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Re: Solving equation with Monte Carlo simulation [message #14119 is a reply to message #14052]

Thu, 21 January 1999 00:00

John H West
Messages: 1
Registered: January 1999

Junior Member

Jean Marc Zanotti wrote:
> I'm looking for a Monte-Carlo programm (C, Fortran, IDL...) that
> could be used to solve the following problem:
>
> F(w)=Integration(G(w,u).H(u), u=-infinity, +infinity )
>
> The functions F(w) is known numerically.
> G(w,u) is of the form:
> G(w,u)=Sigma(u)*exp( -(1/sigma(u)^2)*(w+delta(u))^2 )
> where Sigma(u) and delta(u) are two functions of u.
>
> The problem is to find numerically, h(t), the Fourier transform of H.
> It seems difficult to apply the convolution theorem.
>
> If someone has experience, information or a clever idea on the way to
> solve this sort of problems, please tell me,
> Thank you.
>
> JMarc

_Numerical_Recipes_in_C_ has, according to the index, several
references listed under "Monte Carlo"

Take a look in http://www.nr.com , or see if you can find a copy
of the text local to you.

john

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[Message index]

		Solving equation with Monte Carlo simulation By: zanotti on Mon, 18 January 1999 00:00
		Re: Solving equation with Monte Carlo simulation By: John H West on Thu, 21 January 1999 00:00

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