A statistics based technique for solving problems when integrals (evaluation of areas) are difficult to perform. We take a very simple example to illustrate the principle. Monte Carlo is also dealt with in modules on the 'Neutron Detectors and Modelling' and 'Gamma Rays: detection and modelling'.

Evaluating p (from the area of a circle). 

Plot N random numbers between (0,0) and (1,1). Area of quadrant / area of square = p/4, so 4 x fraction of points in quadrant is a measure of pi: p(mc). The percentage difference D from the true value is also calculated.

Now see how varying N alters the value of D.