A Computational Algorithm for the Numerical Integration of a Function of One or More Variables

The objective of the study is to present a computational algorithm for the numerical calculation of integrals of a function with any amount of variables, with defined lower and upper limits of integration for its variables. The method find the integral value for functions of any dimensions and comprises of an algorithm that is kind of a modified version of a Monte Carlo method for numerical integration, but utilizes more other concepts and structure. The algorithm generates organized points in the Euclidian space towards the function, for increasing the accuracy of the results. The results shown the high efficiency of the method through calculated errors compared to analytical values, and also show the linked algorithms execution time to its functions.