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matlabintegralnumerical-integration

Nested integral within integral2 in matlab


I'm attempting to take the double integral (using integral2) of a function that is defined by an integral.

https://i.sstatic.net/0T0Pr.jpg

Here is what I am currently attempting:

t=linspace(0,1,50);
fun_1= @(v) exp(.071*v)
fun  = @(x,y) exp(0.14*0.00607*integral(@(u)fun_1(u),0,x)).*exp(-(x-y).^2).*exp(0.14*0.00607*integral(@(u)fun_1(u),0,x));
for i=2:length(t)
    for j=i:length(t)
    A(i,j)=integral2(fun,t(i-1),t(i),t(j-1),t(j));
    end
end

I'm receiving the error

Error using integral (line 86) A and B must be floating point scalars.

Can anyone provide any information on how to fix this problem.


Solution

  • Here you go:

    l=3;
    t=linspace(0,1,365);
    fun3= @(v) integral(@(v)exp(.071*v),0,v,'ArrayValued',true);
    for i=2:length(t)
      for j=i:length(t)
          xx=t(i);
          yy=t(j);
          fun  = @(x,y) exp(0.14*0.00607*fun3(yy)).*exp(-(x-y).^2/l).*exp(0.14*0.00607*fun3(xx));
          y(i,j)=integral2(fun,t(i-1),t(i),t(j-1),t(j));
      end
    end
    

    It works, but it is very slow.