ANNULUS_MONTE_CARLO
Monte Carlo Estimate of Integrals in an Annulus

ANNULUS_MONTE_CARLO is a MATLAB library which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.

A circular annulus with center (XC,YC), inner radius R1 and outer radius R2, is the set of points (X,Y) so that

      R1^2 <= (X-XC)^2 + (Y-YC)^2 <= R2^2

Licensing:

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

Languages:

ANNULUS_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_test

ANNULUS_RULE, a MATLAB library which computes a quadrature rule for estimating integrals of a function over the interior of a circular annulus in 2D.

BALL_MONTE_CARLO, a MATLAB 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 MATLAB library 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 MATLAB library 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the general disk in 2D.

DISK01_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit disk in 2D.

DISK01_QUARTER_MONTE_CARLO, a MATLAB library 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 MATLAB library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.

ELLIPSOID_MONTE_CARLO a MATLAB library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.

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

HYPERCUBE_MONTE_CARLO, a MATLAB library 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 MATLAB library 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

POLYGON_MONTE_CARLO, a MATLAB library 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 MATLAB library 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

SPHERE_MONTE_CARLO, a MATLAB library which applies a Monte Carlo method to estimate integrals of a function over the surface of the unit sphere in 3D;

SPHERE_TRIANGLE_MONTE_CARLO, a MATLAB library which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;

SQUARE_MONTE_CARLO, a MATLAB library 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 MATLAB library which uses the Monte Carlo method to estimate integrals over a tetrahedron.

TRIANGLE_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.

TRIANGLE01_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

WEDGE_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Source Code:

• annulus_area.m, returns the area of an annulus.
• annulus_sample.m, uniformly samples the points in an annulus.
• disk01_monomial_integral.m, returns the exact integral of a monomial over the unit disk.
• monomial_value.m, evaluates a monomial.
• r8vec_uniform_01.m, returns a unit pseudorandom R8VEC.