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Unformatted text preview: Method 2 Method 3 Method 4 10 3.65e-03 1.11e-02 4.67e-03 1.50e-02 100 1.35e-03 3.38e-03 1.02e-03 2.49e-03 1000 2.85e-03 2.38e-04 1.22e-05 3.00e-04 10000 1.57e-03 1.14e-03 1.75e-04 4.10e-05 100000 4.97e-04 1.72e-04 1.44e-05 5.14e-06 Convergence rates can be determined from the slope of a straight line Ft to the logs of each set of errors. The best results were obtained by Method 4, using quasi-random numbers in Method 2. Method 3, importance sampling, was also quite good. CHALLENGE 18.6. No answer provided....
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This note was uploaded on 01/21/2012 for the course MAP 3302 taught by Professor Dr.robin during the Fall '11 term at University of Florida.
- Fall '11