[Help-gsl] numerical integration with strong discontinuities

[Nicolau Werneck]

Hello. I'm trying to numerically integrate a function that has some
ugly discontinuties like

Int{x/(x-y)}  x=0:1  y=0:1

It seems that most standard algorithms don't like things like that.
The one I tried out in Mathematica  needs to have a previous
estimation of where to look for discontinuities, but this is only OK
for one dimension, I have a more complex "locus"  of discontinuity...

What is the "killer" algo for this kind of integration?

I've read somewhere that VEGAS bases his sampling on the absolute
value of the function (|f|).  Isn't that bad for  functions with 1/x
discontinuities?... Afterall, it's just a place where the function is
odd.

There must be an adaptative algorithm that handles this kind of
discontinuities naturally... Any ideas, suggestions?...

It's for a particle physics problems, BTW... I'm helping out someone.
Does anybody here has experience on the kind of integrals the particle
folks calculate?

Thanks...

-- 
Nicolau Werneck <address@hidden>         9F99 25AB E47E 8724 2F71
http://cefala.org/~nwerneck                   EA40 DC23 42CE 6B76 B07F