Computation of integrals over the unit circle with nearby poles (Q5928460): Difference between revisions

The method of subtracting singularities is extended to integrals over the unit circle. An error estimation is given. Examples illustrate the negative effect of poles near the contour on the accuracy of the integration by so-called Szegö quadrature (analog of Gauss integration). Applications include integrals on \([0,2\pi]\) with Poisson type kernel. The author gives a few cases in which the present method is better than other methods.