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Monte Carlo Integration
Posted:
Sep 9, 2012 4:00 AM


I am integrating the following function between L and U using dblquad. I get "NaN" and a warning of singularity. F = real(constantForM.*((xL).^(A(1)1).*(yL).^(A(2)1).*(UL((xL)+(yL))).^(A(3)1)).^2
where, constantForM = 3.378137617443966e038. L = 1e7 U = 3.2e5 A = [3.75 0.25 0.02]
In order to check for singularity, I generated 1e6 points between L and U and evaluated F at each of the points. I get a sharp peak(singularity) at halfway. But the value at that point is still less than 1. In fact the maximum value of F along these points is 0.00116 and minimum is close to zero. Then why do I get NaN??
Another thing: I used Monte Carlo Integration using the following method: 1. Evaluated F at all 1e6 points. 2. Found the average of all those values. 3. Multiplied by the volume i.e. (UL)*(UL). 4. I get 119 as the answer.
Which of these two methods is correct??
Thanks.



