Re: help with double quadrature

[Dmitri A. Sergatskov]

On Mon, Sep 11, 2017 at 3:31 PM, Nicholas Jankowski <address@hidden> wrote:

On Mon, Sep 11, 2017 at 4:04 PM, Juan Pablo Carbajal <address@hidden> wrote:

On Mon, Sep 11, 2017 at 8:17 PM, Clinton Winant
<address@hidden> wrote:
> I have to evaluate an integral over a triangular area:
> int_0^1 int_0^y [f(x,y)] dx,dy
>
> Initially I though I could use dblquad, but is seems the integration limits
> have to be numbers, not variables.  I have backed of to using quadgk to do
> the inner integral, then summing over all y.  Does anyone know a better way?

Have you consider using Monte Carlo integration?

Never saw that before.  That's interesting.  How much better is in than, say, a 3D equivalent of 'trapz'? (is there a name for that? patch summation over a 2D mesh of points?

https://en.wikipedia.org/wiki/Monte_Carlo_integration

​It is cute, but I found that it is not very practical if you want some decent precision.​

​(But I have not tried some advanced algorithms there.)​

Dmitri.​