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. Author manuscript; available in PMC: 2013 May 9.
Published in final edited form as: SIAM J Numer Anal. 2012 Jan 19;50(1):22–45. doi: 10.1137/100785958

Fig. 4.7.

Fig. 4.7

Plot of absolute values of approximate errors in probabilities over the 60 × 60 grid of cells used to approximate the solution to the inverse problem. The errors are approximated using a more accurate approximation F̃(2)(t) computed using a refined numerical solution with a time step of 10−2, resulting in E < 10−7, and 108 samples of the output density to make statistical errors small. The maximum in this plot is approximately 6.70 × 10−03, which is less than the computed bound 2.55 × 10−02.