Monte Carlo Estimate of Integrals Over Unit Square in 2D

**SQUARE_MONTE_CARLO**,
a C++ code which
estimates the integral of a function
over the interior of the unit square in 2D.

**SQUARE_MONTE_CARLO** is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.

annulus_monte_carlo a C++ library which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.

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_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.

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 general disk in 2D;

DISK01_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;

DISK01_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 FORTRAN90 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;

TETRAHEDRON_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the general tetrahedron in 3D.

TETRAHEDRON01_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.

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

TRIANGLE01_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit 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.

- square_monte_carlo.cpp, the source code.
- square_monte_carlo.sh, compiles the source code.
- square_monte_carlo.hpp, the include file.