Abstract
We describe an automatic cubature algorithm for functions that have a singularity on the surface of the integration region. The algorithm combines an adaptive subdivision strategy with extrapolation. The extrapolation uses a non-uniform subdivision that can be directly incorporated into the subdivision strategy used for the adaptive algorithm. The algorithm is designed to integrate a vector function over ann-dimensional rectangular region and a FORTRAN implementation is included.
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Communicated by M. Redivo Zaglia
Supported by the Norwegian Research Council for Science and the Humanities.
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Espelid, T.O., Genz, A. DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region. Numer Algor 8, 201–220 (1994). https://doi.org/10.1007/BF02142691
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DOI: https://doi.org/10.1007/BF02142691