Comment #2 on issue 3852 by julien.r...@gmail.com: Multiple integrals with piecewise should be smarter
http://code.google.com/p/sympy/issues/detail?id=3852

First the integral over x is tried. It is passed to trigintegrate, but the y is factored out, as it is independent of x. Trigintegrate returns a Piecewise; it doesn't know that the y in the denominator will be cancelled by a y prefactor since it never sees that prefactor. You can check this by calling the integral over x directly.

integrate(y*cos(x*y), x)
  //   x      for y = 0\
  ||                   |
y*|<sin(x*y)           |
  ||--------  otherwise|
  \\   y               /

Only after piecewise_fold is called do we get the redundant Piecewise.

piecewise_fold(_)
/  x*y     for y = 0
<
\sin(x*y)  otherwise

The logic to collapse the above Piecewise to simply sin(x*y) would need to be in the Piecewise constructor or in piecewise_fold.

I can't answer your remaining queries as I don't know what a "double indefinite integral" is.

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