Some Software Application of the Monte Carlo Method

Table 5.

Table of relative errors, three-dimensionalcalculations.

Number of experiments First set Second set Third set

10`000 0.15% 0.21% 0.23%
100`000 0.83% 0.44% 0.11%
1`000`000 0.11% 0.09% 0.14%
10`000`000 0.011% 0.001% 0.02%
100`000`000 0.0016% 0.008% 0.002%
1`000`000`000 0.0015% 0.001% 0.00007%