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I am integrating some difficult functions and using the conditional output to place bounds on parameters to ensure integrability, but it seems that not all of the conditions are being returned. The following simple example illustrates the issue.

When I perform the 1D integration

Integrate[Exp[b y], {y, 0, Infinity}]

I receive the correct output

ConditionalExpression[-(1/b), Re[b] < 0]

but when I perform the 2D integration

Integrate[Exp[a x + b y], {x, 0, Infinity}, {y, 0, Infinity}]

I only receive

ConditionalExpression[1/(a b), Re[a] < 0].

That is, the condition on the parameter b ensuring integrability is not returned. In this case does Mathematica only return the condition associated with the last integration step?


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up vote 1 down vote accepted

It seems you have to set GenerateConditions explicitly

Integrate[Exp[a x + b y], {x, 0, Infinity}, {y, 0, Infinity}, 
 GenerateConditions -> True]

(* ConditionalExpression[1/(a b), Re[b] < 0 && Re[a] < 0] *)
share|improve this answer
For more info, see Daniel Lichtblau's answers:, – Michael E2 Jul 2 '14 at 17:51

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