• DocumentCode
    239628
  • Title

    Removing the inherent paradox of the Buffon´s needle Monte Carlo simulation using Fixed-Point iteration method

  • Author

    Wang, Maximilian J. ; Jin Wang

  • Author_Institution
    Lowndes High Sch., Valdosta, GA, USA
  • fYear
    2014
  • fDate
    7-10 Dec. 2014
  • Firstpage
    3674
  • Lastpage
    3683
  • Abstract
    In teaching simulation, the Buffon´s needle is a popular experiment to use for designing a Monte Carlo simulation to approximate the number π. Simulating the Buffon´s needle experiment is a perfect example for demonstrating the beauty of a Monte Carlo simulation in a classroom. However, there is a common misconception concerning the Buffon´s needle simulation. Erroneously, the simulation of the needle drop cannot be used to evaluate π. We have to simulate the needle´s angle from an uniform (0, π over 2) distribution. It is self-referential in theory, since it requires the number π as the input value to approximate π. In this study, we propose a new method using the fixed-point iteration to remove the inherent paradox of the Buffon´s needle simulation. A new algorithm with Python implementation is proposed. The simulation outputs indicate that our new method is as good as if we use the true π value as an input.
  • Keywords
    Monte Carlo methods; iterative methods; teaching; Buffon needle Monte Carlo simulation; Python implementation; fixed-point iteration; fixed-point iteration method; inherent paradox; teaching simulation; Algorithm design and analysis; Convergence; Equations; Mathematical model; Monte Carlo methods; Needles; Synthetic aperture sonar;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference (WSC), 2014 Winter
  • Conference_Location
    Savanah, GA
  • Print_ISBN
    978-1-4799-7484-9
  • Type

    conf

  • DOI
    10.1109/WSC.2014.7020196
  • Filename
    7020196