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hw02 - integrand is y = 1 so it is convenient to take...

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PHZ 6358: Standard Model I Fall Term 2011 Homework Set 2 Due Wednesday, September 7, 2011 Reading: Anything. Problem 1. 1-dimensional Monte Carlo Integration. Calculate π by means of Monte Carlo integration. To this end, consider a definite integral whose numerical value is proportional to π , then calculate the integral by Monte Carlo methods. For example, we know that the area of the unit circle is equal to π , hence the area of half a circle is π/ 2: π 2 = integraldisplay 1 - 1 dx 1 - x 2 = 2 integraldisplay 1 0 dx 1 - x 2 , (1) and a convenient integral representation of π is π = 4 integraldisplay 1 0 dx 1 - x 2 . (2) Now write a simple program which integrates the right-hand side. Hint: In fortran the function rand() generates a random number between 0 and 1. Notice that the largest value of the
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Unformatted text preview: integrand is y = 1, so it is convenient to take “the box” encompassing the integrand to be simply the unit square ≤ x ≤ 1 , ≤ y ≤ 1 in which case we do not need to rescale the values returned by rand() . Investigate the numerical precision of the Monte Carlo integration as a function of the number of tries N , i.e. plot Δ π π as a function of N. Problem 2. 6-dimensional Monte Carlo Integration. The volume of a ball of radius R in 6 dimensions goes like V 6 ∼ π 3 R 6 . Use Monte Carlo integration to guess the value of the correct numerical prefactor (do not look it up!). OK, now look it up and see if your guess was correct. 1...
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