On the evaluation of Cauchy principal value integrals of oscillatory functions (Q964932)

The authors are concerned with the numerical evaluation of the Cauchy principal value integrals of oscillatory functions \[ \begin{aligned} I_{\omega}(f;\tau) :=&\displaystyle{\int_{-1}^1e^{i\omega x}\frac{f(x)}{x-\tau}dx}\\ =&\displaystyle{\lim_{\epsilon\to 0^{+}}\int_{|x-\tau|\geq\epsilon}e^{i\omega x}\frac{f(x)}{x-\tau}dx,\,\,-1<\tau<1},\end{aligned} \] where \(f\) is analytic in a sufficiently large region of the complex plane containing \([-1,1]\). Based on analytic continuation, the integrals can be transformed into the problems of integrating two integrals on \([0,+\infty)\) with the integrand that does not oscillate, and that decays exponentially fast, which can be efficiently computed by using the Gauss-Laguerre quadrature rule. The validity of the method is demonstrated in the provision of two numerical experiments and their results.