Léo Ducas on Nostr: How do people deal with numerical calculation of (deeply) nested integrals (say, in ...

How do people deal with numerical calculation of (deeply) nested integrals (say, in python) ?

I hacked myself a small python class that construct a linear piecewise approximation of an arbitrary function, adding more intermediate points adaptively until a certain error bound.

But I doubt I'd be the first one having this problem to solve and I'm sure they would have spent more brainpower and ink on it. Any references or code repo ?

#NumericalIntegration #Integrals #NestedIntegrals