Numerical approximations of highly oscillatory Hilbert transforms

Abstract

In this paper, we are concerned with the numerical approximations of one-sided Hilbert transforms with oscillatory kernel by means of the multiple integrals. This type of Hilbert transform has two computing difficulties: singularity and oscillation. To avoid the singularity, we transfer the Hilbert transform to an individual oscillatory integral which can be analytically calculated and a non-singular integral which can be well evaluated by the multiple integrals. Numerical examples are provided to illustrate the advantages of the proposed methods.