hyperball_monte_carlo


hyperball_monte_carlo, a Python code which estimates the integral of F(X) over the interior of the unit hyperball in M dimensions.

Licensing:

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

Languages:

hyperball_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 Python 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 python code which applies a monte carlo method to estimate the integral of a function over the interior of the unit ball in 3d;

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

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

disk01_quarter_monte_carlo, a python 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 python 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 python code which uses the monte carlo method to estimate the value of integrals over the interior of an ellipsoid in m dimensions.

hyperball_integrals, a python code which defines test functions for integration over the interior of the unit hyperball in m dimensions.

hypercube_monte_carlo, a python 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 python code which applies a monte carlo method to estimate the integral of a function on the surface of the unit sphere in m dimensions;

line_monte_carlo, a python code which applies a monte carlo method to estimate the integral of a function over the length of the unit line segment in 1d;

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

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

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

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

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

Reference:

  1. Gerald Folland,
    How to Integrate a Polynomial Over a Sphere,
    American Mathematical Monthly,
    Volume 108, Number 5, May 2001, pages 446-448.

Source Code:


Last revised on 10 November 2016.