利用蒙特卡罗方法求解数值积分

Numerical Integration Using Monte Carlo Method

本文介绍了蒙特卡罗方法的主要思想和理论基础,以一维定积分与二维定积分为例,应用蒙特卡罗方法借助R语言模拟计算定积分的值,并给出结果的相对误差与样本量的关系.

This paper introduces the main idea and theoretical basis of Monte Carlo method.Taking one-dimensional and two-dimensional definite integrals as examples, the values of the definite integrals are simulated by Monte Carlo method using R language, and the relationship between the relative error of the result and the sample size is given.