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MathGroup Archive 2000

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Monte Carlo in Mathematica ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23899] Monte Carlo in Mathematica ?
  • From: Madhusudan Singh <chhabra at eecs.umich.edu>
  • Date: Thu, 15 Jun 2000 00:51:41 -0400 (EDT)
  • Organization: EECS Dept. Univ. of Michigan
  • Sender: owner-wri-mathgroup at wolfram.com

I have a complicated problem to solve in Mathematica.

Basically,
a=Sum[Integrate[.....,{},{},{}],{}] ;(*The integral is over three
variables*)
Print[N[a,MaxPoints->2000]];

This yields an error that 2000 is not a machine sized real number in the

range $MinPrecision(0 in my case) and $MaxPrecision(1x10^6 in my case).

I have even tried MaxPoints->($MinPrecision+$MaxPrecision)/2 ! Had I not

been in a hurry, I would have probably found this amusing.

The usual adaptive recursive algorithm for NIntegrate takes too long and

I want Mathematica to give me an approximate answer by using Monte Carlo

(or so the Mathematica book indicates) by using MaxPoints.

Any ideas ?

With regards,
Madhusudan Singh.





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