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Excel Scientific and Engineering Cookbook by David M Bourg

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10.1. Integrating a Definite Integral

Problem

You have an analytic function that you need to integrate numerically.

Solution

Use the trapezoidal rule of numerical integration.

Discussion

As discussed in the introduction to this chapter, there exists a multitude of numerical integration formulas and rules to choose from. Your choice depends on several factors including, but not limited to, desired accuracy and ease of implementation. For the purposes of this example, I want to use one of the easiest to implement numerical integration rules, namely the trapezoidal rule. This rule exemplifies the main steps in setting up numerical integration in a spreadsheet without clouding the issue with more complicated mathematics.

In this example, I'll consider the integration of a given analytic function of the form:

where the analytic form of f(x) is known. Even though you know f(x), you may not be able to integrate it analytically, and this is one reason why you would resort to numerical integration.

The trapezoidal rule is well documented in virtually every calculus, engineering analysis, or numerical methods book I've ever read. Basically, this technique approximates the function under consideration with a sequence of linear curves. The general formula (also called extended or composite formula) for the trapezoidal rule is:

Here, s is the distance along the x-axis between samples. This formula ...

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