Abstract

This paper presents an interpolatory type integration rule for the numerical evaluation of Cauchy principal value integrals of oscillatory integrands ⨍ - 1 1 e i ω x f ( x ) x - τ dx , where - 1 < τ < 1 , for a given smooth function f ( x ) . The proposed method is constructed by interpolating f ( x ) at practical Chebyshev points and subtracting out the singularity. A numerically stable procedure is obtained and the corresponding algorithm can be implemented by fast Fourier transform. The validity of the method has been demonstrated by several numerical experiments.

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