- (ii) Complicated Domains
- One advantage of the Monte Carlo method is that it can
very easily take account of complicated integration domains.
- We illustrate this first with a simple example---calculation of
.
- Suppose we wished to calculate the integral over the inside
of the circle
- One way of doing this is to put

Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu