Adaption allows efficient integration of functions with unknown singularities (Q2574952): Difference between revisions

The authors purpose an algorithm to computing integrals of functions having a finite number of singularities. The adaptive quadrature uses divided differences to get some informations about the size of discontinuity jumps. If these are small, the composite quadrature is applied on the domain of integration. Otherwise, an adaptive procedure is performed to determine a small interval suspected to contain a ``large'' singularity. The interval is then removed and the composite quadrature is applied on the remaining part of the domain.