| 求解数值积分的两类新的Monte-Carlo方法 |
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| 引用本文： | 明万元,郑华盛.求解数值积分的两类新的Monte-Carlo方法[J].数学的实践与认识,2010,40(10). |
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| 作者姓名： | 明万元 郑华盛 |
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| 基金项目： | 南昌航空大学校级科研基金 |
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| 摘 要： | 基于对积分区间的多区间划分及子区间上的随机取点,提出了两类新的计算定积分的Monte-Carlo方法——"类矩形"及"类梯形"方法,并给出了其误差阶.最后,通过数值实验比较且验证了方法的高效性.
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| 关 键 词： | Monte-Carlo方法 定积分 误差阶 |
Two New Kinds of Monte-Carlo Methods for Solving Numerical Integration |
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| MING Wan-yuan,ZHENG Hua-sheng.Two New Kinds of Monte-Carlo Methods for Solving Numerical Integration[J].Mathematics in Practice and Theory,2010,40(10). |
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| Authors: | MING Wan-yuan ZHENG Hua-sheng |
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| Abstract: | Bases on the multi-interval partition of integral interval and obtaining point randomly in subinterval,we give two new kinds of Monte-Carlo methods—"quasi-rectangle"and"quasi-trapezia"methods to calculate definite integral,and give the approximation order of them.Finally,we compare the results with other method and verify the high efficiency of the new methods through some munerical experiments. |
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| Keywords: | Monte-Carlo method definite integral approximation order |
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