The authors develop an algorithm for the numerical evaluation of Cauchy principal value integrals of oscillatory functions. The method is based on an interpolatory procedure at the zeros of the orthogonal polynomials with respect to a Jacobi weight. A numerically stable procedure is obtained and the corresponding algorithm can be implemented in a fast way yielding satisfactory numerical results. Bounds of the error and of the amplification factor are also proved.

On quadrature for Cauchy principal value integrals of oscillatory functions

Capobianco MR;
2003

Abstract

The authors develop an algorithm for the numerical evaluation of Cauchy principal value integrals of oscillatory functions. The method is based on an interpolatory procedure at the zeros of the orthogonal polynomials with respect to a Jacobi weight. A numerically stable procedure is obtained and the corresponding algorithm can be implemented in a fast way yielding satisfactory numerical results. Bounds of the error and of the amplification factor are also proved.
2003
Istituto Applicazioni del Calcolo ''Mauro Picone''
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/157759
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