Some practical aspects in the numerical evaluation of cauchy principal value integrals

Abstract

Two methods are given for the stable evaluation of weighted Cauchy principal value integrals. The first method is applicable when we have the points and weights of an interpolatory product integration rule. The second method can be used with any suitable integration ruie but requires that the weight function be non-negative.

Keywords:

• Cauchy Principal Value Integral
• Hilbert Transforms
• Interpolatory Integration Rule
• Orthogonal Series
• Function of The Second Kind

C.R. Category:

• G.1.4