circle_monte_carlo

circle_monte_carlo, a Fortran90 code which estimates the integral of 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

circle_integrals, a Fortran90 code which returns the exact value of the integral of any monomial over the circumference of the unit circle in 2D.

circle_rule, a Fortran90 code which computes quadrature rules over the interior of the unit circle in 2D.

f90_monte_carlo, a Fortran90 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:

Last revised on 05 September 2021.