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Re: Monte Carlo in Mathematica ?

  • To: mathgroup at
  • Subject: [mg23924] Re: Monte Carlo in Mathematica ?
  • From: adam_smith at
  • Date: Fri, 16 Jun 2000 00:57:03 -0400 (EDT)
  • References: <8i9qic$>
  • Sender: owner-wri-mathgroup at


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>,
  Madhusudan Singh <chhabra at> 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
> range $MinPrecision(0 in my case) and $MaxPrecision(1x10^6 in my
> I have even tried MaxPoints->($MinPrecision+$MaxPrecision)/2 ! Had I
> been in a hurry, I would have probably found this amusing.
> The usual adaptive recursive algorithm for NIntegrate takes too long
> I want Mathematica to give me an approximate answer by using Monte
> (or so the Mathematica book indicates) by using MaxPoints.
> Any ideas ?
> With regards,
> Madhusudan Singh.

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