多重积分的蒙特卡罗计算方法

2014 11th International Computer Conference on Wavelet Actiev Media Technology and Information Processing(ICCWAMTIP) Pub Date : 2014-12-01 DOI:10.1109/ICCWAMTIP.2014.7073457

Jieqiong Wu, Jian-Pin Li, Dewu Xie, Fengjiao Fan

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引用次数: 5

摘要

本文介绍了多重积分的一般计算方法，分析了多重积分在解决实际问题中的局限性和适用范围。均匀随机采样数的蒙特卡罗方法说明了蒙特卡罗算法的基本思想及其在多重积分中的应用。因此，从理论和实例两方面给出了基于MATLAB工具的快速计算，并能得到一个有价值的近似。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Monte Carlo calculation method of multiple integration

In this paper, we introduce the general computing methods of multiple integration, and analysis the limitation and range in the application of solving the practice problems. Monte Carlo method of uniform random sampling number has explained the basic idea of Monte Carlo algorithm and its application in multiple integrals. Thus, from theory and example, we give a rapid calculation based on MATLAB tool, and could obtain a valuable approximation.

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来源期刊

2014 11th International Computer Conference on Wavelet Actiev Media Technology and Information Processing(ICCWAMTIP)

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