Anyone know where to begin truing to solve an nth order integral? (n up to 10)

Question

ray sanchez 2015-5-20

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/217802-anyone-know-where-to-begin-truing-to-solve-an-nth-order-integral-n-up-to-10

回答： Mike Hosea 2015-6-1

I don't even know where to begin here. I need to solve an integral of a function f(x1,x2,x3...x10) with each variable going from 0 to 1. The only MATLAB functions I know of only go up to 3. Any help or direction of where to look would be awesome!

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Mike Hosea 2015-6-1

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/217802-anyone-know-where-to-begin-truing-to-solve-an-nth-order-integral-n-up-to-10#answer_181208

There's a good reason why there's no integraln function. There's a function called integralN on the file exchange that goes up to 6, and even 6 is impractical in most real-world cases. A 10-fold integral via nested adaptive quadrature won't be fast enough to be practical even on a dinky problem. You probably want to think about leveraging symbolics to reduce the dimensionality, if possible, or perhaps employ a Monte Carlo technique.