Hello everyone,

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

Olivier