Computing Cauchy principal value integrals using a standard adaptive quadrature
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- 作者：Paweł Keller ; Pawel.Keller@mini.pw.edu.pl" class="auth_mail" title="E-mail the corresponding author ; Iwona Wró ; bel Iwona.Wrobel@mini.pw.edu.pl" class="auth_mail" title="E-mail the corresponding author
- 关键词：65D30 ; 65D32
- 刊名：Journal of Computational and Applied Mathematics
- 出版年：2016
- 出版时间：1 March 2016
- 年：2016
- 卷：294
- 期：Complete
- 页码：323-341
- 全文大小：1648 K
文摘
We investigate the possibility of fast, accurate and reliable computation of the Cauchy principal value integrals 
using a standard adaptive quadrature. 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.
using a standard adaptive quadrature. 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.