I have an integral of the form: I = \int\limits_{-1}^{1} f(x)*w(x) dx, The function f(x) has a singularity of the form 1/(x-a) inside the interval [-1, 1], so that the integral I exists only as a cauchy principal value. The weight function w(x) also has a singularity of the form log|x-b| at some p…

As explained here, you can do Cauchy principal-value integrals easily using any integration package (e.g. QuadGK.jl) using a simple transformation that eliminates the singularity: Cauchy principal value integrals by fmeirinhos · Pull Request #44 · JuliaMath/QuadGK.jl · GitHub

Numerical integration of cauchy principal value

Specific Domains Numerics

stevengj Split this topic June 10, 2020, 4:35pm 8

2 posts were split to a new topic: Relative tolerances for near-zero integrals

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Numerical integration of cauchy principal value

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