How does one integrate a function in a complicated open set. For instance, I have been given $f(x,y) = \frac{1}{(y+1)^2}$ and have been asked to integrate this in the region $A(x, y ) = \{ (x,y) | x >0 , x^2 < y < 2x^2\}$.
Theoretically I need to find a nested sequence of open sets sets $\{U_n\}$ such that $\int_{U_{n}} f$ is bounded. But how do I find such sets here