On the evaluation of one-dimensional Cauchy principal value integrals by rules based on cubic spline interpolation (Q1263930)

For the evaluation of the Cauchy principal value integral \(\oint^{b}_{a}k(x)f(x)(x-\lambda)^{-1}dx\), \(a<\lambda <b\) the singularity is subtracted out. Then quadratures are applied based on cubic spline interpolation at equally spaced nodes. The convergence is analyzed in detail for Hölder continuous functions f of order \(\mu\), \(0<\mu \leq 1\) assuming that \(k\in L_ 1[0,1]\) and that k is essentially bounded in a neighbourhood of the point \(x=\lambda\). Further, for \(f\in C^ k[0,1]\), \(k=1,2,3\) or 4 the convergence rates are an \(O(n^{1- k}\omega (f^{(k)};n^{-1}))\) with \(h=1/n\). Comparisons with some other methods and numerical examples for \(k(x)=1\) are given.