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Module « scipy.integrate »

Fonction tplquad - module scipy.integrate

Signature de la fonction tplquad

def tplquad(func, a, b, gfun, hfun, qfun, rfun, args=(), epsabs=1.49e-08, epsrel=1.49e-08) 

Description

help(scipy.integrate.tplquad)

Compute a triple (definite) integral.

Return the triple integral of ``func(z, y, x)`` from ``x = a..b``,
``y = gfun(x)..hfun(x)``, and ``z = qfun(x,y)..rfun(x,y)``.

Parameters
----------
func : function
    A Python function or method of at least three variables in the
    order (z, y, x).
a, b : float
    The limits of integration in x: `a` < `b`
gfun : function 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.
hfun : function or float
    The upper boundary curve in y (same requirements as `gfun`).
qfun : function or float
    The lower boundary surface in z.  It must be a function that takes
    two floats in the order (x, y) and returns a float or a float
    indicating a constant boundary surface.
rfun : function or float
    The upper boundary surface in z. (Same requirements as `qfun`.)
args : tuple, optional
    Extra arguments to pass to `func`.
epsabs : float, optional
    Absolute tolerance passed directly to the innermost 1-D quadrature
    integration. Default is 1.49e-8.
epsrel : float, optional
    Relative tolerance of the innermost 1-D integrals. Default is 1.49e-8.

Returns
-------
y : float
    The resultant integral.
abserr : float
    An estimate of the error.

See Also
--------
quad : Adaptive quadrature using QUADPACK
fixed_quad : Fixed-order Gaussian quadrature
dblquad : Double integrals
nquad : N-dimensional integrals
romb : Integrators for sampled data
simpson : Integrators 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 triple integral of ``x * y * z``, over ``x`` ranging
from 1 to 2, ``y`` ranging from 2 to 3, ``z`` ranging from 0 to 1.
That is, :math:`\int^{x=2}_{x=1} \int^{y=3}_{y=2} \int^{z=1}_{z=0} x y z
\,dz \,dy \,dx`.

>>> import numpy as np
>>> from scipy import integrate
>>> f = lambda z, y, x: x*y*z
>>> integrate.tplquad(f, 1, 2, 2, 3, 0, 1)
(1.8749999999999998, 3.3246447942574074e-14)

Calculate :math:`\int^{x=1}_{x=0} \int^{y=1-2x}_{y=0}
\int^{z=1-x-2y}_{z=0} x y z \,dz \,dy \,dx`.
Note: `qfun`/`rfun` takes arguments in the order (x, y), even though ``f``
takes arguments in the order (z, y, x).

>>> f = lambda z, y, x: x*y*z
>>> integrate.tplquad(f, 0, 1, 0, lambda x: 1-2*x, 0, lambda x, y: 1-x-2*y)
(0.05416666666666668, 2.1774196738157757e-14)

Calculate :math:`\int^{x=1}_{x=0} \int^{y=1}_{y=0} \int^{z=1}_{z=0}
a x y z \,dz \,dy \,dx` for :math:`a=1, 3`.

>>> f = lambda z, y, x, a: a*x*y*z
>>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(1,))
    (0.125, 5.527033708952211e-15)
>>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(3,))
    (0.375, 1.6581101126856635e-14)

Compute the three-dimensional Gaussian Integral, which is the integral of
the Gaussian function :math:`f(x,y,z) = e^{-(x^{2} + y^{2} + z^{2})}`, over
:math:`(-\infty,+\infty)`. That is, compute the integral
:math:`\iiint^{+\infty}_{-\infty} e^{-(x^{2} + y^{2} + z^{2})} \,dz
\,dy\,dx`.

>>> f = lambda x, y, z: np.exp(-(x ** 2 + y ** 2 + z ** 2))
>>> integrate.tplquad(f, -np.inf, np.inf, -np.inf, np.inf, -np.inf, np.inf)
    (5.568327996830833, 4.4619078828029765e-08)



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