Approximating the finite Hilbert transform via an Ostrowski type inequality for functions of bounded variation.
Some inequalities for the Stieltjes integral and applications in numerical integration are given. The Stieltjes integral is approximated by the product of the divided difference of the integrator and the Lebesgue integral of the integrand. Bounds on the approximation error are provided. Applications to the Fourier Sine and Cosine transforms on finite intervals are mentioned as well.
Asymptotic expressions for remainder terms of the mid-point, trapezoid and Simpson’s rules are given. Corresponding formulas with finite sums are also given.