I am plotting a set of data on Gnuplot, and want to superimpose the function x^2 on the same plot.  I can do this like so:
plot \"filename\" usi         
        The easiest way may be to define a piecewise function using the ternary operator ?:
f(x) = (x > 1 && x < 2) ? x**2 : 1/0
plot "filename" using 1:2, f(x)
Another way is with the replot command:
plot "filename" using 1:2
replot [1:2] x**2
                                                                        I know that this is an old question, but for anyone who might be looking for an easier way:
Your first idea
plot "filename" using 1:2, [1:2] x**2
works now.