Monte Carlo Estimate of Integrals Over Unit Square in 2D

**SQUARE_MONTE_CARLO**
is a MATLAB library which
estimates the integral of a function
over the interior of the unit square in 2D.

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

**SQUARE_MONTE_CARLO** is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version and
a Python version.

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

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

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

ELLIPSE_MONTE_CARLO a MATLAB 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 MATLAB 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 MATLAB 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 MATLAB program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

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

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

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

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

SQUARE_HEX_GRID, a MATLAB library which computes a hexagonal grid of points over the interior of a square in 2D.

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

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

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

- monomial_value.m, evaluates a monomial.
- r8mat_uniform_01.m, returns a uniform pseudorandom R8MAT.
- square01_area.m, returns the area of the unit square in 2D.
- square01_monomial_integral.m, integrates a monomial in the unit square in 2D.
- square01_sample.m, samples points from the unit square in 2D.
- timestamp.m, prints the current YMDHMS date as a time stamp.

- square_monte_carlo_test.m, a sample calling program.
- square_monte_carlo_test01.m, estimates integrals using the Monte Carlo method.
- square_monte_carlo_test_output.txt, the output file.

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