Monte Carlo Integration

A simulation of the Monte Carlo model
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Monte Carlo Integration Ranking & Summary

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  • Rating:
  • License:
  • GPL
  • Publisher Name:
  • Francisco Esquembre
  • Operating Systems:
  • Windows All
  • File Size:
  • 1.2 MB

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Monte Carlo Integration Description

Monte Carlo Integration is a model that helps you view a simulation of this algorithm. It illustrates the Monte Carlo integration algorithm to compute the integral of a function f(x). The simulation allows you to select the number of random points, to make an automatic fit to the function graph in the Y axis (thus improving the accuracy of the estimation), and to display the points or not. The simulation computes the actual value of the integral using a Romberg algorithm to test how the Monte Carlo integral approximation.


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