Monday, 5 December 2011

Monte Carlo Introduction - VBA code

'Written by Satendra Tiwari. Mail me at smani7dm2000@yahoo.co.in
' Refer here for the monte Carlo method
' http://www.chem.unl.edu/zeng/joy/mclab/mcintro.html

' MC Intro to calculate the value of Pi



Sub MonteCarlopi()
Dim numsims, count As Long
Dim xcord, ycord, dist, pi As Double
'Choose the number of simulations
numsims = 1000000
count = 0
For i = 1 To numsims
'Create random point in xy plane. Generate random x and y co-ordinates
xcord = 2 * Rnd() - 1
ycord = 2 * Rnd() - 1
'Calculate the distance of this point
dist = Sqr(xcord * xcord + ycord * ycord)
If dist <= 1 Then
count = count + 1
End If
Next i
'Calcualte the value of pi
pi = 4 * (count / numsims)
MsgBox "Value of pi is " + CStr(pi)

End Sub

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