Comment #6 on issue 3716 by mrock...@gmail.com: Integrals over non-interval sets
http://code.google.com/p/sympy/issues/detail?id=3716

Are sets able to rewrite themselves as a union of intervals?

I don't believe so, no. I think Interval(a, a) is actually transformed into FiniteSet(a).

One way to do this is an explicit branch on the type

if isinstance(xab[1], Union):
    return Add(*[Integral(...) for ... in xab[1].args])
if isinstance(xab[1], FiniteSet):
    return 0

Also, I'm not sure what the mathematically correct thing do to with a delta function over a finite set is.

Currently we just return 0

In [12]: integrate(DiracDelta(x), (x, 0, 0))
Out[12]: 0

Also, care is needed. Integral(f(x), (x, Union(Interval(a, b), Interval(c, d))) is not the same as Integral(f(x), (x, a, b)) + Integral(f(x), (x, c, d)) if c < b.

In some cases this is handled by Union

In [18]: Union(Interval(1, 5), Interval(3, 8))
Out[18]: [1, 8]

However, if we're unable to infer that c < b or c > b then yes, we do run into an ambiguity problem. Union._measure does the whole addition and subtraction of nested intersections thing. We could generalize it to this problem. It's currently handling this problem correctly when the integrand is 1.

Really though I wouldn't mind just assuming that if we can't infer anything about c and b then the intervals don't overlap. Or maybe we just raise a NotImplementedError when this is the case.

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