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| 复杂区域上高维积分的Monte Carlo方法 | |
| 引用本文： | 任浩林,袁永生,王启明. 复杂区域上高维积分的Monte Carlo方法[J]. 太原师范学院学报(自然科学版), 2005, 4(4): 26-29 |
| 作者姓名： | 任浩林 袁永生 王启明 |
| 作者单位： | 河海大学理学院,江苏,南京,210098 |
| 摘 要： | 讨论了MonteCarlo方法求多重定积分近似值的原理，系统分析了当被积区域D为各类复杂不规则时，用MonteCarlo方法求k重定积分近似值的具体算法及相关收敛性，最后给出了具体算例． |
| 关 键 词： | Monte Carlo方法 高维积分 数学期望 |
| 文章编号： | 1672-2027（2005）04-0026-04 |
| 收稿时间： | 2005-10-25 |
| 修稿时间： | 2005-10-25 |
On the Calculation of Higher Dimensional Integration With Complicated Curved Polyhedron Domain by Monte Carlo Method |
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| Ren Haolin,Yuan Yongsheng,Wang Qiming. On the Calculation of Higher Dimensional Integration With Complicated Curved Polyhedron Domain by Monte Carlo Method[J]. Journal of Taiyuan Normal University:Natural Science Edition, 2005, 4(4): 26-29 | |
| Authors: | Ren Haolin Yuan Yongsheng Wang Qiming |
| Abstract: | The principle of complicated curved polyhedron, we and its converge level. Finally, the the Monte Carlo integration is showed. When the give the Monte Carlo algorithm of k-dimensional method is tested by examples. domain is integration |
| Keywords: | Monte Carlo method high dimensional integration: expectation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |