The monte carlo technique and definite integrals

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Abstract

Very often in practice one has to evaluate a definite integral of a function that has no explicit anti-derivative or whose anti-derivative has values that are not easily obtained. One way of handling this it to use a numerical technique, such as the trapezoidal rule or Simpson's rule, to approximate the value of the integral. This paper describes how the value of a definite integral could be approximated using a Monte Carlo technique and a computer. Another application of this technique is the estimation of the value of pi.

Original languageEnglish
Pages (from-to)907-909
Number of pages3
JournalInternational Journal of Mathematical Education in Science and Technology
Volume24
Issue number6
DOIs
StatePublished - 1993

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