I have a function f(x1, x2) that returns an array. I need to compute a definite integral for each element of the returned array over a space of (x1, x2). I am considering writing a Monte Carlo integration inside function f. But is there a better way of doing this?

Numerical integration for array

stevengj September 22, 2020, 4:52pm 12

I’m confused. I thought ϵ1, ϵ2 (= ϵ[1], ϵ[2] once you use hcubature) are your integration variables, in which case they must be scalars?

Topic		Replies	Views
Hcubature - New to Julia New to Julia integral	7	2168	February 27, 2022
Slow cubature Numerics performance , quadrature , hcubature	21	533	June 25, 2024
Advice on numerical integration of a very "sparse" function Numerics question	25	2049	November 30, 2018
Evaluate integral on many points (Cubature.jl ?) Numerics	44	4812	July 26, 2017
Numerical integration using hcubature\ Numerics question	2	886	June 1, 2021