The numerical evaluation of Cauchy principal value integrals with non-standard weight functions (Q1267018): Difference between revisions

This authors describe a general purpose method for the numerical evaluation of the weighted Hilbert transform. A key feature of the method is the use of zeros of Chebyshev polynomials of the first kind for quadrature points. Although this choice of quadrature points can produce less accurate results than methods based on Gauss points, for some problems, the implementation with Chebyshev points is straightforward and feasible for a much larger class of problems, including those problems where the weight function has singularities in the integration interval. The authors prove uniform convergence of the new method for a large class of weight functions which includes the generalized Ditzian-Totik weights. Numerical results from several test problems are given at the end of the paper.