Triple Integration of Three Functions Using a Monte Carlo Algorithm and an Adaptive Quadrature Method (c) January 15 – 17, January 2024 by James Pate Williams, Jr.

Back in 2015 I translated a multiple integration FORTRAN subroutine to C# using switch statements to emulate conditional and unconditional go to statements. On January 15 – January 16, 2024, I translated my C# source code to vanilla C. Below is the FORTRAN subroutine’s website:

Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region – ScienceDirect

Here are some web pages with examples of triple integration:

3.4: Numerical Approximation of Multiple Integrals – Mathematics LibreTexts

3.3: Triple Integrals – Mathematics LibreTexts

https://tutorial.math.lamar.edu/Classes/CalcIII/IteratedIntegrals.aspx

https://tutorial.math.lamar.edu/Solutions/CalcIII/TripleIntegrals/Prob1.aspx

https://tutorial.math.lamar.edu/Problems/CalcIII/TripleIntegrals.aspx

I created a C test application to attempt to verify some of the results in online sources. For one example I also used my C# program.

== Menu ==

1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option: 1
f(x, y, z) = 8 * x * y * z
[0.000000, 1.000000] x [1.000000, 2.000000] x [2.000000, 3.000000]
N Integral -+Error % Error
10 0.754706 0.250631 94.968627
100 1.050263 0.126084 92.998246
1000 1.032125 0.036751 93.119165
10000 1.015068 0.011748 93.232880
100000 1.004080 0.003706 93.306131
1000000 1.000650 0.001169 93.329000
nQuadrature Integral Value and Percent Error: 15.000000 0.000000
== Menu ==
1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option:
== Menu ==
1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option: 2
f(x, y, z) = 4 * x * x * y - z * z * z
[2.000000, 3.000000] x [-1.000000, 4.000000] x [1.000000, 0.000000]
N Integral -+Error % Error
10 -12.087502 -3.929801 93.596026
100 -17.622371 -1.969516 90.663644
1000 -17.963837 -0.612528 90.482735
10000 -18.129559 -0.197880 90.394936
100000 -18.018231 -0.062690 90.453917
1000000 -17.939045 -0.019779 90.495870
nQuadrature Integral Value and Percent Error: 188.750000 200.000000
== Menu ==
1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option:
== Menu ==
1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option: 3
f(x, y, z) = x * y + z
[0.000000, 3.000000] x [0.000000, 2.000000] x [0.000000, 1.000000]
N Integral -+Error % Error
10 9.243858 2.121562 22.967849
100 12.062489 0.808150 0.520745
1000 12.096541 0.255335 0.804509
10000 12.094473 0.081030 0.787275
100000 12.051033 0.025704 0.425271
1000000 12.009588 0.008121 0.079900
nQuadrature Integral Value and Percent Error: 12.000000 0.000000
== Menu ==
1 f(x, y, z) = 8 * x * y * z
2 f(x, y, z) = 4 * x * x * y - z * z * z
3 f(x, y, z) = x * y + z
5 Exit
Option:
desired relative error 0.001


f# integral epsilon number err code
1 +1.4346639496E+000 1.295116E-003 257 0
2 +5.7531639665E-001 5.745470E-004 97 0
3 +2.1527578485E+000 1.793429E-003 45 0
4 +1.5998921741E+001 1.579802E-002 151 0
5 +1.8390615688E-001 6.510967E-005 97 0
6 -4.0003324629E+000 3.747971E-003 17 0
7 +8.6330831791E-001 8.563683E-004 45 0
8 +1.5000000000E+001 8.850520E-011 45 0
9 +1.8875000000E+002 1.109797E-009 45 0
10 +1.2000000000E+001 7.081136E-011 45 0

f# abs errror percent error
1 +9.7938837210E-005 +6.8261387483E-003
2 +4.7748257754E-005 +8.2987892410E-003
3 +6.1501589893E-004 +2.8576909005E-002
4 +1.0782593204E-003 +6.7391207526E-003
5 +9.9602348685E-007 +5.4159040098E-004
6 +3.3246288154E-004 +8.3115720386E-003
7 +2.6210055455E-004 +3.0369237392E-002
8 +8.8506979523E-011 +5.9004653015E-010
9 +1.1098109098E-009 +5.8797928998E-010
10 +7.0812689046E-011 +5.9010574205E-010

Numbers 8-10 in the preceding data correspond to the three three-dimensional functions in the menu illustrated above. The website claims option 2 in the Menu integral is -755 / 4 = -188.75. My calculation is the same magnitude but a positive sign.

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Author: jamespatewilliamsjr

My whole legal name is James Pate Williams, Jr. I was born in LaGrange, Georgia approximately 70 years ago. I barely graduated from LaGrange High School with low marks in June 1971. Later in June 1979, I graduated from LaGrange College with a Bachelor of Arts in Chemistry with a little over a 3 out 4 Grade Point Average (GPA). In the Spring Quarter of 1978, I taught myself how to program a Texas Instruments desktop programmable calculator and in the Summer Quarter of 1978 I taught myself Dayton BASIC (Beginner's All-purpose Symbolic Instruction Code) on LaGrange College's Data General Eclipse minicomputer. I took courses in BASIC in the Fall Quarter of 1978 and FORTRAN IV (Formula Translator IV) in the Winter Quarter of 1979. Professor Kenneth Cooper, a genius poly-scientist taught me a course in the Intel 8085 microprocessor architecture and assembly and machine language. We would hand assemble our programs and insert the resulting machine code into our crude wooden box computer which was designed and built by Professor Cooper. From 1990 to 1994 I earned a Bachelor of Science in Computer Science from LaGrange College. I had a 4 out of 4 GPA in the period 1990 to 1994. I took courses in C, COBOL, and Pascal during my BS work. After graduating from LaGrange College a second time in May 1994, I taught myself C++. In December 1995, I started using the Internet and taught myself client-server programming. I created a website in 1997 which had C and C# implementations of algorithms from the "Handbook of Applied Cryptography" by Alfred J. Menezes, et. al., and some other cryptography and number theory textbooks and treatises.

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