From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 31089 invoked by alias); 17 Aug 2010 09:27:16 -0000 Received: (qmail 22819 invoked by uid 22791); 16 Aug 2010 21:01:00 -0000 X-SWARE-Spam-Status: No, hits=0.8 required=5.0 tests=BAYES_50,T_RP_MATCHES_RCVD X-Spam-Check-By: sourceware.org Message-ID: <4C69A6F5.4050001@physics.gatech.edu> Date: Tue, 17 Aug 2010 09:27:00 -0000 From: Toan T Nguyen User-Agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1.11) Gecko/20100713 Thunderbird/3.0.6 MIME-Version: 1.0 To: gsl-discuss@sourceware.org Subject: Monte-Carlo integration good ? Content-Type: text/plain; charset=ISO-8859-1; format=flowed Content-Transfer-Encoding: 7bit Mailing-List: contact gsl-discuss-help@sourceware.org; run by ezmlm Precedence: bulk List-Id: List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sourceware.org X-SW-Source: 2010-q3/txt/msg00002.txt.bz2 Hello all, I'm seeking advice as on how reliable the result of my numerical integration is. I've been using the GSL Monte-Carlo integration routines to perform a 3D integration of a function with singularity at the origin. The integrand contains something similar to exp( - k x) / x The integration range is for 0 < x < 1. (However, since k ~ 50, only the range 0< x < 0.02 contributes most to the integration.) Both GSL VEGAS and MISER algorithm gives more or less the same result. But I'm a tiny bit suspect of the number that GSL gives. My question is how reliable is this result. Are VEGAS/MISER algorithms able to automatically focus on the 0