A Chebyshev quadrature rule for one sided finite part integrals (Q5945600)

Consider the integral \[ Q(f)=\int_{-1}^1 {f(\tau) \over 1-\tau} w(\tau) d\tau= \int_{-1}^1{f(\tau)-f(1)\over 1-\tau}w(\tau) d\tau +f(1)q_0 \] where \(w(\tau)=(1-\tau)^\alpha(1+\tau)^\beta\) and \(q_0\) a constant depending on \(\alpha\) and \(\beta\). The first integral is a finite part integral. The second one is an ordinary integral, denoted by \(I(f)\) and it shall be approximated by a Chebyshev quadrature formula \(I_N(f)\). This \(I_N(f)\) is obtained by integrating a polynomial interpolating \(f\) in the zeros \(\tau_k^N=\cos(k\pi/N)\) of the \(N\)th Chebyshev polynomial \(T_n\). This leads to a quadrature formula \(I_N(f)=\sum^{\prime\prime N}_{k=0}f(\tau_k^N)\omega_k^N\) (\(\sum''\) means first and last term halved) with \(\omega_k^N ={2\over N}\sum^{\prime\prime N}_{j=0} T_j(\tau_k^N)I(T_j)\). More practical formulas for the evaluation of \(\omega_k^N\) are derived. Also the asymptotic behaviour of the stability factor \(\lambda_n=\sum_{k=0}^{\prime\prime N}|\omega_k^N|\) is derived in the case \(\beta=0\). Finally convergence results and error estimates are given for a continuous differentiable function \(f\) and for an analytic \(f\).