# Multivariable numerical integration with changing limits
**URL:** https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862
**Category:** Numerics
**Tags:** question
**Created:** [June 30, 2019, 5:15pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862 "2019-06-30T17:15:13Z")
**Posts on this page:** 5
**Page:** 1
### Author:  [@sevimora](https://discourse.julialang.org/u/sevimora)
#### Post date: [June 30, 2019, 5:15pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862/1 "2019-06-30T17:15:13Z")
Hi!
I am not very proficient in Julia (or in numerical methods, for that matter), so please be forgiving with my ignorance…
I am trying to numerically integrate a function of the form:
\int\_a^b \int\_{\underline x(w)}^{\overline x(w)} f(w,x) dx dw
I see that there are several packages (HCubature, Nintegration) that integrate over more than one dimension, but they seem to do it for a fixed hypercube. So that the limits of integration on x are fixed, and do not depend on the value of w.
is there any way to do this? … I am sure I am not the first person with this problem!!!
Thanks a lot!!
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### Author:  [@Tamas\_Papp](https://discourse.julialang.org/u/Tamas_Papp)
#### Post date: [June 30, 2019, 5:31pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862/2 "2019-06-30T17:31:40Z")
> [@sevimora](#):
>
> is there any way to do this? … I am sure I am not the first person with this problem!!!
Transform the problem to a hypercube, eg by mapping [\underline{x}(w), \bar{x}(w)] to [0, 1] using an affine transform that depends on w. Don’t forget to adjust by the Jacobian.
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### Author:  [@sevimora](https://discourse.julialang.org/u/sevimora)
#### Post date: [June 30, 2019, 5:57pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862/3 "2019-06-30T17:57:44Z")
I’ll try!!! 🙂 Thanks so much!!!
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### Author:  [@nilshg](https://discourse.julialang.org/u/nilshg)
#### Post date: [July 1, 2019, 6:42pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862/4 "2019-07-01T18:42:38Z")
On an unrelated note good to see you diving into Julia, hope my thesis was an inspiration 😉
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### Author:  [@sevimora](https://discourse.julialang.org/u/sevimora)
#### Post date: [July 2, 2019, 5:02pm UTC](https://discourse.julialang.org/t/multivariable-numerical-integration-with-changing-limits/25862/5 "2019-07-02T17:02:34Z")
🙂