A new algorithm for Cauchy principal value and Hadamard finite-part integrals (Q676149)

Methods for the approximate calculation of Hadamard finite-part integrals \[ H_p (w;f;t) =\int^1_{-1} {f(x) \over (x-t)^{p+1}} w(x)dx, \quad |t|<1,\;p\in N_0:= \{0,1, \dots, \}, \] where \(w(x)\) is a weight function, \(f\in C^{(p)} ([-1,1])\) and \(\int^1_{-1} \omega (f^{(p)}; \delta) \delta^{-1} d\delta <\infty\) are discussed. The integral \(H_p(w;f;t)\) is represented in the form \[ H_p(w;f;t) =\int^1_{-1} g(x,t)w(x) dx+ \sum^p_{l=0} {f^{(l)} (t) \over l!} \int^1_{-1} {w (x) \over (x-t)^{p+1-l}} dx, \tag{1} \] where \[ \left.g(t,x)= \left(f(x)- \sum^p_{l=0} {f^{(l)} (t) \over l!} (x-t)^l\right) \right/(x-t)^{p+1}. \] The second term in the right part of the expression (1) is calculated in analytical form. For calculation of the integral \(\int^1_{-1} g(t,x)w (x)dx\) the author approximates the function \(g(t,x)\) by the Lagrange interpolation polynomial on a special set of nodes, all of which are ``far'' from the singularity \(t\). Estimations of accuracy are given.