AN ERROR ANALYSIS OF THE CAUCHY PRINCIPAL VALUE INTEGRAL EVALUATION BY THE IMT SCHEME

Authors
MOHANKUMAR N NATARAJAN A
Citation
N. Mohankumar et A. Natarajan, AN ERROR ANALYSIS OF THE CAUCHY PRINCIPAL VALUE INTEGRAL EVALUATION BY THE IMT SCHEME, Proceedings - Royal Society. Mathematical, physical and engineering sciences, 454(1968), 1998, pp. 139-145
Citations number
12
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Proceedings - Royal Society. Mathematical, physical and engineering sciences
ISSN journal
13645021 → ACNP
Volume
454
Issue
1968
Year of publication
1998
Pages
139 - 145
Database
ISI
SICI code
1364-5021(1998)454:1968<139:AEAOTC>2.0.ZU;2-0
Abstract
We provide an error analysis for the Cauchy principal value integral e valuation by the IMT method for analytic functions. We get the discret ization error E-d in terms of a contour integral and we derive an asym ptotic estimate for this error integral which shows that E-d = O[(e(-r oot(pi N/2)))/N-3/4]. We give two numerical examples, where the asympt otically estimated errors compared with known actual values.