Improvement of calculating triple integral based on Monte-Carlo algorithm

Улучшение вычисления тройных интегралов на основе алгоритма Монте-Карло
Hongtao Wang, Manzhi Li, Youjian Shen
2010-07-01

Monte-Carlo methodaveraged-value methodintegration over general regiontriple integraluniform distribution
The basic principle of triple integral is solved by Monte-Carlo method, and it is given the numerical simulation. Based on the averaged-value method, it puts forward that the uniform distribution should be combined with volume of the integral region to improve algorithm, the special cuboid integral region is extended to the general integral region. Example shows that improved algorithm simplifies the calculation process, effectively reduces the computational difficulty, improves the simulation accuracy and computational efficiency. The procedure is simple and easy to debug. Improved algorithm is simple and effective to the triple integral calculation, and so it is more practical.
1
A Monte-Carlo-based method for evaluating triple integrals is presented using the averaged-value approach.
2
Numerical examples show the improved algorithm simplifies computation, reduces computational difficulty, and improves simulation accuracy and efficiency.
3
The algorithm combines uniform sampling with the volume of the integration region to improve accuracy.
4
The method extends from special cuboid integration regions to general integration regions.
5
The proposed procedure is simple to implement and easy to debug, making it practical for triple integral calculations.

Numerical computation of triple integrals (integration over 3D regions)

Improvement of Monte Carlo–based algorithm using averaged-value method and uniform sampling weighted by region volume to extend from cuboid to general integration regions, enhancing accuracy and computational efficiency

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Publication Date
2010-07-01
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Authors
Hongtao Wang
Manzhi Li
Youjian Shen
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