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CIRCLE_MONTE_CARLO
Monte Carlo Estimate of Circle Circumference Integrals {#circle_monte_carlo-monte-carlo-estimate-of-circle-circumference-integrals align="center"}

CIRCLE_MONTE_CARLO is a C++ library which estimates the integral of F(X,Y) along the circumference of the unit circle in 2D.

Licensing: {#licensing align="center"}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align="center"}

CIRCLE_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs: {#related-data-and-programs align="center"}

BALL_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

CIRCLE_INTEGRALS, a C++ library which defines test functions for integration over the circumference of the unit circle in 2D.

CIRCLE_RULE, a C++ library which computes quadrature rules for the unit circle in 2D, that is, the circumference of the circle of radius 1 and center (0,0).

CUBE_MONTE_CARLO, a C++ library 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 C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;

DISK_QUARTER_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit quarter disk in 2D;

ELLIPSE_MONTE_CARLO a C++ library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.

ELLIPSOID_MONTE_CARLO a C++ library 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 C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

HYPERBALL_VOLUME_MONTE_CARLO, a C++ program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

HYPERCUBE_MONTE_CARLO, a C++ library 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 C++ library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit hypersphere in M dimensions;

LINE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

POLYGON_MONTE_CARLO, a C++ library 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 C++ library 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 C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

SPHERE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in 3D;

SPHERE_TRIANGLE_MONTE_CARLO, a C++ library 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 C++ library 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 C++ library which uses the Monte Carlo method to estimate integrals over the unit tetrahedron.

TRIANGLE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.

WEDGE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Reference: {#reference align="center"}

  1. Gerald Folland,
    How to Integrate a Polynomial Over a Sphere,
    American Mathematical Monthly,
    Volume 108, Number 5, May 2001, pages 446-448.

Source Code: {#source-code align="center"}

Examples and Tests: {#examples-and-tests align="center"}

List of Routines: {#list-of-routines align="center"}

  • CIRCLE01_LENGTH returns the length of the unit circle in 2D.
  • CIRCLE01_MONOMIAL_INTEGRAL: integrals on the length of the unit circle in 2D.
  • CIRCLE01_SAMPLE samples points from the unit circle in 2D.
  • MONOMIAL_VALUE evaluates a monomial.
  • R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.
  • TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

Last revised on 11 January 2014.