hypercube_monte_carlo, an Octave code which estimates the integral of a function over the interior of the unit hypercube in M dimensions.
The computer code and data files described and made available on this web page are distributed under the MIT license
hypercube_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.
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.
ball_monte_carlo, an Octave code which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;
circle_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.
cube_monte_carlo, an Octave code 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, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the general disk in 2D.
disk01_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the unit disk in 2D.
disk01_quarter_monte_carlo, an Octave code 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 an Octave code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.
ellipsoid_monte_carlo an Octave code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.
hyperball_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;
hypercube_integrals, an Octave code which returns the exact value of the integral of any monomial over the interior of the unit hypercube in M dimensions.
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.