Approximation of the Hilbert transform on the real semiaxis using Laguerre zeros (Q1602775): Difference between revisions

The authors propose two algorithms for the computation of Cauchy principal value integrals on the semiaxis given by \[ H(f w_\alpha,t)=\int^\infty_0 f(x)\;\frac{W_\alpha(x)}{x-t} dx, \] where \(xw_\alpha(x)=x^\alpha e^{-x}\), \(\alpha\geq 0\), \(t>0\). The proposed quadrature rules use zeros of Laguerre polynomials. Next theoretical error estimates are proved. Some approximate values for the integral \(H(f w_\alpha,t)\), \(t\in \mathbb{R}^+\) are obtained by using the algorithms described in the paper.