notes

Personal notes
git clone git://git.laack.co/notes.git
Log | Files | Refs

MonteCarloMethod.md (518B)


      1 # Monte Carlo Method
      2 
      3 SS
      4 
      5 **Definition:** The monte carlo method is a class of algorithms that use repeated random sampling to converge upon a solution to a problem where there may be a true solution, but are too complex to analyze.
      6 
      7 An example of this is the calculation of PI using random sampling of a 2D grid to find the approximate area of a circle with a radius of 1.
      8 
      9 Another example of this could be any arbitrary volume/surface area calculation where we don't know the exact formula for the true calculation.