Integration of high-dimensional problems

Matlab source code

The following matlab files are related to the lecture and the exercises. (I don't claim that the matlab code is optimal). There should be enough comments to understand the purpose of the programs. For more detailed information, refer to the lecture notes.

Evaluation of Pi with Hit-or-Miss MC and Sample-Mean MC
Plotting 2D random numbers
Solution to Exercise 1, Exercise 2, and Exercise 3
Solution to Exercise 4a, Exercise 4b, and Exercise 5
A movie to visualize the principle of a mixed congruential generator
A congruential generator which can be called like the matlab function rand
The Chi-Square test and the Kolmogorov-Smirnov test (can be used to solve Exercise 6)

A van der Corput generator
A generator for Halton sequences
A generator for Sobol sequences
A generator for Faure sequences

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