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.

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Numerical integration only with evaluated point

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