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    Monte Carlo Simulation For Finding Pi

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    nithin
    The document discusses using Monte Carlo simulation to estimate pi by randomly generating points and calculating the ratio of points falling within and without a unit circle. It includes Python code to implement the simulation and outputs a value of pi for 10,000 iterations. It also provides a brief overview of random number generation and a simple proof that the Monte Carlo method provides an accurate estimate of pi as the number of iterations increases.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Monte Carlo Simulation For Finding Pi

    Uploaded by

    nithin
    21 views2 pages
    The document discusses using Monte Carlo simulation to estimate pi by randomly generating points and calculating the ratio of points falling within and without a unit circle. It includes Python code to implement the simulation and outputs a value of pi for 10,000 iterations. It also provides a brief overview of random number generation and a simple proof that the Monte Carlo method provides an accurate estimate of pi as the number of iterations increases.

    Original Description:

    Simple application of Monte Carlo

    Original Title

    MC

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    © © All Rights Reserved

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    The document discusses using Monte Carlo simulation to estimate pi by randomly generating points and calculating the ratio of points falling within and without a unit circle. It includes Python code to implement the simulation and outputs a value of pi for 10,000 iterations. It also provides a brief overview of random number generation and a simple proof that the Monte Carlo method provides an accurate estimate of pi as the number of iterations increases.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    21 views2 pages

    Monte Carlo Simulation For Finding Pi

    Uploaded by

    nithin
    The document discusses using Monte Carlo simulation to estimate pi by randomly generating points and calculating the ratio of points falling within and without a unit circle. It includes Python code to implement the simulation and outputs a value of pi for 10,000 iterations. It also provides a brief overview of random number generation and a simple proof that the Monte Carlo method provides an accurate estimate of pi as the number of iterations increases.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Monte Carlo Simulation for Finding pi

    August 2, 2021

    1 Monte Carlo Simulations


    The Monte Carlo method is used to solve problems in a probabilistic manner. The initial problem
    may or may not be deterministic, but randomization is used to generate an accurate solution. We
    will be looking at the implementation of random number generators. We will also see an analytical
    proof showing that Monte Carlo works in the specific case of finding the value of π.

    1.1 Code
    [1]: import numpy as np
    import matplotlib.pyplot as plt
    import random
    from datetime import datetime

    [2]: def monte_carlo_for_pi(iterations):


    circ = 0
    sqr = 0
    now = datetime.now()
    current_time = now.strftime("%S")
    current_time = int(current_time)
    random.seed(current_time)
    for i in range(iterations):

    x = random.random()
    y = random.random()
    if(x*x+y*y <= 1):
    circ = circ + 1
    sqr = sqr + 1
    else:
    sqr = sqr + 1
    pi_val = 4*float(circ)/float(sqr)

    return pi_val

    [3]: iterations = input("Enter the number of iterations : ")


    print(monte_carlo_for_pi(int(iterations)))

    1
    Enter the number of iterations : 10000
    3.1496

    1.2 Implementation of Random Number Generators and Simple Proof


    Random number generation is the process by which numbers are produced as output by a Ran-
    dom Number Generator in an order that can only occur by chance. They can be truly random
    numbers, such as in Hardware Random Number Generators (which use some physical parameter
    like time to generate random numbers) or numbers that are seemingly random (Pseudo-random
    Number Generators). There are also hybrid methods where seeding (using the physical parameter
    as in HRNG) is done an regular intervals while at all other times, pseudo-random numbers are
    generated.
    This is the general methodology. Implementation varies depending on the system and the pro-
    gram. For example, one can generate random numbers according to probability distributions or
    uniformly. The numbers generated can be restricted to a particular range (as we have done here)
    or to a particular domain, such as integers or multiples of some number.
    For a simple proof, one can make the following argument. Since we are generating numbers in a
    uniform manner all points have an equal chance of begin picked. As a result, the probability that
    probability that a particular area a is picked out of the total area A is picked is Aa and the prob-
    ability that m points out of N randomly chosen points lie in the area a will follow the binomial
    distribution. From statistical mechanics, we know that the mean value for the binomial distribu-
    tion in the limit of N → ∞ is simply N Aa . So the number of points inside the cirular arc enclosed
    2
    in the square is merely N π122
    . we can now easily see why for a large number of random points
    generated, the ratio of points within and without the circular arc is m π
    N = 4.

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