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Quadratic substitution for a square-root endpoint singularity
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Composite midpoint rule error
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If
f
(
x
)
=
x
−
1/2
g
(
x
)
with
g
smooth near zero, the substitution
x
=
s
2
gives
∫
0
1
f
(
x
)
d
x
=
∫
0
1
2
g
(
s
2
)
d
s
.
(145)
The transformed integrand is smooth, so an ordinary second-order midpoint rule recovers its usual convergence rate.
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Composite midpoint rule error
Numerical analysis
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