After receiving some help from another forum [https://stackoverflow.com/questions/61248310/generate-a-mesh-with-unequal-steps-based-on-a-density-function-using-matlab], the final code that does what I want is the following:
% % % Initial fixed-step 1D mesh
X=(0:.01:2)';
% % % Values of a function at each mesh node [in this example, f(x)=5*sin(2*pi*x)*x ]
Y=5*sin(2*pi*X).*X;
% % % Calculate density of mesh points based on the Y function gradient
rho=[0; abs(diff(Y)./abs(diff(X)))];
% % % Replace eventual 0 with small non-zero values
rho(rho==0)=1e-12;
CDF = cumsum(rho);
eq_smpl = linspace(CDF(1), CDF(end), numel(CDF))';
% % % Calculate new mesh
X3 = interp1(CDF, X, eq_smpl);
% % % Interpolate the function Y at the new positions
Y3 = interp1(X, Y, X3);
% % % Plot
figure
subplot(2,1,1)
hold on
plot(X,Y,'ko-')
plot(X3,Y3,'r.-')
xlabel('x')
ylabel('y')
subplot(2,1,2)
plot(X,rho,'ko-')
xlabel('x')
ylabel('rho')
