Introduction We can also find this area in an experimental
way with the Monte Carlo integration. Using the
The Monte Carlo method, a method of statistical
trials, can be an interesting subject to teach
because it implies the use of probability and
random numbers. Students are fascinated by
the possibility of obtaining a mathematical, or
“exact,” answer to a problem using a some-
what playful approach dealing with chance.
When problems are too complex to solve in an
analytical way, Monte Carlo methods are used to
obtain an approximate numerical solution. The
use of these methods is often associated with the
works of Von Neumann and Ulam in the 1940s.
Integrating a continuous function that
fluctuates irregulary in a given domain can be
time-consuming, difficult, or even impossible.
It is with these functions that Monte Carlo
integration applies best. For explanatory
purposes, however, we will begin with the
integration of simpler functions whose integrals
are easy to calculate analytically.
Using A Line to Introduce
Monte Carlo Integration
The Monte Carlo method can be explained
to show a different way to compute an
integral with respect to the traditional analyti-
cal integration. Consider the function:
, point lies under the diagonal, that is, by look-
of which we calculate the definite integral
between 0 and 1.
This integral represents the area below the
diagonal of the unit square.
© 2004 National
Council of Teachers
of Mathematics
applet “Integrating a Line,” which computes
the area by generating random points on the
graph, we can obtain a series of experimental
results for the value of the designated area.
For the purposes of this discussion, we will use
the point P(1,1). The applet shows the perpendic-
ulars drawn from P to the x and y axis to obtain
a square of area 1. The area under the function
y = x is a triangle, which is a subset of the points
of the square. This subset and its complement
with respect to the square make a set partition
of the set of the points of the square. We use
uniformly distributed random numbers to define
the coordinates of a given number of points
— for example 100 — generated by the applet,
included in the interval (0,1). The applet plots
these points on the graph and counts how many
points are below the diagonal, which are in the
area we want to compute. This number of points
below the diagonal divided by the total points
generated yields a fraction that, when multiplied
by the known area of the square, gives us the
area under the diagonal. For example, suppose
that 48 points out of 100 are under the diagonal.
The area under the given function will be:
A = 1(48/100) = 48/100, which is approximately .
We can also say that the area is represented
by the probability that a randomly generated
ing at the ratio 48/100 as the ratio between
successful and possible cases. The points
generated (possible cases) are the statistical
trials. In the applet, the random points below
the diagonal are shown in red and the random
points above the diagonal are shown in blue.
 Exploring Monte Carlo
Integration with a Circle
In the applet “Monte Carlo Integration of a
Circle,” we consider the function , program that calculates the integral using the
which represents a quarter of the unit circle
centered at the origin, whose equation is
. We calculate analytically the
integral of the function between 0 and 1:
Substituting x = sin and dx = cos d , we get
d so
. and the area is calculated by dividing this number
For a detailed solution see the Add On.
Using the applet, we can generate a series of
experimental results for the value of the area.
As before, consider a point P(1,1) with perpen-
diculars drawn from P to the x and y axis. Again,
we obtain a square whose area is 1, but this
time the function is represented by the arc of
the unit circle that lies in the first quadrant.
As before, we use uniformly distributed random
numbers to define the coordinates of a given
number of points, included in the interval
(0,1). The applet generates these points on
the graph and counts how many points are
under the arc that represents the function.
Suppose that 78 points out of 100 are under
the curve. The designated area will be:
A = 1(78/100) = 78/100, which is approximately .
Another advantage of considering the function
y = x is that it is easy for students to develop a
Monte Carlo method. The algorithm must gener-
ate, for example, 100 pairs of random coordinates
x and y included in the interval (0,1), and for each
pair must compare the value of y with the value
of x. If y is greater than x, the point is above the
diagonal and is not counted as meeting the crite-
ria of the function; if y is equal to or smaller than
x, the point is below the diagonal and is accepted.
A counter can keep track of the accepted points,
by the number of total points generated (100).
The program can be run for a greater number
of points. The results of this computer experi-
ment (indeed a Monte Carlo simulation) might
be shown in a table such as in table 1.
Indeed, given a random point , in
the example of the integral of the circle’s arc, the
algorithm is similar, with the only difference being
that we must compare the second coordinate
( ) of each random point with to see if it
is above or below the function. If the condition:
is verified, the point is accepted.

Total Points Accepted Points Area

Accepted Points/
Total Points

500 255 0.51000000

1000 535 0.53500000
1500 746 0.49733333
2000 1005 0.50250000
2500 1243 0.49720000
3000 1455 0.48500000
© 2004 National
Council of Teachers
Table 1
of Mathematics
 The Monte Carlo Integration
of the Gaussian Function
As a final example, the applet “Gaussian
Function” shows the application of the
Monte Carlo integration to the Gaussian
function , which is integrated
between 0 and 1:

This function does not have antide-

rivative, but Monte Carlo integration
can compute the integral anyway.

Conclusions
As highlighted in the article that appeared in
the second issue of ON-Math, “Mathematically
Appropriate uses of Technology” by Bethany
Snyder Hudnutt and Robert M. Panoff, some
of the best applications in mathematics
are in the areas of graphing functions and
probability theory. Both these aspects are
involved in Monte Carlo integration.
Simple examples work best for an initial
discussion of the Monte Carlo method. Once
students understand the Monte Carlo method
of integration, teachers can fully discuss the
accuracy of the method. For a hands-on intro-
duction, teachers may want to have students
first draw an accurate graph of a given function
on a piece of tagboard and then drop a known
number of grains of rice on to the diagram.
Once students understand the nature of the
simulation, they can use the applet to see the
results of using greater numbers of points.
The possibility of experimenting by varying the
number of trials and obtaining immediate feed-
back easily leads to reasoning about limit cases.
For example, if the applet about the diagonal
(Integrating a Line) is asked to compute the area
for just one trial, the result will be 1 or 0 depend-
© 2004 National
Council of Teachers ing on whether the point falls below or above the
of Mathematics
function. A point below means that the ratio
between accepted points and total points
equals 1 and this must be multiplied by the
area of the unit square yieding a resulting
area of 1. A point above equals the ratio
of 0/1 = 0 and the subsequent multiplica-
tion by the area of the unit square is 0.
By increasing the number of trials as much
as possible (the program limits each computation
to a maximum of 150,000 points), the areas
above and below the diagonal appear uniformly
blue and red. Considering the thickness of
the points, this effect occurs because of
resolution on the computer screen and does
not mean that all the available points of the
square were used. The coordinates of each
point are, in fact, real numbers, and therefore
the square contains an infinite number of
points (certainly more than 150,000 points).
These last considerations highlight the impor-
tance of the role of the teacher in leading
students to make observations and correct
interpretations of those observations.
 references
Bronson, Richard, and Gary J. Bronson. Finite mathematcs: a Modeling
Approach. Minneapolis/St. Paul: West Publishing Company, 1996.
Martin, Francis F. Computer Modeling and Simulation.
New York: Wiley, 1968.
Neelamkavil, Francis. Computer Simulation and Modeling.
New York: Wiley, 1987.
Shreider, Y. A., Ed. The Monte Carlo Method.
Oxford: Pergamon Press, 1966.
mathworld.wolfram.com/MonteCarloIntegration.html. 2003.

© 2004 National
Council of Teachers
of Mathematics
 add-ons
Analytical solution of the integral

Substituting, , we obtain

© 2004 National
Council of Teachers
of Mathematics