line_monte_carlo


line_monte_carlo, a MATLAB code which uses the Monte Carlo method to estimate the integral of a function over the length of the unit line in 1D.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

line_monte_carlo is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

annulus_monte_carlo a MATLAB 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 MATLAB 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 MATLAB code which applies a monte carlo method to estimate the integral of a function on the circumference of the unit circle in 2d;

cube_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit cube in 3d;

disk_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the general disk in 2d.

disk01_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit disk in 2d.

disk01_quarter_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit quarter disk in 2d;

ellipse_monte_carlo a MATLAB code which uses the monte carlo method to estimate the value of integrals over the interior of an ellipse in 2d.

ellipsoid_monte_carlo a MATLAB code which uses the monte carlo method to estimate the value of integrals over the interior of an ellipsoid in m dimensions.

hyperball_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit hyperball in m dimensions;

hypercube_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit hypercube in m dimensions;

hypersphere_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function on the surface of the unit hypersphere in m dimensions;

line_fekete_rule, a MATLAB code which approximates the location of fekete points in an interval [a,b]. a family of sets of fekete points, indexed by size n, represents an excellent choice for defining a polynomial interpolant.

line_felippa_rule, a MATLAB code which returns the points and weights of a felippa quadrature rule over the interior of a line segment in 1d.

line_grid, a MATLAB code which computes a grid of points over the interior of a line segment in 1d.

line_integrals, a MATLAB code which returns the exact value of the integral of any monomial over the length of the unit line in 1d.

line_monte_carlo_test

line_ncc_rule, a MATLAB code which computes a newton cotes closed (ncc) quadrature rule for the line, that is, for an interval of the form [a,b], using equally spaced points which include the endpoints.

line_nco_rule, a MATLAB code which computes a newton cotes open (nco) quadrature rule, using equally spaced points, over the interior of a line segment in 1d.

polygon_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of a polygon in 2d.

pyramid_monte_carlo, a MATLAB code which applies a monte carlo method to estimate integrals of a function over the interior of the unit pyramid in 3d;

simplex_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit simplex in m dimensions.

sphere_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function on the surface of the unit sphere in 3d;

sphere_triangle_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3d;

square_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit square in 2d;

tetrahedron_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit tetrahedron in 3d.

triangle_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of a triangle in 2d.

triangle01_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit triangle in 2d.

wedge_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit wedge in 3d.

Source Code:


Last revised on 15 February 2019.