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An extrapolation method for the quadrature of functions with singularities in the vicinity of the interval of integration
Authors:P. Midy  Y. Yakovlev
Affiliation:(1) Centre de Calcul Paris Sud Informatique, Université Paris XI, Centre d'Orsay, Bâtiment 211, F91405 Orsay, France
Abstract:Summary A method is proposed for the calculation of integrals
$$I(b) = intlimits_0^A {frac{{g(x)dx}}{{(x^r  + b^r )^s }}} $$
and
$$Iprime (b) = intlimits_{ - A_1 }^{A_2 } {frac{{g(x)dx}}{{(|x|^r  + b^r )^s }}} $$
for positive small values ofb withg(x) analytic in a disk centered at the origin andr positive rational. The integrals are splitted into a singular part and a regular function ofbr which can be extrapolated to smallb's. A principal value integral and special cases whereg(x) is not analytic at the origin are also considered.
Keywords:AMS(MOS): 65B05  65 D 30  30 A 36  CR: 5-13, 5-16
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