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Multidimensional quadrature evidence

This page connects each public multidimensional-quadrature claim to the artifact that owns it. Passing one row does not promote the other rows, and none establishes universal superiority over another library.

Evidence map

QuestionEvidence ownerWhat it warrantsWhat it does not warrant
Do values and work records match independent truths?truth artifactDeclared analytic and numerical cases at recorded tolerancesAccuracy for unresolved discontinuities or arbitrary integrands
Does first-order replay match the accepted formula?replay artifactDeclared parameter, bound, measure, and quantity derivativesDerivatives of discrete refinement or higher derivatives
Do randomized intervals meet the declared calibration experiment?RQMC artifactReal-scalar fixed-look and bounded sequential coverage in the frozen campaignPer-integral certainty or complex/vector confidence intervals
How were external capabilities compared?comparison artifactOnly the recorded exact, strong-match, node-match, family-match, or capability labelAlgorithmic identity from a broad family label
Did observed replay memory warrant optimization?observed-memory artifactNo frozen CPU replay case exceeded its matched primal RSS by the 10 GiB materiality criterionA separate device-memory measurement or a universal memory claim

Estimator meanings

FamilyQuadError.kindInterpretation
Fixed tensorUNAVAILABLENo truncation-error estimate is supplied
Adaptive tensorREFINEMENT_DIFFERENCEDifference between accepted global nested levels
Adaptive cubatureEMBEDDED_RULEShared-node high/low Genz-Malik disagreement
Sparse gridSPARSE_GRID_SURPLUSHierarchical frontier or accepted-index evidence
Deterministic SobolUNAVAILABLENo randomization, therefore no confidence interval
Randomized SobolCONFIDENCE_INTERVAL_HALF_WIDTHFixed-look Student-t or bounded sequential empirical-Bernstein evidence

Replay and quantity boundary

Replay differentiates

I^(θ)=∑i=1Nacceptedwi(θ)f(xi(θ),θ),\widehat{I}(\theta) = \sum_{i=1}^{N_{\mathrm{accepted}}} w_i(\theta)f(\boldsymbol{x}_i(\theta),\theta),

with the accepted structure frozen. Opt-in quantity normalization may use heterogeneous coordinate units and restores the result unit after the raw JAX kernel. It remains alpha: downstream package adoption and direct Quantity-PyTree quotient-unit Jacobians are not implied.

Performance disposition

The immutable baseline fired only the analytic memory-proxy trigger at dimension 16:

36,864 bytes16,384 bytes=2.25.\frac{36{,}864\ \mathrm{bytes}}{16{,}384\ \mathrm{bytes}} =2.25.

This is expected linear coordinate storage and a small absolute proxy, not an observed peak-memory failure. The optimization addendum therefore authorizes no runtime change until a measured campaign demonstrates a material case.

The frozen fresh-process CPU campaign subsequently measured 72 supported primal/replay cases over dimensions 2, 4, 8, and 16 and Sobol levels 8, 12, and 16. Its largest matched replay increment was 45,973,504 bytes (43.8 MiB), for scalar eight-replicate scrambled Sobol at dimension 16 and level 16. That is below the predeclared 10 GiB materiality threshold, so it authorizes no runtime optimization. The remaining 24 randomized array-payload cases are an intentional rejection: calibrated randomized intervals are real-scalar only. The active CPU backend exposes no reliable separate device-memory metric.

Reproduce the focused evidence

The following checks are intentionally narrower than the full release gate:

uv run --no-sync python scripts/generate_quad_multidim_evidence.py --check
uv run --no-sync python scripts/generate_quad_rqmc_evidence.py --check
uv run --no-sync python scripts/benchmark_quad_multidim.py --suite baseline --check
uv run --no-sync python scripts/measure_quad_multidim_memory.py --check

The exhaustive test, documentation, clean-wheel, and observed-memory campaign remain separate release gates.