ABSTRACT
The statistical method of integration has been found to be an efficient way to evaluate two- or three-dimensional integrals in antenna problems, particularly those involving very large structures. This chapter discusses the two types of Monte Carlo integration procedures: the crude Monte Carlo method (MCM) and the MCM with antithetic variates. It briefly covers the application of MCM to improper integrals. Monte Carlo integration methods are algorithms for the approximate evaluation of definite integrals. The regular algorithms evaluate the integrand over a grid, whereas Monte Carlo methods randomly choose the points at which the integrand is evaluated. Keep in mind that similar to other numerical techniques, the Monte Carlo evaluation of integrals is only an approximation. Although Monte Carlo is efficient for multidimensional integrals, it is slow, requiring many samples for convergence.
