What methods are available to integrate a sharply peaked function (position of peak known) on a finite interval (the interval includes the peak)?
Currently I am getting underflows using some of GSL's adaptive algorithms. I suspect that GSL fails to find the position of the peak, and hence is thinks that the function is mostly zero. Is there a method in GSL so that I can tell where the peak is located? Or maybe I can use an alternative routine (it doesn't have to be GSL)?