Modified Gauss-Laguerre exponential fitting based formulae (Q334329)

In this paper, the authors present quadrature formulae for \[ \int_0^{\infty} e^{-x}\,f(x)\,dx \] with an oscillatory function \(f(x) = f_1(x)\,\cos(\omega x) + f_2(x)\,\sin (\omega x)\), where \(f_1\) and \(f_2\) can be well approximated by polynomials. They develop new modified Gauss-Laguerre exponential fitting based formulae, which have optimal behaviour for both small and large frequencies \(\omega\). The weights and nodes of the quadrature formulae depend on \(\omega\) and are solutions of a nonlinear system. Numerical examples show the performance of these quadrature formulae.