Spline approximations for Cauchy principal value integrals (Q918119): Difference between revisions

The author considers the problem of numerical evaluation of Cauchy principal value integrals of the form \(I(f^{(k)};y)=\oint^{b}_{a}w(x)f^{(k)}(x)/(x-y)dx\quad (k=0,1,...).\) She examines quadrature rules of the form: \(I(f^{(k)};y)\approx I_ n(f^{(k)};y)=\sum^{n}_{i=0}w_ i^{(k)}(y)f(x_ i),\) where \(a=x_ 0<x_ 1<...<x_{n-1}<x_ n=b\), the weights \(w_ i^{(k)}\) being selected so that this quadrature formula is exact whenever f is a spline of a given degree m, satisfying prefixed end conditions, provided m is odd and \(m\geq k+1\). The author obtains uniform convergence results for special choices of nodes \(x_ i\) and certain rather general conditions. The results are tested on several numerical examples and their performance is compared with that of corresponding product rules of interpolatory type based on zeros of classical orthogonal polynomials. Finally she makes an application to the numerical solution of the well-known Prandtl's integral equation.