Monte Carlo Integration Monte Carlo integration is a powerful method of computing the value of complex integrals using probabilistic techniques. This technique uses random numbers to compute the definite integral of a function. Here we are going to use the python programs written in the previous post to generate pseudorandom numbers and approximate the value of the definite integral of a function. Consider a function to be integrated, as shown below: That is we need to evaluate the definite integral $\int_{a}^{b} f(x)\mathrm{d}x$. The integral is just the area under the curve. The width of the interval $(b- a)$ times the average value of the function is also the value of the integral, that is, $\int_{a}^{b}f(x)\mathrm{d}x = (b - a)f_{average} = (b-a)\langle f \rangle$ So if we had some independent way of calculating the average value of the integrand, then we could evaluate the integral. This is where random numbers come in. Imagine that we had a list of random n...
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