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XLSimulation PDF Print E-mail

Dynamic Continuous Systems in Excel and VBA

Features: XLSimulation is:
  • Interactive Parameter Control
  • Function String Inputs
  • Integration with Other Models
  • Simulation inside the Optimization Loop
  • Nonlinear Capability
  • Affordable
  • Scalable
  • Effective
  • Innovative
  • User Friendly
  • Fast

XLSimulation is a library of commonly used dynamic state forecasting methods for solving systems of ordinary differential equations. The methods provided in this toolbox are based on the general explicit state variable formulation for a coupled system of continuous 1st order differential equations in standard state space nomenclature. The user must know how to convert their system of ordinary differential equations into the standard state space format so that the system of state gradient functions can be defined in terms of state variables, constant parameters, and the independent integration variable (i.e. time). Once placed into the standard syntax used by these functions, the stack of state gradient function strings can be passed directly into the state forecasting function argument list, along with the system parameter vector, integration range, and step size. The state variable range is then passed back to the calling platform (either Excel or VBA). The XLSimulation functions provide the ability to model and solve systems of differential equations which are typically included in the set of "rules" that govern the behavior of engineering systems. These rules include systems of algebraic, integral and differential equations. These functions provide the ability to work with either mathematical functions or sets of data. The following state forecasting functions are available in this toolbox.

Self-Starting Methods: Non Self-Starting Methods:
Euler’s Method Gear’s Method
Modifed Euler Method Adam’s Bashforth Method
4th Order Runge-Kutta Adam’s Moulton Method

Black Box Capability
One feature which is common to many of the functions is the "black box" design. Since many routines require a function evaluation during each pass through the main procedure loop, model equations need to be coded inside the numerical routines. SpreadsheetWorld created an method which allows the user to pass a string representing the mathematical through the argument list. This allows the routines to achieve a total "black box" design, and therefore be compiled as a convenient and secure add-in. Although the black box paradigm presents a slight compromise in speed versus hard-coded functions, it is believed the benefits far outweigh the consequences. To use this feature, the user must learn a very simple syntax in which the string functions must be passed. XLManager provides a utility to help the user in preparing the input string.

Function Verification
An Example Workbook with example templates for using each XLSimulation function on a sample problem is included in the toolbox, as well as on-line help. Functions are designed to work either from Excel or from VBA and can be called inside an iterative loop such as goal seeking, optimization or Monte Carlo uncertainty analysis.

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