Monte Carlo IntegrationA simulation of the Monte Carlo model | |
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Monte Carlo Integration Ranking & Summary
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- License:
- GPL
- Publisher Name:
- Francisco Esquembre
- Operating Systems:
- Windows All
- File Size:
- 1.2 MB
Monte Carlo Integration Tags
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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