Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
In this paper, based on CAS wavelets we present quadrature rules for numerical solution of double and triple integrals with variable limits of integration. To construct new method, first, we approximate the unknown function by CAS wavelets. Then by using suitable collocation points, we obtain the CAS wavelet coefficients that these coefficients are applied in approximating the unknown function. The major advantage of new approach is that this method can approximate the value of some improper integrals. To illustrate the efficiency and the accuracy of the method, some numerical examples are given.