A New Monte-Carlo Algorithm for Double Integral

摘要：

The traditional method of solving double integral by Monte Carlo method is limited with the integral area, it can only be solved the double integral on the rectangular area. To address this limitation, based on the average method of Monte Carlo method,which puts forward that the uniform distribution should be combined with area of the integral region to improve algorithm, the special rectangle integral region is extended to the general integral region.In this way the simulation accuracy and computational efficiency is improved. Practical example shows that improved algorithm simplifies the calculation process, effectively reduces the computational difficulty, Improves the simulation accuracy and computational efficiency.The procedure is simple and easy to debug. The double integral calculation method is simple and effective, so this improved algorithm is more practical.

关键词： Monte-Carlo method double integral computer simulation

作者: Li Manzhi Wang Hongtao Shen youjian

作者单位: School of Mathematics and statistics ,Hainan Normal University ,China 571158

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 260-263

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）