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How to make a double integration with numerical integration?

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Rertan Ertan
Rertan Ertan on 18 Jun 2020
Answered: Bjorn Gustavsson on 18 Jun 2020
I wrote this code, but it didn't work and got message "Invalid expression. When calling a function or indexing a variable, use parentheses. Otherwise, check
for mismatched delimiters."
f = @(sigma, y, yp) exp(-(y-yp).^2 ./ sigma.^2);
for i = 1:N
for j = 1:N
A(i,j) = integral(@(y),(integral @(yp)f(sigma,y,yp),yp1(j),yp(j)),y1(i),y2(i));
end
end

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Answers (1)

Bjorn Gustavsson
Bjorn Gustavsson on 18 Jun 2020
Why not use integral2 to integrate over 2-D domains - it can handle, at least, boundaries in the y-direction that are functions of x. Or you if this is your function that you want to integrate you should be able to do at least one integration symbolically and end up with a function that is built with some erf (error-function) terms.
HTH

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