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Calculation of Pi Using The Monte Carlo Method

This document describes calculating Pi using the Monte Carlo method. It explains that the Monte Carlo method uses statistics and random sampling to solve problems. It then details how this program works by randomly selecting points in a square containing a circle and counting how many fall within the circle to approximate Pi. While useful for problems that can't be solved analytically, it notes that the Monte Carlo method is a slow way to calculate Pi compared to other methods.

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Dinkar
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© Attribution Non-Commercial (BY-NC)
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Download as PDF, TXT or read online on Scribd
158 views

Calculation of Pi Using The Monte Carlo Method

This document describes calculating Pi using the Monte Carlo method. It explains that the Monte Carlo method uses statistics and random sampling to solve problems. It then details how this program works by randomly selecting points in a square containing a circle and counting how many fall within the circle to approximate Pi. While useful for problems that can't be solved analytically, it notes that the Monte Carlo method is a slow way to calculate Pi compared to other methods.

Uploaded by

Dinkar
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Calculation of Pi Using the Monte Carlo Method

Calculation of Pi Using the Monte Carlo Method


by Eve Andersson

Home : Pi : One Calculation

The "Monte Carlo Method" is a method of solving problems Great Pi Day Gifts
using statistics. Given the probability, P, that an event will occur
in certain conditions, a computer can be used to generate those
conditions repeatedly. The number of times the event occurs
divided by the number of times the conditions are generated
should be approximately equal to P.

Run the Program View Source Code


How this program works:

If a circle of radius R is inscribed inside a square with side


length 2R, then the area of the circle will be pi*R^2 and the area
of the square will be (2R)^2. So the ratio of the area of the circle
to the area of the square will be pi/4.

This means that, if you pick N points at random inside the


square, approximately N*pi/4 of those points should fall inside
the circle.

This program picks points at random inside the square. It then


checks to see if the point is inside the circle (it knows it's inside
the circle if x^2 + y^2 < R^2, where x and y are the coordinates
of the point and R is the radius of the circle). The program
keeps track of how many points it's picked so far (N) and how
many of those points fell inside the circle (M).

Pi is then approximated as follows:

4*M
pi = ---
N

http://www.eveandersson.com/pi/monte-carlo-circle (1 of 5)8/5/2010 11:13:01 AM


Calculation of Pi Using the Monte Carlo Method

Although the Monte Carlo Method is often useful for solving


problems in physics and mathematics which cannot be solved
by analytical means, it is a rather slow method of calculating pi.
To calculate each significant digit there will have to be about 10
times as many trials as to calculate the preceding significant
digit.

Eve Andersson (eve@eveandersson.com)

Comments

Regarin the program

Hi eveander This is suresh here, doin my master in computers in ASU .As i'm a
graduate student, actully we had a topic on monte carlo (pi calculation ).when i
had gone through ur site i got stuff regardin this topic i'm interested in.I would like
to know the complete procedure and program code inorder to understand myself
clearly.I would be greatful to u and thanks for consider my above request.

Regards suresh

-- Suresh Babu Gajjela

Re: Regarin the program

I wonder if Suresh is looking for something like this.

#!/usr/bin/env python

import random
import math

count_inside = 0
for count in range(0, 10000):
d = math.hypot(random.random(), random.random())
if d < 1: count_inside += 1
count += 1
print 4.0 * count_inside / count

http://www.eveandersson.com/pi/monte-carlo-circle (2 of 5)8/5/2010 11:13:01 AM


Calculation of Pi Using the Monte Carlo Method

-- Larry Hosken

more digits

Wow, someone sent me some mail about the example. She wrote:

Thank You very much for it! But I would like to please Your help.
Could You tell please, what is nesessery to add to this programm for
to get Pi colculations in such view 3.******** (i mean in your
programm there are 4 numbers after point, but I need 8 numbers).

First, the unhelpful literal answer: To specify that you want to view 8 digits of the
number, you can use a formatted string. That is, instead of something like

print 4.0 * M / N

...you can say something like

print '%0.8f' % (4.0 * M / N)

However, when you try this, you will see it is not so useful: our result is an integer
divided by 10000. Thus, the last few digits are always zero. This leads to the
temptation to use a longer loop to get a more precise answer. But on my wimpy
computer, using a longer loop leads to a too-long run time. And raises questions
about how good my random number generator is. And when should I switch over
to arbitrary-precision numbers? Oh, now my head hurts.

-- Larry Hosken

Magic Numbers

Hi,

I would like to point to the fact that this particular method works especially well
when you make 14 pairs of random numbers. It works very well if you generate
452 numbers.

http://www.eveandersson.com/pi/monte-carlo-circle (3 of 5)8/5/2010 11:13:01 AM


Calculation of Pi Using the Monte Carlo Method

Using 14 pairs of random cooridante pairs you can get:3.1428571428571

Using 452 you can get as close to Pi as 3.141592920354

Probably you can work out why. ;)

I used Lua to generate these numbers, and the script is:

x=0

y=14

for i = 1, y

do

a=math.random()

b=math.random()

if (a^2+b^2<1 ) then x=x+1 end

end

print(4*x/y)

I think you can get a generally better approximation using something like this:

S=0

n=100

for i = 1, n

do

x=math.random()

y=(1-x^2)^0.5

S=S+y

http://www.eveandersson.com/pi/monte-carlo-circle (4 of 5)8/5/2010 11:13:01 AM


Calculation of Pi Using the Monte Carlo Method

end

T=4*S/n

print(T)

-- Szilard Bokros

Practical demonstration

The San Francisco Exploratorium - possibly the coolest kids museum on the
planet - has a large poker-chip-tossing machine on display for kids to calculate Pi.
On my last visit there a crowd of children - not even nerd children (sorry Eve, I'm
stereotyping here...) - were all standing around watching it.

-- Aidan Merritt

Old Method

This method, was known as "The method of the French Lieutenant" or "The
method of generating PI casting stones in a Pond".

MARIO

-- MARIO GIOIA

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http://www.eveandersson.com/pi/monte-carlo-circle (5 of 5)8/5/2010 11:13:01 AM

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