Category Archives: Numerical integration

Tanh-Sinh Quadrature update

Following some comments here Graeme Dennes and I have modified the start-up code for the Tanh-Sinh Quadrature spreadsheet to avoid problems opening the file when first downloaded, or copied to a new computer. The new file is located (as before) … Continue reading

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Numerical Integration With Tanh-Sinh Quadrature v 5.0

Graeme Dennes has updated his Tanh-Sinh Quadrature spreadsheet to V 5.0. The new version (including full open source code) may be downloaded from: Tanh-Sinh Quadrature Graeme’s summary of the new features in the spreadsheet: The Tanh-Sinh quadrature workbook has been … Continue reading

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Numerical integration with on-sheet calculations

Following a comment here I have prepared a spreadsheet that works through the Tanh-Sinh Quadrature process with on-sheet calculations.  For that purpose Graeme Dennes has provided a simplified version of the code: QUAD_RODRIGUEZ_TANH_SINH for finite intervals. Translated from HP RPN … Continue reading

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Numerical Integration; Tanh-Sinh Quadrature v. 4.42

Back to Newton and Excel. I recently received a new update to the Tanh-Sinh Quadrature spreadsheet from Graeme Dennes, which may be downloaded from: Tanh_Sinh Quadrature. From the Readme: The Tanh-Sinh quadrature workbook has been enhanced as follows: The Tanh-Sinh … Continue reading

Posted in Charts, Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , , | 10 Comments

Multiple Integration with Scipy

Scipy has 3 functions for multiple numerical integration in the scipy.integrate module: dblquad: Compute a double integral. tplquad: Compute a triple integral’ nquad: Integration over multiple variables. I have written six functions to call these functions from Excel, via Pyxll: Each … Continue reading

Posted in Excel, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, PyXLL, UDFs | Tagged , , , , , | 6 Comments