Numerical Integration of a dataset (what is the best method?)

FrogPad

If I have a vector of data that is equally spaced in time. What is the best numerical method for integrating this data?

Topher925

The best method is determined by the nature of the data, ie. the quantity, quality, and general behavior (linear, quadratic, exponential), etc.

minger

Do some searches on the Finite Volume method and integration approaches. Lots of work is done in CFD/CSD coming up with stable, conservative approaches. It might be a little bit overkill than say, the trapezoid rule, but if you're looking for high-accuracy, that'd be the way to go.

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FrogPad	Numerical Integration of a dataset (what is the best method?) Tweet If I have a vector of data that is equally spaced in time. What is the best numerical method for integrating this data?

Topher925	The best method is determined by the nature of the data, ie. the quantity, quality, and general behavior (linear, quadratic, exponential), etc.

minger Recognitions: Science Advisor	Do some searches on the Finite Volume method and integration approaches. Lots of work is done in CFD/CSD coming up with stable, conservative approaches. It might be a little bit overkill than say, the trapezoid rule, but if you're looking for high-accuracy, that'd be the way to go.