| 蒙特卡洛法在数值积分上的应用 |
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| 引用本文： | 刘长虹,关永亮,寿卓佳,陈聪. 蒙特卡洛法在数值积分上的应用[J]. 上海工程技术大学学报, 2010, 24(1): 43-46. DOI: 10.3969/j.issn.1009-444X.2010.01.010 |
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| 作者姓名： | 刘长虹 关永亮 寿卓佳 陈聪 |
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| 作者单位： | 华东理工大学,机械与动力工程学院,上海,200237 |
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| 基金项目： | 上海市重点学科建设项目，上海市大学生创新计划资助项目 |
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| 摘 要： | 基于蒙特卡洛积分算法的定义,给出均匀分布随机抽样算法和抽样区间,把一个积分问题转化成为在指定区间上的随机抽样问题.根据不同的积分算例表明,这种方法概念简单、编程容易,可以应用于工程实际问题中重要的数值积分计算.
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| 关 键 词： | 蒙特卡洛方法 积分 随机数 |
Application of Monte Carlo Method in Numerical Integral Problem |
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| LIU Chang-hong,GUAN Yong-liang,SHOU Zhuo-jia,CHEN Cong. Application of Monte Carlo Method in Numerical Integral Problem[J]. Journal of Shanghai University of Engineering Science, 2010, 24(1): 43-46. DOI: 10.3969/j.issn.1009-444X.2010.01.010 |
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| Authors: | LIU Chang-hong GUAN Yong-liang SHOU Zhuo-jia CHEN Cong |
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| Affiliation: | LIU Chang-hong,GUAN Yong-liang,SHOU Zhuo-jia,CHEN Cong(School of Mechanical , Power Engineering,East China University of Science , Technology,Shanghai 200237,China) |
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| Abstract: | According to the definition of Monte Carlo Integral Method(MCIM),when the uniform random sampling method and the sampling space were determined,then an integration problems were transformed into a random sampling problem.Among different integration samples,MCIM concept was simple and easy in programming.It shows that MCIM is an important algorithm applied in the engineering problems. |
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| Keywords: | Monte Carlo method integration random |
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