The SIAM 100-Digit Challenge. A Study in High-Accuracy Numerical Computing
Buy a book... In Association with Amazon.co.uk
Author(s): F. Bornemann, D. Laurie, S. Wagon and J. Waldvogel
Publisher: SIAM
ISBN: 089871561X
Format: softback
306pp
Price: $57.00
Review Date: 02 September 2004
Review: In January/February 2002 SIAM News published ten diverse computing problems as a challenge to the mathematical public. The answer to each problem was a real number; entrants had to compute several digits of the answer. Each digit scored a point with ten points available per problem. Thus the prefect score would be 100. Here the authors, members of the teams that solved all ten problems, demonstrate the multiplicity of methods for solving each problem. One such problem is: ‘A particle at the centre of a 10 x 1 rectangle undergoes Brownian motion (i.e. 2D random walk with infinitesimal step lengths) until it hits the boundary. What is the probability that it hits at one of the ends rather than one of the sides?’ An accompanying web page gives full code for all the methods, examples, tables and figures.