tetrahedron_monte_carlo, a Fortran77 code which estimates the integral of a function over a tetrahedron using the Monte Carlo method.
The library makes it relatively easy to compare different methods of producing sample points in the tetrahedron, and to vary the tetrahedron over which integration is carried out.
The computer code and data files made available on this web page are distributed under the MIT license
tetrahedron_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.
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 applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;
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;
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;
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 sphere in M dimensions;
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 uses the Monte Carlo method to estimate integrals over the surface of the unit sphere in 3D.
TETRAHEDRON_INTEGRALS, a Fortran77 library which returns the exact value of the integral of any monomial 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 unit triangle.