added jupyter nb
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173
MonteCarlo Function.ipynb
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173
MonteCarlo Function.ipynb
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"id": "b5867788",
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"metadata": {},
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"outputs": [],
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"source": [
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"import random\n",
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"import time\n",
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"import numpy as np\n",
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"\n",
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"from scipy.integrate import quad"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"id": "ba84224d",
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"metadata": {},
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"outputs": [],
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"source": [
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"class Point:\n",
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" x: float\n",
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" y: float\n",
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"\n",
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" def __init__(self, point: (float, float)):\n",
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" self.x, self.y = point\n",
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"\n",
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"\n",
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"class LinearBounds:\n",
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" lower: float\n",
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" higher: float\n",
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"\n",
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" def __init__(self, lower: float, higher: float):\n",
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" self.lower = lower\n",
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" self.higher = higher\n",
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"\n",
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" def length(self) -> float:\n",
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" return self.higher - self.lower\n",
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"\n",
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" def get_random_value(self) -> float:\n",
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" return random.uniform(self.lower, self.higher)\n",
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"\n",
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"\n",
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"class Bounds:\n",
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" x: LinearBounds\n",
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" y: LinearBounds\n",
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"\n",
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" def __init__(self, x: LinearBounds, y: LinearBounds):\n",
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" self.x = x\n",
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" self.y = y\n",
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"\n",
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" def area(self) -> float:\n",
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" return self.x.length() * self.y.length()\n",
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"\n",
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" def get_random_point(self) -> Point:\n",
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" return Point((self.x.get_random_value(), self.y.get_random_value()))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"id": "2120dbad",
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"metadata": {},
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"outputs": [],
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"source": [
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"def getRealIntegral(f, bounds: LinearBounds) -> float:\n",
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" return quad(f, bounds.lower, bounds.higher)[0]"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"id": "bdc2240a",
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"metadata": {},
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"outputs": [],
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"source": [
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"def getIsInside(f, p: Point) -> bool:\n",
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" y_0: float = f(p.x)\n",
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" if abs(y_0) > abs(p.y) and y_0*p.y >= 0:\n",
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" return True\n",
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"\n",
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" return False"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"id": "d3f58a1f",
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"metadata": {},
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"outputs": [],
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"source": [
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"def function(x: float) -> float:\n",
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" return x**2-3\n",
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"\n",
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"bounds = Bounds(LinearBounds(-1, 4), LinearBounds(-4, 15))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"id": "93672263",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"The approximated Integral of the function is: 6.67280\n",
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"The real Integral of the function is: 6.66667\n",
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"That's an error of 0.00613 or 0.09200% \n",
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"And the whole thing took 1.37645 Seconds for 1000000 samples\n"
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]
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}
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],
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"source": [
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"startTime = time.time()\n",
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"pointsInside: int = 0\n",
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"samples: int = 10**6\n",
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"\n",
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"for i in range(samples):\n",
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" toTestPoint = bounds.get_random_point()\n",
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" if getIsInside(function, toTestPoint):\n",
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" if toTestPoint.y >= 0:\n",
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" pointsInside += 1\n",
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" else:\n",
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" pointsInside -= 1\n",
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"\n",
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"integral = (pointsInside / samples) * bounds.area()\n",
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"print(f\"The approximated Integral of the function is: {integral:.5f}\")\n",
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"\n",
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"real_value: float = getRealIntegral(function, bounds.x)\n",
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"print(f\"The real Integral of the function is: {real_value:.5f}\")\n",
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"\n",
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"error: float = abs(real_value-integral)\n",
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"print(f\"That's an error of {error:.5f} or {(error/real_value)*100:.5f}% \")\n",
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"\n",
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"print(f\"And the whole thing took {time.time()-startTime:.5f} Seconds for {samples} samples\")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "ce2f249e",
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.11.4"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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