cube_monte_carlo

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

Licensing:

The computer code and data files described and made available on this web page are 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

annulus_monte_carlo an Octave 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, an Octave code which applies a monte carlo method to estimate integrals of a function over the interior of the unit ball in 3d;

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

line_monte_carlo, an Octave code which uses the monte carlo method to estimate integrals over the length of the unit line in 1d.

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

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.