Re: Monte Carlo in Mathematica ?

• To: mathgroup at smc.vnet.net
• Subject: [mg23924] Re: Monte Carlo in Mathematica ?
• From: adam_smith at my-deja.com
• Date: Fri, 16 Jun 2000 00:57:03 -0400 (EDT)
• References: <8i9qic\$2o3@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

Madhusudan,

Without knowing more details about the integration you are doing I
might suggest using the "Method->MonteCarlo" or "Method-
>QuasiMonteCarlo" for NIntegrate[] instead of Integrate[].  For your
example, you would do:

a=Sum[NIntegrate[.....,{},{},{},Method -> MonteCarlo],{}]

See the Help under NIntegrate for more information on the methods
available under NIntegrate and some examples.  So experimentation may
be worthwhile.

Adam Smith

In article <8i9qic\$2o3 at smc.vnet.net>,
Madhusudan Singh <chhabra at eecs.umich.edu> 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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