disk_monte_carlo

disk_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 a general disk in 2D.

Licensing:

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

Languages:

disk_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:

disk_monte_carlo_test

disk_rule, a Fortran90 code which computes quadrature rules over the interior of the general disk in 2D;

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.

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:

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