🎲 Monte Carlo Method
A Monte Carlo method solves a problem by generating large numbers of random samples and using their statistical properties to approximate an answer that would be difficult to compute directly. Named after the Monaco casino, the technique is used for numerical integration, optimisation, physical simulation and estimating quantities such as π.
🧪 See it in action
🎲 Monte Carlo π📖 Go deeper
For a fuller technical treatment, see the Algorithms Glossary — M (Monte Carlo) reference on MySimulator.
Browse more terms in the MySimulator Glossary, or explore the full library of 1000+ interactive, browser-based simulations.