Integration of a function of interpolating functions

I need to calculate the integral of a function of interpolating functions. Being more specific, the function I want to integrate is the following

derUp[tau_] = 1/(drad[tau] + Sqrt[drad[tau]^2 + ftau[tau]])


where drad[tau_] = D[rad[tau], tau] and ftau[tau_] = 1 - (2 mm[tau])/rad[tau]. rad[tau] and mm[tau] are the numerical solutions of a system of differential equations, and therefore defined as interpolating functions.

The conceptual problem that I seem not being able to overcome/understand is that it seems to be impossible to calculate the following thing

func = Integrate[derUp[tau],{tau, 0, tau'}]


with tau' being a variable instead of a number. The reason behind this calculation is that I need to obtain func as a function of tau.

A solution I have tried to implement is FunctionInterpolation, that seems to works very well when the function to integrate depends on two variables, as specified in other posts that I have read on this forum, but that does not seem to be applicable to the one-variable case (at least I have not figured it out).

• Try func[taup_?NumericQ] := NIntegrate[derUp[tau],{tau, 0, taup}] and call func[1.]. Commented Jun 28, 2016 at 21:40
• Doesn't Integrate[derUp[tau],tau] (without explicit limits) give you what you need? Commented Jun 28, 2016 at 21:48
• @mikado, being m[tau] and rr[tau] interpolating functions, Mathematica seems to be unable to calculate the integral using Integrate[derUp[tau],tau].
– Vale
Commented Jun 28, 2016 at 21:57
• @Vale. It appears that indefinite integration can be applied to something with Head InterpolatingFunction. Can you apply FunctionInterpolation to reduce your expressions to a single InterpolatingFunction? Commented Jun 28, 2016 at 22:43
• You can convert your integral into an equivalent ODE problem and use NDSolve[] to construct the required solution. Commented Jun 28, 2016 at 23:34

There's not enough information in the question, but this approach fits one interpretation of the description of the situation. One can do the integral in the original NDSolve calls that generated rad and mm. (This may be what J.M. was suggesting in a comment. Or he may have meant executing a separate NDSolve call. I would recommend the approach given below.)

Example: The first two lines of the ODE system are uninteresting. The third line computes the integral of r[t], r'[t], and m[t].

{sol} = NDSolve[{
r''[t] + r'[t] - 1/3 r[t] == 0, r[0] == 1, r'[0] == -1,
m''[t] + m'[t] - 1/4 m[t] == 0, m[0] == 1/4, m'[0] == -1,
f'[t] == 1/(r'[t] + Sqrt[r'[t]^2 + (1 - (2 m[t])/r[t])]), f[0] == 0
},
{r, m, f}, {t, 0, 10}]

ListPlot[{r, m, f} /. sol]


The integral is returned as an InterpolatingFunction:

• Thank you Michael, your approach is very elegant and effective. I didn't specify the system where m[tau] and rad[tau] came from to avoid having a very long post.
– Vale
Commented Jun 29, 2016 at 22:30
• @Vale You're welcome. :) Commented Jun 29, 2016 at 22:40