Формула Симпсона и ее модификации для функции с погранслойной составляющей

Quadrature formulas for a function with a boundary layer component are investigated. An application of Simpson rule on an uniform mesh for the integration of such function leads to significant errors. Two approaches to increase the accuracy are investigated: the fitting of Simpson rule to a boundary layer component and using Simpson rule on Shishkin mesh. Results of numerical experiments are discussed.