Project

Use sampling to perform a 2-D integration and thereby determine .

• Imagine a circular pond centered at the origin and enclosed in square of side 2.
• We know the analytic result

  

• Generate a sequence of random numbers in .
• For , let , .
• If let .
• Use (5) to calculate the area and thus .
• Try increasing N until you get right to 3 significant figures (slide rule accuracy).

Some source code available in: C, FORTRAN

You can view a plot showing a possible result.
Or you can define your own geometric figure and use Monte-Carlo integration to find its area.