Author(s)

Yunjuan Li, Xueshuang Fan, and Fengjun Yan

Corresponding Author

Xueshuang Fan

Abstract

In this paper, the Monte Carlo method, namely the method of random value, through the MATLAB program, give the estimated value of definite integral and double integral. Furthermore, the corresponding error analysis is given by comparing with the exact value.

Keywords

Monte Carlo Method; Definite Integral; Double Integral; Random; Estimate