Numerical integration of cauchy principal value

You can use SingularIntegralEquations.jl for Hilbert and log integrals:

julia> using ApproxFun, SingularIntegralEquations

julia> x = Fun()
Fun(Chebyshev(),[0.0, 1.0])

julia> hilbert(exp(x), 0.1) # 1/π * ∫ exp(t)/(t-x) dt
0.6363129376196711

julia> logkernel(exp(x), 0.1) # 1/π * ∫ exp(t)*log(abs(t-x)) dt
-0.7386375437288631

julia> hilbert(exp(x)/sqrt(1-x^2), 0.1) # works with Chebyshev singularities
1.1404096104609651
3 Likes