cube_monte_carlo

cube_monte_carlo, a MATLAB code which estimates the integral of a function over the interior of the unit cube in 3D.

Licensing:

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

Languages:

cube_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:

cube_monte_carlo_test

cube_arbq_rule, a MATLAB code which returns quadrature rules, with exactness up to total degree 15, over the interior of the symmetric cube in 3d, by hong xiao and zydrunas gimbutas.

cube_exactness, a MATLAB code which investigates the polynomial exactness of quadrature rules over the interior of a cube in 3d.

cube_felippa_rule, a MATLAB code which returns a Felippa quadrature rule over the interior of a cube in 3d.

cube_grid, a MATLAB code which computes a grid of points over the interior of a cube in 3d.

cube_integrals, a MATLAB code which returns the exact value of the integral of any monomial over the interior of the unit cube in 3d.

matlab_monte_carlo, a MATLAB code which uses Monte Carlo sampling to estimate areas and integrals.

Source Code:

• cube01_volume.m, returns the volume of the unit cube in 3D.
• cube01_monomial_integral.m, integrates a monomial in the unit cube in 3D.
• cube01_sample.m, samples points from the unit cube in 3D.
• monomial_value.m, evaluates a monomial.