Numerical multidimensional integration with PyMikor

Abstract

The PyMikor is a package for a numerical evaluation of multidimensional integrals with constant limits of integration by the Korobov's method. The package provides new implementation for Python programming language. It is coming with predefined optimal coefficients used for the construction of parallelepiped lattice. The built-in integration strategies allow automatic or user defined calculation of the value of integrals. We provide comparison tests with typical mathematical functions and standard numerical algorithms Vegas and Divonne. A submitted package is expected to be of benefit to other physicists or people interested in numerical integration, typically in particle physics, e.g., for the evaluation of Feynman diagrams, cross sections or creation of sophisticated Monte Carlo generators. Program summaryProgram Title: PyMikorLicensing provisions: GPLv3Programming language: PythonSupplementary material:https://github.com/Mezek/pymikorNature of problem: Many problems solved in physical and engineering sciences lead to calculation of multidimensional integrals. Often the nature of integrands do not allow them to find their analytical expression, and one must rely on numerical calculation methods.Solution method: In PyMikor, the Korobov's method for numerical evaluation of multidimensional integrals with constants limits of integration is implemented as a set of python methods. They allow calculated the integrands up to 20 dimensions with predefined optimal coefficient with two main modifications of algorithm.Additional comments including Restrictions and Unusual features: none