cubepy 1.0.2

Adaptive Multiple Integration in Python

CubePy

Numerical Cubature: Adaptive Multi-dimensional Integration in Python.

Finally, a fully vectorized multi-dimensional numerical integrator! CubePy is the High-Performance, deterministic numerical integrator you've been waiting for.

Integrate functions with:

• High Dimensional Domains
• High Dimensional Co-Domains
• Multiple limits of integration
• Independent events computed concurrently.
• No Monte-Carlo!

CubePy is a fully-vectorized python package for performing numerical integration on multi-dimensional vector functions. CubePy performs these operations efficiently using numpy and the Genz-Malik Adaptive cubature algorithm.

Functions with 2+D domain use an adaptive Genz Malik Cubature scheme. Functions with 1D domain use an adaptive Gauss Kronrod Quadrature scheme.

The adaptive regional subdivision is performed independently for un-converged regions. Local convergence is obtained when the global tolerance values exceed a local region's error estimate. Global convergence is obtained when all regions are locally converged.