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Monte Carlo Integration of Multidimensional Integrals

We can solve this integral by employing our brute force scheme, or using importance sampling and random variables distributed according to a gaussian PDF. For the latter, if we set the mean value μ=0 and the standard deviation σ=1/2, we have 1πexp(x2),

and using this normal distribution we rewrite our integral as π36i=1(1πexp(x2i))(xy)2dx1.dx6.