Automatic Detection and Treatment of Singular Integrals,

Abstract

Many numerical integration algorithms can handle singular integrals effectively if they are told the locations of the singularities. This paper gives algorithms for (1) prescreening the integrand for the locations of singularities, and (2) circumventing compiler-imposed accuracy restrictions. In application, the algorithms are used together with a core Romberg type algorithm. While transformations may be needed to handle pathological integrals that converge very slowly, most integrals, including nearly all probability integrals, can be evaluated quickly and accurately.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1992
Accession Number
ADP007187

Entities

People

  • Chaiho C. Wang

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Automatic
  • Compilers
  • Computer Science
  • Detection
  • Engineering
  • Integrals
  • Mathematics
  • Numerical Integration
  • Probability
  • Statistics
  • Theoretical Computer Science

Readers

  • Calculus or Mathematical Analysis
  • Sensor Fusion and Tracking Systems.