An extrapolation method for the quadrature of functions with singularities in the vicinity of the interval of integration |
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Authors: | P. Midy Y. Yakovlev |
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Affiliation: | (1) Centre de Calcul Paris Sud Informatique, Université Paris XI, Centre d'Orsay, Bâtiment 211, F91405 Orsay, France |
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Abstract: | Summary A method is proposed for the calculation of integrals and 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. |
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Keywords: | AMS(MOS): 65B05 65 D 30 30 A 36 CR: 5-13, 5-16 |
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