tetrahedron_monte_carlo, a MATLAB code which estimates the integral of a function over a general tetrahedron using the Monte Carlo method.
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 described and 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 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;
disk_monte_carlo, a MATLAB 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 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;
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 sphere in m dimensions;
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 over the surface of the unit sphere in 3d;
tetrahedron_integrals, a MATLAB code which returns the exact value of the integral of any monomial 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 unit triangle.