Quadrature relations for finite-limit, principal-value integrals

Abstract

An intuitive expression is obtained for a general finite-limit, prinicipal-value (PV) integral containing a pole of arbitrary order. Such an integral is simply the difference between its "end-point quadratures," the quadrature being the result of the indefinite integral. This PV expression is fairly obvious for simple poles but requires careful justification for higher order poles. Moreover, quadratures are useful in evaluating related integrals that contain both poles and other singularities (e.g., step functions or logarithmic divergences). Then, for a certain type of finite-limit divergent integral, the PV is interpreted as its "convergent part." Also, for cases in which there are two PV's in a double integral, it is shown that the famous Poincaré–Bertrand theorem applies to finite-limit as well as infinite-limit integrals. Finally, an interesting quadrature relation is derived for such double integrals, and the validity of the Poincaré–Bertrand theorem is explicitly demonstrated for a simple finite-limit case.