TAILIEUCHUNG - Integration of Functions part 5

which contain no singularities, and where the endpoints are also nonsingular. qromb, in such circumstances, takes many, many fewer function evaluations than either of the routines in § | ImproperIntegrals 141 which contain no singularities and where the endpoints are also nonsingular. qromb in such circumstances takes many many fewer function evaluations than either of the routines in . For example the integral x4log x V Jo x2 1 dx converges with parameters as shown above on the very first extrapolation after just 5 calls to trapzd while qsimp requires 8 calls 8 times as many evaluations of the integrand and qtrap requires 13 calls making 256 times as many evaluations of the integrand . CITED REFERENCES AND FURTHER READING Stoer J. and Bulirsch R. 1980 Introduction to Numerical Analysis New York Springer-Verlag . Dahlquist G. and Bjorck A. 1974 Numerical Methods Englewood Cliffs NJ Prentice-Hall . Ralston A. and Rabinowitz P. 1978 A First Course in Numerical Analysis 2nd ed. New York McGraw-Hill . ImproperIntegrals For our present purposes an integral will be improper if it has any of the following problems its integrand goes to a finite limiting value at finite upper and lower limits but cannot be evaluated right on one of those limits . sin x x at x 0 its upper limit is 1 or its lower limit is -1 it has an integrable singularity at either limit . x-1 2 at x 0 it has an integrable singularity at a known place between its upper and lower limits it has an integrable singularity at an unknown place between its upper and lower limits If an integral is infinite . 1 x-1dx or does not exist in a limiting sense . H cos xdx we do not call it improper we call it impossible. No amount of clever algorithmics will return a meaningful answer to an ill-posed problem. In this section we will generalize the techniques of the preceding two sections to cover the first four problems on the above list. A more advanced discussion of quadrature with integrable singularities occurs in Chapter 18 notably . The fifth problem singularity at unknown location can really only be handled by the use of a variable stepsize .

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