On Saturday, June 29, 2013 2:21:40 PM UTC+2, Martin Albrecht wrote:
>
> Hi all,
>
> do we have n-dimensional numerical integration in Sage?
>
I got recently a similar question. there is "nsum" in mpmath, which does
that.
http://mpmath.googlecode.com/svn/trunk/doc/build/calculus/sums_limits.
I don't have an answer either, but you might want to look into sparse
grids, e.g.
http://page.math.tu-berlin.de/~garcke/paper/sparseGridTutorial.pdf which
actually contains a bunch of Python code (but no ready-made numerical
integration). Of course it depends on how much control you have over y
