Asymptotic expansions and fast computation of oscillatory Hilbert transforms (Q1944001)

The aim of this paper is to derive asymptotic expansions and fast computation of the oscillatory Hilbert transforms defined by \[ H^ + \left( {f(t)e^{i\omega t} } \right)(x) = \int\limits_0^\infty {e^{i\omega t} \frac{{f(t)}}{{t - x}}dt,\qquad \omega > 0,x \geq 0} \] (where the integral is taken over the Cauchy principal value) as \(\omega \to \infty. \) These expansions provide an approach for designing efficient and accurate approximation methods. Numerical methods for the calculation of the oscillatory Hilbert transform are presented in three regimes, namely: \(x=O(1)\) or \(x \gg 1\), \(0 < x \ll 1\) and \(x\,=\,0\), which cover all situations. Numerical examples are provided to confirm analysis.