Numerical integration of locally peaked bivariate functions
Author(s): Abdelhamid Zaidi and Mishael Mohammed S Alharbi
Abstract: The aim of this paper is to compare the relative accuracies between deterministic and stochastic methods for solving bounded integrals numerically to observe which methods tend to function well and converge to a small amount of error based on computational resources. For the deterministic method, the Gauss-Legendre quadrature method has been selected and for the stochastic method, the Monte Carlo integration has been selected. For each case, the number of variables will be adjusted to observe the effect on error.