| 基于Monte-Carlo方法计算定积分的算法研究 |
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| 引用本文： | 马海峰,刘宇熹.基于Monte-Carlo方法计算定积分的算法研究[J].计算机与现代化,2011(11):15-17. |
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| 作者姓名： | 马海峰 刘宇熹 |
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| 作者单位： | 1. 常州机电职业技术学院信息工程系,江苏常州,213164
2. 上海理工大学管理学院,上海,200093 |
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| 摘 要： | Monte-Carlo方法是一种以概率统计理论为指导的一类非常重要的数值计算方法。本文给出Monte-Carlo方法计算定积分的算法实现,并从准确率和时间效率上与插值积分法求积分进行对比分析,实验结果表明Monte-Carlo方法计算定积分适用范围广泛,计算效率高效。
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| 关 键 词： | Monte-Carlo 定积分 随机投点法 算法 |
Research on Calculating Definite Integral Method Based on Monte-Carlo |
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| MA Hai-feng,LIU Yu-xi.Research on Calculating Definite Integral Method Based on Monte-Carlo[J].Computer and Modernization,2011(11):15-17. |
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| Authors: | MA Hai-feng LIU Yu-xi |
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| Affiliation: | MA Hai-feng1,LIU Yu-xi2(1.Dept.of Information Engineering,Changzhou Institute of Mechatronic Technology,Changzhou 213164,China,2.College of Management,University of Shanghai for Science and Technology,Shanghai 200093,China) |
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| Abstract: | Monte-Carlo method is a very important class of numerical methods guided by a statistical probability theory.This paper introduces the algorithm reality of Monte-Carlo method for calculating the definite integral,and makes comparative analysis from the accuracy and time efficiency points with interpolation integral.The experimental results show that the Monte-Carlo method for calculating the definite integral suits for a wide range and the computation efficiency is efficient. |
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| Keywords: | Monte-Carlo definite integral random shots collocation algorithm |
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