Le 29/02/2020 à 21:41, Emmanuel Charpentier a écrit :
You may try to separate the real and imaginary part of your function, and sample from these part. Look at Stan<https://mc-stan.org/> and the companion R package bridgesampling <https://cran.r-project.org/web/packages/bridgesampling/index.html> (which could compute the integral from a pseudo-random sample obtained via Stan).
You can do Monte-Carlo in Sage (via GSL) sage: f(x,y,z,t) = x^2*y*t + 3*x*y^2 - x*y*z + t sage: monte_carlo_integral(f, [-1,-1,-1,-1], [1,1,1,1], 10^6) (0.0155081492100384, 0.015914524378217675) But you can not specify manually the order of the variables which is a bit confusing. Vincent -- You received this message because you are subscribed to the Google Groups "sage-support" group. To unsubscribe from this group and stop receiving emails from it, send an email to sage-support+unsubscr...@googlegroups.com. To view this discussion on the web visit https://groups.google.com/d/msgid/sage-support/9fd1d205-da32-4f99-c3e6-75a37eb289e2%40gmail.com.
