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Filtered integration rules for finite Hilbert transforms
Published 22 Sep 2021 in math.NA and cs.NA | (2109.10634v1)
Abstract: A product quadrature rule, based on the filtered de la Vall\'ee Poussin polynomial approximation, is proposed for evaluating the finite Hilbert transform in [-1; 1]. Convergence results are stated in weighted uniform norm for functions belonging to suitable Besov type subspaces. Several numerical tests are provided, also comparing the rule with other formulas known in literature.
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