Multiple symbolic array integration
Show older comments
Hi all,
I am struggling to find both a structure and the right tools to handle my problem. Let's say I have a function f1(x,r1,r2,...,rk) where k is a random variable and all the variables of the function are symbolic.
I first need to integrate w.r.t. the variable x but, in general, all the integrals' bounds within my question are the same (let's call a and b respectively the lower and upper bound).
In second place, I then need to perform multiple integrations w.r.t. the variables of the array of symbols R=[r1,r1,...,rk].
The general structure of the problem is the following

and, in the end, I need to perform a numerical integration(in that picture, variable R is a length, nothing in common with the previous R=[r1,r1,...,rk]).
I checked a previous example in which a non-array symbolic variable is considered ( %3Chttps://it.mathworks.com/matlabcentral/answers/174009-symbolic-integration-vs-numerical-integration%3E ), a similar situation where a non-randomic size of the symbolic array R is implemented.
Moreover
- f1 has a complicated form such as int() can't find a closed-form solution to it.
- Within f1, variables can't be separated (expand() has already been used)
Any help is very welcome. After some days on it I feel I don't have experience enough to face with it.
This is a previous job I need to complete before use fmincon in such a way its result is not conditioned by the randomness brought by K random variables R=[r1,...,rk].
Thanks a lot in advance
Answers (0)
Categories
Find more on Numerical Integration and Differentiation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!