circle_monte_carlo

circle_monte_carlo, a C++ code which uses the Monte Carlo method to estimate the integral of a function F(X,Y) along the circumference of the unit circle in 2D.

Licensing:

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

Languages:

circle_monte_carlo is available in a C version and a C++ version and and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

circle_monte_carlo_test

cpp_monte_carlo, a C++ code which uses Monte Carlo sampling to estimate areas and integrals.

Reference:

1. Gerald Folland,
   How to Integrate a Polynomial Over a Sphere,
   American Mathematical Monthly,
   Volume 108, Number 5, May 2001, pages 446-448.

Source Code:

• circle_monte_carlo.cpp, the source code.
• circle_monte_carlo.sh, compiles the source code.
• circle_monte_carlo.hpp, the include file.