Monte Carlo

Computing with random numbers

An interactive lesson with 6 steps, about 5 minutes: you predict, drag and solve, with instant feedback on every answer. It runs in your browser and needs JavaScript.

What you’ll learn

• Monte Carlo: estimate a quantity by random sampling (e.g. π from random darts).
• The error shrinks like $1/\sqrt N$: each extra digit costs 100× more samples.
• Its strength is high dimensions, where grids are hopeless.

Steps

1. Darts at a square
2. Throw the darts
3. From a count
4. The square-root law
5. Born at Los Alamos
6. Volume of a ball