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 provided.
On quadrature for Cauchy principal value integrals of oscillatory functions / M. R., Capobianco; Criscuolo, Giuliana. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - STAMPA. - 156:(2003), pp. 471-486. [10.1016/S0377-0427(03)00388-1]
On quadrature for Cauchy principal value integrals of oscillatory functions
CRISCUOLO, GIULIANA
2003
Abstract
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 provided.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.