pysimplicialcubature 0.2.0

Integration on simplices.

pysimplicialcubature

This package is a port of a part of the R package SimplicialCubature, written by John P. Nolan, and which contains R translations of some Matlab and Fortran code written by Alan Genz. In addition it provides a function for the exact computation of the integral of a polynomial over a simplex.

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A simplex is a triangle in dimension 2, a tetrahedron in dimension 3. This package provides two main functions: integrateOnSimplex, to integrate an arbitrary function on a simplex, and integratePolynomialOnSimplex, to get the exact value of the integral of a multivariate polynomial on a simplex.

Suppose for example you want to evaluate the following integral:

$$\int_0^1\int_0^x\int_0^y \exp(x + y + z) \text{d}z \text{d}y \text{d}x.$$

from pysimplicialcubature.simplicialcubature import integrateOnSimplex
from math import exp

# simplex vertices
v1 = [0.0, 0.0, 0.0] 
v2 = [1.0, 1.0, 1.0] 
v3 = [0.0, 1.0, 1.0] 
v4 = [0.0, 0.0, 1.0]
# simplex
S = [v1, v2, v3, v4]
# function to integrate
f = lambda x : exp(x[0] + x[1] + x[2])
# integral of f on S
I_f = integrateOnSimplex(f, S)
I_f["integral"]
# 0.8455356728324119

The exact value of this integral is ${(e-1)}^3/6 \approx 0.8455356852954753$.

Now let's turn to a polynomial example. You have to define the polynomial with sympy.Poly.

from pysimplicialcubature.simplicialcubature import integratePolynomialOnSimplex
from sympy import Poly
from sympy.abc import x, y, z

# simplex vertices
v1 = [1.0, 1.0, 1.0] 
v2 = [2.0, 2.0, 3.0] 
v3 = [3.0, 4.0, 5.0] 
v4 = [3.0, 2.0, 1.0]
# simplex
S = [v1, v2, v3, v4]
# polynomial to integrate
P = Poly(x**4 + y + 2*x*y**2 - 3*z, x, y, z, domain = "RR")
# integral of P on S
integratePolynomialOnSimplex(P, S)
# -0.253571428571429

We can do better: by defining the vertex coordinates as fractions, and by taking the field of rational numbers as the domain of the polynomial, we will get the exact value of the integral, without numerical error.

from pysimplicialcubature.simplicialcubature import integratePolynomialOnSimplex
from sympy import Poly
from sympy.abc import x, y, z
from fractions import Fraction

# simplex vertices
v1 = [Fraction(0), Fraction(0), Fraction(0)] 
v2 = [Fraction(1), Fraction(1), Fraction(1)] 
v3 = [Fraction(0), Fraction(1), Fraction(1)] 
v4 = [Fraction(0), Fraction(0), Fraction(1)]
# simplex
S = [v1, v2, v3, v4]
# polynomial to integrate
P = Poly(x**4 + y + 2*x*y**2 - 3*z, x, y, z, domain = "RR")
# integral of P on S
integratePolynomialOnSimplex(P, S)
# -71/280 (= -0.25357142857142856...)

References

• A. Genz and R. Cools. An adaptive numerical cubature algorithm for simplices. ACM Trans. Math. Software 29, 297-308 (2003).

• Jean B. Lasserre. Simple formula for the integration of polynomials on a simplex. BIT Numerical Mathematics 61, 523-533 (2021).