@@ -164,18 +164,16 @@ hcubature(f2, 0, pi / 2, fDim = 2)$integral
164164The default error estimator in ` hcubature ` uses a single "null rule"
165165difference between the degree-7 Genz–Malik rule and its embedded
166166degree-5 companion on each region. For smooth integrands this is
167- reliable and cheap. For integrands with ** localized support** — a
168- thin hinge, a near-step sigmoid, a very narrow Gaussian inside an
169- oversized bounding box — it can fail in a particular way: the rule's
170- sample points miss the integrand's support entirely, all sample values
171- are zero, the rule estimate is zero with zero estimated error, and
172- the algorithm confidently reports "converged" on a completely wrong
173- answer. This is sometimes called ** fool's convergence** or a
174- ** sampling-density blind spot** . It is distinct from ordinary
175- numerical error — the algorithm is internally consistent; it has
176- just never evaluated the function at a point where it's nonzero.
177- ` pcubature ` can fail the same way because its Clenshaw–Curtis tensor
178- grid is also a fixed sample geometry.
167+ reliable and cheap. For integrands with ** localized support** — a thin
168+ hinge, a near-step sigmoid, a very narrow Gaussian inside an oversized
169+ bounding box — it can fail in a particular way: the rule's sample
170+ points miss the integrand's support entirely, all sample values are
171+ zero, the rule estimate is zero with zero estimated error, and the
172+ algorithm confidently reports "converged" on a completely wrong
173+ answer. This is distinct from ordinary numerical error — the algorithm
174+ is internally consistent; it has just never evaluated the function at
175+ a point where it's nonzero. ` pcubature ` can fail the same way because
176+ its Clenshaw–Curtis tensor grid is also a fixed sample geometry.
179177
180178A small reproducible example: a hinge-squared times a steep logistic
181179times a standard Gaussian over ` [-10, 10]² ` . With default settings
@@ -227,21 +225,19 @@ integrators already use more conservative error estimators.
227225
228226### When robust is not enough: the sampling-density cliff
229227
230- Neither robust path is a complete cure. The safeguards work on
231- regions where the rule has * seen some signal* and needs a better
232- estimate of it. If the integrand's support is so narrow that every
233- sample point of the base rule misses it entirely, the safeguards
234- have nothing to work with. This failure mode — what we call the
235- ** sampling-density cliff** — is located at a parameter value
236- determined by the rule's sample geometry. For ` hcubature ` 's
237- Genz–Malik rule on ` [-h, h]^d ` , the cliff for hinge-line integrands
238- sits at ` t₁ = -√(9/70)·h ≈ -0.3586·h ` ; for ` pcubature ` 's robust
239- (m = 2) Clenshaw–Curtis grid it's at
240- ` t₁ = -cos(3π/8)·h ≈ -0.3827·h ` . For parameters on one side of the
241- cliff every sample point fires and the algorithm converges
242- correctly; for parameters on the other side every sample point
243- evaluates to zero and the algorithm silently reports zero. No
244- combination of error-estimator tweaks can detect this.
228+ Neither robust path is a complete cure. The safeguards work on regions
229+ where the rule has * seen some signal* and needs a better estimate of
230+ it. If the integrand's support is so narrow that every sample point of
231+ the base rule misses it entirely, the safeguards have nothing to work
232+ with. This failure mode is determined by the rule's sample
233+ geometry. For ` hcubature ` 's Genz–Malik rule on ` [-h, h]^d ` , the cliff
234+ for hinge-line integrands sits at ` t₁ = -√(9/70)·h ≈ -0.3586·h ` ; for
235+ ` pcubature ` 's robust (m = 2) Clenshaw–Curtis grid it's at `t₁ =
236+ -cos(3π/8)·h ≈ -0.3827·h`. For parameters on one side of the cliff
237+ every sample point fires and the algorithm converges correctly; for
238+ parameters on the other side every sample point evaluates to zero and
239+ the algorithm silently reports zero. No combination of error-estimator
240+ tweaks can detect this.
245241
246242The only way to address the cliff is a ** denser base rule** , which
247243is exactly what Cuba's Cuhre provides: it uses a degree-13 rule with
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