Writing a method of integration using the Monte Carlo method.

In summary, the conversation discusses the task of writing a Java method or function to integrate x2 using the Monte Carlo method. The proposed solution involves generating random points within a specified range and determining if they fall within the area under the curve of f(x) = x2. The final equation for the solution is (M / N) * M * (b - a), where M is the maximum value of f(x) in the specified range and N is the number of points that fall within the area of f(x). The individual providing the solution expresses uncertainty in regards to potential errors and accuracy of the final equation.
  • #1
r1z3
2
0

Homework Statement


So the problem is to write a method/function in Java to integrate x2 from a = 1 to b = 2 using the Monte Carlo method. Basically:

1. Generate random points in the range of (0, M) and domain of (a, b), where M is a y value greater than the maximum of f(x) = x2 within (a, b).

2. For each point, determine whether or not it is within the area of f(x).

3. Find the answer to (M / N) * M * (b - a), where N is the number of points that fell within the area of f(x).

The Attempt at a Solution


Code:
//Find maximum value of f(x) in (a, b)
double a = 1;
double b = 2;
double M = 0;
double y1 = 0;
for(int x1 = (int)a;x1 <= b;x1++)
{
	y1 = Math.pow(x1, 2);
	if(y1 > M)
	{
		M = y1;
	}
}
M += 10;
//Generate points, check if under f(x)
double[] x = new double[10000];
double[] y = new double[10000];
int N = 0;
for(int i = 0;i < x.length;i++)
{
	x[i] = Math.random() * (b - a) + a;
	y[i] = Math.random() * M;
	if(y[i] <= Math.pow(x[i], 2))
	{
		N++;
	}
}
System.out.println(M / N * M * (b-a));

I feel like I did the coding right, but I'm not sure where I made an error nor if I copied the last equation (M / N *...) correctly from the board or not.
 
Physics news on Phys.org
  • #2
Never mind, solved it.
 

Related to Writing a method of integration using the Monte Carlo method.

1. What is the Monte Carlo method?

The Monte Carlo method is a computational technique used to approximate the value of a mathematical function or solve a problem by generating a large number of random samples. It is often used in integration to estimate the area under a curve or the value of a definite integral.

2. How does the Monte Carlo method work for integration?

In integration using the Monte Carlo method, a large number of random points are generated within the boundaries of the integral. The ratio of points that fall under the curve to the total number of points is then used to estimate the area under the curve or the value of the integral.

3. What are the advantages of using the Monte Carlo method for integration?

The Monte Carlo method is a highly versatile and flexible approach that can be applied to a wide range of integration problems. It is also relatively easy to implement and can provide more accurate results compared to traditional numerical integration methods for complex functions.

4. Are there any limitations to using the Monte Carlo method for integration?

One limitation of the Monte Carlo method is that it can be computationally expensive, especially for high-dimensional integration problems. It also relies on the generation of random numbers, which can introduce errors and affect the accuracy of the results.

5. How can the accuracy of the Monte Carlo method for integration be improved?

The accuracy of the Monte Carlo method can be improved by increasing the number of random points generated and by using more sophisticated techniques for generating random numbers. Additionally, stratified sampling and variance reduction methods can be used to reduce errors and improve the accuracy of the results.

Similar threads

  • Programming and Computer Science
Replies
1
Views
795
  • Engineering and Comp Sci Homework Help
Replies
2
Views
2K
  • Engineering and Comp Sci Homework Help
Replies
4
Views
2K
  • Programming and Computer Science
Replies
1
Views
1K
  • Engineering and Comp Sci Homework Help
Replies
12
Views
2K
  • Engineering and Comp Sci Homework Help
Replies
3
Views
1K
  • Engineering and Comp Sci Homework Help
Replies
2
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
12
Views
2K
  • Engineering and Comp Sci Homework Help
Replies
1
Views
1K
  • Engineering and Comp Sci Homework Help
Replies
1
Views
2K
Back
Top