计算多重积分的均匀随机数蒙特卡罗法的实现

蒙特卡罗法是用一系列随机数来近似解决问题的一种方法。采用均匀随机数蒙特卡罗法计算多重积分是一种简单而有效的方法,其程序结构简单,易于编制和调试。本文给出了采用均匀随机数蒙特卡罗法计算多重积分的步骤、算法流程,并给出了实例的具体实现过程。

Realization of Monte Carlo Method by Using Uniform Random Sequence for Calculating Multiple Integrals

Monte Carlo method is a approximate way to solve problems by using a series of random sequence. Monte Carlo method by adopting uniform random number is a simple and effective way to calculate multiple integrals, its structure is simple and easy to program and debug. This paper describes the realization steps and algorithm using Monte Carlo method of by using uniform random sequence to calculate multiple integrals, and gives the realization of concrete examples.