Convergence and stability of a new quadrature rule for evaluating Hilbert transform (Q715136): Difference between revisions

The authors apply a quadrature formula of Gaussian type, and constructs using the system of Hermite orthogonal polynomials with the weight function \(\omega(t)=e^{-t^{2}}\) on the interval \((-\infty,\infty)\) to calculate approximatively a singular integral in the sense of the Cauchy principal value \[ H(\omega f,x)= \int^{\infty}_{- \infty}\frac{f(t)}{t-x}\omega (t)dt. \] It is not sure that this formula involves few computational efforts.