Cheg 258 - Lecture Notes - April 9, 1999

Announcements

• The homework linked into today's notes has been cancelled due to your other exams next week. Be sure to look at the solution, however, as you will probably want to keep it in your toolbox - it is much faster than Matlab's quadrature routines for poorly behaved functions.
• You should look at the Scientific American article on radiation therapy . It describes the use of Monte Carlo integration techniques to improve - dramatic ally - radiation therapy.

Class notes

The main points of the lecture were

• Monte Carlo Integration

Goals:

• Write an adaptive quadrature routine for more than one dimension.
• Solve high dimensional problems using Monte Carlo integration.

Reading

• The class notes and Ch. 10 of Kahaner.

Questions of the Day:

• What happens if we set the inner tolerance to be larger than the outer tolerance when doing adaptive quadrature in two dimensions?
• When would you like to use Monte Carlo integration methods?

Matlab Example Codes

example 29