Martensen splines and finite-part integrals (Q494662)

The authors present a quadrature rule for the Hadamard finite-part integral \[ {\int_{-1}^1}\!\!\!\!\!\!\!\!\!\!\!=\, f(x)\,(x-\lambda)^{-p-1}\,dx \] with \(\lambda \in (-1,\,1)\) and \(p\in {\mathbb N}\). Approximating the sufficiently smooth function \(f\) by a Martensen spline \(M(f)\) based on a locally uniform mesh, this quadrature rule is constructed. The Martensen spline \(M(f)\) is a Hermite-type polynomial spline which interpolates certain values of \(f\) and its derivatives. In numerical tests, this quadrature rule is compared with the composite midpoint, Simpson, and Newton-Cotes rules.