Hi everyone,

As part of some work I was doing, I had to develop a method for efficiently 
evaluating integrals of multidimensional, piece-wise-continuous functions 
based on a priori knowledge of where the jumps would happen. The resulting 
code takes a Sympy expression and processes it into a SciPy numerical 
integration call. The interesting bit is that the resulting integration 
call exactly fits the discontinuity(s), so the integrator only has to deal 
with the smooth regions, rather than trying to progressively refine a 
polynomial fit to a step function. Accomplishing that relies heavily on 
symbolic math manipulations and the code generation tools in Sympy.

Anyway, I would like to package this up in a way that would be publicly 
useful, but I'm not sure where it fits. Sympy seemed a likely guess, but 
the SciPy dependence is problematic. Alternatively, the 
discontinuity-processing could be decoupled and used with any iterated 
integrator that supports manually specified points of discontinuity. If 
Sympy isn't a good fit for this, I would appreciate suggestions about other 
places that might be better.

Thanks for the help,

Nathan Woods

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