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
Link To Document :
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