Accession Number : ADP007187

Title :   Automatic Detection and Treatment of Singular Integrals,

Corporate Author : DEPARTMENT OF JUSTICE WASHINGTON DC

Personal Author(s) : Wang, Chaiho C.

Report Date : 1992

Pagination or Media Count : 3

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.

Descriptors :   *NUMERICAL INTEGRATION, ACCURACY, ALGORITHMS, COMPILERS, CORES, INTEGRALS, INTEGRATION, PAPER, PROBABILITY, TRANSFORMATIONS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE