TETRAHEDRON_MONTE_CARLO_NONUNIT
Monte Carlo Integral Estimates over a Tetrahedron

TETRAHEDRON_MONTE_CARLO_NONUNIT is a FORTRAN90 library which uses the Monte Carlo method to estimates the integral of a function F(X,Y,Z) over the interior of a tetrahedron in 3D.

The library makes it relatively easy to compare different methods of producing sample points in the tetrahedron, and to vary the tetrahedron over which integration is carried out.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

TETRAHEDRON_MONTE_CARLO_NONUNIT is available in a FORTRAN90 version\.

Related Data and Programs:

BALL_MONTE_CARLO, a FORTRAN90 library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

CIRCLE_MONTE_CARLO, a FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;

DISK_MONTE_CARLO, a FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;

FELIPPA, a FORTRAN90 library which defines quadrature rules for lines, triangles, quadrilaterals, pyramids, wedges, tetrahedrons and hexahedrons.

GM_RULE, a FORTRAN90 library which defines Grundmann-Moeller rules for quadrature over a triangle, tetrahedron, or general M-dimensional simplex.

HYPERBALL_MONTE_CARLO, a FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

HYPERBALL_VOLUME_MONTE_CARLO, a FORTRAN90 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

HYPERSPHERE_MONTE_CARLO, a FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;

KEAST, a FORTRAN90 library which defines a number of quadrature rules for a tetrahedron.

NCC_TETRAHEDRON, a FORTRAN90 library which defines Newton-Cotes Closed quadrature rules on a tetrahedron.

NCO_TETRAHEDRON, a FORTRAN90 library which defines Newton-Cotes Open quadrature rules on a tetrahedron.

RANDOM_DATA, a FORTRAN90 library which generates sample points for various probability distributions, spatial dimensions, and geometries;

STROUD, a FORTRAN90 library which defines quadrature rules for a variety of multidimensional reqions.

TETRAHEDRON_EXACTNESS, a FORTRAN90 program which investigates the polynomial exactness of a quadrature rule for the tetrahedron.

TRIANGLE_MONTE_CARLO, a FORTRAN90 library which uses the Monte Carlo method to estimate integrals over a triangle.

Reference:

1. Claudio Rocchini, Paolo Cignoni,
   Generating Random Points in a Tetrahedron,
   Journal of Graphics Tools,
   Volume 5, Number 4, 2000, pages 9-12.
2. Reuven Rubinstein,
   Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,
   Krieger, 1992,
   ISBN: 0894647644,
   LC: QA298.R79.
3. Greg Turk,
   Generating Random Points in a Triangle,
   in Graphics Gems I,
   edited by Andrew Glassner,
   AP Professional, 1990,
   ISBN: 0122861663,
   LC: T385.G697

Source Code:

• tetrahedron_monte_carlo_nonunit.f90, the source code.

Examples and Tests:

• tetrahedron_monte_carlo_nonunit_test.f90, a sample calling program.
• tetrahedron_monte_carlo_nonunit_test.txt, the output file.

List of Routines:

• R8MAT_DET_4D computes the determinant of a 4 by 4 R8MAT.
• R8MAT_TRANSPOSE_PRINT prints an R8MAT, transposed.
• R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed.
• R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.
• REFERENCE_TO_PHYSICAL_TET4 maps TET4 reference points to physical points.
• TETRAHEDRON_INTEGRAND_01 evaluates 1 integrand function.
• TETRAHEDRON_INTEGRAND_02 evaluates 3 integrand functions.
• TETRAHEDRON_INTEGRAND_03 evaluates 6 integrand functions.
• TETRAHEDRON_INTEGRAND_04 evaluates 10 integrand functions.
• TETRAHEDRON_INTEGRAND_05 evaluates 15 integrand functions.
• TETRAHEDRON_MONTE_CARLO applies the Monte Carlo rule to integrate a function.
• TETRAHEDRON_UNIT_SAMPLE_01 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_02 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_03 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_04 selects points from the unit tetrahedron.
• TETRAHEDRON_VOLUME computes the volume of a tetrahedron in 3D.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN90 source codes.