Numerical C: Applied Computational Programming with Case Studies

© Philip Joyce 2019

P. JoyceNumerical Chttps://doi.org/10.1007/978-1-4842-5064-8_4

4. Monte Carlo Integration

Philip Joyce¹ 

(1)

Goostrey, UK

 

This chapter will show you another way to find the area under a curve that you cannot find by normal calculus integration. We can then extend the method to find volumes and even extend to higher dimensions. Although this may sound daunting, the method is similar to something you may have already seen.

Finding an Odd-Shaped Area

You may have seen examples in school mathematics, or in puzzles in magazines, where you are asked to find the area of an odd-looking shape by counting dots (as seen in Figure 4-1).

Figure ...