On the computation of pi
+Table of Contents
+ +1 Asking the maths library
++My computer tells me that \(\pi\) is approximatively +
+ +pi ++
+[1] 3.141593 ++
2 Buffon's needle
++Applying the method of Buffon's needle, we get the approximation +
+ +set.seed(42) +N = 100000 +x = runif(N) +theta = pi/2*runif(N) +2/(mean(x+sin(theta)>1)) ++
+[1] 3.14327 ++
3 Using a surface fraction argument
++A method that is easier to understand and does not make use of the \(\sin\) function is based on the fact that if \(X\sim U(0,1)\) and \(Y\sim U(0,1)\), then \(P[X^2+Y^2\leq 1] = \pi/4\) (see "Monte Carlo method" on Wikipedia). The following code uses this approach: +
+ +set.seed(42)
+N = 1000
+df = data.frame(X = runif(N), Y = runif(N))
+df$Accept = (df$X**2 + df$Y**2 <=1)
+library(ggplot2)
+ggplot(df, aes(x=X,y=Y,color=Accept)) + geom_point(alpha=.2) + coord_fixed() + theme_bw()
+
+
+
+It is then straightforward to obtain a (not really good) approximation to \(\pi\) by counting how many times, on average, \(X^2 + Y^2\) is smaller than 1: +
+ +4*mean(df$Accept) ++
+[1] 3.156 ++