Abstract
Integral approximate calculation is widely used in practice. The traditional method of arithmetic for integral is simplify complex integral into class integral, in order to calculate the result of the original function and integral. This mathematics method has no problems in theory. However, it is difficult to obtain the original function or the original function could not be explained with primary function at all in practice. Generally, the Monte Carlo method could solve the problems effective.This paper first gives an introduction to the Monte Carlo method, and as using the Monte Carlo method to solve Integral, the key program is to select the random number sequence. Using the different random number sequence will cause different results of Integral. Then the paper discusses the problem about the approximate calculation of multiple integral with Monte Carlo method, carries on the analysis on the error estimation, and also carries on the discussion on the improvement of the method combined with the characteristics of Monte Carlo method. Finally, some practical examples are solved by MATLAB.
Keywords：approximate calculation; random number sequence; Monte Carlo method; multiple integral
