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Topic: Approximation of integral
Replies: 1   Last Post: Jan 2, 2009 4:57 PM

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mczero57

Posts: 9
Registered: 1/2/09
Approximation of integral
Posted: Jan 2, 2009 4:33 PM
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Folks,

I need to approximate the integral

Int_0^1 f(y).g(y2(y)) dy

where the functions f(y) and g(y) are known. However, the function y2(y) is in principle known but not readily available. I was thinking of something like

Int_0^1 f(y) dy . (Int_y2(0)^y2(1) g(y) dy)/(y2(1)-y2(0))

Is there a more systematic way to approximate this ?
Thanks for your help.

Sam



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