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FunctionInterpolation

FunctionInterpolation[expr, {x, xmin, xmax}]
evaluates expr with x running from xmin to xmax and constructs an InterpolatingFunction object which represents an approximate function corresponding to the result.
FunctionInterpolation[expr, {x, xmin, xmax}, {y, ymin, ymax}, ...]
constructs an InterpolatingFunction object with several arguments.
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