Seite - 163 - in Programming for Computations – Python - A Gentle Introduction to Numerical Simulations with Python 3.6, Band Second Edition

6.7 DoubleandTriple Integrals 163 def midpoint(f, a, b, n): h = (b-a)/n f_sum = 0 for i in range(0, n, 1): x = (a + h/2.0) + i*h f_sum = f_sum + f(x) return h*f_sum def midpoint_triple2(g, a, b, c, d, e, f, nx, ny, nz): def p(x, y): return midpoint(lambda z: g(x, y, z), e, f, nz) def q(x): return midpoint(lambda y: p(x, y), c, d, ny) return midpoint(q, a, b, nx) def test_midpoint_triple(): """Test that a linear function is integrated exactly.""" def g(x, y, z): return 2*x + y - 4*z a = 0; b = 2; c = 2; d = 3; e = -1; f = 2 import sympy x, y, z = sympy.symbols(’x y z’) I_expected = sympy.integrate( g(x, y, z), (x, a, b), (y, c, d), (z, e, f)) for nx, ny, nz in (3, 5, 2), (4, 4, 4), (5, 3, 6): I_computed1 = midpoint_triple1( g, a, b, c, d, e, f, nx, ny, nz) I_computed2 = midpoint_triple2( g, a, b, c, d, e, f, nx, ny, nz) tol = 1E-14 print(I_expected, I_computed1, I_computed2) assert abs(I_computed1 - I_expected) < tol assert abs(I_computed2 - I_expected) < tol if __name__ == ’__main__’: test_midpoint_triple() 6.7.3 MonteCarloIntegrationforComplex-ShapedDomains Repeated use of one-dimensional integration rules to handle double and triple integrals constitute a working strategy only if the integrationdomain is a rectangle or box. For any other shape of domain, completely different methods must be used. A common approach for two- and three-dimensional domains is to divide the domain into many small triangles or tetrahedra and use numerical integration methodsforeachtriangleor tetrahedron.Theoverallalgorithmandimplementation is too complicated to be addressed in this book. Instead, we shall employ an alternative,very simple and general method, called Monte Carlo integration. It can