ellipse_monte_carlo, a C++ code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.
The information on this web page is distributed under the MIT license.
ellipse_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.
cpp_monte_carlo, a C++ code which uses Monte Carlo sampling to estimate areas and integrals.