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  • Hands Out Unit Vi 2022 II

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    The document describes developing Excel-VBA applications to solve double and triple integrals using Monte Carlo integration techniques. For the double integral, the application would generate random values of x and y between the given bounds and calculate e^xy*xy to estimate the integral. A table would be filled with the estimated integral I for different numbers N of random samples. A similar application and table would be created for the triple integral, generating random values of x, y, and z between the given bounds and calculating xy*sin(z) to estimate the integral.

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    The document describes developing Excel-VBA applications to solve double and triple integrals using Monte Carlo integration techniques. For the double integral, the application would generate random values of x and y between the given bounds and calculate e^xy*xy to estimate the integral. A table would be filled with the estimated integral I for different numbers N of random samples. A similar application and table would be created for the triple integral, generating random values of x, y, and z between the given bounds and calculating xy*sin(z) to estimate the integral.

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    © All Rights Reserved
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    5 views1 page

    Hands Out Unit Vi 2022 II

    Uploaded by

    jd
    The document describes developing Excel-VBA applications to solve double and triple integrals using Monte Carlo integration techniques. For the double integral, the application would generate random values of x and y between the given bounds and calculate e^xy*xy to estimate the integral. A table would be filled with the estimated integral I for different numbers N of random samples. A similar application and table would be created for the triple integral, generating random values of x, y, and z between the given bounds and calculating xy*sin(z) to estimate the integral.

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    © All Rights Reserved
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    Hands Out.

    UNIT VI
    Numerical Methods
    Monte Carlo Integration

    1. Develop a EXCEL-VBA app, in order to solve the double integral, using Monte Carlo
    techniques:
    1 0,5

    ∫ ∫ e xy xy dxdy
    0,5 0

    a) Fill the next table:

    N 103 104 105 106


    I

    2. Develop a EXCEL-VBA app, in order to solve the triple integral, using Monte Carlo
    techniques:
    2 2 π

    ∫ ∫∫ xy sin ( z) dzdydx
    0 1 0

    a) Fill the next table:

    N 103 104 105 106


    I

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