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cauchy_principal_value [2014/02/22 18:57] nikolaj old revision restored (2014/02/22 18:53) |
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- | ===== Cauchy principal value ===== | ||
- | ==== Partial function ==== | ||
- | | @#FFBB00: $\mathcal P\int_a^b: \mathbb R^2\times(\mathbb R\to\overline{\mathbb R})\to\overline{\mathbb R}$ | | ||
- | | @#FFBB00: $\mathcal P\int_a^b(f):=\mathrm{lim}_{\varepsilon\to 0}\left(\int_a^{p_1-\varepsilon}f(x)\,\mathrm dx+\int_{p_1+\varepsilon}^{p_2-\varepsilon}f(x)\,\mathrm dx+\cdots+\int_{p_m+\varepsilon}^b f(x)\,\mathrm dx\right)$ | | ||
- | | @#BBDDEE: $p$ ... ordered sequence of the $m$ poles of $f$ | | ||
- | |||
- | ==== Discussion ==== | ||
- | The Cauchy principal value is the value of an integral where the singularities are approached in a //symmetric// fashion. | ||
- | |||
- | === Examples === | ||
- | $\mathcal P\int_{-3}^7\left(\lambda x.\frac{1}{x}\right)=\int_{-3}^{-\varepsilon}\frac{1}{x}\,\mathrm dx+\int_{\varepsilon}^{7}\frac{1}{x}\,\mathrm dx=\left(\log\left|-\varepsilon\right|-\log\left|-3\right|\right)+\left(\log\left|7\right|-\log\left|\varepsilon\right|\right)=\log\left|\frac{7}{3}\right|$ | ||
- | === Reference === | ||
- | Wikipedia: [[http://en.wikipedia.org/wiki/Cauchy_principal_value|Cauchy principal value]] | ||
- | ==== Parents ==== | ||
- | === Requirements === | ||
- | [[Lebesgue measure]] | ||
- | === Related === | ||
- | [[Pole of a complex function]] |