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5.6 Computer quiz

  1. If one single integration with 100 samples falls within 1% of the analytical value
    1. 10000 samples yield an error smaller than 0.01%
    2. 10000 samples yield an error around 0.1%
    3. 10000 samples yield an error that is likely to be larger than 0.1%

  2. In a Wiener process, the increment immediately following an increment of 0.23 is
    1. likely to be negative rather than positive
    2. uniformly distributed in [-1;1]
    3. uniformly distributed in [0;1]
    4. independent of the past realisation

  3. In a Brownian motion, the increment (mean free path) is
    1. propotional to the square-root of the diffusion coefficient
    2. propotional to the diffusion coefficient
    3. independent of the diffusion coefficient

  4. The numerical error in our MCM scheme for advection-diffusion is
    1. proportional to the square-root of the time step
    2. proportional to the time step
    3. independent of the time step

  5. Monte Carlo discretization of non-linear equations such as Burger's is
    1. impossible
    2. particularly slow
    3. difficult to parallelize

SYLLABUS  Previous: 5.5 When should you  Up: 5 MONTE-CARLO METHOD  Next: 5.7 Exercises

      
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