Semantics of Integrating and Differentiating Singularities

Abstract

A singular function is a partial function such that at one or more points, the left and/or right limit diverge (e.g., the function 1/x). Since programming languages typically support division, programs may denote singular functions. Although on its own, a singularity may be considered a bug, introducing a division-by-zero error, singular integrals—a version of the integral that is well-defined when the integrand is a singular function and the domain of integration contains a singularity—arise in science and engineering, including in physics, aerodynamics, mechanical engineering, and computer graphics. In this paper, we present the first semantics of a programming language for singular integration. Our differentiable programming language, SingularFlow, supports the evaluation and differentiation of singular integrals. We formally define the denotational semantics of SingularFlow, deriving all the necessary mathematical machinery so that this work is rigorous and self-contained. We then define an operational semantics for SingularFlow that estimates integrals and their derivatives using Monte Carlo samples, and show that the operational semantics is a well-behaved estimator for the denotational semantics. We implement SingularFlow in JAX and evaluate the implementation on a suite of benchmarks that perform the finite Hilbert transform, an integral transform related to the Fourier transform, which arises in domains such as physics and electrical engineering. We then use SingularFlow to approximate the solutions to four singular integral equations—equations where the unknown function is in the integrand of a singular integral—arising in aerodynamics and mechanical engineering.