Struct MonteCarloEngine 

pub struct MonteCarloEngine { /* private fields */ }

Monte Carlo engine for stochastic simulation.

Implementations

impl MonteCarloEngine

pub const fn new( n_samples: usize, variance_reduction: VarianceReduction, ) -> Self

Create a new Monte Carlo engine.

pub const fn with_samples(n_samples: usize) -> Self

Create engine with default settings.

pub fn run<F>(&self, f: F, rng: &mut SimRng) -> MonteCarloResult

where F: Fn(f64) -> f64,

Run Monte Carlo simulation with a function f: [0,1] -> R.

Example

use simular::domains::monte_carlo::{MonteCarloEngine, VarianceReduction};
use simular::engine::rng::SimRng;

let engine = MonteCarloEngine::with_samples(10000);
let mut rng = SimRng::new(42);

// Estimate integral of x^2 from 0 to 1 (true value = 1/3)
let result = engine.run(|x| x * x, &mut rng);
assert!((result.estimate - 1.0/3.0).abs() < 0.01);

pub fn run_nd<F>(&self, dim: usize, f: F, rng: &mut SimRng) -> MonteCarloResult

where F: Fn(&[f64]) -> f64,

Run multi-dimensional Monte Carlo.

Example

use simular::domains::monte_carlo::MonteCarloEngine;
use simular::engine::rng::SimRng;

let engine = MonteCarloEngine::with_samples(10000);
let mut rng = SimRng::new(42);

// Estimate volume of unit sphere in 3D (true value ≈ 4.189)
let result = engine.run_nd(3, |x| {
    let r2 = x.iter().map(|&xi| xi * xi).sum::<f64>();
    if r2 <= 1.0 { 8.0 } else { 0.0 } // 8 = 2^3 for [-1,1]^3 domain
}, &mut rng);

pub const fn n_samples(&self) -> usize

Get configured sample count.

Trait Implementations

impl Debug for MonteCarloEngine

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.