PYRAMID_MONTE_CARLO
Monte Carlo Estimate of Integrals in Unit Pyramid

PYRAMID_MONTE_CARLO, a MATLAB library which estimates the integral of a function F(X,Y,Z) over the interior of the unit pyramid in 3D.

The unit pyramid has a square base of area 4, and a height of 1. Specifically, the integration region is:

        - ( 1 - Z ) <= X <= 1 - Z
        - ( 1 - Z ) <= Y <= 1 - Z
                  0 <= Z <= 1.
      

Licensing:

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

Languages:

PYRAMID_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 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.

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 over 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 hypersphere in M dimensions;

LINE_MONTE_CARLO, a MATLAB library which applies a Monte Carlo method to estimate the integral of a function 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_FELIPPA_RULE, a MATLAB library which returns Felippa's quadratures rules for approximating integrals over the interior of a pyramid in 3D.

PYRAMID_GRID, a MATLAB library which computes a grid of points over the interior of the unit pyramid in 3D;

PYRAMID_INTEGRALS, a MATLAB library which returns the exact value of the integral of any monomial over the interior of the unit pyramid in 3D.

pyramid_monte_carlo_test

PYRAMID_RULE, a MATLAB library which computes quadrature rules 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 the integral of a function on 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 the interior of the unit tetrahedron in 3D.

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:

• monomial_value.m, evaluates a monomial.
• pyramid01_integral.m, monomial integral in a unit pyramid.
• pyramid01_sample.m, sample the unit pyramid.
• pyramid01_volume.m, volume of a unit pyramid with square base.
• r8_choose.m, computes the binomial coefficient C(N,K) as an R8.
• r8_mop.m, returns the I-th power of -1 as an R8.
• r8mat_transpose_print.m, prints an R8MAT, transposed.
• r8mat_transpose_print_some.m, prints some of an R8MAT, transposed.
• r8mat_uniform_01.m, fills an R8MAT with unit pseudorandom numbers.
• timestamp.m, prints the current YMDHMS date as a time stamp.