Efficient quadrature for highly oscillatory integrals involving critical points (Q2370682)

The author presents an efficient quadrature for highly oscillatory integrals \[ \int_0^1 f(x)\, {\mathrm e}^{{\mathrm i}\omega g(x)}\, {\mathrm d}x, \] where \(\omega >0\), \(f\) and \(g\) are smooth functions, and 0 is the unique critical point of \(g\) in \([0,\,1]\). This method is based on the collocation method of \textit{D. Levin} [Math. Comput. 38, 531--538 (1982; Zbl 0482.65013)] and the composite Gauss-Legendre quadrature. Numerical examples demonstrate the performance of this method.