Numerical integration of discontinuous functions in many dimensions

DOI10.1145/2629476MaRDI QIDQ2828137zbMATH OpenOpenAlexWikidataFDO

Authors Vassilis Pandis

Publication date 24 October 2016

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.1360

zbMATH Keywords

adaptive integrationmultidimensional cubaturenumerical integration

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Parallel numerical computation (65Y05)

Abstract: We consider the problem of numerically integrating functions with hyperplane discontinuities over the entire Euclidean space in many dimensions. We describe a simple process through which the Euclidean space is partitioned into simplices on which the integrand is smooth, generalising the standard practice of dividing the interval used in one-dimensional problems. Our procedure is combined with existing adaptive cubature algorithms to significantly reduce the necessary number of function valuations and memory requirements of the integrator. The method is embarrassingly parallel and can be trivially scaled across many cores with virtually no overhead. Our method is particularly pertinent to the integration of Green's functions, a problem directly related to the perturbation theory of impurity models. In three spatial dimensions we observe a speed-up of order $100$ which increases with increasing dimensionality.

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Cites work

• Algorithm 824
• An adaptive numerical cubature algorithm for simplices
• New modification of the double description method for constructing the skeleton of a polyhedral cone
• Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
• The quickhull algorithm for convex hulls

Cited in

(8)

• Numerical integration over implicitly defined domains with topological guarantee
• scientific article; zbMATH DE number 5509066 (Why is no real title available?)
• Multidimensional numerical integration using pseudorandom numbers
• Numerical integration of functions with a very small significant support
• scientific article; zbMATH DE number 1126861 (Why is no real title available?)
• Efficient adaptive integration of functions with sharp gradients and cusps in n-dimensional parallelepipeds
• Numerical integration and discrepancy, a new approach
• Numerical integration of discontinuous functions: moment fitting and smart octree

Describes a project that uses

Uses Software

• CUBPACK
• Qhull
• adsimp
• GSL

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