| 二重积分的重要函数法模拟 |
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| 引用本文： | 王洪涛,李满枝,沈有建.二重积分的重要函数法模拟[J].海南广播电视大学学报,2014(3):143-145. |
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| 作者姓名： | 王洪涛 李满枝 沈有建 |
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| 作者单位： | 海南师范大学数学与统计学院,海南海口,571158 |
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| 摘 要： | 蒙特卡罗方法将抽样点均匀分布在积分区域中,这种抽样方法效率较低。重要函数法则是把抽样点集中在重要区域,在积分区域中选取三个不同样本点,构造重要函数,分别应用泰勒公式得到数值模拟结果。由算法构造和计算结果可知:模拟结果受到抽样点位置影响较大,而重要函数法在积分区域中点展开时得到效果最理想。
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| 关 键 词： | 蒙特卡罗法 重要函数法 二重积分 |
Simulation of Double Integral Based on Important-function Method |
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| WANG Hong-tao,LI Man-zhi,SHEN You-jian.Simulation of Double Integral Based on Important-function Method[J].Journal of Hainan Radio & TV University,2014(3):143-145. |
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| Authors: | WANG Hong-tao LI Man-zhi SHEN You-jian |
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| Institution: | (School of Mathematics and Statistics, Hainan Normal University ,Haikou 571158 ,China) |
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| Abstract: | Monte-Carlo method has the low efficiency because the sample points are generally uniformly distributed in the integral interval. The sample points arc concentrated in important areas in important-function method. The important-function is got by the three different sample points in the integral interval, the final conclusion will be got through the Taylor formula. The results of simulation show that important-function meth- od has the better accuracy if the samvle point is the midpoint of the integral interval. |
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| Keywords: | Monte Carlo Method Important-function Method Double Integral |
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