Integral on R^3: Change of Variable and Montecarlo Integration

In summary, the conversation is discussing the possibility of using a change of variables from Cartesian to spherical coordinates to simplify a divergent integral, with the ultimate goal of obtaining a convergent result. However, it is pointed out that this method may not work in general, and regularization is necessary before any variable changes can be made. The idea of introducing a regulator in polar coordinates is suggested as a potential solution, but its effectiveness is still uncertain.
  • #1
zetafunction
391
0
let be an integral on R^3 (imporper integral over all space)

[tex] \int_{-\infty}^{\infty}dx \int_{-\infty}^{\infty}dy \int_{-\infty}^{\infty}dz f(x,y,z) [/tex]

the integral is convergent , my question is if i can make a change of variable to spherical coordinates and then use MONTECARLO INTEGRATION to get rid of the angles so in the end we have an (approximate) sum of one dimensional integrals o the form

[tex] \int_{0}^{\infty} r^{2}drg(r) [/tex]

for some g(r)
 
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  • #2
zetafunction said:
let be an integral on R^3 (imporper integral over all space)

[tex] \int_{-\infty}^{\infty}dx \int_{-\infty}^{\infty}dy \int_{-\infty}^{\infty}dz f(x,y,z) [/tex]

the integral is convergent , my question is if i can make a change of variable to spherical coordinates and then use MONTECARLO INTEGRATION to get rid of the angles so in the end we have an (approximate) sum of one dimensional integrals o the form

[tex] \int_{0}^{\infty} r^{2}drg(r) [/tex]

for some g(r)
You didn't finish the question. Are you asking if this will work? There isn't anything wrong as far as I can see. g(r) must be independent of angle.
 
  • #3
thanks mathmatn , i said that if you can always make a change of variable to polar coordinates (even the integral is divergent) and then use numerical methods to integrate over the angles to get a set (or sum) of 1-dimensional integrals

[tex] \int_{0}^{\infty}drg(r)r^{n-1} [/tex]

i used or try to discuss it with my physics teacher i order to obtain the renormalization for multi-loop integrals but they said it wouldn't work :( but gave no argument
 
  • #4
zetafunction said:
let be an integral on R^3 (imporper integral over all space)

[tex] \int_{-\infty}^{\infty}dx \int_{-\infty}^{\infty}dy \int_{-\infty}^{\infty}dz f(x,y,z) [/tex]

the integral is convergent , my question is if i can make a change of variable to spherical coordinates and then use MONTECARLO INTEGRATION to get rid of the angles so in the end we have an (approximate) sum of one dimensional integrals o the form

[tex] \int_{0}^{\infty} r^{2}drg(r) [/tex]

for some g(r)

I don't know how a convergent integral can become divergent under any valid substitution.
 
  • #5
i meant that we began with an initial DIVERGENT integral :S the question is that even for divergent integrals we can use polar coordinates

divergent integrals appear in RENORMALIZATION the idea is to reduce multiple integrals to 1-dimensional integrals by change to polar coordinates.
 
  • #6
You can always change from Cartesian coordinates to spherical or vice versa. It won't effect convergence. If it appears that it does, there was an error.
 
  • #7
Let me try to get this straight:

You have a divergent integral in Cartesian coordinates that is difficult to regularize. You want to know if it's possible that you can formally change to spherical coordinates and integrate out the angular variables without immediately getting an infinite result, leaving you with a radial integral that is still divergent but perhaps easier to regularize or otherwise deal with. Is this what you're hoping to do?

If so, I do not think this will work in general. I forget the details, but I remember learning in QFT that when you have a divergent integral, even a change of variables as innocent as [itex]x \rightarrow x + a[/itex] can be disastrous. You need to regularize the integral first, before you can make any changes of variables.
 
  • #8
yes mute , is what you said

however if i introduce a regulator (in polar coordinates) so there will exist any big 's' with the regulator [tex] (1+q_{a}q_{a})^{-s} [/tex] so that for big enough 's' the multiple integral will be convergent, is the method right ??
 

1. What is the purpose of changing variables in an integral on R^3?

Changing variables in an integral on R^3 allows us to simplify the integrand and make the integral easier to compute. It also allows us to transform the integration region into a more convenient shape.

2. How do you know which variables to change in an integral on R^3?

The variables to change in an integral on R^3 are usually determined by the boundaries of the integration region. We want to choose variables that will transform the boundaries into simpler shapes, such as cubes or spheres.

3. What is the difference between single variable and multivariable integrals on R^3?

A single variable integral on R^3 deals with only one variable, while a multivariable integral on R^3 deals with multiple variables. In general, multivariable integrals are more complex and require techniques such as change of variables and Monte Carlo integration to evaluate.

4. What is the purpose of using Monte Carlo integration in an integral on R^3?

Monte Carlo integration is a numerical method used to approximate the value of an integral. It is particularly useful for high-dimensional integrals, such as those on R^3, where traditional methods may be too time-consuming or not feasible.

5. Can change of variables and Monte Carlo integration be used together in an integral on R^3?

Yes, change of variables and Monte Carlo integration can be used together in an integral on R^3. Change of variables can help simplify the integrand, making it easier to use Monte Carlo integration to approximate the integral. This is especially useful for high-dimensional integrals where traditional methods may not be effective.

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