scipy.integrate.

dblquad#

scipy.integrate.dblquad(func, a, b, gfun, hfun, args=(), epsabs=1.49e-08, epsrel=1.49e-08)[source]#

Compute a double integral.

Return the double (definite) integral of func(y, x) from x = a..b and y = gfun(x)..hfun(x).

Parameters:
funccallable

A Python function or method of at least two variables: y must be the first argument and x the second argument.

a, bfloat

The limits of integration in x: a < b

gfuncallable or float

The lower boundary curve in y which is a function taking a single floating point argument (x) and returning a floating point result or a float indicating a constant boundary curve.

hfuncallable or float

The upper boundary curve in y (same requirements as gfun).

argssequence, optional

Extra arguments to pass to func.

epsabsfloat, optional

Absolute tolerance passed directly to the inner 1-D quadrature integration. Default is 1.49e-8. dblquad tries to obtain an accuracy of abs(i-result) <= max(epsabs, epsrel*abs(i)) where i = inner integral of func(y, x) from gfun(x) to hfun(x), and result is the numerical approximation. See epsrel below.

epsrelfloat, optional

Relative tolerance of the inner 1-D integrals. Default is 1.49e-8. If epsabs <= 0, epsrel must be greater than both 5e-29 and 50 * (machine epsilon). See epsabs above.

Returns:
yfloat

The resultant integral.

abserrfloat

An estimate of the error.

See also

quad

single integral

tplquad

triple integral

nquad

N-dimensional integrals

fixed_quad

fixed-order Gaussian quadrature

simpson

integrator for sampled data

romb

integrator for sampled data

scipy.special

for coefficients and roots of orthogonal polynomials

Notes

For valid results, the integral must converge; behavior for divergent integrals is not guaranteed.

Details of QUADPACK level routines

quad calls routines from the FORTRAN library QUADPACK. This section provides details on the conditions for each routine to be called and a short description of each routine. For each level of integration, qagse is used for finite limits or qagie is used if either limit (or both!) are infinite. The following provides a short description from [1] for each routine.

qagse

is an integrator based on globally adaptive interval subdivision in connection with extrapolation, which will eliminate the effects of integrand singularities of several types.

qagie

handles integration over infinite intervals. The infinite range is mapped onto a finite interval and subsequently the same strategy as in QAGS is applied.

References

[1]

Piessens, Robert; de Doncker-Kapenga, Elise; Überhuber, Christoph W.; Kahaner, David (1983). QUADPACK: A subroutine package for automatic integration. Springer-Verlag. ISBN 978-3-540-12553-2.

Examples

Compute the double integral of x * y**2 over the box x ranging from 0 to 2 and y ranging from 0 to 1. That is, \(\int^{x=2}_{x=0} \int^{y=1}_{y=0} x y^2 \,dy \,dx\).

>>> import numpy as np
>>> from scipy import integrate
>>> f = lambda y, x: x*y**2
>>> integrate.dblquad(f, 0, 2, 0, 1)
    (0.6666666666666667, 7.401486830834377e-15)

Calculate \(\int^{x=\pi/4}_{x=0} \int^{y=\cos(x)}_{y=\sin(x)} 1 \,dy \,dx\).

>>> f = lambda y, x: 1
>>> integrate.dblquad(f, 0, np.pi/4, np.sin, np.cos)
    (0.41421356237309503, 1.1083280054755938e-14)

Calculate \(\int^{x=1}_{x=0} \int^{y=2-x}_{y=x} a x y \,dy \,dx\) for \(a=1, 3\).

>>> f = lambda y, x, a: a*x*y
>>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(1,))
    (0.33333333333333337, 5.551115123125783e-15)
>>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(3,))
    (0.9999999999999999, 1.6653345369377348e-14)

Compute the two-dimensional Gaussian Integral, which is the integral of the Gaussian function \(f(x,y) = e^{-(x^{2} + y^{2})}\), over \((-\infty,+\infty)\). That is, compute the integral \(\iint^{+\infty}_{-\infty} e^{-(x^{2} + y^{2})} \,dy\,dx\).

>>> f = lambda x, y: np.exp(-(x ** 2 + y ** 2))
>>> integrate.dblquad(f, -np.inf, np.inf, -np.inf, np.inf)
    (3.141592653589777, 2.5173086737433208e-08)