Improved Simulation of Double Integrals Based on Monte-Carlo Method

The traditional method of solving double integral by Monte Carlo method is limited with the integral area, it can only be solved the double integral on the rectangular area. To address this limitation, based on the average method of Monte Carlo method,which puts forward that the uniform distribution should be combined with area of the integral region to improve algorithm, the special rectangle integral region is extended to the general integral region.In this way the simulation accuracy and computational efficiency is improved. Practical example shows that improved algorithm simplifies the calculation process, effectively reduces the computational difficulty, Improves the simulation accuracy and computational efficiency.The procedure is simple and easy to debug. The double integral calculation method is simple and effective, so this improved algorithm is more practical.