Convergence and stability of a new quadrature rule for evaluating Hilbert transform

Convergence and stability of a new quadrature rule for evaluating Hilbert transform

The importance of singular integral transforms, coming from their many applications, justifies some interest in their numerical approximation. Here we propose a stable and convergent algorithm to evaluate such transforms on the real line. Numerical examples confirming the theoretical results are giv...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Numerical algorithms 2012-08, Vol.60 (4), p.579-592
Hauptverfasser: Capobianco, M. R., Criscuolo, G.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Algorithms
Computer Science
Convergence
Hilbert transformation
Integral transforms
Numeric Computing
Numerical Analysis
Original Paper
Quadratures
Stability analysis
Theory of Computation
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The importance of singular integral transforms, coming from their many applications, justifies some interest in their numerical approximation. Here we propose a stable and convergent algorithm to evaluate such transforms on the real line. Numerical examples confirming the theoretical results are given.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-012-9584-8