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. 6dimensional 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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 Spring '12
 Matchev
 Monte Carlo Integration

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