The numerical evaluation of one-dimensional Cauchy principal value integrals
Copyright policy )The numerical evaluation of one-dimensional Cauchy principal value integrals
In this paper we examine the numerical integration (in the Cauchy principal value sense) of functions having (several) first order real poles. We give a survey of results concerning some quadrature formulas of interpolatory type proposed by Delves, Hunter, Elliott and Paget, and several other authors; along with the description we present some minor generalizations and make comments on the computational aspects. Finally, we propose an alternative algorithm for the numerical evaluation of integrals of the form Open image in new window
convergence, Cauchy principal value, quadrature formulas, algorithms, Numerical quadrature and cubature formulas, Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane, poles, Approximate quadratures
convergence, Cauchy principal value, quadrature formulas, algorithms, Numerical quadrature and cubature formulas, Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane, poles, Approximate quadratures
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