Hands-On GPU Programming with Python and CUDA

A brief review of definite integration

Now, we're going to use some object-oriented programming in Python to set up a class that we can use to evaluate definite integrals of functions using a Monte Carlo method. Let's stop for a moment and talk about what we mean: suppose we have a mathematical function (as in the type you might see in a calculus class) that we call f(x). When we graph this out on the Cartesian plane between points a and b, it may look something like this:

Now, let's review exactly what definite integration means—let's denote the first gray area in this graph as I, the second gray area as II, and the third gray area as III ...