Re: Problem with NIntegrate -- Monte Carlo
- To: mathgroup at smc.vnet.net
- Subject: [mg39225] Re: Problem with NIntegrate -- Monte Carlo
- From: "Carl K. Woll" <carlw at u.washington.edu>
- Date: Tue, 4 Feb 2003 02:23:10 -0500 (EST)
- Organization: University of Washington
- References: <b1idic$bjv$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Alan, The error message occurs because the NIntegrate within ComplicatedF is complaining about its input. For some reason, the MonteCarlo NIntegrate is examining the quantity ComplicatedF[x] where x is not numerical. Try inputting simply ComplicatedF[x] and you will see the same error message. The way to avoid this situation is to change the function by restricting its input to only numeric quantities: Clear[ComplicatedF] ComplicatedF[x_?NumericQ] := Re [NIntegrate [E^(- (I x+y+I)^2), {y,0,1}] ] Now try your Monte Carlo integration and you will see no errors. Carl Woll Physics Dept U of Washington "Alan Lewis" <alanlewis at optioncity.net> wrote in message news:b1idic$bjv$1 at smc.vnet.net... > 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? > >