Hilbert and Hadamard transforms by generalized Chebyshev expansion (Q1334471): Difference between revisions

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.