How does the Monte Carlo method work?

Abstract

The paper describes the practical work for students visually clarifying the mechanism of the Monte Carlo method applying to approximating the value of Pi. Considering a traditional quadrant (circular sector) inscribed in a square, here we demonstrate the original algorithm for generating random points on the paper: you should arbitrarily tear up a paper blank to small pieces (the first experiment). By the similar way the second experiment (with a preliminary staining procedure by bright colors) can be used to prove the quadratic dependence of the area of a circle on its radius. Manipulations with tearing up a paper as a random sampling algorithm can be applied for solving other teaching problems in physics.

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