Monte Carlo Integration

使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007 vincent.leclercq@mathworks.fr Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Car

The Van Der Corput sequence is the basic sequence of many Quasi Monte Carlo simulations (QMC). We now present the method to follow in order to determine the nth element of the sequence.We begin by choosing a prime number b. To find the nth number, we

蒙特卡洛光子模拟程序，可以设定介质的层数、折射率、厚度等，程序可以输出漫反射光、漫透射光、准直透射光的强度(Monte Carlo photon simulation program, which can set the number of layers, refractive index, thickness, etc. of the medium, can output the intensity of diffuse light, diffuse light and quasi direc