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

  1. May 1, 2009 #1
    If I have a vector of data that is equally spaced in time. What is the best numerical method for integrating this data?
  2. jcsd
  3. May 1, 2009 #2
    The best method is determined by the nature of the data, ie. the quantity, quality, and general behavior (linear, quadratic, exponential), etc.
  4. May 1, 2009 #3


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    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.
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