Integration based on Monte Carlo Simulation

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Priyanshi Mishra 1 Pramiti Tewari 1 Dhananjay R. Mishra 2 Pankaj Dumka 2,*

1. Department of Computer Science Engineering, Jaypee University of Engineering and Technology, Guna-473226, Madhya Pradesh, India

2. Department of Mechanical Engineering, Jaypee University of Engineering and Technology, Guna-473226, Madhya Pradesh, India

* Corresponding author.


Received: 4 Mar. 2023 / Revised: 18 Apr. 2023 / Accepted: 23 May 2023 / Published: 8 Aug. 2023

Index Terms

Integration, Definite Integral, Monte Carlo Simulation, Python Programming


In this short article an attempt has been made to model Monte Carlo simulation to solve integration problems. The Monte Carlo method employs random sampling and the theory of big numbers to generate values that are very close to the integral's true solution. Python programming has been used to implement the developed algorithm for integration. The developed Python functions are tested with the help of six different integration examples which are difficult to solve analytically. It has been observed that that the Monte Carlo simulation has given results which are in good agreement with the exact analytical results.

Cite This Paper

Priyanshi Mishra, Pramiti Tewari, Dhananjay R. Mishra, Pankaj Dumka, "Integration based on Monte Carlo Simulation", International Journal of Mathematical Sciences and Computing(IJMSC), Vol.9, No.3, pp. 58-65, 2023. DOI:10.5815/ijmsc.2023.03.05


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