Montecarlo Numerical integration methods

  • Thread starter eljose79
  • Start date
  • #1
214
1
In fact for multiple integrals ..i know that montecarlo methods are used..but can these be generalized to get a infinite dimension integrals.. (integration over R**n where n tends to infinity)..can be they generalized to fractional dimensional integration?..(integraton on R**d with d not an integer)
 

Answers and Replies

  • #2
mathman
Science Advisor
7,858
446
The underlying question should be whether or not the things you talk about can be defined. Are there such things as infinite dimension or franctional dimension integrals. Once you have defined these things, Monte Carlo is just a means of evaluating them.
 

Related Threads on Montecarlo Numerical integration methods

  • Last Post
Replies
1
Views
3K
  • Last Post
Replies
3
Views
29K
  • Last Post
Replies
17
Views
5K
  • Last Post
Replies
2
Views
674
  • Last Post
Replies
1
Views
6K
Replies
1
Views
2K
  • Last Post
Replies
2
Views
3K
  • Last Post
Replies
3
Views
6K
  • Last Post
Replies
8
Views
1K
Top