f90_monte_carlo


f90_monte_carlo, a Fortran90 code which uses Monte Carlo sampling to estimate areas and integrals.

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Related Data and Programs:

annulus_monte_carlo a Fortran90 code which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.

ball_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

circle_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;

cube_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D.

disk_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the general disk in 2D.

disk01_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the unit disk in 2D.

disk01_positive_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit positive disk in 2D;

ellipse_monte_carlo a Fortran90 code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.

ellipsoid_monte_carlo a Fortran90 code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.

hyperball_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

hypercube_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions.

hypersphere_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;

line_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

polygon_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.

pyramid_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;

simplex_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

sphere_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate integrals of a function over the surface of the unit sphere in 3D;

sphere_triangle_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;

square_monte_carlo, a Fortran90 code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D.

tetrahedron_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of a general tetrahedron in 3D.

tetrahedron01_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.

triangle_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.

triangle01_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

wedge_monte_carlo, a Fortran90 code which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.


Last revised on 04 November 2023.