Integrationproblem with qags

[Axel Hutt]

Dear all,

I have to solve

dV(x,t)/dt=\int_a^b r*e^(-r*|x|)*p(x,t)

for large r by spatial and temporal integration and I tried
to do the integration by gsl_integration_qags (due to the singularity
at x=0).
It turns out, that everything works fine in case of a smooth
function p(x,t). However, if

p(x,t)=V(x,t) ,

I get error messages in most of the time. My suspicion is,
that one reason is the discreteness of V(x,t), which is
unfortunate for the extrapolation steps in qags. Is this
the reason?
Is there a routine in GSL that works better?


Axel