evaluating double integral iteratively
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I am trying to discretize a kernel K(x,t) for solving an integral equation. I need to implement
for i=1...N
for j=1..N
a(i,j) = Int1 Int2 K(x,t)dx dt
where Int1 has limits i/N to (i+1)/N and Int2 has limits j/N to (j+1)/N
I tried the symbolic computation but it takes a lot of time. I want to use the numerical computation and speed it up. thanks
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Star Strider
am 14 Jul. 2014
If K(x,t) is a function, you can use integral2.
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Star Strider
am 14 Jul. 2014
My pleasure!
That’s my understanding of how integral2 works. See the More About in the documentation, and its friends (linked to at the end of the page). Note that only integral can take array-valued functions, so if K(x,t) in one such, you’ll have to nest calls to integral. If it’s scalar-valued, the integral functions will be happy and will return a scalar.
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