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 inInternational journal of applied and computational mathematics Vol. 10; no. 2; p. 87
Main Authors Verma, Manisha, Thapliyal, Vaibhav, Mishra, Ayush, Rani, Sanjeeta
Format Journal Article
LanguageEnglish
Published New Delhi Springer India 01.04.2024
Springer Nature B.V
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ISSN2349-5103
2199-5796
DOI10.1007/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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Cites_doi 10.1088/1757-899X/1116/1/012130
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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_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. Phys.198481115005501210.1063/1.447486
– reference: 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
– reference: Pi, Wikipedia. https://en.wikipedia.org/wiki/Pi
– reference: Yavoruk, O.: How does the Monte Carlo method work? arXiv preprint arXiv:1909.13212 (2019)
– reference: 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
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Snippet P i ( π ) occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as...
Pi(π) occupies a central place in multiple physical phenomena such as diffraction, radiation, quantum mechanics and in various applications such as...
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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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