Numerische Mathematik

, Volume 21, Issue 3, pp 185–192 | Cite as

The numerical evaluation of cauchy principal values of integrals by Romberg integration

  • D. B. Hunter


The problem considered is that of evaluating numerically an integral of the form
where the integrand has one or more simple poles in the interval (O,p). Modified forms of the trapezoidal and mid-ordinate rules, taking account of the singularities, are obtained; it is then shown that the resulting approximations can be extrapolated by Romberg's method. Further modifications to deal with the case when the integrand has an integrable branch singularity at one or both ends of the interval of integration are also briefly discussed.


Mathematical Method Numerical Evaluation Simple Polis Branch Singularity Romberg Integration 
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Copyright information

© Springer-Verlag 1973

Authors and Affiliations

  • D. B. Hunter
    • 1
  1. 1.School of MathematicsUniversity of BradfordYorksEngland

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