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simulationmontecarlosurfacestochastic-process

Monte carlo area of a circle


is it possible to use Monte carlo to compute the area of circle with a radius bigger than 1? i tried to make it this way but it only work for a circle of radius 1.

N = 10000
incircle = 0
count = 0
while (count<N)
 x = random()
 y = random()
 if sqrt((x-a)^2 +(y-b)^2) <= R then
    incircle = incircle+1
 endif
 count = count+1

so

Solution

  • Don't know what language you're using but I'll write following code in Python, hope you'll understand it.

    I made computation for the case of area computation for circle of radius 2.

    Here Monte Carlo algorithm is as follows. Lets create a square having X and Y in range [-R ; R]. Now lets randomly uniformly generate points inside this square.We will count total number of generated points and number of points inside a circle of radius R bounded by given square. A point falls into circle if X^2 + Y^2 <= R^2, otherwise its outside of circle. Finally area of square is (2 * R)^2, while circle area is (approximately) equal to num_points_in_circle / num_points_total-th part of area of a square.

    In console output I also show error which shows absolute difference with expected value computed precisely through formula Pi * R^2.

    In Python x ** 2 means x raised to the power of 2.

    Try it online!

    import random, math
    R = 2
    niters = 300_000
    total, in_circle = 0, 0
    for j in range(20):
        for i in range(niters):
            x = random.uniform(-R, R)
            y = random.uniform(-R, R)
            if x ** 2 + y ** 2 <= R ** 2:
                in_circle += 1
            total += 1
        area = (2 * R) ** 2 * in_circle / total
        expected = math.pi * R ** 2
        print(f'After {(j + 1) * niters:>8} iterations area is {area:.08f}, ' +
            f'error is {abs(area - expected):.08f}', flush = True)
    

    Output:

    After   300000 iterations area is 12.59130667, error is 0.02493605
    After   600000 iterations area is 12.58341333, error is 0.01704272
    After   900000 iterations area is 12.58072889, error is 0.01435827
    After  1200000 iterations area is 12.57965333, error is 0.01328272
    After  1500000 iterations area is 12.57741867, error is 0.01104805
    After  1800000 iterations area is 12.57348444, error is 0.00711383
    After  2100000 iterations area is 12.57067429, error is 0.00430367
    After  2400000 iterations area is 12.57078000, error is 0.00440939
    After  2700000 iterations area is 12.56853926, error is 0.00216864
    After  3000000 iterations area is 12.56956800, error is 0.00319739
    After  3300000 iterations area is 12.56826182, error is 0.00189120
    After  3600000 iterations area is 12.56863111, error is 0.00226050
    After  3900000 iterations area is 12.56763897, error is 0.00126836
    After  4200000 iterations area is 12.56839238, error is 0.00202177
    After  4500000 iterations area is 12.56855111, error is 0.00218050
    After  4800000 iterations area is 12.56861667, error is 0.00224605
    After  5100000 iterations area is 12.56857725, error is 0.00220664
    After  5400000 iterations area is 12.56881185, error is 0.00244124
    After  5700000 iterations area is 12.56925193, error is 0.00288132
    After  6000000 iterations area is 12.56927733, error is 0.00290672