计算机与现代化 ›› 2012, Vol. 1 ›› Issue (11): 33-34+3.doi: 10.3969/j.issn.1006-2475.2012.11.009

• 人工智能 • 上一篇    下一篇

基于Monte-Carlo方法利用随机变数平均值计算定积分的算法

张乐成1,汪震波2   

  1. 1.辽宁卫生职业技术学院,辽宁 沈阳 110101;2.信达证券股份有限公司辽宁分公司,辽宁 沈阳 110030
  • 收稿日期:2012-02-14 修回日期:1900-01-01 出版日期:2012-11-10 发布日期:2012-11-10

An Algorithm on Calculating Definite Integral Using Random Variable Mean Value Based on Monte-Carlo Method

ZHANG Le-cheng1, WANG Zhen-bo2   

  1. 1. Liaoning College of Health Vocational Technology, Shenyang 110101, China;2. Liaoning Branch, Cinda Securities Co., Ltd., Shenyang 110030, China
  • Received:2012-02-14 Revised:1900-01-01 Online:2012-11-10 Published:2012-11-10

摘要: 针对求解定积分近似计算问题,给出一种基于Monte-Carlo方法计算定积分的算法,简称为平均值法,它不同于通常人们使用的频数法。该算法理论依据是概率论数学期望定理及大数定律,它通过向积分区间随机掷点的方法产生一组随机数,每个随机数对应函数值组成一组随机变数,用随机变数平均值与积分区间长度值乘积得到定积分近似值。基于该算法样本随机特性,可以充分利用网络环境进行并行计算,实验结果表明本文算法具有实效性,与频数法相比,具有更好的准确率与时间效率。

关键词: Monte-Carlo方法, 平均值法, 频数法

Abstract: In view of the solution of the definite integral approximate calculation question, the paper gives an algorithm to calculate definite integral based on the Monte-Carlo method, which is abbreviated to mean value law and different from the frequency law which is used by the people in usual. The theory basis of this algorithm is the mathematic expectation theorem and the law of large numbers in theory of probability. First, a group of random numbers can be gained by throwing spots randomly to the integrating range. Second, the function value corresponded by each random number composes a group of random variables. At last, the definite integral approximate value is gained by the random variable mean value multiplying the length value of the integrating range. Because of the randomness of this algorithm, it can be fully calculated using the network at the same time. The experimental result indicates this algorithm is effective. Compared with the frequency law, it is of better accuracy and time efficiency.

Key words: Monte-Carlo method, mean value law, frequency law

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