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5.6 Computer quiz
 If one single integration with 100 samples falls within 1% of the analytical value
 10000 samples yield an error smaller than 0.01%
 10000 samples yield an error around 0.1%
 10000 samples yield an error that is likely to be larger than 0.1%
 In a Wiener process, the increment immediately following an increment of 0.23 is
 likely to be negative rather than positive
 uniformly distributed in [1;1]
 uniformly distributed in [0;1]
 independent of the past realisation
 In a Brownian motion, the increment (mean free path) is
 propotional to the squareroot of the diffusion coefficient
 propotional to the diffusion coefficient
 independent of the diffusion coefficient
 The numerical error in our MCM scheme for advectiondiffusion is
 proportional to the squareroot of the time step
 proportional to the time step
 independent of the time step
 Monte Carlo discretization of nonlinear equations such as Burger's is
 impossible
 particularly slow
 difficult to parallelize
SYLLABUS Previous: 5.5 When should you
Up: 5 MONTECARLO METHOD
Next: 5.7 Exercises
