Higher accuracy in numerical cumulative integration

Places where it hits zero are still a problem for convergence rates. At the very least, you should break the integral into subintervals where such roots occur. Then an adaptive scheme like QuadGK will have an easier time refining the integral near the singularity. (And I would tend to favor an h-adaptive scheme like QuadGK over a p-adaptive scheme like ApproxFun unless you build the nature of the singularity into the function approximations, e.g. by using Gauss–Jacobi quadrature as I suggested in another thread.)

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