Multidimensional spline integration of scattered data

Abstract

We introduce a numerical method for reconstructing a multidimensional surface using the gradient of the surface measured at some values of the coordinates. The method consists of defining a multidimensional spline function and minimizing the deviation between its derivatives and the measured gradient. Unlike a multidimensional integration along some path, the present method results in a continuous, smooth surface, furthermore, it also applies to input data that are non-equidistant and not aligned on a rectangular grid. Function values, first and second derivatives and integrals are easy to calculate. The proper estimation of the statistical and systematical errors is also incorporated in the method.