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Approximation of integral
Posted:
Jan 2, 2009 4:33 PM


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



