I have a very basic question.
I’m looking for the most efficient way to perform the following very classical integral:
For now I’m using hquadrature of the cubature package in two steps.
This works, but I’m not sure whether this is the most efficient way.
More generally, I would like to know, how to perform multidimensional integration over non-rectangular domains.
It seems cubature does not allow bounds to be functions. Am I correct?
Many thanks in advance