Monte Carlo direct sampling


<br /> Monte Carlo Direct Sampling<br />

Monte Carlo direct sampling

In Monaco, at Monte Carlo beach, children mark a square on the sands and a tangent circle inside that square to play a game. The game is to stand outside the square and throw pebbles into the square. The pebbles that lands inside the circle count as hit. With this simple game we can estimate the value for number PI by calculating the ratio of hits over total trials, i.e. "PI = 4*(hits/trials)".
[ref. & if you want to know more: Statistical Mechanics: Algorithms and Computations]
Here, you can simulate the game by selecting the number of games to play. For each pebble that lands inside the circle a green circle marks its location. The other pebbles that lands outside the circle, and inside the square, are marked with red circles. The value for PI is estimated from the total number of trials in your simulation.
Click "Start" to run the simulation.
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