IJAM: Volume 28, No. 6 (2015)

Abstract. We study the numerical evaluation of integrals involving scaling functions from the Cohen-Daubechies-Vial (CDV) family of compactly supported orthogonal wavelets on the interval. The computation of the wavelet coefficients is performed by a weighted Gaussian quadrature, in conjunction with the Chebyshev and modified Chebyshev algorithms. We validate the proposed quadratures with the numerical approximation of a Fredholm integral equation of second kind by the Galerkin method with CDV scaling functions as basis functions.