The limits can be anything. It doesn't even care if they depend on the
integration variable. It will just do the integrals iteratively until
it can't, substituting the limits as it goes. There are currently no
algorithms implemented to do any kind of special handling of multiple
integrals (like reordering the limits or rewriting them).

Aaron Meurer

On Thu, Apr 4, 2013 at 8:45 AM, Prasoon Shukla <prasoon92.i...@gmail.com> wrote:
>> Do you mean integrate(f(x, y), (x, a, b), (y, c, d))?
>
> Yes, except that the limits may not be constant. I looked at the docstring
> of integrate() and didn't see any such examples. Perhaps I missed something?
>
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