Comments (5)
The best way to share points between similar integrals is probably to integrate a vector-valued integrand. (Use StaticArrays.jl for the integrand so that you don't need to allocate lots of temporary vectors on the heap.)
Also, I'm skeptical that the savings from saving/re-using cubature regions would be that great — because it's a geometric series of points, you waste at most a factor of two in the number of integrand evaluations during adaptivity.
from hcubature.jl.
It's going to be quite a challenge to create a vector valued integrand because the integral bounds are different for each quantity that would be in the vector, or so it's been written. It's for a least squares finite element method where I'm integrating over the intersection of at least two multi-dimensional basis functions of compact supports. Also the problem isn't in general translationally invariant because of spatially dependent factors in the integrand.
I wasn't very clear before. When I said saving intervals, I meant it in a relative sense:
Let's say that in the course of the first integral over the interval [a,b)
, normalised to [-1, 1)
, there are N subdivisions e.g. [-1, -0.75)
, [-0.75, 0.25)
[0.25, 0.5)
and [0.25, 1)
. It is then possible to start with the same subdivision, relatively speaking, but over the interval of the next integral [a', b')
?
I assume not because it sounds difficult.
from hcubature.jl.
Also, a factor of 2 sounds good! I'll take what I can get.
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It is then possible to start with the same subdivision, relatively speaking, …
If that is what you want, you could use a vector-valued integrand with a coordinate transformation to map all of your integrands to the same domain.
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A coordinate transformation will be rather challenging because I'm working with non-orthogonal coordinate systems.
Having vectorised it, and storing the vector result with vector of inputs as a dictionary has made re-evaluations redundant.
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Related Issues (20)
- non rectangular integral HOT 4
- Parallel evaluation of the integrand
- Check for NaN?
- Promotion of endpoints to a common type? HOT 4
- Internal error got on Julia1.2.0
- Error estimation HOT 2
- Bounds order while using hquadrature HOT 4
- Incorrect and variable results for smooth function depending on initdiv HOT 1
- Parallel integrand evaluation [Feature Req.] HOT 2
- Inconsistent results for Inf integrands HOT 3
- slow hcubature for large vector-valued integrands HOT 7
- TagBot trigger issue HOT 29
- Type instability when using a vector for the limits. HOT 1
- Mimic `Cubature.INDIVIDUAL` behavior [Feature Req.] HOT 6
- Question about 2D integral with a complex function f HOT 6
- A question regarding nodes and weights in hcubature HOT 1
- Any plans to add Symbolics.jl inside HCubature.jl? HOT 1
- Performance versus `quadgk` HOT 1
- hcubature not type stable HOT 2
- GPU support HOT 2
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