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## [Help-gsl] Re: Monte Carlo Integration

**From**: |
Dominik Dell |

**Subject**: |
[Help-gsl] Re: Monte Carlo Integration |

**Date**: |
Thu, 29 Apr 2004 13:42:11 +0200 (CEST) |

I had the same problem. I had to integrate a function with non-constant
limits via GSL vegas.
The solution actually is very simple. It is variable transformation. I
know that I am not the first to mention that but the point is that there
is no need to transform the integral to polar coordinates. In more
complicated cases this might not work.
You can always transform your integral the way that you obtain constant
limits, say [0,1]. In fact this is quite easy. You should do so to solve
your problem. The function might then look more complicated but of course
that doesn't matter for numerical integration.
hth
Dominik Dell

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