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二重积分的Monte-Carlo数值仿真
Numerical Simulation of Double Integral Based on Monte-Carlo Method
【摘要】 针对二重积分计算困难的问题,求解二重积分的传统做法受到积分区域的限制,只能求解矩形区域的二重积分。由于传统方法的局限性,有计算复杂、精度差等缺点。为解决上述问题,采用蒙特卡罗的平均值算法原理,通过将均匀分布与积分区域的面积相结合,对原算法进行改进,将矩形积分区域的积分计算推广到一般积分区域的二重积分数值计算。实际计算表明,改进算法简化了计算过程,有效地降低计算难度和提高仿真精度与计算效率,程序结构简单,易于编制和调试。方法对二重积分的数值计算简单有效,更具有实用性。
【Abstract】 The traditional method to solve double integral by Monte Carlo method is limited to the integral area,and it can only be solved in the double integral on the rectangular area.To address this limitation,based on the average method of Monte Carlo method,the paper puts forward that the uniform distribution should be combined with the area of integral region to improve the algorithm,and the special rectangle integral region is extended to the general integral region.With this way.the simulation accuracy and computational efficiency is improved.Practical example shows that the improved algorithm simplifies the calculation process,effectively reduces the computational difficulty,and improved the simulation accuracy and computational efficiency.The procedure is simple and easy to prepare and debug.The double integral calculation method is simple,effective and more practical.
- 【文献出处】 计算机仿真 ,Computer Simulation , 编辑部邮箱 ,2011年05期
- 【分类号】O172.2
- 【被引频次】10
- 【下载频次】746