On the numerical evaluation of Cauchy transforms

In this paper we consider simple methods for the reconstruction of the Cauchy transform over a curve when an explicit parametrization of the latter is not provided. The methods consist of replacing the parametrization of the curve by piecewise polynomial interpolation followed by the use of Newton-Cotes type formulae for the integration. The order of convergence of the resulting quadrature is higher than would be expected on the basis of considerations involving just interpolation theory, provided that the Cauchy transform is evaluated at known nodes on the curve. These results allow the calculation of the Cauchy transform at other points with the same accuracy if this scheme is followed by an interpolatory formula of sufficiently high accuracy.