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MSExcel-Numerical-Integration

This contains Visual Basic Code for numerical integration (using Romberg method) in Microsoft Excel. Enter x in any cell and enter the formula for f(x) in another cell. (You may use any number of intermediate cells to help compute f(x)). The VBA code computes the integral from a to b of f(x) dx

The software consists of a form and some VBA code. The form allows the user to provide the following inputs:

  • the cell containing x
  • the cell containing f(x)
  • the cell in which to store the integral
  • the lower and upper limits of integration, a and b

The VBA code creates an auxilary function which stores its input argument into the x cell, reads the value contained in the f(x) cell and returns this as the function value. The Romberg integration method is applied to this auxilary function. This allows the user to compute the integral of a function without explicitly defining the function in Visual Basic.

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Visual Basic Code for numerical integration (using Romberg method) in excel

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