square_monte_carlo


square_monte_carlo, a Fortran77 code which estimates the integral of a function over the interior of the unit square in 2D.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

square_monte_carlo is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

square_monte_carlo_test

ball_monte_carlo, a Fortran77 library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

circle_monte_carlo, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.

CUBE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D;

DISK_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;

ELLIPSE_MONTE_CARLO a Fortran77 library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.

ELLIPSOID_MONTE_CARLO a Fortran77 library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.

HYPERBALL_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

HYPERBALL_VOLUME_MONTE_CARLO, a Fortran77 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

HYPERCUBE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions;

HYPERSPHERE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit hypersphere in M dimensions;

LINE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

POLYGON_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.

PYRAMID_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;

SIMPLEX_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

SPHERE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in 3D;

SPHERE_TRIANGLE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;

SQUARE_ARBQ_RULE, a Fortran77 library which returns quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.

SQUARE_FELIPPA_RULE, a Fortran77 library which returns the points and weights of a Felippa quadrature rule over the interior of a square in 2D.

SQUARE_GRID, a Fortran77 library which computes a grid of points over the interior of a square in 2D.

SQUARE_INTEGRALS, a Fortran77 library which returns the exact value of the integral of any monomial over the interior of the unit square in 2D.

SQUARE_SYMQ_RULE, a Fortran77 library which returns symmetric quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.

TETRAHEDRON_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.

TRIANGLE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

WEDGE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Source Code:


Last revised on 17 December 2023.