摘要
本文讨论了用Monte Carlo法求积分区域为曲面体的高维积分,分别根据积分区域G的体积为已知和未知两种情形,给出两种估计法及收敛性定理.另外也对求曲面体的重心进行了讨论.
The logarithm of the high dimensional integration is a type of very important problem on mathematical physics and technology. The Monte Carlo integration that the domain of integration is curved polyhedron is discussed in this paper. In known and unknown volume of the integral domain, two estimation methods and convergence theorems are presented. In this paper estimating barycenter of curved polyhedron is also discussed.
出处
《杭州大学学报（自然科学版）》
CSCD
1993年第3期282-287,共6页
Journal of Hangzhou University Natural Science Edition
基金
浙江省自然科学基金资助项目
关键词
高维积分
蒙特卡罗法
曲面体
Monte Carlo method
high dimension integration
unbiased estimation
expectation
variance
