Computer and Modernization ›› 2011, Vol. 1 ›› Issue (11): 15-3.doi: 0.3969/j.issn.1006-2475.2011.11.005

• 算法分析与设计 • Previous Articles     Next Articles

Research on Calculating Definite Integral Method Based on Monte-Carlo

MA Hai-feng1, LIU Yu-xi2   

  1. 1.Dept. of Information Engineering, Changzhou Institute of Mechatronic Technology, Changzhou 213164, China;2.College of Management, University of Shanghai for Science and Technology, Shanghai 200093, China
  • Received:2011-04-20 Revised:1900-01-01 Online:2011-11-28 Published:2011-11-28

Abstract:

MonteCarlo method is a very important class of numerical methods guided by a statistical probability theory. This paper introduces the algorithm reality of MonteCarlo method for calculating the definite integral, and makes comparative analysis from the accuracy and time efficiency points with interpolation integral. The experimental results show that the MonteCarlo method for calculating the definite integral suits for a wide range and the computation efficiency is efficient.

Key words: MonteCarlo, definite integral, random shots collocation, algorithm