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On avoiding the singularity in the numerical integration of proper integrals

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Abstract

It is asserted on the basis of empirical evidence supported in some cases by theoretical analysis, that in the numerical integration of an integrand which is singular in the function-analytic sense at a point at which the function is defined, it is preferable to use an integration rule which does not include the singular point among its abscissas.

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References

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Authors and Affiliations

  1. Department of Applied Mathematics, The Weizmann Institute of Science, Rehovot, Israel

    Philip Rabinowitz

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  1. Philip Rabinowitz
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Rabinowitz, P. On avoiding the singularity in the numerical integration of proper integrals. BIT 19, 104–110 (1979). https://doi.org/10.1007/BF01931227

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  • DOI: https://doi.org/10.1007/BF01931227

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