#%config InlineBackend.figure_format = 'svg'
from pylab import *
8.11.1Change of variable¶
Many times, a change of variable can improve the regularity of the
integrand.
8.11.2Analytic treatment of singularity¶
Consider an integral with a singular term
I=∫0bf(x)log(x)dx Since log(x) is singular at x=0, we have to compute this with some care. Divide the interval into two parts
I=∫0ϵf(x)log(x)dx+∫ϵbf(x)log(x)dx=:I1+I2 I2 can be computed by some standard technique and I1 is computed semi-analytically. Assume f(x) has convergent Taylor series on [0,ϵ]
f(x)=j=0∑∞ajxj,x∈[0,ϵ] Then
I1=∫0ϵ(j∑ajxj)log(x)dx=j=0∑∞j+1ajϵj+1[log(ϵ)−j+11] 8.11.3Product integration¶
Consider an integral with a singular term
I(f)=∫abw(x)f(x)dx where w(x) is singular and f(x) is a nice function. Let {fn} be a sequence of approximations to f such that
∣w∣ is integrable.
limn→∞∥f−fn∥∞=0
The integrals
In(f)=∫abw(x)fn(x)dx can be analytically computed.
Then
∣I(f)−In(f)∣≤∥f−fn∥∞∫ab∣w(x)∣dx→0