The Function Integral Inequality and Its Application are Proved by Multiple Integral

Xiaoting Chen

 Dalian Shipping College, Dalian, 116052, China

Abstract: The calculation of traditional method of using the multiple integral to prove the function integral inequality is too large, and the calculation error is easy to occur. In this regard, the Monte-Carlo simulation numerical calculation method of multiple integral is proposed. It adopts the principle of Monte Carlo average calculation method, and improves the original average calculation method by linearly overlapping the integral regions. Then, it extends the integral mean algorithm of the rectangular integral region to the integral numerical calculation of the function integral, and realizes the proof of function integral inequality. Through calculation and evaluation, it can be determined that the Monte-Carlo simulation numerical calculation method of multiple integral can effectively reduce the computational efficiency of the function integral inequality proof. The calculation program is simple and is easy to calculate and debug, which has practical application value.

Keywords: Multiple integral; Function integral; Monte Carlo