Computational Lab in Physics:

Monte Carlo Integration.

Monte Carlo
 Integration via Monte Carlo
 A function can have a complicated domain D.
 Define a simple domain D’.
 Choose D’ such that it contains D.
 D’ is a superset of D.
 Integral of domain D’ is easy.
 Integral of domain D is calculated as product of:
 fraction of area (or volume) of D’ taken by D
 Integral of domain D’.
 Fraction can be obtained via Monte Carlo methods.
 Throw a point randomly within D’.
 Check if the point is also in D.
 Repeat many times:
 Fraction ~ (points thrown in D) / (all points).

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Example: Integrate f(x)=x2
 Need a definite integral
 Use b 1


a
f ( x)dx   x 2 dx
0
 Take our superdomain D’ to be:
 0<x<1 ; i.e. limits of integration (a,b)
 y_min< y <y_max such that:
 y_min = min(y(x)) for 0<x<1

 y_max = max(y(x)) for 0<x<1

 What is the area of this superdomain?

 Square of unit sides, so area = 1.

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 Do the Monte Carlo…
 This is the key to the idea:
 Throw pairs of uniform random numbers
 Each pair represents a point in our 2-D space
 2 points for x-y plane

 3 points for x,y,z 3D

 4 points for 4D…

 If the pair is within the area we are trying to

calculate, count it
 Fraction = points within / all points
 For our example:
 obtain random number for x (in region 0-1)

 obtain random number for y (in region 0-1)

 if (y<f(x)) increment counter

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 In code, with ROOT: User defined
functions

double function(double* x,double* par) {

//the syntax above works for
//functions of many variables
//with many parameters.
//This example is for a 1-D function
//with no additional parameters.
return x[0]*x[0];
}

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 Using TF1 with a User-Defined
function:
double function(double* x,double* par) {
return x[0]*x[0];
}

void userDefined() {
// Illustration of a user defined 1-D function
TF1* theFunc = new TF1("theFunc",function,A,B,0);
//To evaluate the user defined function above,
//use the Eval method:
cout << “f(x) for x=0.5 is “ << theFunc->Eval(0.5) <<
endl;
}

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 Generating Random Numbers:
 Use TRandom3:
 Do NOT use TRandom
 TRandom3 is the recommended generator.

//Argument to the constructor is the seed.

TRandom3 rnd(1); //seed = 1;
//Generate a uniform random number:
rnd.Uniform(); //default, limits are 0 <x< 1
rnd.Uniform(a);//limits are 0 <x< a
rnd.Uniform(a,b);//limits are a <x< b

Other random numbers defined:

-Exp(tau)
-Integer(imax)
-Gaus(mean,sigma)
-Rndm()
-Uniform(x1)
-Landau(mpv,sigma)
-Poisson(mean)
-Binomial(ntot,prob)
Note: Use seed=0 if you want a unique seed every time.
 See class reference for more info. 7
 Putting it all together in code, Part 1
double function(double* x,double* par) {
return x[0]*x[0];
}
double monteCarloIntegral(double A, double B, int numberOfRealizations, int seed=1) {
TF1* theFunc = new TF1("theFunc",function,A,B,0);
double yLower = theFunc->Eval(A); // this assumes that
double yUpper = theFunc->Eval(B); // f(A)<f(B) for A<B
TH2D* allPoints = new TH2D("allPoints","All Points",1000,0,1,1000,0,1);
TH2D* intPoints = new TH2D("intPoints","Integral Points",1000,0,1,1000,0,1);
double regionArea = (yUpper-yLower) * (B-A);
int sum = 0;
// Generate points ramdomly within the rectangular region. If they fall below the function to be integrated sum is
// incremented by one.
TRandom3 rnd(seed);
// Note: If seed==0, it will be picked by TUUID object
for (int i=0; i<numberOfRealizations; ++i) {
double xValue = rnd.Uniform(A,B);
double yValue = rnd.Uniform(yLower,yUpper);
allPoints->Fill(xValue,yValue);
if (theFunc->Eval(xValue)> yValue) {
sum++;
intPoints->Fill(xValue,yValue);
}
}
TCanvas* mcIntCnv = new TCanvas("mcIntCnv","Monte Carlo Integration",500,500);
allPoints->Draw();
intPoints->SetMarkerColor(2);
intPoints->Draw("same");
theFunc->Draw("same");
allPoints->SetXTitle("x");
allPoints->SetYTitle("f(x)");
//
double fraction = sum/static_cast<double>(numberOfRealizations); 8
return fraction*regionArea + yLower*(B-A);
 Putting it all together in code, Part 2

void exampleMonteCarloIntegration() {
gStyle->SetOptStat(0);
double a, b, result;
int numberOfRealizations;
cout << "Input interval limits A and B, and numberOfRealizations:" << endl;
cin >> a >> b >> numberOfRealizations;
cout.precision(10);
result = monteCarloIntegral(a,b,numberOfRealizations);
cout << "Integral is " << result << ", error " << result-(1./3.) << endl;
return;
}

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 Resulting Histograms:
 Black Points:
 All generated points
 Intervals:
 0<x<1
 0<y<1

 Red Points:
 Generated points with:
 y<f(x)=x2

 Black line: y=x2.

 Fraction:
 # Red pts / # Black pts
 Integral:
 Area of Square x Fraction
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 Homework, Part 1: Area of Unit Circle
or the value of Pi

 Problem 22.1 from Text (50 points)

 Calculate the area of a unit circle.
 Use Monte Carlo integration.

 Modify the program given to do the

integral.
 Make also the corresponding histograms.
 Calculate the error for the given number
of tries.

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 Homework, Part 2:
Calculate the overlap area between
circles… and spheres.
 Write a ROOT macro that calculates the overlap area
between circles of radius 7.5 fm whose centers are
separated by 4 fm. (50 points)

 Extra Credit: The above is the step towards a

calculation used in high-energy nuclear physics. Next
step is to find the overlap volume of two spheres
(e.g. Au nuclei, which to first order can be
approximated as 2 hard spheres of radius 7.5 fm) For
10 extra points, write a program that does the
calculation in 3-D instead of 2-D, i.e.
 Your program should print out a result that answers this
question: What is the overlap volume in fm3 of two
spheres of radius 7.5 fm whose centers are separated
by 4 fm?
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Dimensions:

R
ad
iu
s
=
7.
5
fm

b=4 fm
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