Need to solve a double integration:
int_x_0^t int_y_0^t F(x).exp(-a.Abs[x-y]).G(y)dy dx
F(x) = (3x/t) for 0<x<(t/3)
= (2t-3y)/t for (t/3)<x<(2t/3)
= 0; otherwise
G(y) = F(y);
Is it possible to feed this type if functions which vary depending on the range of variable (x or y).
Please note that a, t are both real numbers. Further, note the Abs[x-y] in the exponent.
Thanks in Advance.