SINGINT: Automatic numerical integration of singular integrands
We explore the combination of deterministic and Monte Carlo methods to facilitate efficient automatic numerical computation of multidimensional integrals with singular integrands. Two adaptive algorithms are presented that employ recursion and are runtime and memory optimized, respectively. SINGINT, a C implementation of the algorithms, is introduced and its utilization in the calculation of particle scattering amplitudes is exemplified. (C) 2003 Elsevier Science B.V. All rights reserved.
singular integrands recursion adaptive numerical integration multidimensional quadrature integration rules monte carlo integration