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Re: [Help-gsl] Help Using Monte Carlo Integration for Double Integrals
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Help Using Monte Carlo Integration for Double Integrals |
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Date: |
Thu, 23 Aug 2007 14:02:56 +0100 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |
At Mon, 20 Aug 2007 13:35:23 -0600,
address@hidden wrote:
> Hello, I'm new to this library, but have successfully integrated some
> functions using the monte carlo methods included. Anyways, I was
> wondering how I would go about integrating a double integral like the
> following:
>
> int(1/t*int(1/(1-y), y=0..t), t=0..1)
>
> is there some way i can set the upper bounds to some number that is
> not a constant?
You can transform the integral to a rectangular region.
--
Brian Gough
Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/