# Numerical Integration using Monte Carlo method
# FB - 201006137
import math
import random
# define any function here!
def f(x):
return math.sin(x)
# define any xmin-xmax interval here! (xmin < xmax)
xmin = 0.0
xmax = 2.0 * math.pi
# find ymin-ymax
numSteps = 1000000 # bigger the better but slower!
ymin = f(xmin)
ymax = ymin
for i in range(numSteps):
x = xmin + (xmax - xmin) * float(i) / numSteps
y = f(x)
if y < ymin: ymin = y
if y > ymax: ymax = y
# Monte Carlo
rectArea = (xmax - xmin) * (ymax - ymin)
numPoints = 1000000 # bigger the better but slower!
ctr = 0
for j in range(numPoints):
x = xmin + (xmax - xmin) * random.random()
y = ymin + (ymax - ymin) * random.random()
if math.fabs(y) <= math.fabs(f(x)):
# area over x-axis is positive, and under is negative
ctr += math.copysign(1, y)
fnArea = rectArea * float(ctr) / numPoints
print "Numerical integration = " + str(fnArea)
