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10. Numerical Integration and Differenti... > 10.1. Integrating a Definite Integra...

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.


  

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