Tag Archives: numerical integration

Faster Integration with the Tanh-Sinh Method

Posted on 10/10/2010 by dougaj4

In my previous post about numerical integration I mentioned that I would be writing about another lesser known method providing better speed and/or accuracy in many cases.  The method is known as Tanh-Sinh quadrature, and has been implemented in Excel by a reader … Continue reading →

Posted in Excel, Maths, Numerical integration, UDFs, VBA | Tagged , , , , , , , | 3 Comments

Evaluate integrals to a specified tolerance

Posted on 10/03/2009 by dougaj4

A previous post presented a user defined function (UDF) to perform a numerical integration of a function specified as a text string.  The UDF allowed the number of subdivisions of the integration range to be specified, but the number of subdivisions required to … Continue reading →

Posted in Excel, Maths, Newton, UDFs | Tagged , , , , , | 2 Comments

Evaluate Function – update

Posted on 05/07/2008 by dougaj4

Previous post The evaluate function described in the previous post has been used in writing a UDF that will evaluate the integral of any suitable function over a specified range. The revised worksheet can be downloaded from: Eval.zip

Posted in Excel, Maths, UDFs | Tagged , , , , | 5 Comments