Hi, I’d like to integrate a function numerically. I found some packages, e.g., QuadGK.jl , it seems only supports numerical integration with a given function. In my case, suppose we cannot access the function at arbitrary points. That is, we can access only some given data points.

Romerg , mentioned by @rafael.guerra above, is surprisingly accurate for integrating smooth functions but it requires the values being integrated be evenly sampled over the independent variable. You can always fall back to trapezoidal integration if the points are not evenly sampled, but it’s low ac…

Numerical integration only with evaluated point

New to Julia

rafael.guerra June 25, 2021, 2:05pm 2

Check this post out about Romberg method or NumericalIntegration.jl.

1 Like

Topic		Replies	Views
Numerical integration over given integral. How to do it in Julia? New to Julia	5	30342	August 30, 2018
Which is best package for integration(and differentiation)? Numerics question	6	5267	January 30, 2022
Advice on approximating Complicated integral General Usage	4	1188	April 27, 2020
Quadgk integration Numerics question	2	722	December 28, 2020
How to improve the implementation of a function involving a numerical integration? Performance quadgk , integral	7	709	October 27, 2023

Numerical integration only with evaluated point

Related topics