Vegas revisited: Adaptive Monte Carlo integration beyond factorization
Abstract
We present a new adaptive Monte Carlo integration algorithm for ill-behaved integrands with nonfactorizable singularities. The algorithm combines Vegas with multichannel sampling and performs significantly better than Vegas for a large class of integrals appearing in physics.
- Publication:
-
Computer Physics Communications
- Pub Date:
- July 1999
- DOI:
- 10.1016/S0010-4655(99)00209-X
- arXiv:
- arXiv:hep-ph/9806432
- Bibcode:
- 1999CoPhC.120...13O
- Keywords:
-
- High Energy Physics - Phenomenology;
- Physics - Computational Physics
- E-Print:
- 12 pages, LaTeX (using amsmath.sty)