Multiple category RSS feeds

http://www.example.com/category/cat1,cat2/feed

will include posts belonging to cat1 OR cat2, while

http://www.example.com/category/cat1/category/cat2/feed

will include posts belonging to both cat1 AND cat2 simultaneously. See the update below!

In the following example, the first RSS will include all posts, while the second – Post 3 and Post 4 only.

Category 1
|- Post 1
|- Post 2
|- Post 3
|- Post 4

Category 2
|- Post 3
|- Post 4
|- Post 5
|- Post 6

Updated!

Surprisingly, in spite of WordPress Codex instructions on finding RSS feed URL, the second feed URL shows only the last category mentioned in URL. The right formed URL for cat1 AND cat2 will look as follows:

http://www.example.com/category/cat1+cat2/feed

Thanks @birgire for drawing my attention to this.