MonteCarlo
Monte Carlo Simulation
Security Level 1 (Enabled)
Description
Runs statistical simulations with random numbers. Ideal for complex problems with many uncertainties, stochastic processes, risk analyses and probabilistic calculations. Monte Carlo methods deliver approximate solutions through repeated random experiments.
JSON Parameters
{
"simulationType": "pi",
"iterations": 1000000,
"parameters": {
"radius": 1.0
},
"seed": 42,
"parallel": true
}
| Parameter | Type | Required | Description |
|---|---|---|---|
simulationType | String | Yes | Simulation type: pi, integration, optimization, custom |
iterations | Number | Yes | Number of simulation runs |
parameters | Object | No | Simulation-specific parameters |
seed | Number | No | Random seed for reproducible results |
parallel | Boolean | No | Parallel computation (default: true) |
Example Usage
API call:
POST /api/v1/tools/montecarlo
Content-Type: application/json
{
"simulationType": "pi",
"iterations": 1000000,
"seed": 42
}
Examples
Pi calculation:
{
"simulationType": "pi",
"iterations": 10000000,
"parameters": {"radius": 1.0},
"seed": 314159
}
Numerical integration:
{
"simulationType": "integration",
"iterations": 1000000,
"parameters": {
"function": "sin(x) * exp(-x)",
"xMin": 0,
"xMax": 3.14159
}
}
Optimization:
{
"simulationType": "optimization",
"iterations": 500000,
"parameters": {
"objective": "minimize",
"function": "(x-2)^2 + (y+3)^2",
"bounds": {"x": [-10, 10], "y": [-10, 10]}
}
}
Return Values
{
"result": 3.141592,
"iterations": 1000000,
"durationMs": 1250,
"statistics": {
"mean": 3.141592,
"stdDev": 0.00052,
"min": 3.1401,
"max": 3.1432
},
"convergence": 0.9999,
"success": true
}
| Field | Type | Description |
|---|---|---|
result | Number | Simulation result |
iterations | Number | Number of iterations performed |
durationMs | Number | Computation time in milliseconds |
statistics | Object | Statistical measures |
convergence | Number | Degree of convergence (0-1) |
success | Boolean | True if successful |
Related Tools
Why This Tool Stands Out
- Stochastic Power Solve problems that deterministic methods cannot handle - uncertainty becomes an advantage!
- Parallel Execution Use all CPU cores - millions of iterations in seconds instead of minutes!
- Reproducible Identical results with seed values - important for scientific validation!
- Scalable From a quick prototype to a production simulation - one million or one billion!
Perfect for:
- Risk Analysts VaR calculation
- Researchers Physical simulation
- Quants Option pricing models
Time Savings
No measured time-saving or performance figures are available here. Results depend on the task and environment.
Ready to Get Started?
Start your Monte Carlo simulations today.
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