerical integration
  • Next by thread: Re: Numerical integration inside numerical integration