Monte Carlo integration

Monte Carlo integration

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5080-0450-7

High Quality Content by WIKIPEDIA articles! In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular method of Monte Carlo methods that numerically computes a definite integral. While other algorithms usually evaluate the integrand at a regular grid, Monte Carlo algorithms randomly choose the points at which the integrand is evaluated. This method is particularly useful for higher dimensional integrals.