Dear Aaron,

An extension of the quadrature module could include :-

1. for implementing the computation of multi - dimensional integrals :-
    
    a. Monte Carlo methods
    b. Sparse Grids
    c. Bayesian Quadrature

2. for implementing the computation of one - dimensional integrals :-

    a. Clenshaw Curtis Quadrature
    b. Gauss Kronrod Quadrature
    c. Tanh-Sinh Quadrature
    d. Romberg's method

These are a few of the methods that can be in included in the quadrature 
module (for computation of one - dimensional and multi - dimensional 
integrals) thereby making it a lot better. 

Would love your (or any mentor's) insights in this, so that this can be 
taken progressively ahead.
Please do let me know about what you think of implementing these methods.

Regards --
Avi Shrivastava

On Wednesday, January 9, 2019 at 5:08:48 AM UTC+5:30, Aaron Meurer wrote:
>
> Can you give an example of the sort of thing the code from this would look 
> like? 
>
> Aaron Meurer 
>
> On Sun, Jan 6, 2019 at 5:11 AM <[email protected] <javascript:>> 
> wrote: 
> > 
> > Antoine, 
> > Yes I would love to work on this project with you. But we need to first 
> see how much work can be done in this area (the mentioned project) and then 
> we could divide the work too. Also, we could extend this to a bigger 
> project and then start working on it. 
> > 
> > A mentor would be highly appreciated to guide us through this. 
> > 
> > On Friday, January 4, 2019 at 12:44:32 AM UTC+5:30, Antoine Falaize 
> wrote: 
> >> 
> >> +1 
> >> 
> >> I currently develop the PyPHS package, that makes an intensive use of 
> sympy to derive symbolically numerical methods for the simulation of a 
> class of finite dimensional dynamical systems (namely, the port-Hamiltonian 
> systems). Then, the actual simulation code is generated for a variety of 
> langage (python, C++ and FAUST). 
> >> 
> >> And I plan to go a step further by implementing spatial discretization 
> to deal with infinite dimensional systems as well. 
> >> 
> >> I would love to participate in any way to this project! 
> >> 
> >> Best regards; 
> >> 
> >> Antoine Falaize (afalaize) 
> > 
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