Approximation of the Hilbert transform on the half–line

Abstract

The paper concerns the weighted Hilbert transform of locally continuous functions on the semiaxis. By using a filtered de la Vallée Poussin type approximation polynomial recently introduced by the authors, it is proposed a new “truncated” product quadrature rule (VP- rule). Several error estimates are given for different smoothness degrees of the integrand ensuring the uniform convergence in Zygmund and Sobolev spaces. Moreover, new estimates are proved for the weighted Hilbert transform and for its approximation (L-rule) by means of the truncated Lagrange interpolation at the same Laguerre zeros. The theoretical results are validated by the numerical experiments that show a better performance of the VP-rule versus the L-rule.