🚀 go-pugleaf

In article <1992Aug14.040957.16304@Princeton.EDU> muyu@burn.Princeton.EDU (Muyu Guo) writes:
	[Integration of step function]

>Does anyone know if there is a good way to get thru this?
>Thanks a million for your attention.

You will find that integrands which are easy for the simple approaches to
numerical quadrature are _smooth_. When you have a discontinuity in a 
derivative, or in the function itself, other methods are appropriate.

Usually the best thing to do is to break the integral up into pieces over
which the integrand is 'nice'. Failing this, you should consider using
adaptive quadrature with extrapolation. A reasonable approach is afforded
by the quadpack routine QAGS, which can deal automatically with some kinds
of singularities. You should take a look in the QUADPACK user's guide, or
in the excellent book by Davis and Rabinowitz on numerical quadrature for
more information.

Later,
Andrew Mullhaupt