Asdivine Saga

In the pause menu, there is an option to upgrade weapons. This involves taking one weapon (the base weapon) and merging in a second weapon. That second weapon is destroyed as part of this process. The bonuses and the added effects from the second weapon are added to the first weapon (although you are limited two special effects).

Note that the game lets you combine multiple weapons at once. Don't do this because it isn't any better than doing it one at a time, and it only counts as one upgrade. If you merge the weapons in one-by-one, then you get credit for each upgrade.