SQUARE_MONTE_CARLO
Monte Carlo Estimate of Integrals Over Unit Square in 2D


SQUARE_MONTE_CARLO, a MATLAB library which estimates the integral of a function over the interior of the unit square in 2D.

Licensing:

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

Languages:

SQUARE_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 uses the Monte Carlo method to estimate integrals 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 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 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_ARBQ_RULE, a MATLAB library which returns quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.

SQUARE_FELIPPA_RULE, a MATLAB library which returns the points and weights of a Felippa quadrature rule over the interior of a square in 2D.

SQUARE_GRID, a MATLAB library which computes a grid of points over the interior of a square in 2D.

SQUARE_INTEGRALS, a MATLAB library which returns the exact value of the integral of any monomial over the interior of the unit square in 2D.

SQUARE_MINIMAL_RULE, a MATLAB library which returns "almost minimal" quadrature rules, with exactness up to total degree 55, over the interior of the symmetric square in 2D, by Mattia Festa and Alvise Sommariva.

square_monte_carlo_test

SQUARE_SYMQ_RULE, a MATLAB library which returns symmetric quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.

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:


Last revised on 24 March 2019.