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NIntegrateInterpolatingFunction[f, {x, xmin, xmax}]]
gives a numerical approximation to an integral with InterpolatingFunction objects in the integrand.
NIntegrateInterpolatingFunction[f, {x, xmin, xmax}, {y, ymin, ymax}, ...]
gives a numerical approximation to a multidimensional integral.
  • NIntegrateInterpolatingFunction uses the function NIntegrate, but it breaks up the domain of integration into sections where the InterpolatingFunction objects are smooth.
  • The arguments of the InterpolatingFunction objects may themselves be univariate functions of the integration variables.
  • Numerically integrating a multidimensional integral using NIntegrateInterpolatingFunction with InterpolatingFunction objects containing a large number of nodes may take significantly longer than using NIntegrate.
  • NIntegrateInterpolatingFunction has the same options as NIntegrate.