Hilbert and Hadamard transforms by generalized Chebyshev expansion (Q1334471): Difference between revisions
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English | Hilbert and Hadamard transforms by generalized Chebyshev expansion |
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Hilbert and Hadamard transforms by generalized Chebyshev expansion (English)
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25 September 1994
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The authors discuss polynomial approximations to Hadamard finite-part integrals of a smooth function, with a double pole singularity within the range of integration. Such finite-part integrals can be seen as derivatives of a Cauchy principal value integral or the Hilbert transform over a finite interval. The approximation is given by Lagrange interpolation on Chebyshev nodes which yield quadrature rules of extended Clenshaw-Curtis-type. The ideas are mainly based on properties of Chebyshev polynomials which lead also to fast algorithms coming from FFT- techniques. The performance of the presented automatic quadrature scheme is illustrated by a couple of examples.
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Hadamard transforms
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Clenshaw-Curtis quadrature
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numerical examples
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fast Fourier transform
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polynomial approximations
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Hadamard finite-part integrals
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double pole singularity
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Cauchy principal value integral
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Hilbert transform
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Lagrange interpolation
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Chebyshev nodes
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Chebyshev polynomials
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fast algorithms
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performance
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automatic quadrature
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