TRIANGLE_MONTE_CARLO
Monte Carlo Integral Estimates over the Unit Triangle in 2D


TRIANGLE_MONTE_CARLO is a FORTRAN77 library which uses the Monte Carlo method to estimate the integral of a function F(X,Y) over the interior of the unit triangle in 2D.

The interior of the unit triangle in 2D is defined by the constraints:

        0 <= X
        0 <= Y
             X + Y <= 1
      
The functions F(X,Y) are monomials, having the form
        F(X,Y) = X^E(1) * Y^E(2)
      
where the exponents are nonnegative integers.

Licensing:

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

Languages:

TRIANGLE_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

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;

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 sphere 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_GM_RULE, a FORTRAN77 library which defines Grundmann-Moeller quadrature rules over the interior of a triangle in 2D, a tetrahedron in 3D, or over the interior of the simplex 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.

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_MONTE_CARLO, a FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D.

TETRAHEDRON_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of a tetrahedron in 3D.

TRIANGLE_EXACTNESS, a FORTRAN77 program which investigates the monomial exactness quadrature rule over the interior of a triangle in 2D.

TRIANGLE_FELIPPA_RULE, a FORTRAN77 library which returns Felippa's quadratures rules for approximating integrals over the interior of a triangle in 2D.

TRIANGLE_INTEGRALS, a FORTRAN77 library which returns the exact value of the integral of any monomial over the interior of the unit triangle in 2D.

TRIANGLE_SYMQ_RULE, a FORTRAN77 library which returns efficient symmetric quadrature rules, with exactness up to total degree 50, over the interior of an arbitrary triangle in 2D, by Hong Xiao and Zydrunas Gimbutas.

WEDGE_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Reference:

  1. Claudio Rocchini, Paolo Cignoni,
    Generating Random Points in a Tetrahedron,
    Journal of Graphics Tools,
    Volume 5, Number 4, 2000, pages 9-12.
  2. Reuven Rubinstein,
    Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,
    Krieger, 1992,
    ISBN: 0894647644,
    LC: QA298.R79.
  3. Greg Turk,
    Generating Random Points in a Triangle,
    in Graphics Gems I,
    edited by Andrew Glassner,
    AP Professional, 1990,
    ISBN: 0122861663,
    LC: T385.G697

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN77 source codes.


Last revised on 13 January 2014.