tetrahedron_monte_carlo, a FORTRAN90 code which uses the Monte Carlo method to estimates the integral of a function F(X,Y,Z) over the interior of a tetrahedron in 3D.
The library makes it relatively easy to compare different methods of producing sample points in the tetrahedron, and to vary the tetrahedron over which integration is carried out.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
tetrahedron_monte_carlo is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
annulus_monte_carlo a FORTRAN90 code which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.
BALL_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;
CIRCLE_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;
DISK_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;
HYPERBALL_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;
HYPERBALL_VOLUME_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;
HYPERSPHERE_MONTE_CARLO, a FORTRAN90 code which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;
TETRAHEDRON_EXACTNESS, a FORTRAN90 code which investigates the polynomial exactness of a quadrature rule for the tetrahedron.
TRIANGLE_MONTE_CARLO, a FORTRAN90 code which uses the Monte Carlo method to estimate integrals over a triangle.