Note
Go to the end to download the full example code.
Estimate an integralΒΆ
In this example we are going to evaluate an integral of the form.
with the iterated quadrature algorithm.
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
import math as m
ot.Log.Show(ot.Log.NONE)
define the integrand and the bounds
a = -m.pi
b = m.pi
f = ot.SymbolicFunction(["x", "y"], ["1+cos(x)*sin(y)"])
ll = [ot.SymbolicFunction(["x"], [" 2+cos(x)"])]
u = [ot.SymbolicFunction(["x"], ["-2-cos(x)"])]
Draw the graph of the integrand and the bounds
g = ot.Graph("Integration nodes", "x", "y", True, "upper right")
g.add(f.draw([a, a], [b, b]))
curve = ll[0].draw(a, b).getDrawable(0)
curve.setLineWidth(2)
curve.setColor("red")
g.add(curve)
curve = u[0].draw(a, b).getDrawable(0)
curve.setLineWidth(2)
curve.setColor("red")
g.add(curve)
view = viewer.View(g)
compute the integral value
I2 = ot.IteratedQuadrature().integrate(f, a, b, ll, u)
print(I2)
plt.show()
[-25.1327]