A quadrature rule for the finite Hilbert transform via trapezoid type inequalities (Q1429333)

A quadrature formula for Cauchy principal value integrals of the form \(\int_a^b f(\tau) (\tau -t)^{-1} d \tau\) for \(a < t < b\) is discussed. The formula is constructed in the following (more or less classical) way: (1) subtract out the singularity, (2) split up the range of integration of the remaining (regular) integral at the point \(t\), (3) apply an \(n\)-point trapezoidal quadrature to each of the resulting two integrals. The main results are error bounds for this method. Specifically, Theorem 3 states that the error is \(O(n^{-1})\) if \(f'\) is absolutely continuous and (a) \(f'' \in L_\infty\), (b) \(f'' \in L_p\) (\(1<p<\infty\)), or (c) \(f'' \in L_1\). Moreover Theorem 4 says that the error is \(O(n^{-2})\) if \(f''\) is absolutely continuous and (a) \(f''' \in L_\infty\), (b) \(f''' \in L_p\) (\(1<p<\infty\)), or (c) \(f''' \in L_1\). A paper by the reviewer [New error bounds for modified quadrature formulas for Cauchy principal value integrals, J. Comput. Appl. Math. 82, 93--104 (1997; Zbl 0880.41024)] has already contained results essentially identical to those of Theorem 4 (b) and (c) and stronger than those of Theorem 3 (b) and (c). Another paper of the reviewer [Modified compound quadrature rules for strongly singular integrals, Computing 52, 337--354 (1994; Zbl 0809.41026)] contains error bounds that are sharper than those of Theorems 3(a) and 4(a) under the same assumptions.