I am implementing a Monte-Carlo-Integration in
java:
Integrand: Math.exp( Math.sin(x1)*Math.sin(x2)*Math.sin(x3)*Math.sin(x4)*Math.sin(x5)*Math.sin(x6)*Math.sin(x7)*Math.sin(x8)*Math.sin(x9)*Math.sin(x10) )dx1dx2...dx10
Interval: [0, Math.PI/2]^10
Number of sample dots: 10000000
I know how to compute integration with trapeziodal algorithm and Simpson�s algorithm, and I know how to compute PI with Monte-Carlo algorithm, but how can I deal with this integrand?
I have to tell my program the acceptance condition, but how to specify the acceptance area here? Thank you very much in advance!
Regards,
Ellen
[ January 16, 2003: Message edited by: Ellen Fu ]