matlab模拟积分,MATLAB学习笔记：随机模拟法计算数值积分

>> x=unifrnd(-2*pi,2*pi,10000,1);

>> f=(1-x.^2).*sin(5*x);

>> fmax=max(f)

fmax =

34.711289618412117

随机模拟法求定积分：

数值积分：

>> f=inline('exp(x.^2+1)','x');

>> quad(f,0,1)

ans =

3.975899680849105

随机模拟法：

xi=unifrnd(0,1,50000,1);

yi=9*rand(50000,1);

y=exp(xi.^2+1);

k=0;

for i=1:50000

if yi(i)<=y(i)

k=k+1;

end

end

S=k/50000*9

S =

3.985200000000000

数值积分：

>> f=@(x,y) exp(sqrt(1+x.^2+y.^2));

>> quad2d(f,0,1,1,4)

ans = 64.637437598359753随机模拟法：

x=unifrnd(0,1,1000000,1);

y=unifrnd(1,4,1000000,1);

zi=unifrnd(0,70,1000000,1);

z=exp(sqrt(1+x.^2+y.^2));

k=0;

for i=1:1000000

if zi(i)<=z(i)

k=k+1;

end

end

P=k/1000000*210

P =

64.739639999999994