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Student Support Forum: 'How to do Monte Carlo integration ?' topicStudent Support Forum > General > "How to do Monte Carlo integration ?"

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Madhusudan Singh
06/20/00 2:10pm

Hello,
   I have a very complicated function f[x,y,z,w].

I wish to do the following :

value:=Sum[Integrate[f[x,y,z,w],{x, , }, {y, , }, {z, , }],{w,1,nmax}]
Print[N[value]];

This takes a very long time using the default integration technique in Mathematica (about 11 hrs in my case).

I wish to use Monte Carlo techniques. Towards this end, I tried,

Print[N[value/.(MaxPoints->200)]];

(* the value of MaxPoints is abnormally low but will be increased later*)

I noticed that it takes the same amount of time and their is no difference in the results obtained through these two calculations (highly unexpected).

Evidently, Mathematica is not doing any Monte Carlo integration in this case. How do I make it do it ?

Thanks,
Madhusudan Singh.

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Subject (listing for 'How to do Monte Carlo integration ?')
Author Date Posted
How to do Monte Carlo integration ? Madhusudan S... 06/20/00 2:10pm
Re: How to do Monte Carlo integration ? Aaron Honecker 06/22/00 10:04am
Re: How to do Monte Carlo integration ? Fabrice P. L... 06/22/00 10:13am
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