XLPack Solver – Quadrature (infinite interval)
This function computes the numerical integration of the given function over an infinite interval (both interval bounds are infinite).
Let’s compute the integral of the following example function.
f(x) = 1/(1 + x^2)
The solver program will write the value of x into the variable value cell (B6 in this case). The function value cell (B7 in this case) must contain the formula to compute f(x) from x. To solve this example, the formula is =1/(1+B6^2).
Only the output cell range (E7 in this case) must be specified since it is not necessary to specify the interval bounds. Click “Compute” then the value of ∫ f(x) dx [-∞, +∞] will be computed and output to the first column of each line.
Qagi or Deiint can be selected as the solver program for infinite integration interval.
The standard value of tolerance is 1.0e-8. The tolerance value will be set to EpsAbs and EpsRel of Qagi It will also be set to Eps of Deiint.
The cell ranges can be specified as larger than required. In that case, only the necessary range will be used from left upper corner.
Please refer to here for “Save/Restore” button.
When “Help” button is clicked, this page will be displayed if the network connection is available.
The “?” button of right upper corner will not work correctly. Please use “Help” button.