Title :
The Monte Carlo calculation method of multiple integration
Author :
Jieqiong Wu ; Jianping Li ; Dewu Xie ; Fengjiao Fan
Author_Institution :
Sch. of Comput. Sci. & Eng., Univ. of Electron. & Technol. of China, Chengdu, China
Abstract :
In this paper, we introduce the general computing methods of multiple integration, and analysis the limitation and range in the application of solving the practice problems. Monte Carlo method of uniform random sampling number has explained the basic idea of Monte Carlo algorithm and its application in multiple integrals. Thus, from theory and example, we give a rapid calculation based on MATLAB tool, and could obtain a valuable approximation.
Keywords :
Monte Carlo methods; approximation theory; MATLAB tool; Monte Carlo calculation method; general computing methods; multiple integration; uniform random sampling number; Approximation algorithms; Approximation methods; MATLAB; Monte Carlo methods; Probability density function; Random variables; Monte Carlo algorithm; Uniform random number; multiple integration;
Conference_Titel :
Wavelet Active Media Technology and Information Processing (ICCWAMTIP), 2014 11th International Computer Conference on
Print_ISBN :
978-1-4799-7207-4
DOI :
10.1109/ICCWAMTIP.2014.7073457
