Summary
The technique of Bakhvalov and Vasil'eva for evaluating Fourier integrals is discussed and used as the basis for providing computationally efficient and stable algorithms. The method is generalized to deal with a number of weight functions including those for the infinite ranges. A number of examples illustrate the methods.
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Patterson, T.N.L. On high precision methods for the evaluation of fourier integrals with finite and infinite limits. Numer. Math. 27, 41–52 (1976). https://doi.org/10.1007/BF01399083
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DOI: https://doi.org/10.1007/BF01399083