Uniform approximations to finite Hilbert transform and its derivative. (Q1427229)

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Uniform approximations to finite Hilbert transform and its derivative.
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    Uniform approximations to finite Hilbert transform and its derivative. (English)
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    14 March 2004
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    The paper concerns quadrature rules for an approximation of the finite Hilbert transform (Cauchy principal value integral) \(Q(f;c):=\int_{-1}^1{f(x)\over(x-c)}\,dx\), \(-1<c<1\), and its derivative (Hadamard finite part integral) \(Q^H(f;c):=\int_{-1}^1{f(x)\over(x-c)^2}\,dx\) for a smooth function \(f\). The author and \textit{T. Torii} [Math. Comput. 56, No. 194, 741--754 (1991; Zbl 0725.65025); J. Comput. Appl. Math. 51, No. 1, 71--83 (1994; Zbl 0822.65012)] have proposed some numerically stable and uniformly convergent (with respect to the pole \(c\)) interpolation quadrature formulae. Unfortunately, these quadrature rules require computations of \(f\) and \(f'\) at the pole \(c\). The purpose of this paper is to show that it is possible to construct convergent quadrature rules for \(Q(f;c)\) and \(Q^H(f;c)\) without the evaluations of \(f(c)\) and \(f'(c)\). The uniform convergence of these rules is proved for \(c\in(-1,1)\) under the assumption that both endpoints \(\pm1\) are used in interpolating \(f(x)\). Some numerical examples are given.
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    quadrature rules
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    finite Hilbert transform
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    Cauchy principal value integrals
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    Hadamard finite part integral
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    error analysis
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    convergence
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    numerical examples
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