Computing Cauchy principal value integrals using a standard adaptive quadrature

DOI10.1016/J.CAM.2015.08.021zbMATH Open1327.65044arXiv1111.2283OpenAlexW1645361023MaRDI QIDQ893134FDOQ893134

Authors: Paweł Keller, Iwona Wróbel 

Publication date: 13 November 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: We investigate the possibility of fast, accurate and reliable computation of the Cauchy principal value integrals $mathrmP!in{t}_a^{b}f(x)(x-au{)}^{-1}dx$ $(a<au<b)$ using standard adaptive quadratures. In order to properly control the error tolerance for the adaptive quadrature and to obtain a~reliable estimation of the approximation error, we research the possible influence of round-off errors on the computed result. As the numerical experiments confirm, the proposed method can successfully compete with other algorithms for computing such type integrals. Moreover, the presented method is very easy to implement on any system equipped with a reliable adaptive integration subroutine.

Full work available at URL: https://arxiv.org/abs/1111.2283

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zbMATH Keywords

numerical integrationalgorithmnumerical experimentadaptive quadratureround-off errorsCauchy principal value integral

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

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Cited In (5)

• Extended error expansion of classical midpoint rectangle rule for Cauchy principal value integrals on an interval
• A quadrature rule for the finite Hilbert transform via trapezoid type inequalities
• A sinc quadrature subroutine for Cauchy principal value integrals
• Extrapolation algorithm for computing multiple Cauchy principal value integrals
• Computing interval enclosures for definite integrals by application of triple adaptive strategies

Uses Software

• Maple
• Matlab
• QUADPACK
• quadgk
• quadva

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