Re: Numerical integration inside numerical integration
- To: mathgroup at smc.vnet.net
- Subject: [mg48821] Re: Numerical integration inside numerical integration
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Fri, 18 Jun 2004 02:12:43 -0400 (EDT)
- Organization: Universitaet Leipzig
- References: <cark1d$r7v$1@smc.vnet.net>
- Reply-to: kuska at informatik.uni-leipzig.de
- Sender: owner-wri-mathgroup at wolfram.com
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.