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Re: analytic integration of InterpolatingFunction compositions

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  • Subject: [mg74087] Re: analytic integration of InterpolatingFunction compositions
  • From: dh <dh at>
  • Date: Fri, 9 Mar 2007 02:03:14 -0500 (EST)
  • References: <eslsu8$q6c$>

Hi Roman,

As I saw that you did not get any better answer, you may try 

re-interpolation: e.g. to integrate f^2: Choose some points to evaluate 

f, calculate f^2 at this points, calculate a new interpolation function 

and integrate. E.g.:






Roman wrote:

> Hello all:


> When I have a simple InterpolatingFunction[] object from an NDSolve[]

> call, I know I can analytically integrate this by using Integrate[].

> However, what I want to do is analytically integrate compositions of

> such InterpolatingFunction[] objects, which Integrate[] cannot handle.

> For example, let


>    f = y /. First[NDSolve[{y'[x] == x*y[x]^2, y[0] == 1}, y, {x, 0,

> 1}]]


> Now I want to integrate f[x]^2:


>    NIntegrate[f[x]^2, {x, 0, 1}]


> works fine. But this being an interpolating function, it seems to me

> that one could get a much faster and more accurate result by analytic

> integration. Unfortunately,


>    Integrate[f[x]^2, {x, 0, 1}]


> does not compute.


> In principle one could extract the interpolation grid from f[x] and

> set up an analytic integration "by hand", using

> NumericalMath`ListIntegrate`, but this quickly becomes nasty,

> especially if you integrate products of different

> InterpolatingFunction objects like


> NIntegrate[f[x]*g[x], {x, 0, 1}]


> which are both results of NDSolve[] and thus may be using different

> grid points.


> Does anyone have any suggestions on how to do these integrals

> properly? Or how to coax NIntegrate[] into realizing that it should

> use a grid which matches those of the various InterpolatingFunction

> objects in its argument?


> Cheers!

> Roman.



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