Multidimensional numerical integration: comparison between deterministic and Monte Carlo methods.

Error analysis

- error in classical methods with equispaced abscissas in one and higher dimensions

- comparison with errors in Monte Carlo method

One-dimensional numerical integration: Gaussian Quadrature

- Classical 1D integration: Gaussian Quadrature, Ortjogonal polynomials

- Gauss-Legendre quadrature (use of "gauleg" subroutine from Numerical Recipes)

Generalities about the use of Numerical Recipes

Generation of random numbers with Gaussian distribution: the central limit theorem as an alternative "ad-hoc" algorithm

Ultime modifiche: mercoledì, 5 aprile 2017, 09:33