Re: [Help-gsl] Monte carlo integration

[Sergio Dominguez]

El A las 10:23 del 21 de Apr de 2004, Brad Bell dijo:
> 
> I am uncertain of the function you are integrating. Is it something like
> 
> int_{-1}^{+1} dx
>       int_{-sqrt(1-x^2)}^{+sqrt(1-x^2)} dy
>               exp[ - a * .5 * (x^2 + y^2) ]
> 
> ?

Something like,

int_{-1}^{1} dx1 int_{-sqrt(1-x1^2)}^{+sqrt(1-x1^2)} dy1 int_{-1}^{1} dx2 
int_{-sqrt(1-x2^2)}^{+sqrt(1-x2^2)} dy2
       exp [ -a *sqrt[ (x1-x2)^2 + (y1-y2)^2] ] 

This can be rewritten in a more elegant way. The reason, in case
someone wonders, I'm doing it like this is: this is the first
of a series of integrals, with different integration limits, that 
have to be integrated in cartesians. 

I know the analytic solution
for this integral, and I'm trying to integrate numerically to contrast
the numerical result with the analytic result before attempting the others.

Hence my question.

Thank you very much, 

Sergio

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