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Mogadalai Gururajan's picture

The SIAM 100-digit challenge of Bronemann et al: A review

Suppose if somebody asked you the following question, and more importantly, wanted the answer to an accuracy of 100-digits:

  • Problem A: A particle at the center of a 10 x 1 rectangle undergoes Brownian motion (i.e., two-dimensional 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 at one of the sides?

Or, this question (again, demanding the answer to an accuracy of 100-digits):

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