Doing a nested numerical integral in Matlab
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How do I do the following nested integral in Matlab? The goal is to evaluate the following:
where the function ϕ is defined as
where 
. The notation seems a bit weird to me since the argument of ϕ in the second equation is only part of the argument where it appears in the first equation. I imagine that just means μ is re-defined in terms of itself. Assuming that's correct, how do I do this nested integral?
. The notation seems a bit weird to me since the argument of ϕ in the second equation is only part of the argument where it appears in the first equation. I imagine that just means μ is re-defined in terms of itself. Assuming that's correct, how do I do this nested integral?采纳的回答
mu = -20:0.01:20;
f = @(mu) integral2(@(u,sigma) sin(mu*sqrt(1-sigma.^2).*cos(pi/2*u)).*(sin(mu*sigma/2)).^2,0,1,0,1);
P = arrayfun(@(mu)f(mu),mu);
plot(mu,P)
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