2011秋 实验6蒙特卡洛模拟Monto Carlo Simulation.docVIP

Using Monte Carlo simulation, write a Matlab program to calculate an approximation to ( by considering the number of random points selected inside the quarter circle where the quarter circle is taken to be inside the square 解：counter=0; N=100000; for i=1:N x=rand(1,1); y=rand(1,1); if x^2+y^2<1 counter=counter+1; end end p=4*counter/N 结果：p = 3.1448 Using Monte Carlo simulation, write a Matlab program to calculate the volume of an ellipsoid（椭球体） 解：counter=0; N=1000; for i=0:N x=-4*sqrt(2)+8*sqrt(2)*rand(1,1); y=-8+16*rand(1,1); z=-8*sqrt(2)+16*sqrt(2)*rand(1,1); if x^2/2+y^2/4+z^2/8<16 counter=counter+1; end end v=counter/N*8*sqrt(2)*16*16*sqrt(2) 结果：v = 2.2528e+003 Use Monte Carlo simulation to simulate the rolls of an unfair die. Assume the die is biased according to the following empirical distribution: Roll Value Probability 1 0.1 2 0.1 3 0.2 4 0.3 5 0.2 6 0.1 解：%v的值代表骰子面的编号 d=rand(1,1); if d>=0&d<0.1 v=1 elseif d>=0.1&d<0.2 v=2 elseif d>=0.2&d<0.4 v=3 elseif d>=0.4&d<0.7 v=4 elseif d>=0.7&d<0.9 v=5 else d=6 end You arrive at the beach for a seven-day vacation and are dismayed to learn that the local weather prediction is predicting a 50% chance of rain every day. Using Monte Carlo simulation, predict the chance that it rains at least three consecutive（接连不断的，连续而来的） days in your vacation. 解：counter=0; N=1e6; for i=1:N t=0; p=rand(1,7); for j=1:5 if p(j)>=0.5&p(j+1)>=0.5&p(j+2)>=0.5 t=1; end end if t==1 counter=counter+1; end end chance=counter/N 结果：chance =0.3676 (Optional) Using Monte Carlo simulation, write a Matlab program to calculate the volume trapped between the two paraboloids（抛物体） Note that the two paraboloids intersect (相交)on the elliptic cylinder 解：x=-10:0.1:10; y=x; [X,Y]=meshgrid(x,y); Z=8-X.^2-Y.^2; mesh(X,Y,Z) hold on z=X.^2+3*Y.^2; mes