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MathGroup Archive 2000

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Re: Monte Carlo in Mathematica ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23932] Re: Monte Carlo in Mathematica ?
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Fri, 16 Jun 2000 00:57:13 -0400 (EDT)
  • Organization: Universitaet Leipzig
  • References: <8i9qic$2o3@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

the Mathematica book say that

NIntegrate[_,_,Method->MonteCarlo]

make a Monte Carlo integration. It says also that
N[expr,prec] konvert all numbers in expr in floating
point numbers with prec precision.

It say *not* what

M[expr, opts___] pass the options opts to all numerical 
expressions in expr (it whould be stupid)

Regards
  Jens


Madhusudan Singh wrote:
> 
> 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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