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Hi there,

I am having some difficulty evaluating a repeated integral, which is the first of two shown in the image.

I had hoped to be able to use Gaussian Quadrature to provide a numerical result, however am unsure on if this is possible for a repeated integral?

I have attempted to use Cauchy' formula on repeated integrals to obtain a single integral, which is shown on the bottom in the image. However I am once again unsure on performing this due to the presence of φ.

Any ideas on what I'm doing wrong/ missing?

Thanks

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# I Gaussian Quadrature on a Repeated Integral

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