On quadrature for Cauchy principal value integrals of oscillatory functions. (Q1398717): Difference between revisions

Based on a quadrature suggested by \textit{G. E. Okecha} [Math. Comput. 49, 259--268 (1987; Zbl 0634.65013)] the authors deal with the numerical evaluation of Cauchy principal value integrals \[ H^\omega(g; t)= \lim_{\varepsilon\to 0^+}\,\int_{| x-t|\geq \varepsilon} {g(x)\over x- t} e^{i\omega x} \,dx\qquad (t\in (-1,1)). \] The authors propose an interpolatory quadrature rule which uses the zeros of the Jacobi polynomials as quadrature knots and which is in particular independent of \(t\). They prove stability and convergence of their quadrature rule and provide a practical implementation. Numerical examples demonstrate that their quadrature rule performs better than known procedures.