Efficacy of 3D Monte Carlo Simulations vis-à-vis 2D in the Estimation of Pi: A Multifaceted Approach
P i ( π ) occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as crystallography, Fourier analysis etc. Hence a suitable simulation based numerical/statistical method to determine it accurately is of great signifi...
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| Published in | International journal of applied and computational mathematics Vol. 10; no. 2; p. 87 |
|---|---|
| Main Authors | , , , |
| Format | Journal Article |
| Language | English |
| Published |
New Delhi
Springer India
01.04.2024
Springer Nature B.V |
| Subjects | |
| Online Access | Get full text |
| ISSN | 2349-5103 2199-5796 |
| DOI | 10.1007/s40819-024-01708-6 |
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| Abstract | P
i
(
π
)
occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as crystallography, Fourier analysis etc. Hence a suitable simulation based numerical/statistical method to determine it accurately is of great significance. Keeping this objective into consideration, we describe a simulation-based computational method to implement Monte Carlo (MC) simulations in a non-Euclidean 3D geometry for the first time in this paper. To visualize the MC simulations and generate data, codes in the python programming language were developed efficiently. The data were generated by (i) varying the number of simulations, that is, the number of random data points, and (ii) repeating the process
I
times (iterations) for a fixed number of simulations and
pooling
the data generated from (i) and (ii). A dual approach was adopted to analyze the data with the help of statistical methods implemented through python code, which comprised random sampling using the ‘
central limit theorem
’ (CLT) and ‘
clustering technique
’. Similar extensive studies were carried out for Euclidean 2D geometry, and the results were analyzed and compared through a detailed error analysis. It has been reported that with an increase in the number of simulations/iterations, the value of
pi
attains better stabilization and conforms better to the normal distribution. We report that the errors are
∝
n
-
0.5
as a function of number of simulation
n
for 3D geometry, whereas the absolute error
ϵ
(
n
)
decreases exponentially in the case of 2D geometry. All the results obtained through the dual approach were consistent for both the geometries, and a stabilization in
pi
value up to
10
-
5
in the 2D geometry and up to
10
-
4
in the 3D geometry was achieved using random sampling. We also report that the simulation developed in our work has yielded better and more accurate mean values of
pi
between (0.99979–0.99998)
π
for both the geometries and has ‘
least error
’ compared to the work reported by others in literature. |
|---|---|
| AbstractList | P
i
(
π
)
occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as crystallography, Fourier analysis etc. Hence a suitable simulation based numerical/statistical method to determine it accurately is of great significance. Keeping this objective into consideration, we describe a simulation-based computational method to implement Monte Carlo (MC) simulations in a non-Euclidean 3D geometry for the first time in this paper. To visualize the MC simulations and generate data, codes in the python programming language were developed efficiently. The data were generated by (i) varying the number of simulations, that is, the number of random data points, and (ii) repeating the process
I
times (iterations) for a fixed number of simulations and
pooling
the data generated from (i) and (ii). A dual approach was adopted to analyze the data with the help of statistical methods implemented through python code, which comprised random sampling using the ‘
central limit theorem
’ (CLT) and ‘
clustering technique
’. Similar extensive studies were carried out for Euclidean 2D geometry, and the results were analyzed and compared through a detailed error analysis. It has been reported that with an increase in the number of simulations/iterations, the value of
pi
attains better stabilization and conforms better to the normal distribution. We report that the errors are
∝
n
-
0.5
as a function of number of simulation
n
for 3D geometry, whereas the absolute error
ϵ
(
n
)
decreases exponentially in the case of 2D geometry. All the results obtained through the dual approach were consistent for both the geometries, and a stabilization in
pi
value up to
10
-
5
in the 2D geometry and up to
10
-
4
in the 3D geometry was achieved using random sampling. We also report that the simulation developed in our work has yielded better and more accurate mean values of
pi
between (0.99979–0.99998)
π
for both the geometries and has ‘
least error
’ compared to the work reported by others in literature. Pi(π) occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as crystallography, Fourier analysis etc. Hence a suitable simulation based numerical/statistical method to determine it accurately is of great significance. Keeping this objective into consideration, we describe a simulation-based computational method to implement Monte Carlo (MC) simulations in a non-Euclidean 3D geometry for the first time in this paper. To visualize the MC simulations and generate data, codes in the python programming language were developed efficiently. The data were generated by (i) varying the number of simulations, that is, the number of random data points, and (ii) repeating the process I times (iterations) for a fixed number of simulations and pooling the data generated from (i) and (ii). A dual approach was adopted to analyze the data with the help of statistical methods implemented through python code, which comprised random sampling using the ‘central limit theorem’ (CLT) and ‘clustering technique’. Similar extensive studies were carried out for Euclidean 2D geometry, and the results were analyzed and compared through a detailed error analysis. It has been reported that with an increase in the number of simulations/iterations, the value of pi attains better stabilization and conforms better to the normal distribution. We report that the errors are ∝n-0.5 as a function of number of simulation n for 3D geometry, whereas the absolute error ϵ(n) decreases exponentially in the case of 2D geometry. All the results obtained through the dual approach were consistent for both the geometries, and a stabilization in pi value up to 10-5 in the 2D geometry and up to 10-4 in the 3D geometry was achieved using random sampling. We also report that the simulation developed in our work has yielded better and more accurate mean values of pi between (0.99979–0.99998)π for both the geometries and has ‘least error’ compared to the work reported by others in literature. |
| ArticleNumber | 87 |
| Author | Thapliyal, Vaibhav Rani, Sanjeeta Verma, Manisha Mishra, Ayush |
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| Copyright_xml | – notice: The Author(s), under exclusive licence to Springer Nature India Private Limited 2024. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. – notice: The Author(s), under exclusive licence to Springer Nature India Private Limited 2024. |
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| Keywords | Computational method Central limit theorem Statistical analysis Clustering Estimation of pi Monte Carlo simulation |
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| References | SenSKAgarwalRPShaykhianGAGolden ratio versus pi as random sequence sources for Monte Carlo integrationMath. Comput. Model.2008481–2161178243133010.1016/j.mcm.2007.09.011 SchroederLLUffon’s needle problem: an exciting application of many mathematical conceptsMath. Teach.197467218318610.5951/MT.67.2.0183 Wang, A.L., Kicey, C.J.: In: Proceedings of the 49th Annual Southeast Regional Conference, pp. 233–236 (2011). https://doi.org/10.1145/2016039.2016100 WilliamsonTCalculating pi using the Monte Carlo methodPhys. Teach.201351846846910.1119/1.4824938 Sheet, A.A.K.I.: Evaluating the area of a circle and the volume of a sphere by using Monte Carlo simulation. Iraqi J. Stat. Sci. 8(2), 48–62 (2008). https://stats.mosuljournals.com/article_31429.html WagonS Pi: A Source Book2004BerlinSpringer55755910.1007/978-1-4757-4217-6_58 Pi, Wikipedia. https://en.wikipedia.org/wiki/Pi SokolowskiJABanksCMModeling and Simulation Fundamentals: Theoretical Underpinnings and Practical Domains2010New YorkWiley10.1002/9780470590621 AgarwalRP AgarwalHSenSKBirth, growth and computation of pi to ten trillion digitsAdv. Differ. Equ.2013201310016871847306400110.1186/1687-1847-2013-100 Hart, D., Roberts, T.: Buffon’s needle—a simulation. Math. Schl. 18(1), 16–17 (1989). https://eric.ed.gov/?q=EJ389723 Jensen, H.M.: Outline Of The Monte Carlo Strategy, Computational Physics (2010). https://courses.physics.ucsd.edu/2017/Spring/physics142/Lectures/Lecture18/Hjorth- JensenLectures2010.pdf https://stanford.edu/~cpiech/cs221/handouts/kmeans.html ÖksüzIBasis quantum Monte Carlo theoryJ. Chem. Phys.198481115005501210.1063/1.447486 Ardenghi, J.S.: An estimation of the moon radius by counting craters: a generalization of Monte-Carlo calculation of π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document} to spherical geometry. arXiv preprint arXiv:1907.13597 (2019) Kosobutskyy, P., Kovalchuk, A., Kuzmynykh, M., Shvarts, M.: In: Perspective Technologies and Methods in MEMS Design (MEMSTECH), 2016 XII International Conference on, IEEE, pp. 167–169 (2016) BlatnerDThe Joy of Pi1999New YorkWalker and Company LowryPGAn irrational calculation of piCreat. Comput.198171223839 WalpoleREMyersRHMyersSLYeKProbability & Statistics for Engineers & Scientists20119LondonPearson Education234 Yavoruk, O.: How does the Monte Carlo method work? arXiv preprint arXiv:1909.13212 (2019) BeckmanPA History of Pi19825BoulderThe Golem Press CohenGShannonAJohn ward’s method for the calculation of piHist. Math.19818213314461836610.1016/0315-0860(81)90025-2 Bailey, D., Borwein, J., Borwein, P., Plouffe, S.: The quest for pi. Math. Intell. (1996). https://www.davidhbailey.com/dhbpapers/pi-quest.pdf BlochSDresslerRStatistical estimation of π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document} using random vectorsAm. J. Phys.199967429830310.1119/1.19252 Mason, S., Hill, R., Mönch, L., Rose, O., Carlo, M., et al.: Proceedings of the 2008 Winter Simulation Conference (2008) https://www.jcchouinard.com/kmeans SimanekDEThe measure of piPhys. Teach.2014522686810.1119/1.4862097 Oberle, W.: Monte Carlo Simulations: number of iterations and accuracy, mathematics. https://apps.dtic.mil/sti/pdfs/ADA621501.pdf (2015) Sharma, R., Singhal, P., Agrawal, M.K.: In: IOP Conference Series: Materials Science and Engineering, vol. 1116, p. 012130. IOP Publishing (2021) MohazzabiPMonte Carlo estimations of eAm. J. Phys.199866213814010.1119/1.18831 Strbac-Savic, S., Miletic, A., Stefanović, H.: In: 8th International Scientific Conference" Science and Higher Education in Function of Sustainable Development-SED 2015 (2015) RossSMIntroduction to Probability and Statistics for Engineers and Scientists20145BerkeleyAcademic Press210 Corris, G.: Experimental π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document}. Math. Schl. 19(1), 18–21 (1990). https://eric.ed.gov/?q=EJ407681 Aderibigbe, A.: A term paper on Monte Carlo analysis/simulation (2014). https://core.ac.uk/download/pdf/154230379.pdf CastellanosDThe ubiquitous π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document}Math. Mag.1988612679893482410.1080/0025570X.1988.11977350 RP Agarwal (1708_CR11) 2013; 2013 S Bloch (1708_CR9) 1999; 67 1708_CR18 1708_CR15 P Mohazzabi (1708_CR14) 1998; 66 1708_CR33 1708_CR12 1708_CR34 D Castellanos (1708_CR2) 1988; 61 S Wagon (1708_CR3) 2004 1708_CR20 1708_CR21 SK Sen (1708_CR13) 2008; 48 T Williamson (1708_CR24) 2013; 51 P Beckman (1708_CR5) 1982 PG Lowry (1708_CR8) 1981; 7 1708_CR28 1708_CR29 1708_CR26 1708_CR27 1708_CR6 1708_CR7 I Öksüz (1708_CR16) 1984; 81 1708_CR25 1708_CR4 G Cohen (1708_CR10) 1981; 8 1708_CR23 SM Ross (1708_CR31) 2014 RE Walpole (1708_CR30) 2011 1708_CR32 D Blatner (1708_CR1) 1999 DE Simanek (1708_CR22) 2014; 52 JA Sokolowski (1708_CR17) 2010 LL Schroeder (1708_CR19) 1974; 67 |
| References_xml | – reference: RossSMIntroduction to Probability and Statistics for Engineers and Scientists20145BerkeleyAcademic Press210 – reference: SokolowskiJABanksCMModeling and Simulation Fundamentals: Theoretical Underpinnings and Practical Domains2010New YorkWiley10.1002/9780470590621 – reference: SchroederLLUffon’s needle problem: an exciting application of many mathematical conceptsMath. Teach.197467218318610.5951/MT.67.2.0183 – reference: https://www.jcchouinard.com/kmeans/ – reference: Bailey, D., Borwein, J., Borwein, P., Plouffe, S.: The quest for pi. Math. Intell. (1996). https://www.davidhbailey.com/dhbpapers/pi-quest.pdf – reference: Aderibigbe, A.: A term paper on Monte Carlo analysis/simulation (2014). https://core.ac.uk/download/pdf/154230379.pdf – reference: Sheet, A.A.K.I.: Evaluating the area of a circle and the volume of a sphere by using Monte Carlo simulation. Iraqi J. Stat. Sci. 8(2), 48–62 (2008). https://stats.mosuljournals.com/article_31429.html – reference: Strbac-Savic, S., Miletic, A., Stefanović, H.: In: 8th International Scientific Conference" Science and Higher Education in Function of Sustainable Development-SED 2015 (2015) – reference: Hart, D., Roberts, T.: Buffon’s needle—a simulation. Math. Schl. 18(1), 16–17 (1989). https://eric.ed.gov/?q=EJ389723 – reference: BlatnerDThe Joy of Pi1999New YorkWalker and Company – reference: Sharma, R., Singhal, P., Agrawal, M.K.: In: IOP Conference Series: Materials Science and Engineering, vol. 1116, p. 012130. IOP Publishing (2021) – reference: https://stanford.edu/~cpiech/cs221/handouts/kmeans.html – reference: LowryPGAn irrational calculation of piCreat. Comput.198171223839 – reference: SenSKAgarwalRPShaykhianGAGolden ratio versus pi as random sequence sources for Monte Carlo integrationMath. Comput. Model.2008481–2161178243133010.1016/j.mcm.2007.09.011 – reference: SimanekDEThe measure of piPhys. Teach.2014522686810.1119/1.4862097 – reference: CohenGShannonAJohn ward’s method for the calculation of piHist. Math.19818213314461836610.1016/0315-0860(81)90025-2 – reference: WilliamsonTCalculating pi using the Monte Carlo methodPhys. Teach.201351846846910.1119/1.4824938 – reference: BlochSDresslerRStatistical estimation of π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document} using random vectorsAm. J. Phys.199967429830310.1119/1.19252 – reference: Kosobutskyy, P., Kovalchuk, A., Kuzmynykh, M., Shvarts, M.: In: Perspective Technologies and Methods in MEMS Design (MEMSTECH), 2016 XII International Conference on, IEEE, pp. 167–169 (2016) – reference: WalpoleREMyersRHMyersSLYeKProbability & Statistics for Engineers & Scientists20119LondonPearson Education234 – reference: WagonS Pi: A Source Book2004BerlinSpringer55755910.1007/978-1-4757-4217-6_58 – reference: AgarwalRP AgarwalHSenSKBirth, growth and computation of pi to ten trillion digitsAdv. Differ. Equ.2013201310016871847306400110.1186/1687-1847-2013-100 – reference: MohazzabiPMonte Carlo estimations of eAm. J. Phys.199866213814010.1119/1.18831 – reference: ÖksüzIBasis quantum Monte Carlo theoryJ. Chem. 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Mag.1988612679893482410.1080/0025570X.1988.11977350 – reference: Oberle, W.: Monte Carlo Simulations: number of iterations and accuracy, mathematics. https://apps.dtic.mil/sti/pdfs/ADA621501.pdf (2015) – reference: Corris, G.: Experimental π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document}. Math. Schl. 19(1), 18–21 (1990). https://eric.ed.gov/?q=EJ407681 – reference: Mason, S., Hill, R., Mönch, L., Rose, O., Carlo, M., et al.: Proceedings of the 2008 Winter Simulation Conference (2008) – ident: 1708_CR23 doi: 10.1088/1757-899X/1116/1/012130 – ident: 1708_CR20 doi: 10.1145/2016039.2016100 – volume: 51 start-page: 468 issue: 8 year: 2013 ident: 1708_CR24 publication-title: Phys. 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| SubjectTerms | Algorithms Applications of Mathematics Clustering Codes Computational Science and Engineering Crystallography Data points Error analysis Euclidean geometry Fourier analysis Geometry Mathematical and Computational Physics Mathematical Modeling and Industrial Mathematics Mathematics Mathematics and Statistics Monte Carlo simulation Normal distribution Nuclear Energy Operations Research/Decision Theory Original Paper Physics Programming languages Python Quantum mechanics Radiation Random sampling Simulation Skewness Stabilization Statistical analysis Statistical methods Theoretical Two dimensional analysis Visualization |
| Title | Efficacy of 3D Monte Carlo Simulations vis-à-vis 2D in the Estimation of Pi: A Multifaceted Approach |
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