2 ms·
Beats the trapezoid rule hands down though, in fact that was the main selling point of MC over other quadrature methods. MC error goes down as O 1/sqrt(n) with
by srean 6y ago
Beats the trapezoid rule hands down though, in fact that was the main selling point of MC over other quadrature methods. MC error goes down as O 1/sqrt(n) with quasi MC one can get it down to O 1/n.