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Re: Precision issues

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  • Subject: [mg73537] Re: Precision issues
  • From: Bill Rowe <readnewsciv at>
  • Date: Wed, 21 Feb 2007 01:50:27 -0500 (EST)

On 2/20/07 at 6:21 AM, micky at (mickey) wrote:

>I am calculating certain integrals numerically and get back a
>number. Now, is it possible to determine how many digits is that
>answer accurate to?


>NIntegrate[ Exp[-p^2 - q^2], {p, 0, 10}, {q, 0, 10}, Method ->
>MonteCarlo[24], MaxPoints -> 1000000]



>How many digits is this answer accurate to?

2 digits.

The documentation for NIntegrate indicates the precision goal
and accuracy defaults to 2 when the integration method is
specified to MonteCarlo.

Note, on my machine



returns a more accurate answer quicker than using the MonteCarlo
method with a large number of sample points.

And given



I am very confident the answer returned by NIntegrate with the
default options is more accurate than what is being returned
with the MonteCarlo method.

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