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

FrogPad · May 1, 2009

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

Topher925 · May 1, 2009

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

minger · May 1, 2009

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.

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

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