annulus_monte_carlo

annulus_monte_carlo, an Octave code which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.

A circular annulus with center (XC,YC), inner radius R1 and outer radius R2, is the set of points (X,Y) so that

      R1^2 <= (X-XC)^2 + (Y-YC)^2 <= R2^2

Licensing:

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

Languages:

annulus_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:

annulus_monte_carlo_test

circle_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;

line_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

simplex_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

Source Code:

• annulus_area.m, returns the area of an annulus.
• annulus_sample.m, uniformly samples the points in an annulus.
• disk01_monomial_integral.m, returns the exact integral of a monomial over the unit disk.
• monomial_value.m, evaluates a monomial.