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MathGroup Archive 2003

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Re: Problem with NIntegrate -- Monte Carlo

  • To: mathgroup at smc.vnet.net
  • Subject: [mg39215] Re: Problem with NIntegrate -- Monte Carlo
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Tue, 4 Feb 2003 02:21:23 -0500 (EST)
  • Organization: Universitaet Leipzig
  • References: <b1idic$bjv$1@smc.vnet.net>
  • Reply-to: kuska at informatik.uni-leipzig.de
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

and preventing the evaluation of ComplicatedF[] for symbolic
arguments with

ComplicatedF[x_?NumericQ] := Re[NIntegrate[E^(-(I x + y + I)^2), {y, 0,
1}]];
NIntegrate[ComplicatedF[x], {x, 0, 2}, Method -> MonteCarlo]

work with out an error message.

Regards
  Jens



Alan Lewis wrote:
> 
> 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?


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