A Gauss quadrature rule for oscillatory integrands (Q5934216)

The paper deals with the Gauss formula for the integral \[ \int^1_{-1} y(x) dx\approx \sum^N_{k=1} w_k y(x_k). \] The authors present a procedure for calculating the weights \(w_k\) and the points \(x_k\), \(k= 1,\dots, N\), such that the formula is best tuned for oscillatory functions of the form: \[ y(x)= f_1(x)\sin(\omega x)+ f_2(x)\cos(\omega x), \] where \(f_1(x)\) and \(f_2(x)\) are smooth.