scholarly journals Gaussian quadrature formulae of the third kind for Cauchy principal value integrals: Basic properties and error estimates

1995 ◽  
Vol 65 (1-3) ◽  
pp. 97-114 ◽  
Author(s):  
Kai Diethelm
2011 ◽  
Vol 2011 ◽  
pp. 1-21
Author(s):  
Samir A. Ashour ◽  
Hany M. Ahmed

Many algorithms that have been proposed for the numerical evaluation of Cauchy principal value integrals are numerically unstable. In this work we present some formulae to evaluate the known Gaussian quadrature rules for finite part integrals , and extend Clenshow's algorithm to evaluate these integrals in a stable way.


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