Problem with NIntegrate -- Monte Carlo

*To*: mathgroup at smc.vnet.net*Subject*: [mg39179] Problem with NIntegrate -- Monte Carlo*From*: "Alan Lewis" <alanlewis at optioncity.net>*Date*: Sun, 2 Feb 2003 01:13:43 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

I have a rather complicated function that Mathematica can't seem to handle with NIntegrate, Method->MonteCarlo. This is not my function, but it shows the essence of the problem. Suppose we have ComplicatedF[x_] := Re [NIntegrate [E^(- (I x+y+I)^2), {y,0,1}] ] Then, if you try: NIntegrate[ComplicatedF[x], {x,0,2}, Method->MonteCarlo] Mathematica will complain that the integrand is not numerical. But of course it is numerical and removing the Method->MonteCarlo option will generate an answer. Now my actual function is quite complicated which is why I want to try the MonteCarlo method. Any suggestions?