We propose a new method for the efficient approximation of a class of highly
oscillatory weighted integrals where the oscillatory function depends on the
frequency parameter ω≥0, typically varying in a large interval. Our
approach is based, for fixed but arbitrary oscillator, on the pre-computation
and low-parametric approximation of certain ω-dependent prototype
functions whose evaluation leads in a straightforward way to recover the target
integral. The difficulty that arises is that these prototype functions consist
of oscillatory integrals and are itself oscillatory which makes them both
difficult to evaluate and to approximate. Here we use the quantized-tensor
train (QTT) approximation method for functional m-vectors of logarithmic
complexity in m in combination with a cross-approximation scheme for TT
tensors. This allows the accurate approximation and efficient storage of these
functions in the wide range of grid and frequency parameters. Numerical
examples illustrate the efficiency of the QTT-based numerical integration
scheme on various examples in one and several spatial dimensions.Comment: 20 page