Matlab - convert vector to discrete function

pleas help,

How can I convert a vector of real numbers to a discrete function dependent on other vector of real numbers:

U(i); i=1,2,3... ---> U(x); x=[0.01,0.003,0.0036...]

*The desired function is the function I get from: >>plot(x,U);
*The final goal is to integrate : U(j+1)=integral(U(x)*5^.x,-0.05,0.05);

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