/montecarlo_simulation_integral

The use of Monte Carlo simulation to calculate an integral

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Monte Carlo simulation

Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. wikipedia
We simulate the area of that is given by

We can approximate the area with the formula in our case

Thanks to Andrew Dotson video https://www.youtube.com/watch?v=WAf0rqwAvgg

Try it live on Binder