Open Alexander-Murray opened 3 years ago
One solution is to use multiple univariate integrals:
deg = [3, 5, 6, 4]
op1 = GaussOrthoPoly(deg[1], addQuadrature=true);
op2 = Uniform01OrthoPoly(deg[2], addQuadrature=true);
op3 = Beta01OrthoPoly(deg[3], 2, 1.2, addQuadrature=true);
ops = [op1, op2, op3];
integrate(c->integrate(b->integrate((a)->a*b*c, op1),op2),op3)
however, I'd be interested to hear about other approaches.
hi Alex, yes, multiple univariate integrals is the way to proceed.
Put differently, there is not support for generic multivariate integration, only integration of product measures for which you can decompose the $n$-variate integral to $n$ univariate integrals. For each of the $n$ univariate integrals you can then use the quad
rules.
Hey, I tried following the tutorial examples here but I can't seem to figure out the right syntax for multivariate integration. Here is what I am trying:
however, I get the following error:
Is there any way of doing this with the PolyChaos package?