SciML / SciML/Integrals.jl

Inf Integrand handling

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Dominant language
Julia
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245
Forks
36
Avg merge
4h 43m
Merged PRs (30d)
15

Description

Many of the quadrature algorithms do not handle Inf in the integrand well.

QuadGK throws a DomainError, 2D or higher HCubature returns NaN. Cubature has similar issues but at different dimensions (see https://github.com/JuliaMath/HCubature.jl/issues/29). Some Cuba methods seem to work, i.e. return Inf, while others segfault after a significant amount of computation time.

I'm not quite sure how to approach this issue. Seems like it should be handled upstream by the various algorithms, but this may be a big task to get cleaned up across the board.

Contributor guide

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First steps

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  3. Fork the repository and make your change on a branch.
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Research direction

Compare the reported behavior across QuadGK, HCubature, Cubature, and the affected Cuba methods, using the linked HCubature issue as context. First determine the desired behavior for an integrand returning Inf and whether it belongs in Integrals.jl or the upstream algorithms. Done means the scope and expected result are agreed across the relevant methods, with corresponding coverage where the repository supports it.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend
Issue type
Bug
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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