You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
{{ message }}
This repository was archived by the owner on Apr 8, 2026. It is now read-only.
It should be relatively straight-forward to implement Monte Carlo integration methods since Meshes.jl provides built-in sampling algorithms. I imagine it would work something like:
using Statistics: mean
struct MonteCarlo{T} <:IntegrationAlgorithmwhere {T<:Meshes.ContinuousSamplingMethod}
sampler::Tendfunction_integral(f, geometry, settings::MonteCarlo)
test_points =sample(geometry, settings.sampler)
mean(f, test_points) *measure(geometry)
end
It should be relatively straight-forward to implement Monte Carlo integration methods since Meshes.jl provides built-in sampling algorithms. I imagine it would work something like: