Introduction

This page provides the calculation of an integral in the interval  . The Numerical Method to be used is the classical Monte Carlo Method. The benefit of the Monte Carlo method for integrals is to avoid "the curse of dimensionality" and to deal generally with complicated functions.

This facility can be used to calculate the following integral

and requires the integrand and the dimension as input. 

Monte Carlo Integration

Please input the dimension of the integrand here: 

Please use C or Fortran grammar to input the description of the integrand function:

C Grammar Fortran Grammar

Example for C Grammar Example for Fortran Grammar

Please provide your required precision 

You can upload the file to provide extra function decription. Please specify the filename here 

If you can provide your Email address, we can send a result of the integration to you:

  

The program is coodinated by Dr. Michael Mascagni

The page is maintained by Li Yaohang