DocumentCode
527326
Title
Improvement of calculating triple integral based on Monte-Carlo algorithm
Author
Li, Man-zhi ; Wang, Hong-tao ; Shen, You-jian
Author_Institution
Sch. of Math. & Stat., Hainan Normal Univ., Haikou, China
Volume
4
fYear
2010
fDate
11-14 July 2010
Firstpage
1860
Lastpage
1863
Abstract
The basic principle of triple integral is solved by Monte-Carlo method, and it is given the numerical simulation. Based on the averaged-value method, it puts forward that the uniform distribution should be combined with volume of the integral region to improve algorithm, the special cuboid integral region is extended to the general integral region. Example shows that improved algorithm simplifies the calculation process, effectively reduces the computational difficulty, improves the simulation accuracy and computational efficiency. The procedure is simple and easy to debug. Improved algorithm is simple and effective to the triple integral calculation, and so it is more practical.
Keywords
Monte Carlo methods; computational complexity; integral equations; numerical analysis; Monte Carlo algorithm; computational difficulty; numerical simulation; triple integral calculation; Algorithm design and analysis; Computational efficiency; Computational modeling; Cybernetics; Machine learning; Monte Carlo methods; Computer simulation; Monte-Carlo method; Triple integral;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics (ICMLC), 2010 International Conference on
Conference_Location
Qingdao
Print_ISBN
978-1-4244-6526-2
Type
conf
DOI
10.1109/ICMLC.2010.5580951
Filename
5580951
Link To Document