Cheg 258 - Lecture Notes - April 12, 2000

Announcements

• 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