MultipleIntegrate

MultipleIntegrate is a symbolic definite-integration package for exact evaluation of many multiple integrals.

It is designed for problems where direct antiderivatives are not the best approach. Instead, it combines structural recognition, simplfication, region-aware dispatch, and exact fallback methods for families such as:

• product-region multiple integrals
• exact Dirichlet/simplex integrals with rational exponents
• polynomial moments on boxes, simplices, disks, and balls
• polar, spherical, and affine coordinate-change reductions for selected regions
• selected simplex-like and level-set / layer-cake reductions
• Gaussian integrals and Gaussian moments
• rational full-line integrals
• trigonometric and exponential transform-friendly integrals
• beta/gamma-type exact integrals
• selected dependent-bound graph regions
• basic convergence and assumptions checks on structured exact paths

Installation

python -m pip install multiple-integrate

For development and tests:

python -m pip install -e ".[dev]"

Quick start

from sympy import symbols, sin, cos, exp, pi, oo
from multiple_integrate import multiple_integrate

x, y = symbols("x y", real=True)

print(multiple_integrate(x**2 * y**3, (x, 0, 1), (y, 0, 1)))
# 1/12

print(multiple_integrate(exp(-(x**2 + y**2)), (x, -oo, oo), (y, -oo, oo)))
# pi

print(multiple_integrate(cos(x + y), (x, 0, pi), (y, 0, pi)))
# -4

Range convention

multiple_integrate follows exactly the same range convention as sympy.integrate:

• range tuples are interpreted in inner-first iterated order
• the first tuple is the innermost integral
• the last tuple is the outermost integral

So a triangular integral should be written as

multiple_integrate(1, (y, 0, 1 - x), (x, 0, 1))

not with the structural outer-to-inner ordering used, for example, by Mathematica. The same convention is used by region_from_ranges(...) when regions are recognized from dependent bounds.

This matters especially for triangular, disk, and ball examples with dependent bounds: write the tuples in the same order you would pass them to sympy.integrate.

Representative multiple-integral examples

Box moments

import sympy as sp
from sympy import symbols
from multiple_integrate import multiple_integrate

x, y = symbols("x y", real=True)

multiple_integrate(x**2 * y**3, (x, 0, 1), (y, 0, 1))
# 1/12

Simplex / triangle moments

from sympy import symbols, Rational
from multiple_integrate import multiple_integrate

x, y = symbols("x y", real=True)

multiple_integrate(1, (y, 0, 1 - x), (x, 0, 1))
# 1/2

multiple_integrate(x * y, (y, 0, 1 - x), (x, 0, 1))
# 1/24

multiple_integrate(
    x**Rational(1, 2) * y**Rational(3, 2) * (1 - x - y)**Rational(1, 2),
    (y, 0, 1 - x),
    (x, 0, 1),
)
# gamma(3/2)*gamma(5/2)*gamma(3/2)/gamma(11/2)

Disk and ball moments

from sympy import symbols, sqrt, exp, oo
from multiple_integrate import multiple_integrate

x, y, z = symbols("x y z", real=True)

multiple_integrate(1, (y, -sqrt(1 - x**2), sqrt(1 - x**2)), (x, -1, 1))
# pi

multiple_integrate(
    x**2 * y**2 / sqrt(1 - x**2 - y**2),
    (y, -sqrt(1 - x**2), sqrt(1 - x**2)),
    (x, -1, 1),
)
# pi/24

multiple_integrate(
    1,
    (z, -sqrt(1 - x**2 - y**2), sqrt(1 - x**2 - y**2)),
    (y, -sqrt(1 - x**2), sqrt(1 - x**2)),
    (x, -1, 1),
)
# 4*pi/3

multiple_integrate(
    (x**2 + y**2 + z**2) * exp(-(x**2 + y**2 + z**2)),
    (z, -oo, oo),
    (y, -oo, oo),
    (x, -oo, oo),
)
# 3*pi**(3/2)/2

Gaussian moments

from sympy import symbols, exp, oo
from multiple_integrate import multiple_integrate

x, y = symbols("x y", real=True)

multiple_integrate(exp(-x**2), (x, -oo, oo))
# sqrt(pi)

multiple_integrate(x**2 * exp(-x**2), (x, -oo, oo))
# sqrt(pi)/2

multiple_integrate(exp(-(x**2 + y**2)), (x, -oo, oo), (y, -oo, oo))
# pi

Rational full-line integrals

from sympy import symbols, oo
from multiple_integrate import multiple_integrate

x = symbols("x", real=True)

multiple_integrate(1 / (x**2 + 1), (x, -oo, oo))
# pi

multiple_integrate(1 / (x**4 + 1), (x, -oo, oo))
# pi/sqrt(2)

Trigonometric and exponential transform-friendly cases

from sympy import symbols, sin, cos, exp, pi, oo
from multiple_integrate import multiple_integrate

x, y = symbols("x y", real=True)

multiple_integrate(sin(x) * sin(y), (x, 0, pi), (y, 0, pi))
# 4

multiple_integrate(cos(x + y), (x, 0, pi), (y, 0, pi))
# -4

multiple_integrate(exp(-(x + y)), (x, 0, oo), (y, 0, oo))
# 1

Level-set / layer-cake example

One of the package strategies rewrites suitable integrals using level sets of an inner function. A simple example is

from sympy import symbols, exp, oo
from multiple_integrate import multiple_integrate

x, y = symbols("x y", nonnegative=True)

multiple_integrate(exp(-(x + y)), (x, 0, oo), (y, 0, oo))
# 1

Here the inner function is g(x, y) = x + y. Its level sets in the first quadrant are line segments, so the integral can be reduced to a one-dimensional pushforward density instead of treated only as a plain iterated antiderivative.

Region model

The solver now normalizes input bounds into explicit region objects before applying several structural shortcuts.

Current region support includes:

• BoxRegion for product domains with independent bounds
• IteratedRegion for general nested bounds
• SimplexRegion for standard simplex-style regions
• AffineSimplexRegion for affine images of standard simplices
• GraphRegion for simple affine graph-bounded 2D regions
• DiskRegion for standard centered disks
• BallRegion for standard centered balls
• EllipsoidRegion for axis-aligned centered ellipsoids
• AnnulusRegion for centered annuli
• SphericalShellRegion for centered spherical shells
• UnionRegion for finite unions of supported regions

This improves:

• symmetry detection
• exact Dirichlet / simplex evaluation
• moment formulas
• dependent-bound handling
• safe order reversal for simple graph regions
• polar /spherical / affine coordinate-change shortcuts
• convergence-aware structured dispatch on several exact families

Main strategy families

The solver uses a dispatcher with exact strategies and simplification passes such as:

• constant and zero fast paths
• separability detection
• region-aware symmetry shortcuts
• polynomial-in-one-variable reduction
• moment-based evaluation on recognized families
• Gaussian-family recognition
• rational full-line recognition
• trigonometric / exponential rewrites
• level-set / layer-cake style reductions for suitable inner functions
• graph-region order reversal for simple affine dependent bounds
• exact symbolic fallback when no specialized strategy applies

Dependent bounds

The package is not limited to product regions. It has structured support for some dependent-bound multiple integrals, especially:

• standard simplex / triangle regions
• affine simplex variants
• simple affine graph regions
• standard disk / ball / ellipsoid regions written in nested-bounds form
• explicit annulus, spherical shell, and union regions

However, it is still not a full symbolic region engine. In particular, it does not yet provide:

• general geometric region rewriting
• automatic order reversal for arbitrary dependent bounds
• a full region algebra comparable to symbolic Region objects
• unrestricted automatic polar/spherical coordinate changes
• arbitrary semialgebraic cell decomposition

Testing

Run the test suite with:

pytest -q

The tests cover:

• region parsing and classification
• symmetry behavior
• box / simplex / disk / ball moments
• radial-region shortcuts
• graph-region reversal
• singular-but-convergent cases
• divergence checks
• rational full-line integrals
• representative supported families

Repository layout

MultipleIntegrate/
├── multiple_integrate/
├── tests/
├── docs/
├── notebooks/
├── pyproject.toml
└── README.md

Author

Bhuvanesh Bhatt

License

GPL-3.0-or-later

Current limitations

Recent additions include exact simplex / Dirichlet formulas and the coordinate-change layer for selected disks, balls, shells, and ellipsoids, butthe package still does not attempt completely general geometric rewriting or arbitrary symbolic substitutions. It is best viewed as a recognition-driven exact integrator for structured families.