I have a function I need to integrate. The function is a product of 2 functions, one a function in x and the the other a piecewise function in t and x. The piecewise function is something like for rho(x) (where rho is some function) < t, f(x,t) = 0, for rho(x)<t<2rho(x), f(t,x) = rho(x) - t, and for t>2rho, f(t,x) = -rho(x). I want to integrate with respect to x with bounds of Inf and -Inf (100 would do a good enough job as infinity for my purposes so I can just use that). I know the integral is not analytic, but I do know that I should get back a piecewise function in t. I cannot seem to figure it out. Anyone have any tips?