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

by FrogPad
Tags: dataset, integration, method, numerical
FrogPad is offline
May1-09, 08:09 AM
P: 838
If I have a vector of data that is equally spaced in time. What is the best numerical method for integrating this data?
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Topher925 is offline
May1-09, 08:38 AM
Topher925's Avatar
P: 1,672
The best method is determined by the nature of the data, ie. the quantity, quality, and general behavior (linear, quadratic, exponential), etc.
minger is offline
May1-09, 08:46 AM
Sci Advisor
P: 1,498
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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