disk01_positive_monte_carlo

disk01_positive_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate the integral of a function F(X,Y) over the interior of the unit positive disk in 2D.

The unit positive disk in 2D is the set of points (X,Y) such that 0 <= X, 0 <= Y, and X^2+Y^2 <= 1.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

disk01_positive_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:

disk01_positive_monte_carlo_test

disk01_integrals, a Fortran90 code which returns the exact value of the integral of any monomial over the interior of the unit disk in 2D.

disk01_rule, a Fortran90 code which computes quadrature rules for the unit disk in 2D, that is, the interior of the circle of radius 1 and center (0,0).

f90_monte_carlo, a Fortran90 code which uses Monte Carlo sampling to estimate areas and integrals.

Reference:

• John D Cook,
  Random points in a high-dimensional orthant,
  Posted 9 August 2023,
  https://www.johndcook.com/blog/2023/08/09/random-points-hypersphere-orthant/

Source Code:

• disk01_positive_monte_carlo.f90, the source code.
• disk01_positive_monte_carlo.sh, compiles the source code.