蒙特卡洛求解积分时,与积分重数无关,下面是蒙特卡洛期望法:
![S = \int_{a}^{b}f(x)dx\approx (b -a)\frac{1}{N}\sum_{i = 0}^{N-1}f(X_i)](https://latex.csdn.net/eq?S%20%3D%20%5Cint_%7Ba%7D%5E%7Bb%7Df%28x%29dx%5Capprox%20%28b%20-a%29%5Cfrac%7B1%7D%7BN%7D%5Csum_%7Bi%20%3D%200%7D%5E%7BN-1%7Df%28X_i%29)
例子:所需求解积分
![\begin{array}{r}{\int_{1}^{2}\left(\int_{x_{1}x_{2}}^{3x_{1}}\left(\int_{x_{1}x_{2}}^{2x_{1}x_{2}}\left(\int_{x_{1}x_{2}}^{x_{1}+2x_{1}x_{3}}\left({\sqrt{x_{1}x_{2}}}\ln x_{3}+\sin\left({\frac{x_{4}}{x_{2}}}\right)\right)d x_{4}\right)d x_{3}\right)dx_{2}\right)dx_{1}}\end{array}](https://latex.csdn.net/eq?%5Cbegin%7Barray%7D%7Br%7D%7B%5Cint_%7B1%7D%5E%7B2%7D%5Cleft%28%5Cint_%7Bx_%7B1%7Dx_%7B2%7D%7D%5E%7B3x_%7B1%7D%7D%5Cleft%28%5Cint_%7Bx_%7B1%7Dx_%7B2%7D%7D%5E%7B2x_%7B1%7Dx_%7B2%7D%7D%5Cleft%28%5Cint_%7Bx_%7B1%7Dx_%7B2%7D%7D%5E%7Bx_%7B1%7D+2x_%7B1%7Dx_%7B3%7D%7D%5Cleft%28%7B%5Csqrt%7Bx_%7B1%7Dx_%7B2%7D%7D%7D%5Cln%20x_%7B3%7D+%5Csin%5Cleft%28%7B%5Cfrac%7Bx_%7B4%7D%7D%7Bx_%7B2%7D%7D%7D%5Cright%29%5Cright%29d%20x_%7B4%7D%5Cright%29d%20x_%7B3%7D%5Cright%29dx_%7B2%7D%5Cright%29dx_%7B1%7D%7D%5Cend%7Barray%7D)
clc;clear all;close all;
fh3 = @(x)sqrt(x(:,1).*x(:,2)) .* log(x(:,3)) + sin(x(:,4)./x(:,2));
n = 1e8;%采样个数
m = 1/n;
%生成采样点
x(:,1) = unifrnd(1,2,1,n);
x(:,2) = unifrnd(1,6,1,n);
x(:,3) = unifrnd(1,24,1,n);
x(:,4) = unifrnd(2,98,1,n);
ind3 = x(:,2) >= x(:,1) & x(:,2) <= 3*x(:,1) &...
x(:,3) >= x(:,1).*x(:,2) & x(:,3) <= 2*x(:,1).*x(:,2)&...
x(:,4) >= (x(:,1) + x(:,1).*x(:,3)) & x(:,4) <= (x(:,1) + 2*x(:,1).*x(:,3));%索引
fh3sum = fh3(x(ind3,:));
i3 = (2-1)*(6-1)*(24-1)*(98-2)*m*sum(fh3sum)