Re: [Help-gsl] Help Using Monte Carlo Integration for Double Integrals

[Martin Jansche]

Can you be more specific about which bounds you want to replace by
variables, and do you know anything about the range of values those
variables can take on?

For example, if you know that t <= 1, you can solve the inner definite
integral analytically:

  int(1/(1-y), y=0..t, assuming t <= 1) = -log(1-t)

And then, if you replace the upper bound in the outer integral by a
variable u with the restriction that u <= 1, you get

  int(1/t * (-log(1-t)), t=0..u, assuming u <= 1) = gsl_sf_dilog(u)

So in this special case, you don't need any of the numerical
integration routines.

-- mj

On 8/20/07, address@hidden <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?
>
>
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