private static void test11()
//****************************************************************************
//
// Purpose:
//
// TEST11 tests STOCHASTIC_INTEGRAL_STRAT.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 28 September 2012
//
// Author:
//
// John Burkardt
//
{
double error = 0;
double estimate = 0;
double exact = 0;
int i;
Console.WriteLine("");
Console.WriteLine("TEST11:");
Console.WriteLine(" Estimate the Stratonovich integral of W(t) dW over [0,1].");
Console.WriteLine("");
Console.WriteLine(" Abs Rel");
Console.WriteLine(" N Exact Estimate Error Error");
Console.WriteLine("");
int n = 100;
int seed = 123456789;
typeMethods.r8vecNormalData data = new();
for (i = 1; i <= 7; i++)
{
Integrals.stochastic_integral_strat(n, ref data, ref seed, ref estimate, ref exact, ref error);
Console.WriteLine(" " + n.ToString().PadLeft(8)
+ " " + exact.ToString(CultureInfo.InvariantCulture).PadLeft(16)
+ " " + estimate.ToString(CultureInfo.InvariantCulture).PadLeft(16)
+ " " + error.ToString(CultureInfo.InvariantCulture).PadLeft(16)
+ " " + (error / exact).ToString(CultureInfo.InvariantCulture).PadLeft(16) + "");
n *= 4;
}
}
