蒙特卡罗方法与积分的计算

摘要

It discusses the principle of calculating the definite integral by using Monte Carlo method , gives the three simulation method and their promotion, discusses the relationship between improper integral with calculation, Finally analyzes case by using Sas software, and gives the program.%研究应用Monte Carlo方法计算定积分的原理,给出了三种模拟方法并进行了推广,探讨了其与反常积分间的关系,最后结合Sas软件进行实例分析,并给出了程序.