复杂区域上高维积分的Monte Carlo方法  

On the Calculation of Higher Dimensional Integration With Complicated Curved Polyhedron Domain by Monte Carlo Method

作　　者：任浩林[1] 袁永生[1] 王启明[1] 

机构地区：[1]河海大学理学院,江苏南京210098

出　　处：《太原师范学院学报（自然科学版）》2005年第4期26-29,共4页Journal of Taiyuan Normal University:Natural Science Edition

摘　　要：讨论了M onte Carlo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M onte Carlo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.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

关 键 词：MONTE CARLO方法 高维积分 数学期望 

分 类 号：O242.2[理学—计算数学]