[SciPy-user] SciPy integrate.odeint with interpolation

[Lorenzo Isella]

Dear All,
I have often used integrate.odeint to integrate ODE's.
Now, consider the case y'(t)=f, where f is not an analytical function
but rather a (discrete) set of experimental values.
I wonder if it possible to do something along these lines:
(1) define a function g(t) which interpolates (maybe with a spline)
the set of experimental measurements {f(t_i)}, i=1,2,...N.
(2) Re-define the problem as y'(t)=g(t)

Do you think that this approach is correct? Are there any pitfalls I
should be aware of?
Cheers

Lorenzo