Evaluate
Split the sum into two double integrals. Integration is linear, so
This is the key move: each piece now depends on a single variable, even though neither can be antidifferentiated in closed form.
Collapse each piece using the fact that one variable is absent. In the first piece does not involve , so the inner -integration just multiplies by the interval length :
The same argument (integrating in first) reduces the second piece to .
Recognise the remaining integrals as Fresnel integrals. Renaming both dummy variables to :
Neither nor has an elementary antiderivative — they define the Fresnel functions and (up to the usual scaling). So the exact answer is , and a numerical value is the practical answer.
Evaluate both numerically. High-order Gauss-Legendre quadrature gives
The series expansions confirm the sizes: integrates to about , and integrates to about .
Add and check against direct 2-D quadrature.
Evaluating the original double integral numerically over the square, without splitting, gives — identical to eight decimals, confirming both the split and the two one-dimensional values.
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