Monte Carlo方法在定积分近似计算中的应用

Application of Monte Carlo Method in Approximate Calculation of Definite Integral

首先介绍了Monte Carlo方法的发展过程及基本思想,然后详细给出了利用Monte Carlo方法求解一维定积分近似值的一般过程,并以二维定积分为例将其推广到多维定积分。

This paper introduces the development process and basic idea of Monte Carlo Method, then gives the general process for solving one-dimensional integral＇ s approximate value by Monte Carlo Method in detail and extends to multidimensional definite integral by taking two-dimensional integral as an example.