Monte Carlo simulation for computation of definite integrals

版本 1.0.0.0 (2.8 KB) 作者: Bibhu Das
Integration and area under the curve using Monte-carlo simulation.
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更新时间 2017/12/30

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The program uses the Monte-carlo algorithm to calculate the area under a curve within proper limits. This can be used as a method to solve definite integrals whose analytic solutions are time consuming. The sample space is generated using random numbers within the user defined limits and the area computation proceeds as per the algorithm. The program returns area under the curve and the corresponding plot of sample space and the curve.

引用格式

Bibhu Das (2024). Monte Carlo simulation for computation of definite integrals (https://www.mathworks.com/matlabcentral/fileexchange/65563-monte-carlo-simulation-for-computation-of-definite-integrals), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.0.0.0

updated the title.