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Pi Complete

The document details a Monte Carlo simulation method for estimating the mathematical constant π by generating random points in a square and calculating the proportion that falls within an inscribed unit circle. It outlines the methodology, including generating random samples, checking points inside the circle, counting them, and estimating π iteratively over multiple iterations. The results indicate convergence towards the true value of π, demonstrating the effectiveness of probabilistic methods in numerical approximation.

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sejaldubey125
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1 views5 pages

Pi Complete

The document details a Monte Carlo simulation method for estimating the mathematical constant π by generating random points in a square and calculating the proportion that falls within an inscribed unit circle. It outlines the methodology, including generating random samples, checking points inside the circle, counting them, and estimating π iteratively over multiple iterations. The results indicate convergence towards the true value of π, demonstrating the effectiveness of probabilistic methods in numerical approximation.

Uploaded by

sejaldubey125
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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HW_2 Question 2

Estimation of �

Rupesh, Shivam, Sejal, Saurav, Prakhar

2025-01-25

Pi Estimation Report

Estimation of � Using Monte Carlo Simulation

Introduction
Monte Carlo simulation is a probabilistic method that uses random sampling to estimate
numerical results. In this, we estimate the mathematical constant � by simulating random
points in a square and calculating the proportion of points that fall inside a unit circle inscribed
within the square.

Methodology

1. Generate Random Samples

• Random coordinates are generated uniformly in the range (-1, 1).


• Each point represents a random location in the square of side length 2.

n = 1e4 # Total number of points


x = runif(n, min = -1, max = 1) # Generate random x-coordinates
y = runif(n, min = -1, max = 1) # Generate random y-coordinates

2. Check Points Inside the Circle

• A point lies inside the circle if its distance from the origin is less than or equal to 1.
• This condition is checked for all generated points.

1
inside_circle = (x^2 + y^2 <= 1) # Logical vector indicating points inside the circle

3. Count Points Inside the Circle

• The total number of points inside the circle is calculated by summing the logical values.

count = sum(inside_circle) # Count points inside the circle

4. Estimate �

• The value of � is estimated using the formula:

pi_estimate = 4 * count / n
print(pi_estimate) # Print the estimated value of �

[1] 3.1384

5. Iterative Refinement

• To analyze convergence, � is estimated iteratively over multiple iterations, each with a


new set of random points.

pi_values = function(n) {
x = runif(n, min = -1, max = 1)
y = runif(n, min = -1, max = 1)
count = sum(x^2 + y^2 <= 1)
return(4 * count / n)
}

n_iterations = 1000
pi_arr = sapply(1:n_iterations, pi_values)
pi_arr_sample = sample(pi_arr, 100)
pi_arr_sample

[1] 3.096774 3.392000 3.215686 3.092398 3.242902 3.329670 3.142222 3.224806


[9] 3.132075 3.089655 3.153061 3.164420 3.404580 3.064327 3.086614 3.134021
[17] 3.187970 3.428571 3.018072 3.197568 3.188275 3.153110 3.285714 3.207503
[25] 3.299475 3.094188 3.034301 3.029536 3.056180 3.175676 3.205993 2.630137
[33] 3.160622 3.242718 3.104762 2.723404 3.192444 3.213251 3.285714 3.162162

2
[41] 2.995633 3.077748 3.119048 3.286031 3.186885 3.116641 3.111111 3.198257
[49] 3.167048 3.065896 2.933333 3.322581 3.107981 2.968553 3.152888 3.130435
[57] 2.666667 3.600000 3.140351 3.090909 3.206544 3.019763 3.140741 3.222482
[65] 3.456790 3.134986 3.163359 3.341176 3.163043 3.042945 3.293777 3.112500
[73] 3.109948 3.099851 3.183217 3.232000 3.087719 3.101370 3.108943 3.164557
[81] 3.483871 3.106439 3.158576 3.177143 3.097030 3.136000 3.118227 3.253142
[89] 3.105691 3.150115 3.182796 3.156812 2.961326 2.787879 3.246377 3.187141
[97] 3.125000 3.143552 3.303797 3.099415

6. Visualization

• A plot is created to show the estimated values of � over the iterations.

# Prepare data for plotting


pi_df = data.frame(X = seq_along(pi_arr), Y = pi_arr)

# Plot using ggplot2


library(ggplot2)
pi_plot = ggplot(pi_df, aes(X, Y)) +
geom_line(color = "blue") +
geom_point(shape = 21, fill = "#FF6347", size = 1) +
geom_hline(yintercept = pi, linetype = "dashed", color = "red") +
labs(title = "Estimation of �", x = "Iterations", y = "Estimated Value of �") +
coord_cartesian(ylim = c(3, 3.5), xlim = c(0, n_iterations)) +
theme_minimal()

# Display results
print(mean(pi_arr)) # Average of all estimates

[1] 3.135534

print(pi_plot) # Display the plot

3
Estimation of p
3.5

3.4
Estimated Value of p

3.3

3.2

3.1

3.0
0 250 500 750 1000
Iterations

Results

1. Convergence

• As the number of iterations increases, the estimated values of � converge to the true value
(� = 3.14159).

2. Stability

• The average of the estimates over 1000 iterations provides a robust approximation of �.

3. Visualization

• The plot demonstrates the convergence of the estimates towards the true value of �, with
a dashed line marking the reference value.

4
Conclusion

Monte Carlo simulation effectively estimates � by leveraging random sampling. While initial
estimates may vary, iterative refinements demonstrate convergence to the true value of �. This
approach showcases the power of probabilistic methods in numerical approximation.

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