Re: Integrable singularity

From: David Jones (dajxxx_at_ceh.ac.uk)
Date: 01/31/05


Date: Mon, 31 Jan 2005 10:01:13 -0000

beliavsky@aol.com wrote:
> Madhusudan Singh wrote:
>> I wish to numerically integrate a real function with an integrable
>> singularity.
>>
>> What are the recommended methods for accomplishing the above ?
>
> Numerical Recipes in Fortran 77, section 4.4 has a discussion and
code
> for this. You can download the pdf file from
> http://www.library.cornell.edu/nr/ . One can use an "open"
quadrature
> formula, which does not evaluate the function at the endpoints of
the
> integration region. Alternatively, a variable transformation can
often
> remove the singularity.

Before there was "Numerical Recipes" there was (now in a later
edition):
Numerical Methods that Work by Norman S. Acton, Cambridge University
Press
 (ISBN-10: 0883854503 | ISBN-13: 9780883854501)Published August 1997

... this may also prove worhwhile reading.



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